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Runtime Error: Algorithm took longer than 10 minutes on a single time loop

Hi, 

I get this error in live mode. "Runtime Error: Algorithm took longer than 10 minutes on a single time loop"

 It gets stuck in fine filter where I call history for each of the securities (lines 24-30). However, in backtest, this only takes about a ~ 20 seconds to run. 

Anyone knows what the issue is?

 

Update Backtest








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Hi Omid,

Backtest mode and live mode are very different. At QC, we try to make backtest as efficient as possible so users can more efficiently test their strategies! I would suggest making the code more efficient. Perhaps try making just one History() call for a list of symbols, and this should make your algorithm quicker!

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.


Update Backtest





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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