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