Hello,
I've just started using Quantopian and I have some beginner experience in Python. I'm trying to run my algorithm over at least a year, but I keep running into a Too Much Memory Usage Error. What can I change in my code so that it uses less memory? The backtest Ive attached is over the course of 5 days, so this didn't throw an error, but longer backtests do.
The error stems from two problems with the algo code. First, the and operator is not defined as a logical operator for pipeline filters. Use the & operator instead. The allowed operators are in the filter documentation. This issue occurs several times in the code but below is an example
# don't use 'and'
is_tradable = price_floor and cap_limit and pbk_ceiling and ps_ceiling
# use the `&` operator instead
is_tradable = price_floor & cap_limit & pbk_ceiling & ps_ceiling
The second issue is with the use of 'chained' comparisons such as '1 < my_factor < 2'. These too are not defined and cannot be used to construct filters. Use two comparisons and combine with the & operator instead. This issue occurs once in the code
# The following chained expression is not supported to create a filter from a factor
cap_limit = 30000000 <= cap <= 300000000
# Use two unary expressions instead
cap_limit = (cap >= 30000000 ) & (cap <= 300000000)
Be very mindful of these syntax requirements. Unfortunately, they often don't cause an error, or in cases like this, cause an error downstream with unhelpful diagnostic text. Many times an algo will appear to work but simply not return the expected results.
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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.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.