1. Runtime Error: Exception of type 'System.OutOfMemoryException' was thrown. in TimeSliceFactory.cs:line 370
  1.  def CoarseSelectionFunction(self, coarse: List[CoarseFundamental]) -> List[Symbol]:
  2.         self.logger.log("CoarseSelectionFunction Started.")
  3.         selected: List[Symbol] = []
  4.         for stock in coarse:
  5.             if stock.Price > parameters.PRICE_THRESHOLD and stock.DollarVolume > parameters.DOLLAR_VOLUME_THRESHOLD:
  6.                 selected.append(stock.Symbol)
  7.                 # Initialize the historical data if not already done
  8.                 # if stock.Symbol not in self.history:
  9.                 #     self.InitializeIndicators(stock.Symbol)
  10.         self.logger.log(f"CoarseSelectionFunction Selected {len(selected)} stocks.")      
  11.         return selected

Author

Dharmesh Khalasi

September 2024