I tried to run a Deep Learning algorithm. It takes about 10-30 minutes to finish the training process. I noticed that
“LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 115”
When all the tokens have been consumed, lean will break down. How can I set more time for training?
(lean) PS C:\study\lean> lean backtest "DRL-03"
20210902 09:58:29.548 TRACE:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default
value:
20210902 09:58:29.569 TRACE:: Composer(): Loading Assemblies from /Lean/Launcher/bin/Debug
20210902 09:58:29.599 TRACE:: Python for .NET Assembly:
QuantConnect.DataSource.ExamplePythonScriptMyCustomDataTypeDoNotUse, Version=1.0.0.0, Culture=neutral,
PublicKeyToken=null
20210902 09:58:29.686 TRACE:: Python for .NET Assembly: Python.Runtime, Version=2.0.6.0, Culture=neutral,
PublicKeyToken=5000fea6cba702dd
20210902 09:58:29.779 TRACE:: Config.Get(): Configuration key not found. Key: data-directory - Using default value:
../../../Data/
20210902 09:58:29.795 TRACE:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
20210902 09:58:29.796 TRACE:: Config.Get(): Configuration key not found. Key: cache-location - Using default value:
/Lean/Data
20210902 09:58:29.798 TRACE:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.5.0.0 Mode: DEBUG (64bit) Host:
DESKTOP-U4CD8DO
20210902 09:58:29.812 TRACE:: Engine.Main(): Started 9:58 AM
20210902 09:58:29.822 TRACE:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value:
LocalLeanManager
20210902 09:58:29.855 TRACE:: JobQueue.NextJob(): Selected /LeanCLI/main.py
20210902 09:58:29.987 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
20210902 09:58:29.987 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default
value: 1440
20210902 09:58:29.988 TRACE:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
20210902 09:58:29.998 TRACE:: Config.Get(): Configuration key not found. Key: job-organization-id - Using default value:
20210902 09:58:30.000 TRACE:: Config.Get(): Configuration key not found. Key: data-permission-manager - Using default
value: DataPermissionManager
20210902 09:58:30.031 TRACE:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120
RefillAmount: 18 TimeInterval: 1440
20210902 09:58:30.034 TRACE:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20
20210902 09:58:30.061 TRACE:: TextSubscriptionDataSourceReader.SetCacheSize(): Setting cache size to 71582788 items
20210902 09:58:30.612 TRACE:: Config.GetValue(): algorithm-creation-timeout - Using default value: 90
20210902 09:58:30.623 TRACE:: PythonInitializer.Initialize(): start...
PythonEngine.Initialize(): Runtime.Initialize()...
Runtime.Initialize(): Py_Initialize...
Runtime.Initialize(): PyEval_InitThreads...
Runtime.Initialize(): Initialize types...
Runtime.Initialize(): Initialize types end.
Runtime.Initialize(): AssemblyManager.Initialize()...
Runtime.Initialize(): AssemblyManager.UpdatePath()...
PythonEngine.Initialize(): GetCLRModule()...
PythonEngine.Initialize(): clr GetManifestResourceStream...
20210902 09:58:32.690 TRACE:: PythonInitializer.Initialize(): ended
20210902 09:58:32.706 TRACE:: AlgorithmPythonWrapper(): Python version 3.6.8 |Anaconda, Inc.| (default, Dec 30 2018,
01:25:33)
[GCC 7.3.0]: Importing python module main
20210902 09:58:36.449 TRACE:: AlgorithmPythonWrapper(): main successfully imported.
20210902 09:58:36.461 TRACE:: AlgorithmPythonWrapper(): Creating IAlgorithm instance.
20210902 09:58:36.481 TRACE:: Config.GetValue(): api-data-update-period - Using default value: 1
20210902 09:58:36.764 TRACE:: Config.GetValue(): mute-python-library-logging - Using default value: True
20210902 09:58:36.807 TRACE:: LocalObjectStore.Initialize(): Storage Root: /Storage/QCAlgorithm. StorageFileCount 100.
StorageLimitMB 5
20210902 09:58:36.852 TRACE:: BacktestingSetupHandler.Setup(): Setting up job: Plan: Free, UID: 37708, PID: 530465602,
Version: 2.5.0.0, Source: WebIDE
20210902 09:58:36.867 TRACE:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value:
20210902 09:58:37.145 TRACE:: Event Name "Training: Now: 2021-03-04T05:00:00.0000000Z", scheduled to run at 3/4/2021
5:00:00 AM (UTC)...
