wehub-resource-sync
80 lines
3.7 KiB
C#
80 lines
3.7 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 US Treasuries ETFs at their inception date
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/// 2002-07-26 IEF iShares 7-10 Year Treasury Bond ETF
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/// 2002-07-26 SHY iShares 1-3 Year Treasury Bond ETF
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/// 2002-07-26 TLT iShares 20+ Year Treasury Bond ETF
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/// 2007-01-11 SHV iShares Short Treasury Bond ETF
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/// 2007-01-11 IEI iShares 3-7 Year Treasury Bond ETF
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/// 2007-01-11 TLH iShares 10-20 Year Treasury Bond ETF
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/// 2007-12-10 EDV Vanguard Ext Duration Treasury ETF
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/// 2007-05-30 BIL SPDR Barclays 1-3 Month T-Bill ETF
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/// 2007-05-30 SPTL SPDR Portfolio Long Term Treasury ETF
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/// 2008-05-01 TBT UltraShort Barclays 20+ Year Treasury
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/// 2009-04-16 TMF Direxion Daily 20-Year Treasury Bull 3X
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/// 2009-04-16 TMV Direxion Daily 20-Year Treasury Bear 3X
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/// 2009-08-20 TBF ProShares Short 20+ Year Treasury
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/// 2009-11-23 VGSH Vanguard Short-Term Treasury ETF
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/// 2009-11-23 VGIT Vanguard Intermediate-Term Treasury ETF
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/// 2009-11-24 VGLT Vanguard Long-Term Treasury ETF
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/// 2010-08-06 SCHO Schwab Short-Term U.S. Treasury ETF
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/// 2010-08-06 SCHR Schwab Intermediate-Term U.S. Treasury ETF
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/// 2011-12-01 SPTS SPDR Portfolio Short Term Treasury ETF
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/// 2012-02-24 GOVT iShares U.S. Treasury Bond ETF
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/// </summary>
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public class USTreasuriesETFUniverse : InceptionDateUniverseSelectionModel
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{
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/// <summary>
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/// Initializes a new instance of the USTreasuriesETFUniverse class
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/// </summary>
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public USTreasuriesETFUniverse() :
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base(
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"qc-us-treasuries-etf-basket",
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new Dictionary<string, DateTime>()
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{
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{"IEF", new DateTime(2002, 7, 26)},
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{"SHY", new DateTime(2002, 7, 26)},
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{"TLT", new DateTime(2002, 7, 26)},
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{"IEI", new DateTime(2007, 1, 11)},
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{"SHV", new DateTime(2007, 1, 11)},
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{"TLH", new DateTime(2007, 1, 11)},
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{"EDV", new DateTime(2007, 12, 10)},
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{"BIL", new DateTime(2007, 5, 30)},
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{"SPTL", new DateTime(2007, 5, 30)},
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{"TBT", new DateTime(2008, 5, 1)},
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{"TMF", new DateTime(2009, 4, 16)},
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{"TMV", new DateTime(2009, 4, 16)},
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{"TBF", new DateTime(2009, 8, 20)},
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{"VGSH", new DateTime(2009, 11, 23)},
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{"VGIT", new DateTime(2009, 11, 23)},
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{"VGLT", new DateTime(2009, 11, 24)},
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{"SCHO", new DateTime(2010, 8, 6)},
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{"SCHR", new DateTime(2010, 8, 6)},
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{"SPTS", new DateTime(2011, 12, 1)},
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{"GOVT", new DateTime(2012, 2, 24)}
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}
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)
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{
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}
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}
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} |