class UncoupledResistanceEngine(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2018, 11, 27)  # Set Start Date
        self.SetEndDate(2018, 12, 20)
        self.SetCash(100000)  # Set Strategy Cash
        # self.AddEquity("SPY", Resolution.Minute)
        self.UniverseSettings.Resolution = Resolution.Daily
        self.__numberOfSymbols = 1000
        self.SetUniverseSelection(FineFundamentalUniverseSelectionModel(self.CoarseSelectionFunction, self.FineSelectionFunction, None, None))


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        # if not self.Portfolio.Invested:
        #    self.SetHoldings("SPY", 1)

    # sort the data by daily dollar volume and take the top 'NumberOfSymbols'
    def CoarseSelectionFunction(self, coarse):
        # sort descending by daily dollar volume
        sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
    
        # return the symbol objects of the top entries from our sorted collection
        return [ x.Symbol for x in sortedByDollarVolume[:self.__numberOfSymbols] ]
    
    # return symbols that has had positive EPS for previous 8 quarters
    def FineSelectionFunction(self, fine):
        selected = [ x.Symbol for x in fine if x.EarningReports.BasicEPS.TwelveMonths > 0 ]
        self.Log([x.Value for x in selected])
        return selected