Start New Discussion 
Back
Reward Discussion 
I am using
self.AddUniverse(self.CoarseSelectionFunction)
def CoarseSelectionFunction(self, coarse):
'''Take the top self.coarse_university_size by dollar volume using coarse'''
# sort descending by daily dollar volume
sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
# we need to return only the symbol objects
return [ x.Symbol for x in sortedByDollarVolume[:5] ]
To get the top 5 securities with the highest dollar volume.
What I get is
AAPL, EEM, FB, IWM, SPY
Which obviously includes several ETFs.
How can I filter out everything except for actual stocks?
How can I get a Universe that corresponds with the S&P500 ?
2
