Hello,

I'm unable to get stock's Volume data in a custom Coarse imported from a dropbox using a csv file.

Can anyone let me know what's wrong with the attached code ?

Error: Runtime Error: AttributeError : 'Symbol' object has no attribute 'Volume' 

from AlgorithmImports import *
class DropboxCoarseFineAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2021, 7, 7) # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddUniverse(self.SelectCoarse, self.SelectFine)
        self.UniverseSettings.Resolution = Resolution.Hour
        
        self.url = "https://www.dropbox.com/s/e3w1j0hryzeprz2/tickersonly.csv?dl=1"
    def SelectCoarse(self, coarse):
        
        coarse = self.GetSymbols()
        self.sortedByVolume = sorted(coarse, key=lambda x: x.Volume, reverse=True)
        return [x.Symbol for x in self.sortedByVolume if x.Price > 0
                                                and x.HasFundamentalData][:4]
    def SelectFine(self, fine): 
        # Return symbols from our list which have a market capitalization of at least 10B
        return [f.Symbol for f in fine if f.MarketCap > 1e10 and f.Symbol in symbols]
        
    def GetSymbols(self):
        self.universeData = self.Parse(self.url) 
        
        # In backtest load once if not set, then just use the dates.
        if self.universeData is None:
            self.universeData = self.Parse(self.url)
        return self.universeData
    def Parse(self, url): 
        # Download file from url as string
        file = self.Download(url).split("\n")
        # # Remove formatting characters
        data = [x.replace("\r", "").replace(" ", "").replace(",", "") for x in file]
        # Dictionary to hold list of active symbols for each date, keyed by date
        symbolsByDate = []
        # Parse data into dictionary
        for arr in data:
            symb = Symbol.Create(arr, SecurityType.Equity, Market.USA)
            # symb = self.AddEquity(arr).Symbol
            symbolsByDate.append(symb)
        return symbolsByDate
    def OnSecuritiesChanged(self, changes):
        # self.Debug(f"Added Securities: {[security.Symbol.Value for security in changes.AddedSecurities]}")
        # self.Debug(f"Removed Securities: {[security.Symbol.Value for security in changes.RemovedSecurities]}")
        pass
+ Expand
- Collapse