Question/Suggestion about Warmup process

Hi QC team,

As you know I have been working on a code that goes through a lot of data before (and during) the execution of the algorithm and I have been dealing with the timeout issue which makes it hard to get an accurate result.

Now my question is, is there any method that we can use after Initialize and prior to OnData? I understand Initialize is currently taking care anything that happens before OnData but then there is a 5 minutes time limitation on this method that makes the warmup difficult if you are dealing with highest resolutions (e.g. Second) that pulls a lot of data. It would be nice to have a dedicated method to not only let the developers have more calculations but also to organize the workflow a little better and make it more readable.


For instance:



  • Add securities
  • Set cash
  • Set up broker configuration (cost, etc.)
  • Set up indicators
  • Set up warmup period



  • Similar to OnData but using historical data - gets called on every new bar in the history
  • Feed the indicators with data


Update Backtest

Hi, although I also have a habit of posting suggestions here, if you want developers to be more likely to pay attention, post your suggestions here:



Update Backtest


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.


This discussion is closed