HI,
How can I get the list of symbols from this code :
def CoarseSelectionFunction(self, coarse):
# First narrow the original coarse universe down to a managable level.
init_select = [stock for stock in coarse if (stock.HasFundamentalData)]
# second convert the initial selection to a pandas dataframe.
stock_symbols = [stock.Symbol for stock in init_select]
stock_data = [(stock.DollarVolume,) for stock in init_select]
column_names = ['dollar_volume']
self.Debug('#################')
self.Debug((stock_symbols))
basically, down the road, i want to be able to extract the previous X numbers of days of clsing price as follows:
hist = self.History([all_the_symbols_in_my_universe], 10, Resolution.Daily)
self.Log((hist))
Thanks so much in advance !