Universe scheduling

class HourlyUniverseAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_cash(100000)
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2021, 12, 31)
        # Define the universe resolution to hourly
        self.universe_settings.resolution = Resolution.HOUR
        # Add the universe with hourly resolution
        self.add_universe(self.coarse_selection_function)
    def coarse_selection_function(self, coarse: IEnumerable[BaseData]) -> List[Symbol]:
        # Define your selection logic here
        symbols = ["SPY", "AAPL", "GOOG", "IBM"]
        index = self.Time.HOUR % len(symbols)
        return [Symbol.create(symbols[index], SecurityType.EQUITY, Market.USA)]
    def on_data(self, slice: Slice) -> None:
        # Handle data for the selected universe
        pass
    def on_securities_changed(self, changes: SecurityChanges) -> None:
        # Manage changes in the universe
        for removed in changes.removed_securities:
            if removed.invested:
                self.liquidate(removed.Symbol)
        for added in changes.added_securities:
            self.set_holdings(added.Symbol, 1 / float(len(changes.added_securities)))

Sources: User Defined Universe Algorithm, Key Concepts - QuantConnect.com, Settings - QuantConnect.com, Universe Settings - QuantConnect.com, Liquidity Effect In Stocks

setting the resolution to hourly means the securities data are in hourly resolution. but universe selection still only happens once a day

I want something like this:

self.universe_settings.schedule.on(self.date_rules.every_day(), self.time_rules.every(timedelta(hours=1)))