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How Many Stocks?

How many stocks have you been able to succesfully track at once? 

I seem to get an out-of-memory error if I track more than about 5.

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Universe selection manages hundreds of stocks at one time. 99.9% of the time an out of memory depends on your algorithm implementation. If you have a specific algorithm you need a hand with send an email to https://www.quantconnect.com/support and we can help with your case. 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thank you Jared.

It could well be another implementation issue. I will check, and report back.

Tracking the working set it shows > 2 GB used before I even do anything - add securities, anything. Just starting up the algo...Adding 5 symbols brings it to mid-3 GB range.

I have gone back and been careful about null assignments when done with variables and have manually called the GC to no avail.

My understanding is that there is a default 'hidden' Universe used when methods such as AddSecurity is used. If this is the case it seems that I am already using Universe selection in the background?

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Feel free to send an email to www.quantconnect.com/support. There's not much more debugging we can do without your permission to assist or a shared algorithm. The forums are for algorithm sharing and discussion - 

I've attached an example of using 400 assets, it used a total of 200% CPU and 2.148GB ram over its 30min run. This is high but still within 3GB pro user allocation so shouldn't affect you.

Algorithm Id:(bb56a7c4f56a5735200e69a4fcf2d96f) completed in 1663.89 seconds at 78k data points per second. Processing total of 129,160,767 data points.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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