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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 Metals ETFs at their inception date
/// 2004-11-18 GLD SPDR Gold Trust
/// 2005-01-28 IAU iShares Gold Trust
/// 2006-04-28 SLV iShares Silver Trust
/// 2006-05-22 GDX VanEck Vectors Gold Miners ETF
/// 2008-12-04 AGQ ProShares Ultra Silver
/// 2009-11-11 GDXJ VanEck Vectors Junior Gold Miners ETF
/// 2010-01-08 PPLT Aberdeen Standard Platinum Shares ETF
/// 2010-12-08 NUGT Direxion Daily Gold Miners Bull 3X Shares
/// 2010-12-08 DUST Direxion Daily Gold Miners Bear 3X Shares
/// 2011-10-17 USLV VelocityShares 3x Long Silver ETN
/// 2011-10-17 UGLD VelocityShares 3x Long Gold ETN
/// 2013-10-03 JNUG Direxion Daily Junior Gold Miners Index Bull 3x Shares
/// 2013-10-03 JDST Direxion Daily Junior Gold Miners Index Bear 3X Shares
/// </summary>
public class MetalsETFUniverse : InceptionDateUniverseSelectionModel
{
/// <summary>
/// Initializes a new instance of the MetalsETFUniverse class
/// </summary>
public MetalsETFUniverse() :
base(
"qc-metals-etf-basket",
new Dictionary<string, DateTime>()
{
{"GLD", new DateTime(2004, 11, 18)},
{"IAU", new DateTime(2005, 1, 28)},
{"SLV", new DateTime(2006, 4, 28)},
{"GDX", new DateTime(2006, 5, 22)},
{"AGQ", new DateTime(2008, 12, 4)},
{"GDXJ", new DateTime(2009, 11, 11)},
{"PPLT", new DateTime(2010, 1, 8)},
{"NUGT", new DateTime(2010, 12, 8)},
{"DUST", new DateTime(2010, 12, 8)},
{"USLV", new DateTime(2011, 10, 17)},
{"UGLD", new DateTime(2011, 10, 17)},
{"JNUG", new DateTime(2013, 10, 3)},
{"JDST", new DateTime(2013, 10, 3)}
}
)
{
}
}
}
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