class UniverseSelection(QCAlgorithm):
    
    sortedFilteredStocks = None

    def Initialize(self):
        
        self.SetStartDate(2021, 11, 1)  # Set Start Date
        self.SetEndDate(2021, 11, 30)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        
        self.AddUniverse(self.CoarseSelectionFilter, self.FineSelectionFilter)
        self.UniverseSettings.Resolution = Resolution.Minute
        #self.UniverseSettings.ExtendedMarketHours = ExtendedMarketHours.Yes
        self.UniverseSettings.Leverage = 2
        
    def CoarseSelectionFilter(self, coarse):
        sortedStocks = sorted(coarse, key=lambda c: c.DollarVolume, reverse=True)
        # options to sort, or filter by are DollarVolume, Volume, Price vs. SMA/EMA, relative volume "ref. examples"
        sortedFilteredStocks = [
            c.Symbol for c in sortedStocks
            if 
        (
            c.HasFundamentalData and 
            c.Price > 5 and c.Price < 500
        )]
        selectedStocks = sortedFilteredStocks[:50] #top 10 in the list
        return selectedStocks
        
    def FineSelectionFilter(self, fine): #uses fundmental data
        sortedStocks = sorted(fine, key=lambda c: c.ValuationRatios.PERatio, reverse=False)
        # options to sort, or filter by are  "ref. examples"
        sortedFilteredStocks = [
            c.Symbol for c in sortedStocks
            if 
        (
            c.OperationRatios.ROE.OneYear > 0 and 
            c.OperationRatios.ROA.OneYear > 0
        )]
        selectedStocks = sortedFilteredStocks[:10] #top 10 in the list
        return selectedStocks
        
    def OnSecuritiesChanged(self, changes): #triggered when securities are added/removed from universe 
        #for security in changes.AddedSecurities:
        #   self.Debug(security.Symbol)

        for security in self.ActiveSecurities:
            self.Debug(security)