Hi,

In the rudimentary code below, I'm expecting to get a debug message printed every minute. However, it only prints a debug message at 00:00 every day. How can I get SelectCoarse() to run every minute? I tried a bunch of different variations but can't get coarse filter to run every minute.

class TestMinuteCoarseUniverseFilter(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 6, 1)
self.SetEndDate(2020, 6, 3)
self.SetCash(100_000)

self.UniverseSettings.Resolution = Resolution.Minute
self.UniverseSettings.ExtendedMarketHours = True
self.AddUniverse(self.SelectCoarse)

self.Debug("Beginning algo...")

def SelectCoarse(self, coarse):
self.Debug(f"Entered SelectCoarse at {self.Time}.")
return []

 

Log output:

2020-06-01 00:00:00 :Beginning algo...2020-06-01 00:00:00 :Entered SelectCoarse at 2020-06-01 00:00:00.2020-06-02 00:00:00 :Entered SelectCoarse at 2020-06-02 00:00:00.2020-06-03 00:00:00 :Entered SelectCoarse at 2020-06-03 00:00:00.