Why we need to limit the time to process the strategy ?
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Hi, I wonder why we need to limit the time to process our model (e.g the ML, DL should not exceed 10 minutes for both training and evaluation, models for crypto trading are not allowed to surpass 5 minutes ...) ?
Can you give me the justification for its necessity when employ/deploy these models in the real-world trading scenarios ?
Thanks,
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@support please let me know. I do want to hear from excellent builders like you guys.
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Dear @multi_byte-wildebeest,
We have limitations regarding resources and how much we can allow at most for training ML models.
Regards
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@multi_byte-wildebeest Hi, these limitations refer to the processing time per point in time, not for the full strategy.
If it takes 10 minutes per historical day, and the simulation has to take into account 250 days for let us say 10 years, the multi-pass simulation would process 6 days per hour, 144 days per real day, that means 2 weeks of processing time for the full submission, it is a lot of time.
