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How to include universe of stock in a security list
Vikrant Vikrant
posted Apr 23, 2016

context.security_list = [sid(5061), sid(7792), sid(1941), sid(24556), sid(1746)]

I want to replace this line with universe of stocks according to DollarVolume

I want to get something like:

context.security_list = universe(DollarVolume(99,100))

I want to apply these changes to Getting started Chapter-11 code

def initialize(context):
"""
initialize() is called once at the start of the program. Any one-time
startup logic goes here.
"""

# An assortment of securities from different sectors:  
# MSFT, UNH, CTAS, JNS, COG  
context.security_list = [sid(5061), sid(7792), sid(1941), sid(24556), sid(1746)]

# Rebalance every Monday (or the first trading day if it's a holiday)  
# at market open.  
schedule_function(rebalance,  
                  date_rules.week_start(days_offset=0),  
                  time_rules.market_open())

# Record variables at the end of each day.  
schedule_function(record_vars,  
                  date_rules.every_day(),  
                  time_rules.market_close())

Thanks for the help.

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