Hi QuantConnect comunnity!
I defined a Universe Selection class in order to apply some filters in this selection (with SelectCoarse and SelectFine methods).
How do I know what were the symbols selected after the filters? I would like to print the list of symbols. I tried to use "self.Debug()" into the class defined, but I got this message:
'MyUniverseSelect' object has no attribute 'Debug'
Regards
Conor Flynn
Although I'm not too familiar with how to do this in Python, I'm assuming the method is relatively similar. I typically use the OnSecurutiesChanged method which shows when a new security is added or removed from the universe. I then add it to a list and can access it to determine what my universe is. Here are some references to the method and its usage:
Forum Post
Documentation
(Check the "Security Changed Events" tab in the second link for more on OnSecuritiesChanged)
Edinson Leandro Medina Alfonzo
Thanks a lot for the hint Conor Flynn! It was useful remind me about this function.
Regards.
Edinson Leandro Medina Alfonzo
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