20210902 09:58:37.193 TRACE:: Event Name "Sunday: 6", scheduled to run at 3/7/2021 11:00:00 AM (UTC)...
20210902 09:58:37.257 TRACE:: BaseSetupHandler.SetupCurrencyConversions():
Symbol Quantity Conversion = Value in USD
USD: $ 100000.00 @ 1.00 = $100000.0
-------------------------------------------------
CashBook Total Value: $100000.0
20210902 09:58:37.264 TRACE:: SetUp Backtesting: User: 37708 ProjectId: 530465602 AlgoId: 1432912603
20210902 09:58:37.267 TRACE:: Dates: Start: 03/04/2021 End: 09/01/2021 Cash: ¤100,000.00
20210902 09:58:37.275 TRACE:: BacktestingResultHandler(): Sample Period Set: 65.31
20210902 09:58:37.278 TRACE:: Time.TradeableDates(): Security Count: 4
20210902 09:58:37.285 TRACE:: Config.GetValue(): forward-console-messages - Using default value: True
20210902 09:58:37.293 TRACE:: JOB HANDLERS:
20210902 09:58:37.295 TRACE:: DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
20210902 09:58:37.296 TRACE:: Setup: QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler
20210902 09:58:37.297 TRACE:: RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
20210902 09:58:37.298 TRACE:: Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler
20210902 09:58:37.298 TRACE:: Transactions:
QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler
20210902 09:58:37.311 TRACE:: Alpha: QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler
20210902 09:58:37.325 TRACE:: ObjectStore: QuantConnect.Lean.Engine.Storage.LocalObjectStore
20210902 09:58:37.325 TRACE:: History Provider:
QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider
20210902 09:58:37.388 TRACE:: AlgorithmManager.Run(): Begin DataStream - Start: 3/4/2021 12:00:00 AM Stop: 9/1/2021
9:58:36 AM
20210902 09:58:37.391 TRACE:: Debug: Launching analysis for 1432912603 with LEAN Engine v2.5.0.0
20210902 09:58:37.561 TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400
20210902 09:58:37.563 TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 4
20210902 09:58:37.565 TRACE:: WeightedWorkScheduler(): will use 4 workers and MaxWorkWeight is 400
20210902 09:58:37.616 TRACE:: Config.GetValue(): show-missing-data-logs - Using default value: False
20210902 09:58:37.922 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed
SPY,SPY,Hour,TradeBar,Trade,Adjusted,Internal
20210902 09:59:37.675 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 50, Sample: 78, App: 761, CurrentTimeStepElapsed:
00:58.303
20210902 09:59:38.340 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 119
20210902 10:00:37.785 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 68, Sample: 78, App: 763, CurrentTimeStepElapsed:
01:58.379
20210902 10:00:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 118
20210902 10:01:37.838 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 74, Sample: 79, App: 765, CurrentTimeStepElapsed:
02:58.482
20210902 10:01:38.337 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 117
20210902 10:02:37.875 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 77, Sample: 78, App: 765, CurrentTimeStepElapsed:
03:58.510
20210902 10:02:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 116
20210902 10:03:37.914 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 78, Sample: 79, App: 765, CurrentTimeStepElapsed:
04:58.548
20210902 10:03:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 115
20210902 10:04:37.951 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 78, Sample: 78, App: 775, CurrentTimeStepElapsed:
05:58.586
20210902 10:04:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 114
20210902 10:05:37.989 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 78, Sample: 78, App: 775, CurrentTimeStepElapsed:
06:58.624
20210902 10:05:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 113
20210902 10:06:38.052 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 78, Sample: 78, App: 775, CurrentTimeStepElapsed:
07:58.687
20210902 10:06:38.336 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 112
20210902 10:07:38.139 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 78, Sample: 79, App: 775, CurrentTimeStepElapsed:
08:58.774
20210902 10:07:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 111
20210902 10:08:38.193 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 71, App: 775, CurrentTimeStepElapsed:
09:58.828
20210902 10:08:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 110
20210902 10:09:38.238 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 775, CurrentTimeStepElapsed:
10:58.872
20210902 10:09:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 109
20210902 10:10:38.294 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 800, CurrentTimeStepElapsed:
11:58.925
20210902 10:10:38.343 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 108
20210902 10:11:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 107
20210902 10:11:38.369 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 800, CurrentTimeStepElapsed:
12:59.000
20210902 10:12:38.335 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 106
20210902 10:12:38.407 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 70, Sample: 71, App: 800, CurrentTimeStepElapsed:
13:59.043
20210902 10:13:38.340 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 105
20210902 10:13:38.477 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 70, Sample: 70, App: 800, CurrentTimeStepElapsed:
14:59.107
20210902 10:14:38.336 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 104
20210902 10:14:38.499 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 70, Sample: 71, App: 800, CurrentTimeStepElapsed:
15:59.133
20210902 10:15:38.336 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 103
20210902 10:15:38.555 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 70, Sample: 71, App: 800, CurrentTimeStepElapsed:
