Bit of a newbie so apologies if I'm asking a silly question. Live deployment of a crypto machine learning algo, throwing up an error when I try and trigger the training function of the algo

 

Runtime Error: Algorithm took longer than 10 minutes on a single time loop. CurrentTimeStepElapsed: 0.0 minutes Stack Trace: System.TimeoutException: Algorithm took longer than 10 minutes on a single time loop. CurrentTimeStepElapsed: 0.0 minutes at QuantConnect.Isolator.MonitorTask (System.Threading.Tasks.Task task, System.TimeSpan timeSpan, System.Func`1[TResult] withinCustomLimits, System.Int64 memoryCap, System.Int32 sleepIntervalMillis) [0x002d3] in :0 at QuantConnect.Isolator.ExecuteWithTimeLimit (System.TimeSpan timeSpan, System.Func`1[TResult] withinCustomLimits, System.Action codeBlock, System.Int64 memoryCap, System.Int32 sleepIntervalMillis, QuantConnect.Util.WorkerThread workerThread) [0x00092] in :0 at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Lean.Engine.AlgorithmManager manager, System.String assemblyPath, QuantConnect.Util.WorkerThread workerThread) [0x009f0] in :0 User: 108607, Project: 5001223, Algorithm: L-886773484792a4b50dd08fc926320cd6

The code in question triggers at 3AM

def NeuralNetworkTraining(self): '''Train the Neural Network and save the model in the ObjectStore''' symbols = list(self.modelBySymbol.keys()) if len(symbols) == 0: self.Debug("no contracts found") return for symbol in symbols: try: # Hourly historical data is used to train the machine learning model history = self.History(symbol, (self.lookback + self.timesteps), Resolution.Hour) self.Debug(history) except: self.Debug("Failed to receive history") #history = self.x_scaler.fit_transform(history) if 'open' in history and 'close' in history and 'high' in history and 'low' in history: history = np.column_stack((history['open'], history['close'], history['high'], history['low'])) #history = np.column_stack((history['open'])) if len(history) < self.lookback: self.Debug("Error while collecting the training data") continue #history = list([i[0] for i in history]) self.Debug("Start Training for symbol {0}".format(symbol)) #First convert the data into 3D Array with (x train samples, 60 timesteps, 1 feature) x_train = [] y_train = [] for i in range(self.timesteps, len(history)): x_train.append(history[i - self.timesteps:i]) y_train.append([history[i][0]]) x_train, y_train = np.array(x_train), np.array(y_train) x_train = np.reshape(x_train, (x_train.shape[0], x_train.shape[1], 4)) y_train = np.reshape(y_train, (y_train.shape[0], 1)) if np.any(np.isnan(x_train)): self.Debug("Error in Training Data") continue if np.any(np.isnan(y_train)): self.Debug("Error in Validation Data") continue x_scaler = MinMaxScaler(feature_range=(0, 1)) y_scaler = MinMaxScaler(feature_range=(0, 1)) x_train = x_scaler.fit_transform(x_train.reshape(-1, x_train.shape[-1])).reshape(x_train.shape) #x_train = self.x_scaler.fit_transform(x_train) y_train = y_scaler.fit_transform(y_train) #self.Debug(x_train.shape) #self.Debug(y_train.shape) #self.Debug(y_train) # build a neural network from the 1st layer to the last layer ''' model = Sequential() model.add(Dense(10, input_dim = 1)) model.add(Activation('relu')) model.add(Dense(1)) sgd = SGD(lr = 0.01) # learning rate = 0.01 # choose loss function and optimizing method model.compile(loss='mse', optimizer=sgd) ''' if symbol in self.modelBySymbol and self.modelBySymbol[symbol] is not None: model = self.modelBySymbol[symbol] iterations = 1 else: #If Model not exist for symbol then create one opt_cells = 5 model = Sequential() model.add(LSTM(units = opt_cells, return_sequences = True, input_shape = (x_train.shape[1], 4))) model.add(Dropout(0.2)) model.add(LSTM(units = opt_cells, return_sequences = True)) model.add(Dropout(0.2)) model.add(LSTM(units = opt_cells, return_sequences = True)) model.add(Dropout(0.2)) model.add(LSTM(units = opt_cells, return_sequences = False)) model.add(Dropout(0.2)) model.add(Dense(1, activation='linear')) adam = Adam(lr=0.001, clipnorm=1.0) model.compile(loss='mean_squared_error', optimizer=adam, metrics=['accuracy']) iterations = 50 # pick an iteration number large enough for convergence for step in range(iterations): # training the model #cost = model.train_on_batch(predictor, predictand) hist = model.fit(x_train, y_train, epochs = 1) #verbose=0, acc = list(hist.history['accuracy'])[-1] loss = list(hist.history['loss'])[-1] self.scalersBySymbol[symbol] = (x_scaler, y_scaler) self.modelBySymbol[symbol] = model self.Debug("End Training for symbol {0} with accuracy {1}".format(symbol, acc))

According to the log, my algo pulls the data and then starts the training. The runtime error is then generated. 

Is this simply a function of the fact I'm on the $20/month plan with limited ML time?  Do I need to move to the algo with LEAN deployed on a beefier server?

Appreciated your time. 

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