Running out of Live Trading Memory

Hey Ethan Hammond,

try to mimize your universe and your historical request(if you have any) otherwise I would suggest to try out a higher live trading host.

Best,
Nico

Nico's suggestion to minimize the universe and historical requests is a good starting point. As mentioned in the documentation, each asset in the universe consumes approximately 5MB of RAM, so reducing the number of assets can help with memory usage.

To further reduce the number of securities being evaluated, you can try filtering your universe more aggressively in the CoarseSelectionFunction. For example, you can increase the minimum price or dollar volume thresholds. Here's an example of filtering based on dollar volume:

def CoarseSelectionFunction(self, coarse):
    selected = [x for x in coarse if (x.HasFundamentalData) and (float(x.Price) > 5)]
    sortedByDollarVolume = sorted(selected, key=lambda x: x.DollarVolume, reverse=True)
    top = sortedByDollarVolume[:self.num_coarse]
    return [i.Symbol for i in top]

You can also consider reducing the frequency of rebalancing or the number of historical requests if you have any, as Nico suggested.

If you still face memory issues after optimizing your algorithm, you may need to consider using a higher live trading host with more memory capacity. However, it's essential to optimize your algorithm first to ensure efficient usage of resources.