wehub-resource-sync
66 lines
2.8 KiB
C#
66 lines
2.8 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 Metals ETFs at their inception date
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/// 2004-11-18 GLD SPDR Gold Trust
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/// 2005-01-28 IAU iShares Gold Trust
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/// 2006-04-28 SLV iShares Silver Trust
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/// 2006-05-22 GDX VanEck Vectors Gold Miners ETF
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/// 2008-12-04 AGQ ProShares Ultra Silver
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/// 2009-11-11 GDXJ VanEck Vectors Junior Gold Miners ETF
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/// 2010-01-08 PPLT Aberdeen Standard Platinum Shares ETF
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/// 2010-12-08 NUGT Direxion Daily Gold Miners Bull 3X Shares
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/// 2010-12-08 DUST Direxion Daily Gold Miners Bear 3X Shares
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/// 2011-10-17 USLV VelocityShares 3x Long Silver ETN
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/// 2011-10-17 UGLD VelocityShares 3x Long Gold ETN
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/// 2013-10-03 JNUG Direxion Daily Junior Gold Miners Index Bull 3x Shares
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/// 2013-10-03 JDST Direxion Daily Junior Gold Miners Index Bear 3X Shares
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/// </summary>
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public class MetalsETFUniverse : InceptionDateUniverseSelectionModel
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{
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/// <summary>
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/// Initializes a new instance of the MetalsETFUniverse class
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/// </summary>
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public MetalsETFUniverse() :
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base(
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"qc-metals-etf-basket",
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new Dictionary<string, DateTime>()
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{
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{"GLD", new DateTime(2004, 11, 18)},
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{"IAU", new DateTime(2005, 1, 28)},
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{"SLV", new DateTime(2006, 4, 28)},
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{"GDX", new DateTime(2006, 5, 22)},
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{"AGQ", new DateTime(2008, 12, 4)},
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{"GDXJ", new DateTime(2009, 11, 11)},
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{"PPLT", new DateTime(2010, 1, 8)},
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{"NUGT", new DateTime(2010, 12, 8)},
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{"DUST", new DateTime(2010, 12, 8)},
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{"USLV", new DateTime(2011, 10, 17)},
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{"UGLD", new DateTime(2011, 10, 17)},
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{"JNUG", new DateTime(2013, 10, 3)},
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{"JDST", new DateTime(2013, 10, 3)}
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}
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)
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{
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}
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}
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} |