Overall Statistics
```from statistics import mean

def Initialize(self):
self.SetStartDate(2019, 3, 16)  # Set Start Date
self.SetCash(100000)  # Set Strategy Cash
self.__numberOfSymbols = 100
self.__numberOfSymbolsFine = 5
self.SetUniverseSelection(FineFundamentalUniverseSelectionModel(self.CoarseSelectionFunction, self.FineSelectionFunction, None, None))
self.average_PE_consumer_cyclical = None
self.average_PE_consumer_defensive = None

def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
self.Log(f'Average Forward PE for Consumer Cyclical Sector: {self.average_PE_consumer_cyclical}')
self.Log(f'Average Forward PE for Consumer Defensive Sector: {self.average_PE_consumer_defensive}')

# sort the data by daily dollar volume and take the top 'NumberOfSymbols'
def CoarseSelectionFunction(self, coarse):
# sort descending by daily dollar volume
sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)

# return the symbol objects of the top entries from our sorted collection
return [ x.Symbol for x in sortedByDollarVolume[:self.__numberOfSymbols] ]

# sort the data by P/E ratio and take the top 'NumberOfSymbolsFine'
def FineSelectionFunction(self, fine):
# get the average forward PE ratio in Consumer Cyclical sector
filtered_cyclical = [x for x in fine if x.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.ConsumerCyclical]
pe_cyclical = [x.ValuationRatios.ForwardPERatio for x in filtered_cyclical]
self.average_PE_consumer_cyclical = sum(pe_cyclical)/len(pe_cyclical)

# get the average forward PE ratio in Consumer Defensive sector
filtered_defensive = [x for x in fine if x.AssetClassification.MorningstarSectorCode == MorningstarSectorCode.ConsumerDefensive]
pe_defensive = [x.ValuationRatios.ForwardPERatio for x in filtered_defensive]
self.average_PE_consumer_defensive = sum(pe_defensive)/len(pe_defensive)

return [x.Symbol for x in fine]```