/* * 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 { /// /// Universe Selection Model that adds the following Energy ETFs at their inception date /// 1998-12-22 XLE Energy Select Sector SPDR Fund /// 2000-06-16 IYE iShares U.S. Energy ETF /// 2004-09-29 VDE Vanguard Energy ETF /// 2006-04-10 USO United States Oil Fund /// 2006-06-22 XES SPDR S&P Oil & Gas Equipment & Services ETF /// 2006-06-22 XOP SPDR S&P Oil & Gas Exploration & Production ETF /// 2007-04-18 UNG United States Natural Gas Fund /// 2008-06-25 ICLN iShares Global Clean Energy ETF /// 2008-11-06 ERX Direxion Daily Energy Bull 3X Shares /// 2008-11-06 ERY Direxion Daily Energy Bear 3x Shares /// 2008-11-25 SCO ProShares UltraShort Bloomberg Crude Oil /// 2008-11-25 UCO ProShares Ultra Bloomberg Crude Oil /// 2009-06-02 AMJ JPMorgan Alerian MLP Index ETN /// 2010-06-02 BNO United States Brent Oil Fund /// 2010-08-25 AMLP Alerian MLP ETF /// 2011-12-21 OIH VanEck Vectors Oil Services ETF /// 2012-02-08 DGAZ VelocityShares 3x Inverse Natural Gas /// 2012-02-08 UGAZ VelocityShares 3x Long Natural Gas /// 2012-02-15 TAN Invesco Solar ETF /// public class EnergyETFUniverse : InceptionDateUniverseSelectionModel { /// /// Initializes a new instance of the EnergyETFUniverse class /// public EnergyETFUniverse() : base( "qc-energy-etf-basket", new Dictionary() { {"XLE", new DateTime(1998, 12, 22)}, {"IYE", new DateTime(2000, 6, 16)}, {"VDE", new DateTime(2004, 9, 29)}, {"USO", new DateTime(2006, 4, 10)}, {"XES", new DateTime(2006, 6, 22)}, {"XOP", new DateTime(2006, 6, 22)}, {"UNG", new DateTime(2007, 4, 18)}, {"ICLN", new DateTime(2008, 6, 25)}, {"ERX", new DateTime(2008, 11, 6)}, {"ERY", new DateTime(2008, 11, 6)}, {"SCO", new DateTime(2008, 11, 25)}, {"UCO", new DateTime(2008, 11, 25)}, {"AMJ", new DateTime(2009, 6, 2)}, {"BNO", new DateTime(2010, 6, 2)}, {"AMLP", new DateTime(2010, 8, 25)}, {"OIH", new DateTime(2011, 12, 21)}, {"DGAZ", new DateTime(2012, 2, 8)}, {"UGAZ", new DateTime(2012, 2, 8)}, {"TAN", new DateTime(2012, 2, 15)} } ) { } } }