Suppose we have an algorithm that is somewhat computationally expensive, and rebalances on a weekly schedule. I've been running into some "Pipeline Computation Timed Out" errors in the contest entry.
It's been mentioned a few times on the forums that we have 5 minutes in before_trading_start() to run computations, and possibly 50 seconds (?) for scheduled functions such as rebalance().
Putting the pipeline computations in before_trading_start() seems like it'll have significantly more time to run the computation, but unnecessarily slow down algorithm speed since it is calling the pipeline every day when it is only needed every week.
Are there any workarounds to calling before_trading_start() on a weekly schedule, or a way to only perform computations when needed without the 50 second limit of a scheduled function?
