Hi,
I'm currently trying to build an universe based on this screener from yahoo finance. Currently I got this code:
def CoarseSelectionFunction(self, coarse):
filtered = [ x.Symbol for x in coarse if x.HasFundamentalData and x.Price > 5]
return filtered
def FineSelectionFunction(self, fine):
stocks = [ x for x in fine if x.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology and ((x.SecurityReference.ExchangeId == "NYS") or (x.SecurityReference.ExchangeId == "NAS") or (x.SecurityReference.ExchangeId == "ASE"))]
return [x.Symbol for x in sorted(stocks, key=lambda s: s.EarningReports.BasicAverageShares.ThreeMonths * s.Price, reverse=True)[:20]]
But it's just not working as expected (the selected symbols are not the same).
Would be great if anyone could give a hint on what I'm missing
Georg Keller
Seems like the code worked. I messed up the code some else :D
Jared Broad
That is great Georg!
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Georg Keller
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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