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I'm trying to find a method to import the universe selection functions from a different file using the classic algorithm framework. But my method generates an error. Here's the code for both main.py and universe_selection.py
# main.py
from universe_selection import *
class VerticalQuantumInterceptor(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 7, 12)# Set Start Date
self.SetEndDate(2019, 7, 16)
self.SetCash(100000) # Set Strategy Cash
self.UniverseSettings.Resolution = Resolution.Daily
self.tickers = ["AAPL", "TSLA", "FB"]
self.AddUniverse(CoarseSelection, FineSelection)
def OnData(self, data):
for ticker in self.tickers:
self.Debug("TICKER: " + ticker)
######
# univserse_selection.py
def CoarseSelection(self, coarse):
filteredCoarse = [x.Symbol for x in coarse if x.Symbol.Value in self.tickers and x.HasFundamentalData]
return filteredCoarse
def FineSelection(self, fine):
return [x.Symbol for x in fine]
Jake Mitchell
Is universe_selection in another directory or alongside main? Have you named your file correctly? Because you didn't in your comment section. I encountered import issues like yours when I had a bunch of files to import from within a library folder. I couldn't import everything under the current file's scope unless I created a file called `__init__.py` in the library folder with the following contents:
from os.path import dirname, basename, isfile, join import glob modules = glob.glob(join(dirname(__file__), "*.py")) __all__ = [ basename(f)[:-3] for f in modules if isfile(f) and not f.endswith('__init__.py')] for i in __all__: exec("from {0}.{1} import {1}".format(basename(dirname(__file__)), i))This script allows you to do imports like how you want to write it (from X import *). I don't know if this will work if there are no library directories you're using and both files are in the same directory though.
Brian Christopher
I appreciate the response. It's just a typo in this question. My file is named correctly and it sits at the same level as main.py. I've imported other custom modules using the `from x import *` so I know the file structure works correctly.
Rahul Chowdhury
Hey Brian,
You can't access self.tickers from universe_selection.py since self.tickers is a field of the QCAlgorithm class.
Also since it looks like CoarseSelection and FineSelection are not defined within any class, we can drop self from the arguments.
Let's define tickers in universe_selection.py instead so we can access it.
# In universe_selection.py
tickers = ["AAPL", "TSLA", "FB"]
def CoarseSelection(coarse):
return [x.Symbol for x in coarse if x.Symbol.Value in tickers and x.HasFundamentalData]
def FineSelection(fine):
return [x.Symbol for x in fine]
Brian Christopher
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