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I am getting this error and any help would be greatly appreciated
“One or more errors occurred. (Unable to cast object of type 'QuantConnect.Data.UniverseSelection.CoarseFundamental' to type 'QuantConnect.Symbol'.) in UniverseSelection.cs:line 164”.
class EarningsContinuation(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2021, 9, 14) # Set Start Date
self.SetEndDate(2022, 9, 14)
self.SetCash(100000) # Set Strategy Cash
self.UniverseSettings.Resolution = Resolution.Minute
self.AddUniverse(self.CoarseSelectionFunction, self.FineSelectionFunction)
self.spy = self.AddEquity('SPY',Resolution.Minute).Symbol
self.Schedule.On(self.DateRules.EveryDay('SPY'),self.TimeRules.AfterMarketOpen('SPY',1), self.Strong)
def CoarseSelectionFunction(self,coarse):
sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
byprice = [x for x in sortedByDollarVolume if x.DollarVolume > 1000000 and x.Price > 5 and x.HasFundamentalData]
byprice = byprice[:500]
return byprice
Nico Xenox
Hey Stelios Sbilis,
you have to return the symbols from the universe.
Change these lines:
to:
Best,
Nico
Stelios Sbilis
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