16:59.190
20210902 10:16:08.356 TRACE::
Debug:
############### Time:2021-03-04 00:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 10:16:38.571 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 70, App: 804, CurrentTimeStepElapsed:
00:29.008
20210902 10:17:08.145 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 102
20210902 10:17:38.603 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 797, CurrentTimeStepElapsed:
01:29.037
20210902 10:18:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 101
20210902 10:18:38.639 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 797, CurrentTimeStepElapsed:
02:29.076
20210902 10:19:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 100
20210902 10:19:38.713 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 797, CurrentTimeStepElapsed:
03:29.150
20210902 10:20:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 99
20210902 10:20:38.800 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 797, CurrentTimeStepElapsed:
04:29.235
20210902 10:21:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 98
20210902 10:21:38.834 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 797, CurrentTimeStepElapsed:
05:29.271
20210902 10:22:08.148 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 97
20210902 10:22:38.867 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 799, CurrentTimeStepElapsed:
06:29.301
20210902 10:23:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 96
20210902 10:23:38.902 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 799, CurrentTimeStepElapsed:
07:29.339
20210902 10:24:08.136 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 95
20210902 10:24:38.947 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 799, CurrentTimeStepElapsed:
08:29.383
20210902 10:25:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 94
20210902 10:25:38.995 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 802, CurrentTimeStepElapsed:
09:29.431
20210902 10:26:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 93
20210902 10:26:39.013 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 802, CurrentTimeStepElapsed:
10:29.450
20210902 10:27:08.135 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 92
20210902 10:27:39.044 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 803, CurrentTimeStepElapsed:
11:29.482
20210902 10:28:08.139 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 91
20210902 10:28:24.367 TRACE:: Debug: ############### Time:2021-03-07 06:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 10:28:39.062 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 72, Sample: 76, App: 804, CurrentTimeStepElapsed:
00:13.002
20210902 10:29:24.436 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 90
20210902 10:29:39.120 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 75, Sample: 76, App: 818, CurrentTimeStepElapsed:
01:13.059
20210902 10:30:24.436 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 89
20210902 10:30:39.168 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 75, Sample: 76, App: 820, CurrentTimeStepElapsed:
02:13.107
20210902 10:31:24.436 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 88
20210902 10:31:39.195 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 820, CurrentTimeStepElapsed:
03:13.134
20210902 10:32:24.436 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 87
20210902 10:32:39.225 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 820, CurrentTimeStepElapsed:
04:13.165
20210902 10:33:24.436 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 86
20210902 10:33:39.234 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 75, App: 820, CurrentTimeStepElapsed:
05:13.174
20210902 10:34:24.435 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 85
20210902 10:34:39.257 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 77, App: 821, CurrentTimeStepElapsed:
06:13.197
20210902 10:35:24.435 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 84
20210902 10:35:39.343 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 821, CurrentTimeStepElapsed:
07:13.283
20210902 10:36:24.435 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 83
20210902 10:36:39.386 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 77, App: 821, CurrentTimeStepElapsed:
08:13.326
20210902 10:37:24.436 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 82
20210902 10:37:39.413 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 74, Sample: 70, App: 821, CurrentTimeStepElapsed:
09:13.353
20210902 10:38:24.435 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 81
20210902 10:38:39.436 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 72, Sample: 71, App: 821, CurrentTimeStepElapsed:
10:13.375
20210902 10:39:24.445 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 80
20210902 10:39:39.471 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 821, CurrentTimeStepElapsed:
11:13.410
20210902 10:40:24.436 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 79
20210902 10:40:39.490 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 821, CurrentTimeStepElapsed:
12:13.429
20210902 10:41:24.356 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 78
20210902 10:41:39.545 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 821, CurrentTimeStepElapsed:
13:13.477
20210902 10:42:24.355 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 77
20210902 10:42:39.582 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 821, CurrentTimeStepElapsed:
14:13.523
20210902 10:43:24.357 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 76
20210902 10:43:39.591 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 821, CurrentTimeStepElapsed:
15:13.530
