wehub-resource-sync
58 lines
2.4 KiB
C#
58 lines
2.4 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System;
|
|
using System.Collections.Generic;
|
|
|
|
namespace QuantConnect.Algorithm.Framework.Selection
|
|
{
|
|
/// <summary>
|
|
/// Universe Selection Model that adds the following SP500 Sectors ETFs at their inception date
|
|
/// 1998-12-22 XLB Materials Select Sector SPDR ETF
|
|
/// 1998-12-22 XLE Energy Select Sector SPDR Fund
|
|
/// 1998-12-22 XLF Financial Select Sector SPDR Fund
|
|
/// 1998-12-22 XLI Industrial Select Sector SPDR Fund
|
|
/// 1998-12-22 XLK Technology Select Sector SPDR Fund
|
|
/// 1998-12-22 XLP Consumer Staples Select Sector SPDR Fund
|
|
/// 1998-12-22 XLU Utilities Select Sector SPDR Fund
|
|
/// 1998-12-22 XLV Health Care Select Sector SPDR Fund
|
|
/// 1998-12-22 XLY Consumer Discretionary Select Sector SPDR Fund
|
|
/// </summary>
|
|
public class SP500SectorsETFUniverse : InceptionDateUniverseSelectionModel
|
|
{
|
|
/// <summary>
|
|
/// Initializes a new instance of the SP500SectorsETFUniverse class
|
|
/// </summary>
|
|
public SP500SectorsETFUniverse() :
|
|
base(
|
|
"qc-sp500-sectors-etf-basket",
|
|
new Dictionary<string, DateTime>()
|
|
{
|
|
{"XLB", new DateTime(1998, 12, 22)},
|
|
{"XLE", new DateTime(1998, 12, 22)},
|
|
{"XLF", new DateTime(1998, 12, 22)},
|
|
{"XLI", new DateTime(1998, 12, 22)},
|
|
{"XLK", new DateTime(1998, 12, 22)},
|
|
{"XLP", new DateTime(1998, 12, 22)},
|
|
{"XLU", new DateTime(1998, 12, 22)},
|
|
{"XLV", new DateTime(1998, 12, 22)},
|
|
{"XLY", new DateTime(1998, 12, 22)}
|
|
}
|
|
)
|
|
{
|
|
|
|
}
|
|
}
|
|
} |