I was wondering if anyone had any tips on how to speed up universe selection.

Also, in CourseFilter, I return an empty list if it is not a new month. I did this in hopes that fine data would not be collected in the FineFilter function. Is my thought process here correct?

Here is my code.

    def CoarseFilter(self, coarse):
        if self.Time.month == self.lastMonth:
            return []
        CoarseWithFundamental = [x for x in coarse if x.HasFundamentalData and x.DollarVolume > 10000000]
        sortedByDollarVolume = sorted(CoarseWithFundamental, key=lambda x: x.DollarVolume, reverse=False) 

        return [i.Symbol for i in sortedByDollarVolume[:500]]
    def FineFilter(self, fine):
        if self.Time.month == self.lastMonth:
            return self.symbols
        self.lastMonth = self.Time.month
        fine = [x for x in fine if x.ValuationRatios.PERatio > 0]
        sortedPERatio = sorted(fine, key=lambda x: x.ValuationRatios.PERatio)
        self.symbols = [x.Symbol for x in sortedPERatio[:50]]
        return self.symbols