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Hello!
I am trying to get fundamental data within algorithm, but for some reason use too much memory and get the error:
"Runtime Error: Execution Security Error: Memory Usage Maxed Out - 6192MB max, with last sample of 7950MB" even though i only use one symbol with daily resolution. What might be the issue here?
Found the algo here:
https://www.quantconnect.com/forum/discussion/5570/how-to-get-fundamentals-in-backtesting-outside-of-coursegrainselector-and-finegrainselector-in-c/p1 private Symbol _msft = QuantConnect.Symbol.Create("MSFT", SecurityType.Equity, Market.USA);
public override void Initialize()
{
AddUniverse(coarse => new [] { _msft }, fine => new [] { _msft });
UniverseSettings.Resolution = Resolution.Daily;
SetStartDate(2019, 03, 01);
SetEndDate(2019, 04, 04);
SetCash(50000);
}
public void OnData(TradeBars data)
{
Security msft;
if (Securities.TryGetValue(_msft, out msft))
{
var f = msft.Fundamentals;
if (f != null && f.ValuationRatios.PERatio > 0)
Log($"{Time} :: {f.ValuationRatios.PERatio}");
}
}
Jack Simonson
Hi Robert,
I was unable to reproduce the error you encountered. Can you please attach the backtest that threw this error? This will help us investigate and see what's causing the problem.
RobertKoppel
Hi Jack.
I have attached the backtest.
Alexandre Catarino
Hi RobertKoppel ,
Please call, at least, the SetStartDate method before AddUniverse.
We have created a GitHub issue to address the problem.
RobertKoppel
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