/* * 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 QuantConnect.Data.Fundamental; using QuantConnect.Data.UniverseSelection; using QuantConnect.Interfaces; namespace QuantConnect.Algorithm { /// /// Provides helpers for defining constituent universes based on the Morningstar /// asset classification https://www.morningstar.com/ /// public class ConstituentUniverseDefinitions { private readonly IAlgorithm _algorithm; /// /// Universe which selects companies whose revenues and earnings have both been growing significantly faster than /// the general economy. /// public Universe AggressiveGrowth(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AggressiveGrowth", SecurityType.Equity, Market.USA), "constituents-universe-AggressiveGrowth"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Universe which selects companies that are growing respectably faster than the general economy, and often pay a /// steady dividend. They tend to be mature and solidly profitable businesses. /// public Universe ClassicGrowth(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ClassicGrowth", SecurityType.Equity, Market.USA), "constituents-universe-ClassicGrowth"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Universe which selects companies in the cyclicals and durables sectors, except those in the three types below. /// The profits of cyclicals tend to rise and fall with the general economy. /// public Universe Cyclicals(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Cyclicals", SecurityType.Equity, Market.USA), "constituents-universe-Cyclicals"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Universe which selects companies that have had consistently declining cash flows and earnings over the past /// three years, and/or very high debt. /// public Universe Distressed(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Distressed", SecurityType.Equity, Market.USA), "constituents-universe-Distressed"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Universe which selects companies that deal in assets such as oil, metals, and real estate, which tend to do /// well in inflationary environments. /// public Universe HardAsset(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HardAsset", SecurityType.Equity, Market.USA), "constituents-universe-HardAsset"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Universe which selects companies that have dividend yields at least twice the average for large-cap stocks. /// They tend to be mature, slow-growing companies. /// public Universe HighYield(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HighYield", SecurityType.Equity, Market.USA), "constituents-universe-HighYield"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Universe which selects companies that have shown slow revenue and earnings growth (typically less than the rate /// of GDP growth) over at least three years. /// public Universe SlowGrowth(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SlowGrowth", SecurityType.Equity, Market.USA), "constituents-universe-SlowGrowth"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Universe which selects companies that have shown strong revenue growth but slower or spotty earnings growth. /// Very small or young companies also tend to fall into this class. /// public Universe SpeculativeGrowth(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SpeculativeGrowth", SecurityType.Equity, Market.USA), "constituents-universe-SpeculativeGrowth"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe LargeValue(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-LargeValue", SecurityType.Equity, Market.USA), "constituents-universe-LargeValue"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe LargeCore(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-LargeCore", SecurityType.Equity, Market.USA), "constituents-universe-LargeCore"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe LargeGrowth(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-LargeGrowth", SecurityType.Equity, Market.USA), "constituents-universe-LargeGrowth"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe MidValue(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MidValue", SecurityType.Equity, Market.USA), "constituents-universe-MidValue"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe MidCore(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MidCore", SecurityType.Equity, Market.USA), "constituents-universe-MidCore"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe MidGrowth(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MidGrowth", SecurityType.Equity, Market.USA), "constituents-universe-MidGrowth"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe SmallValue(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SmallValue", SecurityType.Equity, Market.USA), "constituents-universe-SmallValue"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe SmallCore(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SmallCore", SecurityType.Equity, Market.USA), "constituents-universe-SmallCore"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Classifies securities according to market capitalization and growth and value factor /// /// Please refer to http://www.morningstar.com/InvGlossary/morningstar_style_box.aspx public Universe SmallGrowth(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-SmallGrowth", SecurityType.Equity, Market.USA), "constituents-universe-SmallGrowth"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Agriculture industry group /// public Universe Agriculture(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Agriculture", SecurityType.Equity, Market.USA), "constituents-universe-Agriculture"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar BuildingMaterials industry group /// public Universe BuildingMaterials(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BuildingMaterials", SecurityType.Equity, Market.USA), "constituents-universe-BuildingMaterials"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Chemicals industry group /// public Universe Chemicals(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Chemicals", SecurityType.Equity, Market.USA), "constituents-universe-Chemicals"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar ForestProducts industry group /// public Universe ForestProducts(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ForestProducts", SecurityType.Equity, Market.USA), "constituents-universe-ForestProducts"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar MetalsAndMining industry group /// public Universe MetalsAndMining(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MetalsAndMining", SecurityType.Equity, Market.USA), "constituents-universe-MetalsAndMining"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Steel industry group /// public Universe Steel(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Steel", SecurityType.Equity, Market.USA), "constituents-universe-Steel"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar