Hey, I am trying to access the EarningReports.FileDate so I can check if the the day before was an earning report for a stock, under FineSelection. This is my code:

def FineFilter(self, coarseUniverse):

       yesterday = self.Time - timedelta(days=1)

       fineUniverse = [asset.Symbol for asset in coarseUniverse if asset.EarningReports.FileDate == yesterday and asset.MarketCap > 1e9]

       tickerSymbolValuesOnly = [symbol.Value for symbol in fineUniverse]

       return fineUniverse


I tried to Debug many times and I still can't figure out why it is not returning anything. Plus, it is working for the tutorial that I am following.

Note: CoarseUniverse is returning the stock objects so it is working. The filter asset.MarketCap >1e9 is working as well.

I have tried several other filters such as: asset.ValuationRatios.PERatio < 100, and everything works. It is just asset.EarningReports.FileDate == yesterday that is not working.