class ResistanceVerticalRadiator(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 9, 5)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol_data_by_symbol = {}
        self.AddEquity("AAPL", Resolution.Daily)
        self.SetUniverseSelection(MyUniverse())
        
    def OnSecuritiesChanged(self, changes):
        for security in changes.AddedSecurities:
            self.symbol_data_by_symbol[security.Symbol] = SymbolData(security)
            self.Log(self.symbol_data_by_symbol[security.Symbol].Rev)
            
        
        for security in changes.RemovedSecurities:
            self.symbol_data_by_symbol.pop(security.Symbol, None)

from Selection.FundamentalUniverseSelectionModel import FundamentalUniverseSelectionModel

class MyUniverse(FundamentalUniverseSelectionModel):

    def __init__(self):
        self.curr_month = -1
        super().__init__(True)


    def SelectCoarse(self, algorithm, coarse):
        if self.curr_month == algorithm.Time.month:
            return Universe.Unchanged
        self.curr_month = algorithm.Time.month
        return [x.Symbol for x in coarse if x.HasFundamentalData and x.Price > 5][:10]
        
    
    def SelectFine(self, algorithm, fine):
        return [x.Symbol for x in fine][:10]
        
class SymbolData:
    def __init__(self, security):
        self.security = security
        
    @property
    def MarketCap(self):
        return self.security.Fundamentals.CompanyProfile.MarketCap
    
    @property
    def Rev(self):
        income_statement = self.security.Fundamentals.FinancialStatements.IncomeStatement
        return income_statement.TotalRevenue.TwelveMonths