Add C# and Python Algorithms of QC500 Constituents Generator

[jingwu74]

Description

These two algorithms are examples of the generation of QC500 constituents using fundamental data. The universe contains 500 US symbols at the first trading day of each month. It is selected based on the factors of the sector, dollar volume, price, time to market and the market cap.
To qualify for the constituents of QC500

1. The stock must have the positive previous-day close price
2. The stock must have the positive volume on the previous trading day
3. The company headquarter must in the U.S.
4. The stock must be traded on either the NYSE or NASDAQ
5. At least half a year since its initial public offering
6. The stock's market cap must be greater than 500 million

Related Issue

#1662

Motivation and Context

The QC500 is a prescreening of the universe stocks for long/short strategies to make sure the stocks selected in those algorithms are liquid and tradeable.

Requires Documentation Change

How Has This Been Tested?

I tested the output result with the SP500 constituents list, the result is about 65% match.

Types of changes

• New feature (non-breaking change which adds functionality)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• All new and existing tests passed.

[jaredbroad]

Please add tags and xml comments.