QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse Class Reference
Universe Selection Model that adds the following ETFs at their inception date More...
Inheritance diagram for QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse:
Classes | |
| class | Grouping |
| Represent a collection of ETF symbols that is grouped according to a given criteria More... | |
Public Member Functions | |
| LiquidETFUniverse () | |
| Initializes a new instance of the LiquidETFUniverse class More... | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel | |
| InceptionDateUniverseSelectionModel (string name, Dictionary< string, DateTime > tickersByDate) | |
| Initializes a new instance of the InceptionDateUniverseSelectionModel class More... | |
| InceptionDateUniverseSelectionModel (string name, PyObject tickersByDate) | |
| Initializes a new instance of the InceptionDateUniverseSelectionModel class More... | |
| override IEnumerable< string > | Select (QCAlgorithm algorithm, DateTime date) |
| Returns all tickers that are trading at current algorithm Time More... | |
| Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel | |
| CustomUniverseSelectionModel (string name, Func< DateTime, IEnumerable< string >> selector) | |
| Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More... | |
| CustomUniverseSelectionModel (string name, PyObject selector) | |
| Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More... | |
| CustomUniverseSelectionModel (SecurityType securityType, string name, string market, Func< DateTime, IEnumerable< string >> selector, UniverseSettings universeSettings, TimeSpan interval) | |
| Initializes a new instance of the CustomUniverseSelectionModel class More... | |
| CustomUniverseSelectionModel (SecurityType securityType, string name, string market, PyObject selector, UniverseSettings universeSettings, TimeSpan interval) | |
| Initializes a new instance of the CustomUniverseSelectionModel class More... | |
| override IEnumerable< Universe > | CreateUniverses (QCAlgorithm algorithm) |
| Creates the universes for this algorithm. Called at algorithm start. More... | |
| override string | ToString () |
| Returns a string that represents the current object More... | |
| Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel | |
| virtual DateTime | GetNextRefreshTimeUtc () |
Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes. More... | |
Static Public Attributes | |
| static readonly Grouping | Energy |
| Represents the Energy ETF Category which can be used to access the list of Long and Inverse symbols More... | |
| static readonly Grouping | Metals |
| Represents the Metals ETF Category which can be used to access the list of Long and Inverse symbols More... | |
| static readonly Grouping | Technology |
| Represents the Technology ETF Category which can be used to access the list of Long and Inverse symbols More... | |
| static readonly Grouping | Treasuries |
| Represents the Treasuries ETF Category which can be used to access the list of Long and Inverse symbols More... | |
| static readonly Grouping | Volatility |
| Represents the Volatility ETF Category which can be used to access the list of Long and Inverse symbols More... | |
| static readonly Grouping | SP500Sectors |
| Represents the SP500 Sectors ETF Category which can be used to access the list of Long and Inverse symbols More... | |
Detailed Description
Universe Selection Model that adds the following ETFs at their inception date
Definition at line 24 of file LiquidETFUniverse.cs.
Constructor & Destructor Documentation
◆ LiquidETFUniverse()
| QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.LiquidETFUniverse | ( | ) |
Initializes a new instance of the LiquidETFUniverse class
Definition at line 85 of file LiquidETFUniverse.cs.
Member Data Documentation
◆ Energy
|
static |
Initial value:
= new Grouping(
new[]
{
"VDE", "USO", "XES", "XOP", "UNG", "ICLN", "ERX",
"UCO", "AMJ", "BNO", "AMLP", "UGAZ", "TAN"
},
new[] {"ERY", "SCO", "DGAZ" }
)
Represents the Energy ETF Category which can be used to access the list of Long and Inverse symbols
Definition at line 29 of file LiquidETFUniverse.cs.
◆ Metals
|
static |
Initial value:
= new Grouping(
new[] {"GLD", "IAU", "SLV", "GDX", "AGQ", "PPLT", "NUGT", "USLV", "UGLD", "JNUG"},
new[] {"DUST", "JDST"}
)
Represents the Metals ETF Category which can be used to access the list of Long and Inverse symbols
Definition at line 41 of file LiquidETFUniverse.cs.
◆ Technology
|
static |
Initial value:
= new Grouping(
new[] {"QQQ", "IGV", "QTEC", "FDN", "FXL", "TECL", "SOXL", "SKYY", "KWEB"},
new[] {"TECS", "SOXS"}
)
Represents the Technology ETF Category which can be used to access the list of Long and Inverse symbols
Definition at line 49 of file LiquidETFUniverse.cs.
◆ Treasuries
|
static |
Initial value:
= new Grouping(
new[]
{
"IEF", "SHY", "TLT", "IEI", "TLH", "BIL", "SPTL",
"TMF", "SCHO", "SCHR", "SPTS", "GOVT"
},
new[] {"SHV", "TBT", "TBF", "TMV"}
)
Represents the Treasuries ETF Category which can be used to access the list of Long and Inverse symbols
Definition at line 57 of file LiquidETFUniverse.cs.
◆ Volatility
|
static |
Initial value:
= new Grouping(
new[] {"TVIX", "VIXY", "SPLV", "UVXY", "EEMV", "EFAV", "USMV"},
new[] {"SVXY"}
)
Represents the Volatility ETF Category which can be used to access the list of Long and Inverse symbols
Definition at line 69 of file LiquidETFUniverse.cs.
◆ SP500Sectors
|
static |
Initial value:
= new Grouping(
new[] {"XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLU", "XLV", "XLY"},
new string[0]
)
Represents the SP500 Sectors ETF Category which can be used to access the list of Long and Inverse symbols
Definition at line 77 of file LiquidETFUniverse.cs.
The documentation for this class was generated from the following file:
- Algorithm.Framework/Selection/LiquidETFUniverse.cs
