Hello all, 

I am new to this library. I would like to start by saying that the amount of work that has been put into this application is immense and I am thankful that it exists. I plan to fully utilize it once I have the algorithm in my head working. I went through the entire bootcamp and it is amazing what this library can accomplish. 

I tried to set up Docker + VS Code on Mac for Python. Everything seems to be working except that no matter what I do I can not seem to get a universe going. I am wondering what it is that I am doing wrong. I've cut down the code to get to the point. I've changed the universe to one of the of the example codes in the documentation with the slight altering. The documentation example as is also did not work. 

 

class GapRunner(QCAlgorithm): def Initialize(self): # Set requested data resolution self.UniverseSettings.Resolution = Resolution.Minute self.SetStartDate(2014, 10, 7) # Set Start Date self.SetEndDate(2020, 10, 7) # Set End Date self.SetCash(30000) # Set Strategy Cash self.coarse_count = 10 self.coarses = {} self.AddUniverse(self.CoarseFilterFunction) self.Debug(" ----------- we are here -------------- ") def CoarseFilterFunction(self, coarse): sortedByDollarVolume = sorted( coarse, key=lambda x: x.DollarVolume, reverse=True) filtered = [x.Symbol for x in sortedByDollarVolume if x.Price < 10] self.Log("Filtered length is ---- " + str(len(filtered)))

Below is the part of the output 

PythonEngine.Initialize(): clr GetManifestResourceStream... 20210119 02:06:08.105 Trace:: PythonInitializer.Initialize(): ended 20210119 02:06:08.106 Trace:: DebuggerHelper.Initialize(): python initialization done 20210119 02:06:08.107 Trace:: DebuggerHelper.Initialize(): starting... 20210119 02:06:08.107 Trace:: DebuggerHelper.Initialize(): waiting for PTVSD debugger to attach at localhost:5678... 20210119 02:06:09.785 Trace:: DebuggerHelper.Initialize(): started 20210119 02:06:09.812 Trace:: AlgorithmPythonWrapper(): Python version 3.6.8 |Anaconda, Inc.| (default, Dec 30 2018, 01:25:33) [GCC 7.3.0]: Importing python module GapRunner 20210119 02:06:11.801 Trace:: AlgorithmPythonWrapper(): Creating IAlgorithm instance. 20210119 02:06:13.116 Trace:: LocalObjectStore.Initialize(): Storage Root: /Lean/Launcher/bin/Debug/storage/QCAlgorithm 20210119 02:06:13.147 Trace:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value: 20210119 02:06:13.416 Trace:: Config.GetValue(): data-feed-workers-count - Using default value: 8 20210119 02:06:13.416 Trace:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400 20210119 02:06:13.417 Trace:: Config.Get(): Configuration key not found. Key: data-feed-queue-type - Using default value: QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkQueue, QuantConnect.Lean.Engine 20210119 02:06:13.419 Trace:: WeightedWorkScheduler(): will use 8 workers and MaxWorkWeight is 400. Queue type: WorkQueue 20210119 02:06:13.498 Trace:: FactorFile.HasScalingFactors(): Factor file not found: QC-UNIVERSE-COARSE-USA-7F6CACD8-B398-4EE3-9DD9-5757873B28DB 20210119 02:06:13.542 Trace:: Config.GetValue(): show-missing-data-logs - Using default value: False 20210119 02:06:13.560 Trace:: BaseSetupHandler.SetupCurrencyConversions(): Symbol Quantity Conversion = Value in USD USD: $ 30000.00 @ 1.00 = $30000.0 ------------------------------------------------- CashBook Total Value: $30000.0 20210119 02:06:13.571 Trace:: BacktestingResultHandler(): Sample Period Set: 789.48 20210119 02:06:13.578 Trace:: Config.GetValue(): forward-console-messages - Using default value: True 20210119 02:06:13.588 Trace:: JOB HANDLERS: 20210119 02:06:13.589 Trace:: DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed 20210119 02:06:13.590 Trace:: Setup: QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler 20210119 02:06:13.590 Trace:: RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler 20210119 02:06:13.591 Trace:: Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler 20210119 02:06:13.592 Trace:: Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler 20210119 02:06:13.592 Trace:: Alpha: QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler 20210119 02:06:13.593 Trace:: ObjectStore: QuantConnect.Lean.Engine.Storage.LocalObjectStore 20210119 02:06:13.594 Trace:: History Provider: QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider 20210119 02:06:13.661 Trace:: Debug: Launching analysis for GapRunner with LEAN Engine v2.4.0.0 20210119 02:06:13.673 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 10/7/2014 12:00:00 AM Stop: 10/7/2020 11:59:59 PM 20210119 02:06:20.269 Trace:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed SPY,SPY,Hour,TradeBar,Trade,Adjusted,Internal 20210119 02:06:20.833 Trace:: Debug: ----------- we are here -------------- 20210119 02:06:20.834 Trace:: Log: Filtered length is ---- 0 20210119 02:06:24.315 Trace:: Synchronizer.GetEnumerator(): Exited thread. 20210119 02:06:24.317 Trace:: AlgorithmManager.Run(): Firing On End Of Algorithm... 20210119 02:06:24.322 Trace:: Engine.Run(): Exiting Algorithm Manager 20210119 02:06:24.343 Trace:: FileSystemDataFeed.Exit(): Start. Setting cancellation token... 20210119 02:06:24.349 Trace:: FileSystemDataFeed.Exit(): Exit Finished. 20210119 02:06:24.350 Trace:: DefaultAlphaHandler.Exit(): Exiting... 20210119 02:06:24.366 Trace:: DefaultAlphaHandler.Exit(): Ended 20210119 02:06:24.368 Trace:: BacktestingResultHandler.Exit(): starting... 20210119 02:06:24.369 Trace:: BacktestingResultHandler.Exit(): Saving logs... 20210119 02:06:24.392 Trace:: StopSafely(): waiting for 'Result Thread' thread to stop... 20210119 02:06:24.967 Trace:: Log: Filtered length is ---- 0 20210119 02:06:24.969 Trace:: Debug: Algorithm Id:(GapRunner) completed in 10.73 seconds at 1k data points per second. Processing total of 9,553 data points.


What am I doing wrong? Why is the filtered length is always 0? I've been doing many variations of the universe selection and I can't seem to get it going.