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Wallclock limits for handle_data
David Daverio
posted Jul 20, 2018

I do not understand well this statement of the doc:

Note: The handle_data function runs before any functions scheduled to run in the same minute. Also, scheduled functions have the same timeout restrictions as handle_data, i.e., the total amount of time taken up by handle_data and any scheduled functions for the same minute can't exceed 50 seconds.

Does it means that the "handle_data" and scheduled function have a hard wallclock limit of 50 sec? I mean does a function will be killed after 50 sec?
If handle_data take x sec, then during that minute two additional functions are called and both take y sec to be executed. Does the third call will be killed after 50-y-x sec?

I expect that this wallclock limit is not set for function called after closing time?

1 response
Grant Kiehne
Jul 20, 2018

During the trading day (simulated or real), your algo needs to be executed in 50 second time slots, which start on the whole minute. It will crash if it exceeds a 50 second time-out.

Daily computations can also per performed before the open, using Pipeline (10 minute time-out) and before_trading_start (5 minute time-out). If a time-out is exceeded, your algo will crash.

See https://www.quantopian.com/posts/before-trading-start-timeout-fix for a description of a recent change.

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