wehub-resource-sync
78 lines
3.5 KiB
C#
78 lines
3.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Algorithm.Framework.Selection
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{
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/// <summary>
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/// Universe Selection Model that adds the following Energy ETFs at their inception date
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/// 1998-12-22 XLE Energy Select Sector SPDR Fund
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/// 2000-06-16 IYE iShares U.S. Energy ETF
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/// 2004-09-29 VDE Vanguard Energy ETF
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/// 2006-04-10 USO United States Oil Fund
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/// 2006-06-22 XES SPDR S&P Oil & Gas Equipment & Services ETF
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/// 2006-06-22 XOP SPDR S&P Oil & Gas Exploration & Production ETF
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/// 2007-04-18 UNG United States Natural Gas Fund
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/// 2008-06-25 ICLN iShares Global Clean Energy ETF
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/// 2008-11-06 ERX Direxion Daily Energy Bull 3X Shares
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/// 2008-11-06 ERY Direxion Daily Energy Bear 3x Shares
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/// 2008-11-25 SCO ProShares UltraShort Bloomberg Crude Oil
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/// 2008-11-25 UCO ProShares Ultra Bloomberg Crude Oil
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/// 2009-06-02 AMJ JPMorgan Alerian MLP Index ETN
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/// 2010-06-02 BNO United States Brent Oil Fund
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/// 2010-08-25 AMLP Alerian MLP ETF
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/// 2011-12-21 OIH VanEck Vectors Oil Services ETF
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/// 2012-02-08 DGAZ VelocityShares 3x Inverse Natural Gas
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/// 2012-02-08 UGAZ VelocityShares 3x Long Natural Gas
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/// 2012-02-15 TAN Invesco Solar ETF
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/// </summary>
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public class EnergyETFUniverse : InceptionDateUniverseSelectionModel
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{
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/// <summary>
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/// Initializes a new instance of the EnergyETFUniverse class
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/// </summary>
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public EnergyETFUniverse() :
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base(
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"qc-energy-etf-basket",
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new Dictionary<string, DateTime>()
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{
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{"XLE", new DateTime(1998, 12, 22)},
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{"IYE", new DateTime(2000, 6, 16)},
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{"VDE", new DateTime(2004, 9, 29)},
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{"USO", new DateTime(2006, 4, 10)},
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{"XES", new DateTime(2006, 6, 22)},
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{"XOP", new DateTime(2006, 6, 22)},
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{"UNG", new DateTime(2007, 4, 18)},
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{"ICLN", new DateTime(2008, 6, 25)},
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{"ERX", new DateTime(2008, 11, 6)},
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{"ERY", new DateTime(2008, 11, 6)},
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{"SCO", new DateTime(2008, 11, 25)},
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{"UCO", new DateTime(2008, 11, 25)},
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{"AMJ", new DateTime(2009, 6, 2)},
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{"BNO", new DateTime(2010, 6, 2)},
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{"AMLP", new DateTime(2010, 8, 25)},
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{"OIH", new DateTime(2011, 12, 21)},
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{"DGAZ", new DateTime(2012, 2, 8)},
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{"UGAZ", new DateTime(2012, 2, 8)},
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{"TAN", new DateTime(2012, 2, 15)}
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}
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)
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{
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}
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}
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} |