As I am working with the backtesting engine I am trying to set up the FineFundamentalUniverse in a seperate .py file. I am not successful in calling it from the main.py file and I get an Error Message "During the algorithm initialization, the following exception has occurred: TypeError : no constructor matches given arguments"

It would be great if I can understand how to set up the FineFundamental Universe in a separate file. I can dset up Portfolio construction classes in separate file but for some reason not with the FineFundamental model.




from universe_selection_model import MyUniverseModel class TestAlgo(QCAlgorithm): def Initialize(self): self.SetStartDate(2018, 5, 28) self.SetEndDate(2018, 6, 9) self.SetWarmUp(10) self.SetCash(10000) # Universe selection settings self.UniverseSettings.Resolution = Resolution.Daily self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Adjusted self.UniverseSettings.ExtendedMarketHours = False self.SetUniverseSelection(MyUniverseModel()) # Other initialization code


from clr import AddReference AddReference("System") AddReference("QuantConnect.Common") AddReference("QuantConnect.Algorithm.Framework") from QuantConnect.Data.UniverseSelection import * from QuantConnect.Algorithm.Framework import * from QuantConnect.Algorithm.Framework.Selection import FineFundamentalUniverseSelectionModel class MyUniverseModel(FineFundamentalUniverseSelectionModel): def __init__(self): super().__init__(coarseSelector=self.SelectCoarse, fineSelector=self.SelectFine) def SelectCoarse(self, coarse): # code for the coarse filter def SelectFine(self, fine): # code for the fine filter x