/*
* 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)}
}
)
{
}
}
}