/* * 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 Metals ETFs at their inception date /// 2004-11-18 GLD SPDR Gold Trust /// 2005-01-28 IAU iShares Gold Trust /// 2006-04-28 SLV iShares Silver Trust /// 2006-05-22 GDX VanEck Vectors Gold Miners ETF /// 2008-12-04 AGQ ProShares Ultra Silver /// 2009-11-11 GDXJ VanEck Vectors Junior Gold Miners ETF /// 2010-01-08 PPLT Aberdeen Standard Platinum Shares ETF /// 2010-12-08 NUGT Direxion Daily Gold Miners Bull 3X Shares /// 2010-12-08 DUST Direxion Daily Gold Miners Bear 3X Shares /// 2011-10-17 USLV VelocityShares 3x Long Silver ETN /// 2011-10-17 UGLD VelocityShares 3x Long Gold ETN /// 2013-10-03 JNUG Direxion Daily Junior Gold Miners Index Bull 3x Shares /// 2013-10-03 JDST Direxion Daily Junior Gold Miners Index Bear 3X Shares /// public class MetalsETFUniverse : InceptionDateUniverseSelectionModel { /// /// Initializes a new instance of the MetalsETFUniverse class /// public MetalsETFUniverse() : base( "qc-metals-etf-basket", new Dictionary() { {"GLD", new DateTime(2004, 11, 18)}, {"IAU", new DateTime(2005, 1, 28)}, {"SLV", new DateTime(2006, 4, 28)}, {"GDX", new DateTime(2006, 5, 22)}, {"AGQ", new DateTime(2008, 12, 4)}, {"GDXJ", new DateTime(2009, 11, 11)}, {"PPLT", new DateTime(2010, 1, 8)}, {"NUGT", new DateTime(2010, 12, 8)}, {"DUST", new DateTime(2010, 12, 8)}, {"USLV", new DateTime(2011, 10, 17)}, {"UGLD", new DateTime(2011, 10, 17)}, {"JNUG", new DateTime(2013, 10, 3)}, {"JDST", new DateTime(2013, 10, 3)} } ) { } } }