Trying to create a oliver kell screener, but Im stuck

class SquareBrownJellyfish(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2021, 2, 11)
        self.set_end_date(2021, 2, 16)
        self.set_cash(100000) 
        self.add_universe(self.my_coarse_filter_function)
        self.volume_by_symbol = {}
    def my_coarse_filter_function(self, coarse):
        filtered = [x for x in coarse if x.price > 20 and x.volume > 1000000]
        for x in filtered:
            if x.Symbol not in self.volume_by_symbol:
                self.volume_by_symbol[x.Symbol] = SymbolData(x.Symbol, self)
            self.volume_by_symbol[x.Symbol].update(x.end_time, x.volume)
        sort_by_s_m_a_volume = sorted(
            self.volume_by_symbol.items(), 
            key=lambda x: x[1].sma.current.value if x[1].sma.is_ready else 0, 
            reverse=True
        )[:50]
        symbols = [x[0] for x in sort_by_s_m_a_volume]
        for symbol in symbols:
            self.debug(symbol)
        return symbols
class SymbolData:
    def __init__(self, symbol, algo):
        self.algo = algo
        self.symbol = symbol
        self.sma = SimpleMovingAverage(30)
        history = algo.history(symbol, 30, Resolution.DAILY)
        if not history.empty:
            for time, row in history.loc[symbol].iterrows():
                self.sma.update(time, row['volume'])
    def update(self, time, vol):
        self.sma.update(time, vol)

Sources: Leveraged ETFs With Systematic Risk Management, Momentum Effect In Commodities Futures, Ema Cross Universe Selection Algorithm, Gaussian Naive Bayes Model, Daily Algorithm

Really appreciate your help Mia.
I am so sorry, I think I attached the wrong backtest. 

# region imports
from AlgorithmImports import *
# endregion
class SquareBrownJellyfish(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2024, 9, 1)
        self.SetEndDate(2024, 9, 10)
        self.SetCash(100000) 
        self.AddUniverse(self.MyCoarseFilterFunction)
        self.UniverseSettings.Resolution = Resolution.Daily
        self.volumeBySymbol = {}

    def MyCoarseFilterFunction(self, coarse):
        filtered = [ x for x in coarse if x.price > 20 and x.volume > 1000000 ]
        for x in filtered:
            self.AddEquity(x.Symbol.Value, Resolution.Daily)  
            if x.Symbol not in self.volumeBySymbol:
                self.volumeBySymbol[x.Symbol] = SymbolData(x.Symbol, self)
            self.volumeBySymbol[x.Symbol].Update(x.EndTime, x.Volume)
            self.volumeBySymbol[x.Symbol].UpdateMax(x.EndTime, x.price)
        
        sortBySMAVolume = sorted(self.volumeBySymbol.items(), key=lambda x: x[1].sma.Current.Value, reverse=True)[:50]
        symbols = [x[0] for x in sortBySMAVolume]
        # for symbol in symbols:
            # self.AddEquity(cf.Symbol.Value, Resolution.Daily)  
        #     self.debug(symbol)
        return symbols
    
class SymbolData:
    def __init__(self,symbol,algo):
        self.algo = algo
        self.symbol = symbol
        self.sma = SimpleMovingAverage(30)
        self.max = algo.MAX(symbol, 253, Resolution.Daily, Field.High)
        history = algo.History(symbol,253,Resolution.Daily)
        if not history.empty:
            for time,row in history.loc[symbol].iterrows():
                self.sma.Update(time,row['volume'])
                self.max.Update(time, row['high'])
    def Update(self,time,vol):
        self.sma.Update(time,vol)
    def UpdateMax(self, time, high):
        self.max.Update(time, high)

I got error below, but I think used “self.AddEquity(x.Symbol.Value, Resolution.Daily)"  to register already

Runtime Error: Please register to receive data for symbol 'CARR XDDBUNE0QTLX' using the AddSecurity() function.
  at __init__
    self.max = algo.MAX(symbol, 253, Resolution.Daily, Field.High)
               ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 in main.py: line 34
  at MyCoarseFilterFunction
    self.volumeBySymbol[x.Symbol] = SymbolData(x.Symbol, self)
                                    ^^^^^^^^^^^^^^^^^^^^^^^^^^
 in main.py: line 18

Also, I think can't  get high in coarse? line 21 . I just use the price.
Thanks

giving this discussion a boost

Hi William

During the selection function, the symbol's data is not yet subscribed yet, so we cannot use automatic indicator. Instead, use manual-updating indicator and manually update the indicator using fundamental data.

class Algo(QCAlgorithm):
    def MyCoarseFilterFunction(self, coarse):
        filtered = [...]
        last_bar = next(self.history[TradeBar]([x.symbol for x in filtered], 1, Resolution.DAILY))
        for x in filtered:
            ...
            self.volumeBySymbol[x.Symbol].Update(x.EndTime, x.Volume, last_bar[x.symbol])

class SymbolData:
    def __init__(self, symbol, algo):
        ...
        self.high = Maximum(253)
        self.low = Minimum(253)
        ...
                
    def Update(self, time, vol, bar):
        ...
        self.high.update(bar.end_time, bar.high)
        self.low.update(bar.end_time, bar.low)

Best
Louis