Modified code to asset selection using CoarseSelectionFilter but received “Operation timed out” Error. 

Any help higly appreciated,

class CreativeTanFly(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2012, 1, 1) # Set Start Date
self.SetCash(1000000) # Set Strategy Cash
self.UniverseSettings.Resolution = Resolution.Minute
self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw

def CoarseSelectionFilter(self, coarse):
sortedByDollarVolume = sorted(coarse, key=lambda c: c.DollarVolume, reverse=True)
return [x.Symbol for x in sortedByDollarVolume[:10]]

def OnSecuritiesChanged(self, changes):
for security in changes.RemovedSecurities:
symbol = security.Symbol
if security.Invested:
symbol_data = self.symbol_data_by_symbol.pop(symbol, None)
if symbol_data:

for security in changes.AddedSecurities:
symbol = security.Symbol
self.symbol_data_by_symbol[symbol] = SymbolData(self, symbol)

def OnData(self, data):
for symbol, symbol_data in self.symbol_data_by_symbol.items():
if not (data.ContainsKey(symbol) and data[symbol] is not None and symbol_data.openingBar is not None and symbol_data.fhmin is not None):

# if current price greater than open at 1% - open long position
if not self.Portfolio[symbol.Value].Invested:
if (self.Time.hour>=12):
if (data[symbol].Close > symbol_data.openingBar.Open*(1+1.6/100) and not symbol_data.wastrade):
self.SetHoldings(symbol, 1/500)
symbol_data.wastrade = True
# close if current price less than 1HMin.

if ((self.Time.hour==10 and self.Time.minute >=30) or
if (data[symbol.Value].Low < symbol_data.fhmin):

class SymbolData:
openingBar = None

def __init__(self, algorithm, symbol):
self.algorithm = algorithm
self.symbol = symbol
self.fhmin = None
self.wastrade = False

# Setup minute consolidator
self.five_minute_consolidator = TradeBarConsolidator(timedelta(minutes=5))
self.five_minute_consolidator.DataConsolidated += self.five_minute_consolidation_handler
algorithm.SubscriptionManager.AddConsolidator(symbol, self.five_minute_consolidator)

def five_minute_consolidation_handler(self, sender, bar):
if bar.Time.hour == 9 and bar.Time.minute == 30:
self.openingBar = bar
self.fhmin = bar.Low
self.wastrade = False
if (bar.Time.hour == 9 and bar.Time.minute >30) or (bar.Time.hour==10 and bar.Time.minute <=30):
if (self.fhmin!= None and bar.Low < self.fhmin):
self.fhmin = bar.Low

def dispose(self):
self.algorithm.SubscriptionManager.RemoveConsolidator(self.symbol, self.five_minute_consolidator)