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System.Exception Algorithm took longer than 10 minutes

I constantly get this error when backtesting basic options + equity strategy:

Runtime Error: System.Exception: Algorithm took longer than 10 minutes on a single time loop. at QuantConnect.Isolator.ExecuteWithTimeLimit

Is there any tip to avoid it? increase the filter / time frame?

It is the same strategy as the one below but longer time-frame

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Hi, basically you are executing your algo every minute...not sure if you are going to do that in practice? Look for the onschedule method and put your algo to trade every 5 minutes and see if it is capable of getting all data in in 5 minutes of time, or have it executed once a day. The ondata has a limitation as it wants to pump the next minute data in your also, but your calculations take more than 1 minute to run. You can also use a consolidator that is triggered every 5 minutes to trade. i guess onschedule will do, but trading every minute must also make your calculation can be done in a minute.

Or do this part daily as it might take time to collect all the data from all contracts:

contracts = self.OptionChainProvider.GetOptionContractList(self.underlyingsymbol, self.Time.date())
if len(contracts) == 0: return
filtered_contracts = self.InitialFilter(self.underlyingsymbol, contracts, -3, 3, 0, 30)
call = [x for x in filtered_contracts if x.ID.OptionRight == 0]
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The computation that happens every minute is:

if not self.Portfolio[self.call].Invested and self.Time.hour != 0 and self.Time.minute == 1:

The real computation happens once every couple of months, but I will try the scheduler

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I cloned your algo to see how to get it work. I get next errors and in july 2012 it becomes slow.

136 | 16:39:39:
Backtest Handled Error: QQQ 110416C00053000: asset price is $0. If using custom data make sure you've set the 'Value' property.
137 | 16:39:39:
Algorithm-Id: d3cced16a9be52caabe93159e17bd17e successfully sent to cloud.
138 | 16:41:01:
Backtest Handled Error: QQQ 120121C00053000: asset price is $0. If using custom data make sure you've set the 'Value' property.
139 | 16:42:51:
Backtest Handled Error: QQQ 120218C00057000: asset price is $0. If using custom data make sure you've set the 'Value' property.
140 | 16:45:15:
Backtest Handled Error: QQQ 120330C00060000: asset price is $0. If using custom data make sure you've set the 'Value' property.
141 | 16:48:15:
Backtest Handled Error: QQQ 120421C00063000: asset price is $0. If using custom data make sure you've set the 'Value' property.
142 | 16:51:10:
Backtest Handled Error: QQQ 120519C00062000: asset price is $0. If using custom data make sure you've set the 'Value' property.
143 | 16:54:48:
Backtest Handled Error: QQQ 120629C00058000: asset price is $0. If using custom data make sure you've set the 'Value' property.
144 | 16:59:36:
Backtest Handled Error: QQQ 120721C00060000: asset price is $0. If using custom data make sure you've set the 'Value' property.
145 | 17:04:41:
Backtest Handled Error: QQQ 120818C00061000: asset price is $0. If using custom data make sure you've set the 'Value' property.
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