import numpy as np
import pandas as pd
import scipy.stats as stats
import time
from quantopian.pipeline import Pipeline
from quantopian.pipeline import CustomFactor
from quantopian.pipeline.data import morningstar
from quantopian.pipeline.factors import EWMA, Latest, SimpleMovingAverage
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.algorithm import attach_pipeline, pipeline_output

def initialize(context):
context.limit = 500.0
# Set possible number of random stocks meeting fundamental data requirements

def before_trading_start(context):
fundamental_df = get_fundamentals(
query(fundamentals.valuation_ratios.peg_ratio,
fundamentals.valuation_ratios.pb_ratio
)
.filter(fundamentals.valuation_ratios.peg_ratio > 2

    )  
    .filter(fundamentals.valuation_ratios.peg_ratio < 1  

    )  
    .filter(fundamentals.valuation_ratios.pb_ratio < 1  

    )  
    .filter(fundamentals.valuation_ratios.pb_ratio > 5  

    )  



    .limit = context.limit  

 # Screening fudamental data  

update_universe(context.fundamental_df.columns.values)

Updating the universe *****Doesn't Work******

def handle_data(context, data):
cash = context.portfolio.cash
position = context.portfolio.positions
for stock in data:
position = context.portfolio[stock].amount # Set position for reference
price = context.portfolio[stock].price #Long/Short price, price to base stop losses

    stop_long = price - (price * 0.05)    #Stop loss at -5%  
    stop_short = price + (price * 0.05)   #Stop loss at -5%  


    SMA5 = SimpleMovingAverage(inputs=[context.limit], window_length=5)    # Get SMA for 5 days  
    SMA5 = SimpleMovingAverage(inputs=[context.limit], window_length=20)   # Get SMA for 20 days  

        if SMA5 < SMA20  
            if context.fundamentals[stock][fundamentals.valuation_ratios.pb_ratio] > 5       # Stock must meet fundamental data  
                if context.fundamentals[stock][fundamentals.valuation_ratios.peg_ratio] > 2  # Stock must meet fundamental data  
                    if position == 0 # Must not already have a position  
                        order(stock, -500 style=StopOrder(stop_short)) # Market order at current price  
                                                                       # Stop loss order at current price  
                        profit_short = price - (price * 0.10) # Allows take profits order to reference short order price,                                                                           not current price  
                            else order_target(stock, 0)       # If criteria not met, order nothing  
                                if price >= profit_short order_target_value(stock, 0) # Take profits at + 10%  





                                # ***Basically the exact opposite for shorts***  
        if SMA5 > SMA20  
            if context.fundamentals[stock][fundamentals.valuation_ratios.pb_ratio] < 1  
                if context.fundamentals[stock][fundamentals.valuation_ratios.peg_ratio] < 1  
                    if position == 0  
                        order(stock, 500 style=StopOrder(stop_long))  
                        profit_long = price + (price * 0.10)  
                            else order_target(stock, 0)  
                                if price >= profit_long order_target_value(stock, 0)