Hello, I have coded this fundamental factor algo. The goal of the strategy is to pick up stocks that meet conditions with fundamental ratios such as EPS, ROE and Total Revenue. I define this conditions in the FineFundamentalFunction() and in CoarseFundamentalFunction() I filter stocks with high volume.

1- I'm interesting in track the stocks bought and sell of the algorithm. How this is possible? In the attached algorithm I added self.Log("Buy security %s" % str(security.Symbol)) but any stock is printed out. I have doubts also because in the console is printed "Buy security SPY", but SPY is not a stock that I include to trade here.

2- I need support to know if this algo is working correctly because I have a similar algo in Quantopian and the returns are widely different. 


Many thanks!