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Where to run code that takes > 5 minutes?

Hi all,

I have some heavy computation I'd like to perform prior to doing any trades for each day, but the code takes > 5 minutes to run. Is there a way/place to run the code without running into a timeout error?

2 responses

Hi Chris,

Have you tried doing your calculations in before_trading_start? This method has the longest execution time limit, and is the recommended method for time intensive calculations. Another approach could be to break down your calculation, if possible, into multiple minute-bars.

Out of curiosity, what type of calculations are you running? If they involve fundamentals data, we are currently working on a project that will speed up query time for our fundamentals dataset. This could help speed up your calculations once it's released.

I hope this helps.


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Unfortunately the calculations are on price history, but I may be able to perform them using your suggestion. How long is the time limit in before_trading_start? Also, would it be possible to break down the calculation into multiple minute bars inside of before_trading_start?