If you have a convertible and you are planning on doing the odd trackday then you should be OK, but just be aware that you are at greater risk of injury if the car does go over, be particularly careful exiting corners on days/venues where the ground is soft as it doesn't take a lot for a car to flip if you get it sideways on soft ground
If you are planning on doing more regular trackdays then seriously consider adding a structural roll bar, ensure that a line from the top of the bar to the top of the windscreen is clear of your head, even after you've allowed for the screen to drop a couple of inches (Ideally trace your line from the bar to the front of the bonnet to be on the safe side as this allows for complete collapse of the screen). Even with a bar you would still want to run a hardtop as well as this will spread the load and reduce the chances of the bar digging in if you end up on soft ground. If you have a full cage then the hardtop is probably not necessary.
If you're looking to buy a car for trackdays then just get one with a proper roof or plan to cage it from the start. Soft tops aren't worth the risk.