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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 US Treasuries ETFs at their inception date
/// 2002-07-26 IEF iShares 7-10 Year Treasury Bond ETF
/// 2002-07-26 SHY iShares 1-3 Year Treasury Bond ETF
/// 2002-07-26 TLT iShares 20+ Year Treasury Bond ETF
/// 2007-01-11 SHV iShares Short Treasury Bond ETF
/// 2007-01-11 IEI iShares 3-7 Year Treasury Bond ETF
/// 2007-01-11 TLH iShares 10-20 Year Treasury Bond ETF
/// 2007-12-10 EDV Vanguard Ext Duration Treasury ETF
/// 2007-05-30 BIL SPDR Barclays 1-3 Month T-Bill ETF
/// 2007-05-30 SPTL SPDR Portfolio Long Term Treasury ETF
/// 2008-05-01 TBT UltraShort Barclays 20+ Year Treasury
/// 2009-04-16 TMF Direxion Daily 20-Year Treasury Bull 3X
/// 2009-04-16 TMV Direxion Daily 20-Year Treasury Bear 3X
/// 2009-08-20 TBF ProShares Short 20+ Year Treasury
/// 2009-11-23 VGSH Vanguard Short-Term Treasury ETF
/// 2009-11-23 VGIT Vanguard Intermediate-Term Treasury ETF
/// 2009-11-24 VGLT Vanguard Long-Term Treasury ETF
/// 2010-08-06 SCHO Schwab Short-Term U.S. Treasury ETF
/// 2010-08-06 SCHR Schwab Intermediate-Term U.S. Treasury ETF
/// 2011-12-01 SPTS SPDR Portfolio Short Term Treasury ETF
/// 2012-02-24 GOVT iShares U.S. Treasury Bond ETF
/// </summary>
public class USTreasuriesETFUniverse : InceptionDateUniverseSelectionModel
{
/// <summary>
/// Initializes a new instance of the USTreasuriesETFUniverse class
/// </summary>
public USTreasuriesETFUniverse() :
base(
"qc-us-treasuries-etf-basket",
new Dictionary<string, DateTime>()
{
{"IEF", new DateTime(2002, 7, 26)},
{"SHY", new DateTime(2002, 7, 26)},
{"TLT", new DateTime(2002, 7, 26)},
{"IEI", new DateTime(2007, 1, 11)},
{"SHV", new DateTime(2007, 1, 11)},
{"TLH", new DateTime(2007, 1, 11)},
{"EDV", new DateTime(2007, 12, 10)},
{"BIL", new DateTime(2007, 5, 30)},
{"SPTL", new DateTime(2007, 5, 30)},
{"TBT", new DateTime(2008, 5, 1)},
{"TMF", new DateTime(2009, 4, 16)},
{"TMV", new DateTime(2009, 4, 16)},
{"TBF", new DateTime(2009, 8, 20)},
{"VGSH", new DateTime(2009, 11, 23)},
{"VGIT", new DateTime(2009, 11, 23)},
{"VGLT", new DateTime(2009, 11, 24)},
{"SCHO", new DateTime(2010, 8, 6)},
{"SCHR", new DateTime(2010, 8, 6)},
{"SPTS", new DateTime(2011, 12, 1)},
{"GOVT", new DateTime(2012, 2, 24)}
}
)
{
}
}
}
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