wehub-resource-sync
778 lines
42 KiB
C#
778 lines
42 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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*/
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using QuantConnect.Data.Fundamental;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Algorithm
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{
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/// <summary>
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/// Provides helpers for defining constituent universes based on the Morningstar
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/// asset classification <see cref="AssetClassification"/> https://www.morningstar.com/
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/// </summary>
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public class ConstituentUniverseDefinitions
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{
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private readonly IAlgorithm _algorithm;
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/// <summary>
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/// <see cref="Universe"/> which selects companies whose revenues and earnings have both been growing significantly faster than
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/// the general economy.
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/// </summary>
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public Universe AggressiveGrowth(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AggressiveGrowth", SecurityType.Equity, Market.USA), "constituents-universe-AggressiveGrowth"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// <see cref="Universe"/> which selects companies that are growing respectably faster than the general economy, and often pay a
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/// steady dividend. They tend to be mature and solidly profitable businesses.
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/// </summary>
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public Universe ClassicGrowth(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ClassicGrowth", SecurityType.Equity, Market.USA), "constituents-universe-ClassicGrowth"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// <see cref="Universe"/> which selects companies in the cyclicals and durables sectors, except those in the three types below.
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/// The profits of cyclicals tend to rise and fall with the general economy.
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/// </summary>
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public Universe Cyclicals(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Cyclicals", SecurityType.Equity, Market.USA), "constituents-universe-Cyclicals"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// <see cref="Universe"/> which selects companies that have had consistently declining cash flows and earnings over the past
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/// three years, and/or very high debt.
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/// </summary>
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public Universe Distressed(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Distressed", SecurityType.Equity, Market.USA), "constituents-universe-Distressed"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// <see cref="Universe"/> which selects companies that deal in assets such as oil, metals, and real estate, which tend to do
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/// well in inflationary environments.
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/// </summary>
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public Universe HardAsset(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HardAsset", SecurityType.Equity, Market.USA), "constituents-universe-HardAsset"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// <see cref="Universe"/> which selects companies that have dividend yields at least twice the average for large-cap stocks.
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/// They tend to be mature, slow-growing companies.
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/// </summary>
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public Universe HighYield(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HighYield", SecurityType.Equity, Market.USA), "constituents-universe-HighYield"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// <see cref="Universe"/> which selects companies that have shown slow revenue and earnings growth (typically less than the rate
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/// of GDP growth) over at least three years.
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/// </summary>
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public Universe SlowGrowth(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SlowGrowth", SecurityType.Equity, Market.USA), "constituents-universe-SlowGrowth"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// <see cref="Universe"/> which selects companies that have shown strong revenue growth but slower or spotty earnings growth.
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/// Very small or young companies also tend to fall into this class.
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/// </summary>
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public Universe SpeculativeGrowth(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SpeculativeGrowth", SecurityType.Equity, Market.USA), "constituents-universe-SpeculativeGrowth"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe LargeValue(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-LargeValue", SecurityType.Equity, Market.USA), "constituents-universe-LargeValue"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe LargeCore(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-LargeCore", SecurityType.Equity, Market.USA), "constituents-universe-LargeCore"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe LargeGrowth(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-LargeGrowth", SecurityType.Equity, Market.USA), "constituents-universe-LargeGrowth"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe MidValue(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MidValue", SecurityType.Equity, Market.USA), "constituents-universe-MidValue"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe MidCore(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MidCore", SecurityType.Equity, Market.USA), "constituents-universe-MidCore"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe MidGrowth(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MidGrowth", SecurityType.Equity, Market.USA), "constituents-universe-MidGrowth"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe SmallValue(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SmallValue", SecurityType.Equity, Market.USA), "constituents-universe-SmallValue"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe SmallCore(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SmallCore", SecurityType.Equity, Market.USA), "constituents-universe-SmallCore"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Classifies securities according to market capitalization and growth and value factor
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/// </summary>
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/// <remarks>Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx </remarks>
