I'm in the process of learning Python and could really use some help with my Universe selection.
Right now I have a list of symbols called EquitySymbols that can be manually altered to contain the symbols I type in. How would I alter my code so that Instead of having to type in the symbols I want I could use QC's fundamental coarse combo built in Universe selection method to select a new list of symbols every day at a sepcified time?
Thanks so much to anyone that can help!!
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Hi Dave,
Universe selection occurs before market open everyday. Because coarse and fine data would not change until the next day, the result of selection would not change no matter what time during the day we perform the selection. We currently don't support immediate universe selection.
After selection, you might want to manage your self.Data dictionary in OnSecuritiesChange() method.
def OnSecuritiesChanged(self, changes):
for added in changes.AddedSecurities:
# do something
for removed in changes.RemovedSecurities:
# do something
Here is another similar post where you might find some help.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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