Code that can be added to any backtest to measure overall runtime.
Output
1969-12-31 16:00 initialize:10 INFO 2017-03-02 to 2018-03-02
2018-03-02 13:00 run_end:25 INFO Runtime 0 hr 0.6 min Code
import time
START = time.time()
def initialize(context):
log.info('{} to {}'.format(get_environment('start').date(), get_environment('end').date()))
schedule_function(run_end, date_rules.every_day(), time_rules.market_open(minutes=390))
# It has to be done like that b/c market_close is 1 minute before close
def run_end(context, data):
if get_datetime() == get_environment('end'): # end of run
elapsed = (time.time() - START) / 60 # minutes
log.info('Runtime {} hr {} min'.format(int(elapsed / 60), '%.1f' % (elapsed % 60))) Example minimal backtest with pipeline, QTradableStocksUS and a fundamental, doesn't do any trading.