20210902 10:44:11.438 TRACE:: Debug: ############### Time:2021-03-14 06:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 10:44:39.605 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 77, App: 822, CurrentTimeStepElapsed:
00:27.005
20210902 10:45:11.559 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 75
20210902 10:45:39.686 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 822, CurrentTimeStepElapsed:
01:27.086
20210902 10:46:11.486 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 74
20210902 10:46:39.744 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 71, App: 821, CurrentTimeStepElapsed:
02:27.141
20210902 10:47:11.486 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 73
20210902 10:47:39.794 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 72, Sample: 72, App: 821, CurrentTimeStepElapsed:
03:27.193
20210902 10:48:11.486 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 72
20210902 10:48:39.843 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 821, CurrentTimeStepElapsed:
04:27.243
20210902 10:49:11.485 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 71
20210902 10:49:39.882 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 821, CurrentTimeStepElapsed:
05:27.282
20210902 10:50:11.485 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 70
20210902 10:50:39.935 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 830, CurrentTimeStepElapsed:
06:27.335
20210902 10:51:11.486 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 69
20210902 10:51:39.974 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 830, CurrentTimeStepElapsed:
07:27.374
20210902 10:52:11.499 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 68
20210902 10:52:40.013 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 830, CurrentTimeStepElapsed:
08:27.407
20210902 10:53:11.485 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 67
20210902 10:53:40.069 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 830, CurrentTimeStepElapsed:
09:27.469
20210902 10:54:11.486 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 66
20210902 10:54:40.101 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 830, CurrentTimeStepElapsed:
10:27.499
20210902 10:55:11.485 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 65
20210902 10:55:40.176 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
11:27.575
20210902 10:56:11.486 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 64
20210902 10:56:40.227 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
12:27.626
20210902 10:57:11.485 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 63
20210902 10:57:40.272 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
13:27.671
20210902 10:58:11.485 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 62
20210902 10:58:40.304 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
14:27.704
20210902 10:59:11.487 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 61
20210902 10:59:40.326 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 831, CurrentTimeStepElapsed:
15:27.725
20210902 11:00:11.486 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 60
20210902 11:00:18.254 TRACE:: Debug: ############### Time:2021-03-21 06:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 11:00:40.360 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 76, App: 831, CurrentTimeStepElapsed:
00:21.004
20210902 11:01:18.313 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 59
20210902 11:01:40.398 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 75, Sample: 76, App: 831, CurrentTimeStepElapsed:
01:21.042
20210902 11:02:18.287 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 58
20210902 11:02:40.426 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 831, CurrentTimeStepElapsed:
02:21.069
20210902 11:03:18.386 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 57
20210902 11:03:40.457 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 75, App: 831, CurrentTimeStepElapsed:
03:21.101
20210902 11:04:18.286 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 56
20210902 11:04:40.487 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 77, App: 831, CurrentTimeStepElapsed:
04:21.130
20210902 11:05:18.385 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 55
20210902 11:05:40.519 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 75, App: 831, CurrentTimeStepElapsed:
05:21.162
20210902 11:06:18.385 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 54
20210902 11:06:40.707 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 75, Sample: 71, App: 831, CurrentTimeStepElapsed:
06:21.351
20210902 11:07:18.305 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 53
20210902 11:07:40.762 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 72, App: 831, CurrentTimeStepElapsed:
07:21.406
20210902 11:08:18.324 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 52
20210902 11:08:40.936 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 72, Sample: 71, App: 831, CurrentTimeStepElapsed:
08:21.580
20210902 11:09:18.316 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 51
20210902 11:09:40.955 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
09:21.598
20210902 11:10:18.315 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 50
20210902 11:10:41.013 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
10:21.657
20210902 11:11:18.315 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 49
20210902 11:11:41.045 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 831, CurrentTimeStepElapsed:
11:21.688
20210902 11:12:18.316 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 48
20210902 11:12:41.074 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
12:21.717
20210902 11:13:18.315 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 47
