I'm trying to do a back test with a simple buy and hold strategy covering the last 10 years but I keep hitting a timeout. The error message recommends checking for infinite loops but this code definitely doesn't have any, it's dead simple stuff.
Just to be sure this is what it looks like to me, is there a hard 5 minute limit on the total run time of any backtest?
If this is the case, can we change that such that something like a 10 year test can complete? (assuming reasonably efficient code)
If not, do paid accounts have higher timeouts?
Alternately, would it be possible/useful to give users a sort of "parallelism toggle switch" to set whether their account will allow more runtime or more parallel runs?
In support of this notion:
I know we are allowed some number of parallel backtests in each account type but not all use cases call for multiple tests running at the same time. So far my style has ended up being something like "change code, run a 1 month test to see that it basically works, run a 10 yr test to see if the change moved my stats in the right direction, look for problems in the long term chart, run focused, shorter term tests over the problem area to correct issues, run 10yr to confirm results, etc". With this testing model, I need maximum run time for those long range tests but I have little use for running multiple back tests in parallel.
On the other hand, once I have a stable system I switch to something like a monte-carlo simulation where I want to run a bunch of 1yr tests each starting at a random day and month over the last 10 years in order to prove that my program is not just getting lucky.
In the former model, I needed more run time, in the latter I needed more parallelism.
If others have similar practices, we may find it useful to have a way to select longer runtime or more parallelism so long as the total account cpu time remains the same.
Jared Broad
Please share an example to help us replicate your problem so we can improve it. Without an example we're just guessing...
Our timeout limits are dynamic based on the number of assets you're trading. We set the timeouts so you shouldn't ever hit them unless you accidentally get into an infinite loop.
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Danny
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