accrual anomaly snippet first part.py

def CoarseSelectionFunction(self, coarse):
        if self.yearly_rebalance:
            self.filtered_coarse = [x.Symbol for x in coarse if (x.HasFundamentalData)
                                                            and (x.Market == "usa")]
            return self.filtered_coarse
        else: 
            return []      
    
def FineSelectionFunction(self, fine):
    if self.yearly_rebalance:
        fine = [x for x in fine if (float(x.FinancialStatements.BalanceSheet.CurrentAssets.Value) > 0) 
                                and (float(x.FinancialStatements.BalanceSheet.CashAndCashEquivalents.Value) > 0)
                               and (float(x.FinancialStatements.BalanceSheet.CurrentLiabilities.Value) > 0)
                                and (float(x.FinancialStatements.BalanceSheet.CurrentDebt.Value) > 0)
                                and (float(x.FinancialStatements.BalanceSheet.IncomeTaxPayable.Value) > 0)
                                and (float(x.FinancialStatements.IncomeStatement.DepreciationAndAmortization.Value) > 0)]
        
        if not self.previous_fine:
            self.previous_fine = fine
            self.yearly_rebalance = False
            return []
        else:
            self.filtered_fine = self.CalculateAccruals(fine,self.previous_fine)
            sorted_filter = sorted(self.filtered_fine, key=lambda x: x.bs_acc)
            self.filtered_fine = [i.Symbol for i in sorted_filter]
            self.previous_fine = fine
            return self.filtered_fine
    else:
        return []