20210902 11:13:41.100 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
13:21.744
20210902 11:14:18.316 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 46
20210902 11:14:41.119 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 831, CurrentTimeStepElapsed:
14:21.762
20210902 11:15:18.315 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 45
20210902 11:15:41.173 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 831, CurrentTimeStepElapsed:
15:21.808
20210902 11:16:18.315 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 44
20210902 11:16:41.212 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 831, CurrentTimeStepElapsed:
16:21.855
20210902 11:16:53.741 TRACE:: Debug: ############### Time:2021-03-28 06:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 11:17:41.227 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 72, Sample: 70, App: 833, CurrentTimeStepElapsed:
00:46.009
20210902 11:17:53.815 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 43
20210902 11:18:41.256 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
01:46.038
20210902 11:18:53.816 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 42
20210902 11:19:41.278 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
02:46.060
20210902 11:19:53.815 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 41
20210902 11:20:41.338 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
03:46.120
20210902 11:20:53.818 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 40
20210902 11:21:41.366 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 833, CurrentTimeStepElapsed:
04:46.148
20210902 11:21:53.815 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 39
20210902 11:22:41.406 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
05:46.185
20210902 11:22:53.816 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 38
20210902 11:23:41.434 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
06:46.216
20210902 11:23:53.815 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 37
20210902 11:24:41.447 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
07:46.228
20210902 11:24:53.815 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 36
20210902 11:25:41.487 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
08:46.269
20210902 11:25:53.816 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 35
20210902 11:26:41.529 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 833, CurrentTimeStepElapsed:
09:46.305
20210902 11:26:53.822 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 34
20210902 11:27:41.833 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
10:46.610
20210902 11:27:53.815 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 33
20210902 11:28:41.891 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 833, CurrentTimeStepElapsed:
11:46.673
20210902 11:28:53.816 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 32
20210902 11:29:41.924 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 833, CurrentTimeStepElapsed:
12:46.704
20210902 11:29:49.897 TRACE:: Debug: ############### Time:2021-04-04 06:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 11:30:41.952 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 74, Sample: 76, App: 836, CurrentTimeStepElapsed:
00:51.022
20210902 11:30:49.818 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 31
20210902 11:31:42.018 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 75, Sample: 76, App: 836, CurrentTimeStepElapsed:
01:51.089
20210902 11:31:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 30
20210902 11:32:42.054 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 836, CurrentTimeStepElapsed:
02:51.126
20210902 11:32:49.918 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 29
20210902 11:33:42.197 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 836, CurrentTimeStepElapsed:
03:51.253
20210902 11:33:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 28
20210902 11:34:42.333 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 836, CurrentTimeStepElapsed:
04:51.405
20210902 11:34:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 27
20210902 11:35:42.480 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 76, Sample: 76, App: 836, CurrentTimeStepElapsed:
05:51.550
20210902 11:35:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 26
20210902 11:36:42.649 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 71, App: 836, CurrentTimeStepElapsed:
06:51.721
20210902 11:36:49.916 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 25
20210902 11:37:42.744 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 72, Sample: 71, App: 836, CurrentTimeStepElapsed:
07:51.816
20210902 11:37:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 24
20210902 11:38:42.789 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 836, CurrentTimeStepElapsed:
08:51.860
20210902 11:38:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 23
20210902 11:39:42.846 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 836, CurrentTimeStepElapsed:
09:51.910
20210902 11:39:49.916 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 22
20210902 11:40:42.885 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 836, CurrentTimeStepElapsed:
10:51.947
20210902 11:40:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 21
20210902 11:41:42.928 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 836, CurrentTimeStepElapsed:
11:51.999
20210902 11:41:49.916 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 20
20210902 11:42:42.943 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 836, CurrentTimeStepElapsed:
12:52.015
20210902 11:42:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 19
20210902 11:43:42.978 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 836, CurrentTimeStepElapsed:
