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/*
* 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.UniverseSelection;
namespace QuantConnect.Algorithm.CSharp
{
/// <summary>
/// Demonstration of how to estimate constituents of QC500 index based on the company fundamentals
/// The algorithm creates a default tradable and liquid universe containing 500 US equities
/// which are chosen at the first trading day of each month.
/// </summary>
/// <meta name="tag" content="using data" />
/// <meta name="tag" content="universes" />
/// <meta name="tag" content="coarse universes" />
/// <meta name="tag" content="fine universes" />
public class ConstituentsQC500GeneratorAlgorithm : QCAlgorithm
{
public override void Initialize()
{
UniverseSettings.Resolution = Resolution.Daily;
SetStartDate(2018, 1, 1); // Set Start Date
SetEndDate(2019, 1, 1); // Set End Date
SetCash(100000); // Set Strategy Cash
// Add QC500 Universe
AddUniverse(Universe.Index.QC500);
}
}
}
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