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Sorry if this has been answered or demonstrated elsewhere in Bootcamps or Documentation. What I can't find is... how do I apply custom linq filters, add history, and generally sort or select etfs from within an inception date universe?
How to apply coarse/fine type filters and selection data to SetUniverseSelection(new LiquidETFUniverse())
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Hi Sean Miller ,
It is not possible to post-select the ETFs from LiquidETFUniverse. In this case, we need to perform some sort of selection and keep the selected ETFs in a list and only allow insight emission and/or trades from that list.
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Hi,
which criteria could be used for such selection list?
i.e. DollarVolume is property of coarse. Are there some ways to use it outside of the SelectCoase/Fine functions?
Thx & regards
Mykola
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Hi Mykola Dobrochynskyy ,
The Security object has Fundamentals member:
Gets the fundamental data associated with the security if there is any, otherwise null/None.
dollarVolumeDict = { x.Symbol: x.Fundamentals.DollarVolume
for x in self.Securities.Values }
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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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