Hi, 

I'm currently trying to build an universe based on this screener from yahoo finance. Currently I got this code:

 

def CoarseSelectionFunction(self, coarse): filtered = [ x.Symbol for x in coarse if x.HasFundamentalData and x.Price > 5] return filtered def FineSelectionFunction(self, fine): stocks = [ x for x in fine if x.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.Technology and ((x.SecurityReference.ExchangeId == "NYS") or (x.SecurityReference.ExchangeId == "NAS") or (x.SecurityReference.ExchangeId == "ASE"))] return [x.Symbol for x in sorted(stocks, key=lambda s: s.EarningReports.BasicAverageShares.ThreeMonths * s.Price, reverse=True)[:20]]

 

But it's just not working as expected (the selected symbols are not the same). 

Would be great if anyone could give a hint on what I'm missing

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