class TestingAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 5, 1)  
        self.SetEndDate(2021, 5, 5) 
        self.SetCash(100000) 
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.AddUniverse(self.CoarseFilter, self.FineFilter)
        
        # Add a stock to be able to schedule a function; schedule 1 day after month start, 60 mins after market open
        self.aapl = self.AddEquity("AAPL")
        self.Schedule.On(self.DateRules.MonthStart("AAPL", 1), 
                 self.TimeRules.AfterMarketOpen("AAPL", 60), 
                 self.ScheduledFunc)
        
    # Filters by dollar volume and .HasFundamentalData
    def CoarseFilter(self, coarse):
        filtered = [x.Symbol for x in coarse if x.DollarVolume > 500000 and x.HasFundamentalData]
        return filtered
        
    #  Filters out financials, real esate, sorts by marketcap
    def FineFilter(self, fine):
        sortedByMktCap = sorted(fine, key=lambda x: x.MarketCap, reverse=True)
        self.testingvar = [x for x in sortedByMktCap if x.AssetClassification.MorningstarSectorCode not in [103, 104]] 
        self.second_filt = [x.Symbol for x in self.testingvar]
        self.tickers = [x.Symbol.Value for x in self.testingvar]
        return self.second_filt
    
    # Testing Function
    def ScheduledFunc(self):
        self.Log("Testing Scheduled Function")
        self.mktcap = [x.MarketCap for x in self.testingvar]
        self.Log(self.tickers[:5])
        self.Log(self.mktcap[:5])
        return