72 lines
3.3 KiB
C#
72 lines
3.3 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 Technology ETFs at their inception date
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/// 1998-12-22 XLK Technology Select Sector SPDR Fund
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/// 1999-03-10 QQQ Invesco QQQ
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/// 2001-07-13 SOXX iShares PHLX Semiconductor ETF
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/// 2001-07-13 IGV iShares Expanded Tech-Software Sector ETF
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/// 2004-01-30 VGT Vanguard Information Technology ETF
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/// 2006-04-25 QTEC First Trust NASDAQ 100 Technology
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/// 2006-06-23 FDN First Trust Dow Jones Internet Index
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/// 2007-05-10 FXL First Trust Technology AlphaDEX Fund
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/// 2008-12-17 TECL Direxion Daily Technology Bull 3X Shares
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/// 2008-12-17 TECS Direxion Daily Technology Bear 3X Shares
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/// 2010-03-11 SOXL Direxion Daily Semiconductor Bull 3x Shares
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/// 2010-03-11 SOXS Direxion Daily Semiconductor Bear 3x Shares
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/// 2011-07-06 SKYY First Trust ISE Cloud Computing Index Fund
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/// 2011-12-21 SMH VanEck Vectors Semiconductor ETF
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/// 2013-08-01 KWEB KraneShares CSI China Internet ETF
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/// 2013-10-24 FTEC Fidelity MSCI Information Technology Index ETF
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/// </summary>
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public class TechnologyETFUniverse : InceptionDateUniverseSelectionModel
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{
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/// <summary>
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/// Initializes a new instance of the TechnologyETFUniverse class
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/// </summary>
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public TechnologyETFUniverse() :
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base(
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"qc-technology-etf-basket",
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new Dictionary<string, DateTime>()
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{
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{"XLK", new DateTime(1998, 12, 22)},
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{"QQQ", new DateTime(1999, 3, 10)},
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{"SOXX", new DateTime(2001, 7, 13)},
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{"IGV", new DateTime(2001, 7, 13)},
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{"VGT", new DateTime(2004, 1, 30)},
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{"QTEC", new DateTime(2006, 4, 25)},
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{"FDN", new DateTime(2006, 6, 23)},
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{"FXL", new DateTime(2007, 5, 10)},
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{"TECL", new DateTime(2008, 12, 17)},
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{"TECS", new DateTime(2008, 12, 17)},
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{"SOXL", new DateTime(2010, 3, 11)},
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{"SOXS", new DateTime(2010, 3, 11)},
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{"SKYY", new DateTime(2011, 7, 6)},
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{"SMH", new DateTime(2011, 12, 21)},
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{"KWEB", new DateTime(2013, 8, 1)},
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{"FTEC", new DateTime(2013, 10, 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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} |