I am getting an error":Runtime Error: Algorithm took longer than 10 minutes on a single time loop. CurrentTimeStepElapsed: 1.0 minutes in Isolator.cs:line 175"
I have seen the 10 min on a single time loop before, but have not seen the “CurrentTimeStepElapsed: 1.0 minutes in Isolator.cs:line 175. ”
I believe that this could be converting a rollingwindow to a dataframe. The rollingwindow has about 40000 bars. Would this be a time-consuming process?
shortHistory_Min = pd.DataFrame()
shortHistory_Min = algorithm.PandasConverter.GetDataFrame[TradeBar](symbolData.rolling_windowMin)
Is there a way to return the last 10000 bars instead of all 40000 bars from the rollingwindow?
Louis Szeto
Hi Keith
Converting RollingWindow into a pandas dataframe takes some time, but it is less time-consuming than making a historical data request. You may consider appending a row to the existing dataframe and removing the first so there is no need to copy repeated values in each update. Could you please provide an example algorithm for further assistance to find out the reason for slowing down?
Best
Louis
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Keith Forward
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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