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public Universe SmallGrowth(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SmallGrowth", SecurityType.Equity, Market.USA), "constituents-universe-SmallGrowth"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar Agriculture industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe Agriculture(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Agriculture", SecurityType.Equity, Market.USA), "constituents-universe-Agriculture"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar BuildingMaterials industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe BuildingMaterials(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BuildingMaterials", SecurityType.Equity, Market.USA), "constituents-universe-BuildingMaterials"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar Chemicals industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe Chemicals(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Chemicals", SecurityType.Equity, Market.USA), "constituents-universe-Chemicals"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar ForestProducts industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe ForestProducts(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ForestProducts", SecurityType.Equity, Market.USA), "constituents-universe-ForestProducts"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar MetalsAndMining industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe MetalsAndMining(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MetalsAndMining", SecurityType.Equity, Market.USA), "constituents-universe-MetalsAndMining"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar Steel industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe Steel(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Steel", SecurityType.Equity, Market.USA), "constituents-universe-Steel"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar VehiclesAndParts industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe VehiclesAndParts(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-VehiclesAndParts", SecurityType.Equity, Market.USA), "constituents-universe-VehiclesAndParts"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar FixturesAndAppliances industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe FixturesAndAppliances(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-FixturesAndAppliances", SecurityType.Equity, Market.USA), "constituents-universe-FixturesAndAppliances"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar HomebuildingAndConstruction industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe HomebuildingAndConstruction(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HomebuildingAndConstruction", SecurityType.Equity, Market.USA), "constituents-universe-HomebuildingAndConstruction"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar ManufacturingApparelAndAccessories industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe ManufacturingApparelAndAccessories(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ManufacturingApparelAndAccessories", SecurityType.Equity, Market.USA), "constituents-universe-ManufacturingApparelAndAccessories"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar PackagingAndContainers industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe PackagingAndContainers(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-PackagingAndContainers", SecurityType.Equity, Market.USA), "constituents-universe-PackagingAndContainers"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar PersonalServices industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe PersonalServices(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-PersonalServices", SecurityType.Equity, Market.USA), "constituents-universe-PersonalServices"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar Restaurants industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe Restaurants(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Restaurants", SecurityType.Equity, Market.USA), "constituents-universe-Restaurants"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar RetailCyclical industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe RetailCyclical(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-RetailCyclical", SecurityType.Equity, Market.USA), "constituents-universe-RetailCyclical"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar TravelAndLeisure industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe TravelAndLeisure(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-TravelAndLeisure", SecurityType.Equity, Market.USA), "constituents-universe-TravelAndLeisure"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar AssetManagement industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe AssetManagement(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AssetManagement", SecurityType.Equity, Market.USA), "constituents-universe-AssetManagement"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar Banks industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe Banks(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Banks", SecurityType.Equity, Market.USA), "constituents-universe-Banks"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar CapitalMarkets industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe CapitalMarkets(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-CapitalMarkets", SecurityType.Equity, Market.USA), "constituents-universe-CapitalMarkets"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar Insurance industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe Insurance(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Insurance", SecurityType.Equity, Market.USA), "constituents-universe-Insurance"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar DiversifiedFinancialServices industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe DiversifiedFinancialServices(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-DiversifiedFinancialServices", SecurityType.Equity, Market.USA), "constituents-universe-DiversifiedFinancialServices"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar CreditServices industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe CreditServices(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-CreditServices", SecurityType.Equity, Market.USA), "constituents-universe-CreditServices"),
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universeSettings ?? _algorithm.UniverseSettings);
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}
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/// <summary>
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/// Morningstar RealEstate industry group <see cref="MorningstarIndustryGroupCode"/>
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/// </summary>
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public Universe RealEstate(UniverseSettings universeSettings = null)
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{
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return new ConstituentsUniverse(
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new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-RealEstate", SecurityType.Equity, Market.USA), "constituents-universe-RealEstate"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar REITs industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe REITs(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-REITs", SecurityType.Equity, Market.USA), "constituents-universe-REITs"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar BeveragesAlcoholic industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe BeveragesAlcoholic(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BeveragesAlcoholic", SecurityType.Equity, Market.USA), "constituents-universe-BeveragesAlcoholic"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar BeveragesNonAlcoholic industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe BeveragesNonAlcoholic(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BeveragesNonAlcoholic", SecurityType.Equity, Market.USA), "constituents-universe-BeveragesNonAlcoholic"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar ConsumerPackagedGoods industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe ConsumerPackagedGoods(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ConsumerPackagedGoods", SecurityType.Equity, Market.USA), "constituents-universe-ConsumerPackagedGoods"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Education industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Education(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Education", SecurityType.Equity, Market.USA), "constituents-universe-Education"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar RetailDefensive industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe RetailDefensive(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-RetailDefensive", SecurityType.Equity, Market.USA), "constituents-universe-RetailDefensive"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar TobaccoProducts industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe TobaccoProducts(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-TobaccoProducts", SecurityType.Equity, Market.USA), "constituents-universe-TobaccoProducts"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Biotechnology industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Biotechnology(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Biotechnology", SecurityType.Equity, Market.USA), "constituents-universe-Biotechnology"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar DrugManufacturers industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe DrugManufacturers(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-DrugManufacturers", SecurityType.Equity, Market.USA), "constituents-universe-DrugManufacturers"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar HealthcarePlans industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe HealthcarePlans(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HealthcarePlans", SecurityType.Equity, Market.USA), "constituents-universe-HealthcarePlans"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar HealthcareProvidersAndServices industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe HealthcareProvidersAndServices(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HealthcareProvidersAndServices", SecurityType.Equity, Market.USA), "constituents-universe-HealthcareProvidersAndServices"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar MedicalDevicesAndInstruments industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe MedicalDevicesAndInstruments(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MedicalDevicesAndInstruments", SecurityType.Equity, Market.USA), "constituents-universe-MedicalDevicesAndInstruments"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar MedicalDiagnosticsAndResearch industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe MedicalDiagnosticsAndResearch(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MedicalDiagnosticsAndResearch", SecurityType.Equity, Market.USA), "constituents-universe-MedicalDiagnosticsAndResearch"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar MedicalDistribution industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe MedicalDistribution(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MedicalDistribution", SecurityType.Equity, Market.USA), "constituents-universe-MedicalDistribution"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar UtilitiesIndependentPowerProducers industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe UtilitiesIndependentPowerProducers(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-UtilitiesIndependentPowerProducers", SecurityType.Equity, Market.USA), "constituents-universe-UtilitiesIndependentPowerProducers"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar UtilitiesRegulated industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe UtilitiesRegulated(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-UtilitiesRegulated", SecurityType.Equity, Market.USA), "constituents-universe-UtilitiesRegulated"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar TelecommunicationServices industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe TelecommunicationServices(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-TelecommunicationServices", SecurityType.Equity, Market.USA), "constituents-universe-TelecommunicationServices"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar MediaDiversified industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe MediaDiversified(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MediaDiversified", SecurityType.Equity, Market.USA), "constituents-universe-MediaDiversified"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar InteractiveMedia industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe InteractiveMedia(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-InteractiveMedia", SecurityType.Equity, Market.USA), "constituents-universe-InteractiveMedia"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar OilAndGas industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe OilAndGas(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-OilAndGas", SecurityType.Equity, Market.USA), "constituents-universe-OilAndGas"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar OtherEnergySources industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe OtherEnergySources(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-OtherEnergySources", SecurityType.Equity, Market.USA), "constituents-universe-OtherEnergySources"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar AerospaceAndDefense industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe AerospaceAndDefense(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AerospaceAndDefense", SecurityType.Equity, Market.USA), "constituents-universe-AerospaceAndDefense"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar BusinessServices industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe BusinessServices(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BusinessServices", SecurityType.Equity, Market.USA), "constituents-universe-BusinessServices"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Conglomerates industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Conglomerates(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Conglomerates", SecurityType.Equity, Market.USA), "constituents-universe-Conglomerates"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Construction industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Construction(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Construction", SecurityType.Equity, Market.USA), "constituents-universe-Construction"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar FarmAndHeavyConstructionMachinery industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe FarmAndHeavyConstructionMachinery(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-FarmAndHeavyConstructionMachinery", SecurityType.Equity, Market.USA), "constituents-universe-FarmAndHeavyConstructionMachinery"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar IndustrialDistribution industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe IndustrialDistribution(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-IndustrialDistribution", SecurityType.Equity, Market.USA), "constituents-universe-IndustrialDistribution"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar IndustrialProducts industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe IndustrialProducts(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-IndustrialProducts", SecurityType.Equity, Market.USA), "constituents-universe-IndustrialProducts"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Transportation industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Transportation(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Transportation", SecurityType.Equity, Market.USA), "constituents-universe-Transportation"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar WasteManagement industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe WasteManagement(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-WasteManagement", SecurityType.Equity, Market.USA), "constituents-universe-WasteManagement"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Software industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Software(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Software", SecurityType.Equity, Market.USA), "constituents-universe-Software"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Hardware industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Hardware(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Hardware", SecurityType.Equity, Market.USA), "constituents-universe-Hardware"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Morningstar Semiconductors industry group <see cref="MorningstarIndustryGroupCode"/>
|
|
/// </summary>
|
|
public Universe Semiconductors(UniverseSettings universeSettings = null)
|
|
{
|
|
return new ConstituentsUniverse(
|
|
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Semiconductors", SecurityType.Equity, Market.USA), "constituents-universe-Semiconductors"),
|
|
universeSettings ?? _algorithm.UniverseSettings);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="ConstituentUniverseDefinitions"/> class
|
|
/// </summary>
|
|
/// <param name="algorithm">The algorithm instance, used for obtaining the default <see cref="UniverseSettings"/></param>
|
|
public ConstituentUniverseDefinitions(IAlgorithm algorithm)
|
|
{
|
|
_algorithm = algorithm;
|
|
}
|
|
}
|
|
}
|