wehub-resource-sync
42 lines
1.7 KiB
C#
42 lines
1.7 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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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Demonstration of how to estimate constituents of QC500 index based on the company fundamentals
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/// The algorithm creates a default tradable and liquid universe containing 500 US equities
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/// which are chosen at the first trading day of each month.
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/// </summary>
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/// <meta name="tag" content="using data" />
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/// <meta name="tag" content="universes" />
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/// <meta name="tag" content="coarse universes" />
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/// <meta name="tag" content="fine universes" />
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public class ConstituentsQC500GeneratorAlgorithm : QCAlgorithm
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{
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public override void Initialize()
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{
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UniverseSettings.Resolution = Resolution.Daily;
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SetStartDate(2018, 1, 1); // Set Start Date
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SetEndDate(2019, 1, 1); // Set End Date
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SetCash(100000); // Set Strategy Cash
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// Add QC500 Universe
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AddUniverse(Universe.QC500);
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}
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}
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}
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