/* * 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 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 /// public class SP500SectorsETFUniverse : InceptionDateUniverseSelectionModel { /// /// Initializes a new instance of the SP500SectorsETFUniverse class /// public SP500SectorsETFUniverse() : base( "qc-sp500-sectors-etf-basket", new Dictionary() { {"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)} } ) { } } }