VehiclesAndParts industry group /// public Universe VehiclesAndParts(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-VehiclesAndParts", SecurityType.Equity, Market.USA), "constituents-universe-VehiclesAndParts"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar FixturesAndAppliances industry group /// public Universe FixturesAndAppliances(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-FixturesAndAppliances", SecurityType.Equity, Market.USA), "constituents-universe-FixturesAndAppliances"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar HomebuildingAndConstruction industry group /// public Universe HomebuildingAndConstruction(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HomebuildingAndConstruction", SecurityType.Equity, Market.USA), "constituents-universe-HomebuildingAndConstruction"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar ManufacturingApparelAndAccessories industry group /// public Universe ManufacturingApparelAndAccessories(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ManufacturingApparelAndAccessories", SecurityType.Equity, Market.USA), "constituents-universe-ManufacturingApparelAndAccessories"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar PackagingAndContainers industry group /// public Universe PackagingAndContainers(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-PackagingAndContainers", SecurityType.Equity, Market.USA), "constituents-universe-PackagingAndContainers"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar PersonalServices industry group /// public Universe PersonalServices(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-PersonalServices", SecurityType.Equity, Market.USA), "constituents-universe-PersonalServices"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Restaurants industry group /// public Universe Restaurants(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Restaurants", SecurityType.Equity, Market.USA), "constituents-universe-Restaurants"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar RetailCyclical industry group /// public Universe RetailCyclical(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-RetailCyclical", SecurityType.Equity, Market.USA), "constituents-universe-RetailCyclical"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar TravelAndLeisure industry group /// public Universe TravelAndLeisure(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-TravelAndLeisure", SecurityType.Equity, Market.USA), "constituents-universe-TravelAndLeisure"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar AssetManagement industry group /// public Universe AssetManagement(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AssetManagement", SecurityType.Equity, Market.USA), "constituents-universe-AssetManagement"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Banks industry group /// public Universe Banks(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Banks", SecurityType.Equity, Market.USA), "constituents-universe-Banks"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar CapitalMarkets industry group /// public Universe CapitalMarkets(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-CapitalMarkets", SecurityType.Equity, Market.USA), "constituents-universe-CapitalMarkets"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Insurance industry group /// public Universe Insurance(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Insurance", SecurityType.Equity, Market.USA), "constituents-universe-Insurance"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar DiversifiedFinancialServices industry group /// public Universe DiversifiedFinancialServices(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-DiversifiedFinancialServices", SecurityType.Equity, Market.USA), "constituents-universe-DiversifiedFinancialServices"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar CreditServices industry group /// public Universe CreditServices(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-CreditServices", SecurityType.Equity, Market.USA), "constituents-universe-CreditServices"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar RealEstate industry group /// public Universe RealEstate(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-RealEstate", SecurityType.Equity, Market.USA), "constituents-universe-RealEstate"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar REITs industry group /// public Universe REITs(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-REITs", SecurityType.Equity, Market.USA), "constituents-universe-REITs"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar BeveragesAlcoholic industry group /// public Universe BeveragesAlcoholic(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BeveragesAlcoholic", SecurityType.Equity, Market.USA), "constituents-universe-BeveragesAlcoholic"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar BeveragesNonAlcoholic industry group /// public Universe BeveragesNonAlcoholic(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BeveragesNonAlcoholic", SecurityType.Equity, Market.USA), "constituents-universe-BeveragesNonAlcoholic"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar ConsumerPackagedGoods industry group /// public Universe ConsumerPackagedGoods(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ConsumerPackagedGoods", SecurityType.Equity, Market.USA), "constituents-universe-ConsumerPackagedGoods"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Education industry group /// public Universe Education(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Education", SecurityType.Equity, Market.USA), "constituents-universe-Education"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar RetailDefensive industry group /// public Universe RetailDefensive(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-RetailDefensive", SecurityType.Equity, Market.USA), "constituents-universe-RetailDefensive"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar TobaccoProducts industry group /// public Universe TobaccoProducts(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-TobaccoProducts", SecurityType.Equity, Market.USA), "constituents-universe-TobaccoProducts"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Biotechnology industry group /// public Universe Biotechnology(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Biotechnology", SecurityType.Equity, Market.USA), "constituents-universe-Biotechnology"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar DrugManufacturers industry group /// public Universe DrugManufacturers(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-DrugManufacturers", SecurityType.Equity, Market.USA), "constituents-universe-DrugManufacturers"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar HealthcarePlans industry group /// public Universe