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From doc, I see that there is a longer time limitation for Machine Learning method, self.Train().
I would like to ask if I do something like this:
def CoarseSelect(self, coarse):
self.Train(MyFunc())
# other things
return [My selection]CoarseSelect is called daily, is it mean that I have 30 min limit daily for the call of CoarseSelect() ? Is there a difference between live and backtest?
Thank you very much.
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