I have noticed that when I include things like CBOE and USEnergy data, e.g.

self.AddData(USEnergy, USEnergy.Petroleum.UnitedStates.WeeklyGrossInputsIntoRefineries).Symbol

self.AddData(CBOE, "VIX").Symbol

Then the backtest would become very slow, and (as a result??) it will be terminated after one-year worth of backtesting period. Anyone has this problem? What is the solution?

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