Whenever I run backtests on minute mode, they crash before finishing. The same algo runs fine on daily mode and on short periods on minute mode but anything longer than 2 months will give me a "Something went wrong, sorry for the inconvenience" error without further explanation. Does anyone know why this is happening? Thanks in advance.
There are a lot of things that could be going wrong. It depends on what your algo does. Have you tried using logging to find the part of your code that doesn't work?
Anytime I've had these errors are when my algos are too computationally taxing.. I'm guessing there is some sort of processing limit set that throws an error when surpassed.This would make sense in your situation where going past the 2 months threshold uses up too much processing power.
The way I got around this is just by optimizing the code to be as efficient as possible. Avoid repeat calculations wherever possible.
Hi Aitor,
If your algorithm was taking too long to perform its calculations, you would have seen an error along the lines of "too much time spent in handle_data." The message you are describing sounds like a symptom of a bug on our end.
If you are open to it, I'd like to take a look at your algo so we can determine what is causing the problem. If you add [email protected] as a collaborator, I'd be happy to help you find a fix.
Andrew
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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 Quantopian.
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