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List the Stocks obtained from Set Universe


How would I go about listing all the stocks and stock IDs in a universe summoned by:

set_universe(universe.DollarVolumeUniverse(99.9, 100.0))

Any help is greatly appreciated!


4 responses

Hello Rich,

This works:

def initialize(context):  
    context.stocks = []  
    set_universe(universe.DollarVolumeUniverse(floor_percentile=20, ceiling_percentile=20.5))  
def handle_data(context, data):  
    context.stocks = [str(sid.symbol) for sid in data]  
    print  ', '.join(context.stocks)  

However, you might run into logging limits if your list gets too long.


Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5320caf117be1206c8cc6054
This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes.
There was a runtime error.

thanks grant! yeah, i'm seeing problems using set universe in my testing with dates prior to 2008, so this helps generate some specific sets to test with.

a follow up, it looks like the sec object changes once a security goes from "not yet existing" to "existing" i was reusing the old sec object so i was getting weird errors after the security becomes traded

I'm curious what the errors were.

And when using set_universe(), would like to find an effect like [sid for sid in data] except before leaving initialize() to populate context.stocks.