chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+
+namespace QuantConnect.Algorithm.Framework.Selection
+{
+    /// <summary>
+    /// Universe Selection Model that adds the following SP500 Sectors ETFs at their inception date
+    /// 1998-12-22   XLB   Materials Select Sector SPDR ETF
+    /// 1998-12-22   XLE   Energy Select Sector SPDR Fund
+    /// 1998-12-22   XLF   Financial Select Sector SPDR Fund
+    /// 1998-12-22   XLI   Industrial Select Sector SPDR Fund
+    /// 1998-12-22   XLK   Technology Select Sector SPDR Fund
+    /// 1998-12-22   XLP   Consumer Staples Select Sector SPDR Fund
+    /// 1998-12-22   XLU   Utilities Select Sector SPDR Fund
+    /// 1998-12-22   XLV   Health Care Select Sector SPDR Fund
+    /// 1998-12-22   XLY   Consumer Discretionary Select Sector SPDR Fund
+    /// </summary>
+    public class SP500SectorsETFUniverse : InceptionDateUniverseSelectionModel
+    {
+        /// <summary>
+        /// Initializes a new instance of the SP500SectorsETFUniverse class
+        /// </summary>
+        public SP500SectorsETFUniverse() :
+            base(
+                "qc-sp500-sectors-etf-basket",
+                new Dictionary<string, DateTime>()
+                {
+                    {"XLB", new DateTime(1998, 12, 22)},
+                    {"XLE", new DateTime(1998, 12, 22)},
+                    {"XLF", new DateTime(1998, 12, 22)},
+                    {"XLI", new DateTime(1998, 12, 22)},
+                    {"XLK", new DateTime(1998, 12, 22)},
+                    {"XLP", new DateTime(1998, 12, 22)},
+                    {"XLU", new DateTime(1998, 12, 22)},
+                    {"XLV", new DateTime(1998, 12, 22)},
+                    {"XLY", new DateTime(1998, 12, 22)}
+                }
+            )
+        {
+
+        }
+    }
+}