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Hi,
This may be a very noobish question. I'm using the LEAN desktop environment for running my algorithm. I downloaded data for the instruments from the website and verified that the zip files are present in my LEAN data folder. Now when I run the algorithm over a year, it takes a long time. The amount of time taken is also variable. It runs through the OnData function quickly(I have put log outputs in my OnData function) but then gets stuck on statements like :
Isolator.ExecuteWithTimeLimit(): Used: 18 Sample: 19 etc.
My question is - what is happening here? I assumed that since I am running LEAN on my machine the processing of data and the algorithm is happening on my local machine. Then why does it run through the OnData function and after that take extra time to run? What is it doing? Am I not running everything on my local machine? Is there a way for it to run everything on my local machine? I setup LEAN on my machine for the speed advantage in backtesting since I'm running on a beefier machine with more RAM than what is offered for the free account.
Thanks
Jared Broad
https://groups.google.com/forum/m/#!forum/lean-engine
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