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Select from Universe of Russell 1000

I cannot seem to figure out how to load symbols into course from a Universe of the Russell 1000. I am trying to reproduce an algorithm based on this blog post by Ceasar Alverez. I am starting with Michael's UniverseSelectionAlgorithm.

Has anyone out there loaded a bunch of symbols into "course"?

In this algorithm, I am getting a runtime error that I have not added any symbols. Am I supposed to add 1000 symbols?

Nick
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Hey Nick!

As always you're at the cutting edge of LEAN tech! This feature isn't completely finished yet. It does work in the local version if you have the required files (equity/usa/fundamental/coarse), but we haven't formally announced in on here yet. We're waiting until the live support is up to snuff. I'm currently working on this now :). If you'd like to take it for a spin locally there's a CoarseUniverseGenerator project in the ToolBox repo. It only needs daily OHLCV files to run.

I expect this feature to be fully supported within the coming weeks, so hold out a little bit longer!
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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.


@MichaelH Thanks bro. I knew it was not completely finished, but I wanted to give it a spin locally. I only included the algorithm so you could see what I was doing wrong. The piece I am missing is the required files in fundamental/coarse. I will check out the toolbox to see about generating the files.

Nick
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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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