Here's a test of the before_trading_start() time-out. Indeed, it has been increased to 5 minutes.
So, if you have number crunching in your code, and can do it on a daily basis before the market opens, do it in before_trading_start().
One request is that it should be possible to catch a time-out error so that the algo doesn't crash.
Also, is there any reason to think that the execution time of code within before_trading_start() would vary (e.g. due to the load on the Q system)? Or should we expect it to be consistent?
In live trading, when does before_trading_start() run? Is it at 9:25 am, just before the market opens, or earlier?