Anyone know how much time we have to run in before_trade_start? I am building a class for custom earnings quality. Last week I hit a memory limit on the algo, and figured I had to find a way to reduce memory usage. Before trying to optimize this week I ran a backtest on the same code today and got the following:
TimeoutException: Call to before_trading_start timed out
Any thoughts?
Sounds like it would result in a backtest from hell.
Whatever you have is probably way over the limit
Frank, I can confirm that it's 5 minutes.
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