I wanted to restrict my universe to a certain index such as S&P 500.

I thought "Dollar-Volume Universe" is not what I was looking for, so I modified one of example codes in the Help page. I was wondering if my code is correct.
If historical S&P 500 component list at a certain point in the past can be easily found, I can verify whether this code is working well or not. However, I found it is pretty hard to find such component data.. so I have no way of checking the output is correct or not at this point.

class MarketCap(CustomFactor):

    # Pre-declare inputs and window_length  
    inputs = [USEquityPricing.close, morningstar.valuation.shares_outstanding]  
    window_length = 1

    # Compute market cap value  
    def compute(self, today, assets, out, close, shares):  
        out[:] = close[-1] * shares[-1]

def initialize(context):

    pipe = Pipeline()  
    attach_pipeline(pipe, 'example')

    # Construct the custom factor  
    mkt_cap = MarketCap()

    pipe.add(mkt_cap, 'mkt_cap')  
    pipe.add(mkt_cap.rank(ascending=False), 'mkt_cap_rank')

    # Use screen to narrow the universe  
    pipe.set_screen(mkt_cap.top(100))

def before_trading_start(context, data):  
    context.output = pipeline_output('example')

    context.large_cap = context.output.sort(['mkt_cap'], ascending=False)#.iloc[:10]

    update_universe(context.large_cap.index)

def handle_data(context, data):

    log.info("\n" + str(context.large_cap.head()))  
    log.info("\n" + str(context.large_cap.tail()))