13:52.049
20210902 11:43:49.915 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 18
20210902 11:43:50.022 TRACE:: Debug: ############### Time:2021-04-11 06:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 11:44:42.999 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 73, Sample: 71, App: 839, CurrentTimeStepElapsed:
00:52.014
20210902 11:44:50.116 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 17
20210902 11:45:43.039 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 72, Sample: 71, App: 839, CurrentTimeStepElapsed:
01:52.054
20210902 11:45:50.115 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 16
20210902 11:46:43.133 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 839, CurrentTimeStepElapsed:
02:52.146
20210902 11:46:50.116 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 15
20210902 11:47:43.186 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 839, CurrentTimeStepElapsed:
03:52.201
20210902 11:47:50.116 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 14
20210902 11:48:43.208 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
04:52.222
20210902 11:48:50.116 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 13
20210902 11:49:43.232 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
05:52.247
20210902 11:49:50.115 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 12
20210902 11:50:43.279 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 839, CurrentTimeStepElapsed:
06:52.294
20210902 11:50:50.127 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 11
20210902 11:51:43.318 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
07:52.333
20210902 11:51:50.115 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 10
20210902 11:52:43.354 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
08:52.368
20210902 11:52:50.116 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 9
20210902 11:53:43.396 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
09:52.411
20210902 11:53:50.115 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 8
20210902 11:54:43.423 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
10:52.438
20210902 11:54:50.115 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 7
20210902 11:55:43.468 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
11:52.484
20210902 11:55:50.028 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 6
20210902 11:56:43.495 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 839, CurrentTimeStepElapsed:
12:52.509
20210902 11:56:50.115 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 5
20210902 11:57:43.528 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 70, App: 839, CurrentTimeStepElapsed:
13:52.543
20210902 11:57:50.118 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 4
20210902 11:58:04.834 TRACE:: Debug: ############### Time:2021-04-18 06:00:00###############
############### Training Data Added! ###############
############### Training Finshed! ###############
20210902 11:58:43.536 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 838, CurrentTimeStepElapsed:
00:37.007
20210902 11:59:04.815 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 3
20210902 11:59:43.571 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 838, CurrentTimeStepElapsed:
01:37.041
20210902 12:00:04.817 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 2
20210902 12:00:43.605 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 838, CurrentTimeStepElapsed:
02:37.077
20210902 12:01:04.816 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 1
20210902 12:01:43.617 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 71, App: 838, CurrentTimeStepElapsed:
03:37.088
20210902 12:02:04.817 TRACE:: LeakyBucket.TryConsume(1): Successfully consumed tokens. Available: 0
20210902 12:02:43.629 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 71, Sample: 72, App: 838, CurrentTimeStepElapsed:
04:37.101
20210902 12:03:04.816 TRACE:: LeakyBucket.TryConsume(1): Failed to consumed tokens. Available: 0
20210902 12:03:05.632 ERROR:: Security.ExecuteWithTimeLimit(): Algorithm took longer than 20 minutes on a
single time loop. CurrentTimeStepElapsed: 5.0 minutes
20210902 12:03:05.803 ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError
at 4/25/2021 10:00:00 AM UTC. Context: Engine Isolator System.TimeoutException: Algorithm took longer than 20 minutes on
a single time loop. CurrentTimeStepElapsed: 5.0 minutes
at QuantConnect.Isolator.MonitorTask(Task task, TimeSpan timeSpan, Func`1 withinCustomLimits, Int64 memoryCap, Int32
sleepIntervalMillis) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Isolator.cs:line 175
at QuantConnect.Isolator.ExecuteWithTimeLimit(TimeSpan timeSpan, Func`1 withinCustomLimits, Action codeBlock, Int64
memoryCap, Int32 sleepIntervalMillis, WorkerThread workerThread) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Isolator.cs:line 86
at QuantConnect.Lean.Engine.Engine.Run(AlgorithmNodePacket job, AlgorithmManager manager, String assemblyPath,
WorkerThread workerThread) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Engine.cs:line 334
20210902 12:03:07.000 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
20210902 12:03:07.010 TRACE:: FileSystemDataFeed.Exit(): Exit Finished.
20210902 12:03:07.014 TRACE:: Engine.Run(): Sending runtime error to user...
20210902 12:03:07.058 ERROR:: Runtime Error: Algorithm took longer than 20 minutes on a single time loop.
CurrentTimeStepElapsed: 5.0 minutes in Isolator.cs:line 175
Algorithm took longer than 20 minutes on a single time loop. CurrentTimeStepElapsed: 5.0 minutes in Isolator.cs:line
175
20210902 12:03:07.059 TRACE:: Debug: Algorithm Id:(1432912603) completed in 7469.70 seconds at 0k data points per
second. Processing total of 78,920 data points.
