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Question on Coarse & Fine Selection Functions

I have a flag that I'm using to determine when to re-rerun coarse and fine selection functions to rebuild the universe at the end of every month. 

My question is if my CoarseSelectionFunction checks for this flag and immediately returns Universe.Unchanged, will the FineSelectionFunction still run after that? 

In other words, do I have to check for the flag and return Universe.Unchanged from both functions, or will just CoarseSelectionFunction do the trick and skip the FineSelectionFunction because of its return value?

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Hi John,

If Universe.Unchanged is returned during coarse selection, fine selection is not called. This means you only need to return Universe.Unchanged in coarse selection.

Best
Rahul

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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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0

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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