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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 System;
using System.Collections.Generic;
namespace QuantConnect.Algorithm.Framework.Selection
{
/// <summary>
/// Universe Selection Model that adds the following Energy ETFs at their inception date
/// 1998-12-22 XLE Energy Select Sector SPDR Fund
/// 2000-06-16 IYE iShares U.S. Energy ETF
/// 2004-09-29 VDE Vanguard Energy ETF
/// 2006-04-10 USO United States Oil Fund
/// 2006-06-22 XES SPDR S&P Oil & Gas Equipment & Services ETF
/// 2006-06-22 XOP SPDR S&P Oil & Gas Exploration & Production ETF
/// 2007-04-18 UNG United States Natural Gas Fund
/// 2008-06-25 ICLN iShares Global Clean Energy ETF
/// 2008-11-06 ERX Direxion Daily Energy Bull 3X Shares
/// 2008-11-06 ERY Direxion Daily Energy Bear 3x Shares
/// 2008-11-25 SCO ProShares UltraShort Bloomberg Crude Oil
/// 2008-11-25 UCO ProShares Ultra Bloomberg Crude Oil
/// 2009-06-02 AMJ JPMorgan Alerian MLP Index ETN
/// 2010-06-02 BNO United States Brent Oil Fund
/// 2010-08-25 AMLP Alerian MLP ETF
/// 2011-12-21 OIH VanEck Vectors Oil Services ETF
/// 2012-02-08 DGAZ VelocityShares 3x Inverse Natural Gas
/// 2012-02-08 UGAZ VelocityShares 3x Long Natural Gas
/// 2012-02-15 TAN Invesco Solar ETF
/// </summary>
public class EnergyETFUniverse : InceptionDateUniverseSelectionModel
{
/// <summary>
/// Initializes a new instance of the EnergyETFUniverse class
/// </summary>
public EnergyETFUniverse() :
base(
"qc-energy-etf-basket",
new Dictionary<string, DateTime>()
{
{"XLE", new DateTime(1998, 12, 22)},
{"IYE", new DateTime(2000, 6, 16)},
{"VDE", new DateTime(2004, 9, 29)},
{"USO", new DateTime(2006, 4, 10)},
{"XES", new DateTime(2006, 6, 22)},
{"XOP", new DateTime(2006, 6, 22)},
{"UNG", new DateTime(2007, 4, 18)},
{"ICLN", new DateTime(2008, 6, 25)},
{"ERX", new DateTime(2008, 11, 6)},
{"ERY", new DateTime(2008, 11, 6)},
{"SCO", new DateTime(2008, 11, 25)},
{"UCO", new DateTime(2008, 11, 25)},
{"AMJ", new DateTime(2009, 6, 2)},
{"BNO", new DateTime(2010, 6, 2)},
{"AMLP", new DateTime(2010, 8, 25)},
{"OIH", new DateTime(2011, 12, 21)},
{"DGAZ", new DateTime(2012, 2, 8)},
{"UGAZ", new DateTime(2012, 2, 8)},
{"TAN", new DateTime(2012, 2, 15)}
}
)
{
}
}
}
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