20210902 12:03:07.087 TRACE:: DefaultAlphaHandler.Exit(): Exiting...
20210902 12:03:07.103 TRACE:: DefaultAlphaHandler.Exit(): Ended
20210902 12:03:07.105 TRACE:: BacktestingResultHandler.Exit(): starting...
20210902 12:03:07.108 TRACE:: BacktestingResultHandler.Exit(): Saving logs...
20210902 12:03:07.132 TRACE:: StopSafely(): waiting for 'Result Thread' thread to stop...
20210902 12:03:07.135 TRACE:: Debug: ############### Time:2021-04-25 06:00:00###############
############### Training Data Added! ###############
20210902 12:03:07.136 TRACE:: Debug: Your log was successfully created and can be retrieved from:
/Results/1432912603-log.txt
20210902 12:03:07.136 TRACE:: BacktestingResultHandler.Run(): Ending Thread...
20210902 12:03:07.581 TRACE:: Config.GetValue(): regression-update-statistics - Using default value: False
20210902 12:03:07.585 TRACE::
STATISTICS:: Total Trades 0
STATISTICS:: Average Win 0%
STATISTICS:: Average Loss 0%
STATISTICS:: Compounding Annual Return 0%
STATISTICS:: Drawdown 0%
STATISTICS:: Expectancy 0
STATISTICS:: Net Profit 0%
STATISTICS:: Sharpe Ratio 0
STATISTICS:: Probabilistic Sharpe Ratio 0%
STATISTICS:: Loss Rate 0%
STATISTICS:: Win Rate 0%
STATISTICS:: Profit-Loss Ratio 0
STATISTICS:: Alpha 0
STATISTICS:: Beta 0
STATISTICS:: Annual Standard Deviation 0
STATISTICS:: Annual Variance 0
STATISTICS:: Information Ratio -4.82
STATISTICS:: Tracking Error 0.1
STATISTICS:: Treynor Ratio 0
STATISTICS:: Total Fees $0.00
STATISTICS:: Estimated Strategy Capacity $0
STATISTICS:: Lowest Capacity Asset
STATISTICS:: Fitness Score 0
STATISTICS:: Kelly Criterion Estimate 0
STATISTICS:: Kelly Criterion Probability Value 0
STATISTICS:: Sortino Ratio 79228162514264337593543950335
STATISTICS:: Return Over Maximum Drawdown 79228162514264337593543950335
STATISTICS:: Portfolio Turnover 0
STATISTICS:: Total Insights Generated 0
STATISTICS:: Total Insights Closed 0
STATISTICS:: Total Insights Analysis Completed 0
STATISTICS:: Long Insight Count 0
STATISTICS:: Short Insight Count 0
STATISTICS:: Long/Short Ratio 100%
STATISTICS:: Estimated Monthly Alpha Value $0
STATISTICS:: Total Accumulated Estimated Alpha Value $0
STATISTICS:: Mean Population Estimated Insight Value $0
STATISTICS:: Mean Population Direction 0%
STATISTICS:: Mean Population Magnitude 0%
STATISTICS:: Rolling Averaged Population Direction 0%
STATISTICS:: Rolling Averaged Population Magnitude 0%
STATISTICS:: OrderListHash d41d8cd98f00b204e9800998ecf8427e
20210902 12:03:07.598 TRACE:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet
20210902 12:03:07.600 TRACE:: Engine.Run(): Disconnecting from brokerage...
20210902 12:03:07.601 TRACE:: Engine.Run(): Disposing of setup handler...
20210902 12:03:07.603 TRACE:: Engine.Main(): Analysis Completed and Results Posted.
Engine.Main(): Analysis Complete.
20210902 12:03:07.620 TRACE:: Engine.Main(): Packet removed from queue: 1432912603
20210902 12:03:07.639 TRACE:: LeanEngineSystemHandlers.Dispose(): start...
20210902 12:03:07.670 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.
20210902 12:03:07.691 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start...
20210902 12:03:07.821 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.
20210902 12:03:07.829 TRACE:: Program.Main(): Exiting Lean...
