The Code from Lesson 10 in US Equity Course generates error message.

I'm taking the intro course on equity. After lesson 10 on Liquid Value Stock Selection, I copied and pasted the code into a test project, with some small modification. When I ran backtesting, it shows: 

20230224 10:38:35.927 ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError at 06/01/2013 04:00:00 UTC. Context: Synchronizer Python.Runtime.PythonException: SelectCoarse() missing 1 required positional argument: 'coarse'
   at Python.Runtime.PythonException.ThrowLastAsClrException()
   at Python.Runtime.Dispatcher.TrueDispatch(Object[] args)
   at Python.Runtime.Dispatcher.Dispatch(Object[] args)
   at __System_Func`2\[\[System_Collections_Generic_IEnumerable`1\[\[QuantConnect_Data_UniverseSelection_CoarseFundamental\, QuantConnect_Common\, Version=2_5_0_0\, Culture=neutral\, PublicKeyToken=null\]\]\, System_Private_CoreLib\, Version=6_0_0_0\, Culture=neutral\, PublicKeyToken=7cec85d7bea7798e\]\,\[System_Object\, System_Private_CoreLib\, 
Version=6_0_0_0\, Culture=neutral\, PublicKeyToken=7cec85d7bea7798e\]\]Dispatcher.Invoke(IEnumerable`1 )
   at QuantConnect.Extensions.<>c__DisplayClass126_0`1.<ConvertToUniverseSelectionSymbolDelegate>b__0(T data) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Extensions.cs:line 2707
   at QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel.SelectCoarse(QCAlgorithm algorithm, IEnumerable`1 coarse) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Algorithm.Framework/Selection/FineFundamentalUniverseSelectionModel.cs:line 75
   at QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel.<>c__DisplayClass5_0.<CreateCoarseFundamentalUniverse>b__0(IEnumerable`1 coarse) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Algorithm.Framework/Selection/FundamentalUniverseSelectionModel.cs:line 85
   at QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse.SelectSymbols(DateTime utcTime, BaseDataCollection data) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/UniverseSelection/CoarseFundamentalUniverse.cs:line 97
   at QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator.SelectSymbols(DateTime utcTime, BaseDataCollection data) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/UniverseSelection/SelectSymbolsUniverseDecorator.cs:line 55
   at QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/UniverseSelection.cs:line 124
   at QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.Sync(IEnumerable`1 subscriptions, CancellationToken cancellationToken)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/SubscriptionSynchronizer.cs:line 224
   at QuantConnect.Lean.Engine.DataFeeds.Synchronizer.StreamData(CancellationToken cancellationToken)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Synchronizer.cs:line 101

My code is as follows:

class LiquidValueUniverseSelectionModel(FineFundamentalUniverseSelectionModel):

    def __init__(self, universe_settings: UniverseSettings = None):
        super().__init__(coarseSelector=self.SelectCoarse,
                         fineSelector=self.SelectFine,
                         universeSettings=universe_settings)
        self.lastMonth = -1

    def SelectCoarse(self, algorithm: QCAlgorithm,  coarse: List[CoarseFundamental]) -> List[Symbol]:
        if self.lastMonth == algorithm.Time.month:
            return Universe.Unchanged
        self.lastMonth = algorithm.Time.month

        sortedByDollarVolume = sorted([x for x in coarse if x.HasFundamentalData],
                                      key=lambda x: x.DollarVolume, reverse=True)

        return [x.Symbol for x in sortedByDollarVolume[:100]]

    def SelectFine(self, algorithm: QCAlgorithm, fine: List[FineFundamental]) -> List[Symbol]:
        sortedByYields = sorted(fine, key=lambda f: f.ValuationRatios.EarningYield, reverse=True)
        universe = sortedByYields[:10] + sortedByYields[-10:]
        return [f.Symbol for f in universe]

class LiquidValueStocks(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2017, 5, 15)
        self.SetEndDate(2017, 7, 15)
        self.SetCash(100000)
        self.UniverseSettings.Resolution = Resolution.Hour
        self.AddUniverseSelection(LiquidValueUniverseSelectionModel())

        # 1. Create and instance of the LongShortEYAlphaModel
        self.AddAlpha(LongShortEYAlphaModel())

        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
        self.SetExecution(ImmediateExecutionModel())

Are you able to replicate it from your end?