Error Using Symbol Data


I computed Relative Strength Index and Minimum Volume for Coarse Selection Function by defining a SymbolData inheritance:

class SymbolData(object):
    def __init__(self, symbol, Volume, DollarVolume):
        self.Symbol = Symbol
        self.Volume = Volume
        self.DollarVolume = DollarVolume
        self.RS_Index = self.RelativeStrengthIndex(3)
        self.MinVolume = self.Minimum(50) 
        self.MinDollarVolume = self.Minimum(50)
        self.Volume_Tradable = False

def update(self, time, value, Volume, DollarVolume):

  if self.RS_Index.Update(time, value) and self.MinVolume.Update(time, Volume) and        self.MinDollarVolume.Update(time, DollarVolume):
            Min_Volume_Share = self.MinVolume.Current.Value
            Min_Volume_Dollar = self.MinDollarVolume.Current.Value
            self.Volume_Tradable = Min_Volume_Share > 500000 and Min_Volume_Dollar > 2500000

To use my computation of Relative Strength Index and Minimum Volume in Coarse Selection Function, I wrote the ff code:

    def CoarseSelectionFunction(self, coarse):
        Filtered_Universe = [x for x in coarse if x.Volume_Tradable and x.Price > self.value_MinStockPrice]
        #Then, sort the stocks according to the highest RSI:
        Filtered_Universe.sort(key=lambda x: x.RS_Index, reverse=True)       

        return [i.Symbol for i in Filtered_Universe] 

However, I got the following error:

Runtime Error: AttributeError : 'CoarseFundamental' object has no attribute 'Volume_Tradable'
  at CoarseSelectionFunction in 85
 at <listcomp> in 85
AttributeError : 'CoarseFundamental' object has no attribute 'Volume_Tradable'     (Open Stacktrace)

So, can I fix this by inheriting the class CoarseFundamental for SymbolData? 

Thanks a lot! 

Update Backtest

Update Backtest


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