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 More...
Public Member Functions | |
| USTreasuriesETFUniverse () | |
| Initializes a new instance of the USTreasuriesETFUniverse 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... | |
Detailed Description
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
Definition at line 44 of file USTreasuriesETFUniverse.cs.
Constructor & Destructor Documentation
◆ USTreasuriesETFUniverse()
| QuantConnect.Algorithm.Framework.Selection.USTreasuriesETFUniverse.USTreasuriesETFUniverse | ( | ) |
Initializes a new instance of the USTreasuriesETFUniverse class
Definition at line 49 of file USTreasuriesETFUniverse.cs.
The documentation for this class was generated from the following file:
- Algorithm.Framework/Selection/USTreasuriesETFUniverse.cs