20210902 12:03:07.921 ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError at
4/25/2021 10:00:00 AM UTC. Context: Scheduled event: 'Sunday: 6' at 4/25/2021 10:00:00 AM
Python.Runtime.PythonException: RuntimeError : unknown parameter type
File "/opt/miniconda3/lib/python3.6/site-packages/torch/nn/functional.py", line 1063, in relu
result = torch.relu(input)
File "/opt/miniconda3/lib/python3.6/site-packages/torch/nn/modules/activation.py", line 94, in forward
return F.relu(input, inplace=self.inplace)
File "/opt/miniconda3/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
result = self.forward(*input, **kwargs)
File "/opt/miniconda3/lib/python3.6/site-packages/torch/nn/modules/container.py", line 100, in forward
input = module(input)
File "/opt/miniconda3/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
result = self.forward(*input, **kwargs)
File "/LeanCLI/elegantrl/net.py", line 159, in forward
return self.net(state).tanh() # action
File "/opt/miniconda3/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
result = self.forward(*input, **kwargs)
File "/LeanCLI/elegantrl/run.py", line 520, in get_episode_return
a_tensor = act(s_tensor)
File "/LeanCLI/elegantrl/run.py", line 461, in <listcomp>
for _ in range(self.eval_times2 - self.eval_times1)]
File "/LeanCLI/elegantrl/run.py", line 461, in evaluate_save
for _ in range(self.eval_times2 - self.eval_times1)]
File "/LeanCLI/elegantrl/run.py", line 166, in train_and_evaluate
if_reach_goal = evaluator.evaluate_save(agent.act, steps, obj_a, obj_c)
File "/LeanCLI/main.py", line 57, in TrainingModel
train_and_evaluate(args)
===
at Python.Runtime.PyObject.Invoke(PyObject[] args)
at QuantConnect.Scheduling.ScheduleManager.<>c__DisplayClass25_0.<Training>b__0(String n, DateTime time) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Scheduling/ScheduleManager.cs:line 269
at QuantConnect.Scheduling.ScheduledEvent.OnEventFired(DateTime triggerTime) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Scheduling/ScheduledEvent.cs:line 250
at QuantConnect.Scheduling.ScheduledEvent.Scan(DateTime utcTime) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Scheduling/ScheduledEvent.cs:line 176
at QuantConnect.IsolatorLimitResultProvider.<>c__DisplayClass1_0.<Consume>b__0() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/IsolatorLimitResultProvider.cs:line 48
at QuantConnect.IsolatorLimitResultProvider.Consume(IIsolatorLimitResultProvider isolatorLimitProvider, ITimeProvider
timeProvider, Action code, TimeMonitor timeMonitor) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/IsolatorLimitResultProvider.cs:line 75
at QuantConnect.IsolatorLimitResultProvider.Consume(IIsolatorLimitResultProvider isolatorLimitProvider,
ScheduledEvent scheduledEvent, DateTime scanTimeUtc, TimeMonitor timeMonitor) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/IsolatorLimitResultProvider.cs:line 48
at QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.ScanPastEvents(DateTime time) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/RealTime/BacktestingRealTimeHandler.cs:line 148
20210902 12:03:07.974 ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError
at 4/26/2021 2:00:00 PM UTC. Context: Scheduled event: 'Sunday: 6' at 4/26/2021 2:00:00 PM
System.NullReferenceException: Object reference not set to an instance of an object.
at QuantConnect.IsolatorLimitResultProvider.Consume(IIsolatorLimitResultProvider isolatorLimitProvider, ITimeProvider
timeProvider, Action code, TimeMonitor timeMonitor) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/IsolatorLimitResultProvider.cs:line 74
at QuantConnect.IsolatorLimitResultProvider.Consume(IIsolatorLimitResultProvider isolatorLimitProvider,
ScheduledEvent scheduledEvent, DateTime scanTimeUtc, TimeMonitor timeMonitor) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/IsolatorLimitResultProvider.cs:line 48
at QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler.SetTime(DateTime time) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/RealTime/BacktestingRealTimeHandler.cs:line 111
20210902 12:03:07.974 ERROR:: AlgorithmManager.Run(): Stopping, encountered a runtime error at
4/26/2021 2:00:00 PM UTC.
20210902 12:03:07.975 TRACE:: Engine.Run(): Exiting Algorithm Manager
Error: Something went wrong while running 'DRL-03' in the 'backtesting' environment, the output is stored in
'DRL-03\backtests\2021-09-02_17-58-23'
Varad Kabade
Hi OTreeWEN,
We need to add these lines in the config.json file and change the values accordingly.:
Best,
Varad Kabade
OTreeWEN
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