Is anyone familar with creating custom ratios to filter a universe? I'm attempting to sort with the below, but am running into issues. Any assitance would be appreciated.
sorted = sorted(fine, key=lambda x: x.FinancialStatements.BalanceSheet.TotalDebt.ThreeMonths / x.FinancialStatements.BalanceSheet.TotalCapitalization.ThreeMonths, reverse = False)
Karthik Kailash
Probably because you are naming your variable sorted which shadows the sorted function. Try changing the variable name to something else and see if it improves
Derek Melchin
Hi Gabriel,
If the solution provided above doesn't resolve the issue, please attach a backtest so we can further assist.
Best,
Derek Melchin
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Gabriel Gal
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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