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I noticed recently that all my backtests took long time to run (20-30 mins) while they used to take only one or two minutes. And even when they were completed, I had trouble pulling the results. Has anyone else seen this issue as well? Has there been some cloud issue that I am unaware of?
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.
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.
Dario Teodori
1.6k
,
Hi Tarquinius,
I ran so many backtests this weekend and this happened to me a few times. Because of two reasons:
Having a loop where I was not suppose to have it
Having such a large universe
not optimized code. Unecessary execution of code for example.
These issues get worse if backtest timespan is too large too. See if any of the above may apply to you. Some log messages, or breakpoints might be able to tell this.
Thanks,
Dario
1
Tarquinius Superbus
239
,
Thanks for the suggestions Dario. I was trying to run the exact same code from my prior strategy that used to run smoothly so coding issue is unlikely in my opinion.
However, I copied my strategy over to a new project and ran the test again today and it worked as expected. So I'd say if anyone else is having the same issue, try terminate the backtest node first and then run the strategy in a new project.
Best,
Tarquinius
0
Jared Broad
STAFF
,
Hi Tarquinius,
We're upgrading the core data infrastructure to handle more load and it might have caused the slow down you mentioned. We had to migrate out hundreds of TB of data and it soaked a lot of bandwidth up from the system. The new data system should be up middle of this week and is 10x faster 🚀.
Thank you for your patience,
Jared
4
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.
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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