HealthcarePlans(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HealthcarePlans", SecurityType.Equity, Market.USA), "constituents-universe-HealthcarePlans"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar HealthcareProvidersAndServices industry group /// public Universe HealthcareProvidersAndServices(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HealthcareProvidersAndServices", SecurityType.Equity, Market.USA), "constituents-universe-HealthcareProvidersAndServices"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar MedicalDevicesAndInstruments industry group /// public Universe MedicalDevicesAndInstruments(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MedicalDevicesAndInstruments", SecurityType.Equity, Market.USA), "constituents-universe-MedicalDevicesAndInstruments"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar MedicalDiagnosticsAndResearch industry group /// public Universe MedicalDiagnosticsAndResearch(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MedicalDiagnosticsAndResearch", SecurityType.Equity, Market.USA), "constituents-universe-MedicalDiagnosticsAndResearch"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar MedicalDistribution industry group /// public Universe MedicalDistribution(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MedicalDistribution", SecurityType.Equity, Market.USA), "constituents-universe-MedicalDistribution"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar UtilitiesIndependentPowerProducers industry group /// public Universe UtilitiesIndependentPowerProducers(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-UtilitiesIndependentPowerProducers", SecurityType.Equity, Market.USA), "constituents-universe-UtilitiesIndependentPowerProducers"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar UtilitiesRegulated industry group /// public Universe UtilitiesRegulated(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-UtilitiesRegulated", SecurityType.Equity, Market.USA), "constituents-universe-UtilitiesRegulated"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar TelecommunicationServices industry group /// public Universe TelecommunicationServices(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-TelecommunicationServices", SecurityType.Equity, Market.USA), "constituents-universe-TelecommunicationServices"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar MediaDiversified industry group /// public Universe MediaDiversified(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MediaDiversified", SecurityType.Equity, Market.USA), "constituents-universe-MediaDiversified"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar InteractiveMedia industry group /// public Universe InteractiveMedia(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-InteractiveMedia", SecurityType.Equity, Market.USA), "constituents-universe-InteractiveMedia"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar OilAndGas industry group /// public Universe OilAndGas(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-OilAndGas", SecurityType.Equity, Market.USA), "constituents-universe-OilAndGas"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar OtherEnergySources industry group /// public Universe OtherEnergySources(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-OtherEnergySources", SecurityType.Equity, Market.USA), "constituents-universe-OtherEnergySources"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar AerospaceAndDefense industry group /// public Universe AerospaceAndDefense(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AerospaceAndDefense", SecurityType.Equity, Market.USA), "constituents-universe-AerospaceAndDefense"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar BusinessServices industry group /// public Universe BusinessServices(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BusinessServices", SecurityType.Equity, Market.USA), "constituents-universe-BusinessServices"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Conglomerates industry group /// public Universe Conglomerates(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Conglomerates", SecurityType.Equity, Market.USA), "constituents-universe-Conglomerates"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Construction industry group /// public Universe Construction(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Construction", SecurityType.Equity, Market.USA), "constituents-universe-Construction"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar FarmAndHeavyConstructionMachinery industry group /// public Universe FarmAndHeavyConstructionMachinery(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-FarmAndHeavyConstructionMachinery", SecurityType.Equity, Market.USA), "constituents-universe-FarmAndHeavyConstructionMachinery"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar IndustrialDistribution industry group /// public Universe IndustrialDistribution(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-IndustrialDistribution", SecurityType.Equity, Market.USA), "constituents-universe-IndustrialDistribution"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar IndustrialProducts industry group /// public Universe IndustrialProducts(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-IndustrialProducts", SecurityType.Equity, Market.USA), "constituents-universe-IndustrialProducts"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Transportation industry group /// public Universe Transportation(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Transportation", SecurityType.Equity, Market.USA), "constituents-universe-Transportation"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar WasteManagement industry group /// public Universe WasteManagement(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-WasteManagement", SecurityType.Equity, Market.USA), "constituents-universe-WasteManagement"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Software industry group /// public Universe Software(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Software", SecurityType.Equity, Market.USA), "constituents-universe-Software"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Hardware industry group /// public Universe Hardware(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Hardware", SecurityType.Equity, Market.USA), "constituents-universe-Hardware"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Morningstar Semiconductors industry group /// public Universe Semiconductors(UniverseSettings universeSettings = null) { return new ConstituentsUniverse( new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-Semiconductors", SecurityType.Equity, Market.USA), "constituents-universe-Semiconductors"), universeSettings ?? _algorithm.UniverseSettings); } /// /// Initializes a new instance of the class /// /// The algorithm instance, used for obtaining the default public ConstituentUniverseDefinitions(IAlgorithm algorithm) { _algorithm = algorithm; } } }