class TwelveMonthCycle(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2018, 1, 1)  
        self.SetEndDate(2018, 8, 1)  
        self.SetCash(100000) 
        self.AddEquity("SPY", Resolution.Daily)
        self.UniverseSettings.Resolution = Resolution.Daily
        self.AddUniverse(self.CoarseSelectionFunction, self.FineSelectionFunction)
        
    def CoarseSelectionFunction(self, coarse):
        coarse = [x for x in coarse if (x.HasFundamentalData)
                                    and (x.Market == "usa")]
                                    
        return [i.Symbol for i in coarse]
        
    def FineSelectionFunction(self, fine):
        self.filtered_fine=[i for i in fine if i.FinancialStatements.FormType != None]
        for i in self.filtered_fine:
            self.Debug(i.FinancialStatements.FormType)
        symbols = [i.Symbol for i in self.filtered_fine]
        self.filtered_fine = symbols
        return symbols
    
    def OnData(self, data):
        pass