Is there a way to increase the initialization timespan limit?

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Hi there,

New to the platform so I do apologise if this has been clarified in the past. I looked at some previous discussions but none seemed to match my query precisely. 

My algorithm is resource-hungry, initially I had everything in OnData() but was hitting the 10 min loop limit so 'AHA!' I thought, do any filtering beforehand in initialize. Unfortunately, I'm hitting a 5 min limit here. 

Algorithm.Initialize() Error: Execution Security Error: Operation timed out - 5 minutes max. Check for recursive loops. Stack Trace: System.TimeoutException: Execution Security Error: Operation timed out - 5 minutes max. Check for recursive loops....

I don't want to circumvent the limits - they're obviously there for a reason - but if I upgrade to a paid package does this up the limits? My alternative is to do my filtering elsewhere which isn't ideal. 

Many thanks, 

Alex

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Please share an algorithm for better assistance in optimizing your load time.

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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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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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