/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2014, 10, 07);
SetEndDate(2014, 10, 11);
UniverseSettings.Resolution = Resolution.Daily;
var customUniverseSymbol = new Symbol(SecurityIdentifier.GenerateConstituentIdentifier(
"constituents-universe-qctest",
SecurityType.Equity,
Market.USA),
"constituents-universe-qctest");
// we use test ConstituentsUniverse
AddUniverse(new ConstituentsUniverse(customUniverseSymbol, UniverseSettings), FineSelectionFunction);
}
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
UniverseSettings.Resolution = Resolution.Daily;
var customUniverseSymbol = new Symbol(SecurityIdentifier.GenerateConstituentIdentifier(
"constituents-universe-qctest",
SecurityType.Equity,
Market.USA),
"constituents-universe-qctest");
AddUniverse(new ConstituentsUniverse(customUniverseSymbol, UniverseSettings));
}
/// <summary>
/// Universe which selects companies that have dividend yields at least twice the average for large-cap stocks.
/// They tend to be mature, slow-growing companies.
/// </summary>
public Universe HighYield(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HighYield", SecurityType.Equity, Market.USA), "constituents-universe-HighYield"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar IndustrialProducts industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe IndustrialProducts(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-IndustrialProducts", SecurityType.Equity, Market.USA), "constituents-universe-IndustrialProducts"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar FarmAndHeavyConstructionMachinery industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe FarmAndHeavyConstructionMachinery(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-FarmAndHeavyConstructionMachinery", SecurityType.Equity, Market.USA), "constituents-universe-FarmAndHeavyConstructionMachinery"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar BusinessServices industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe BusinessServices(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BusinessServices", SecurityType.Equity, Market.USA), "constituents-universe-BusinessServices"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar AerospaceAndDefense industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe AerospaceAndDefense(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AerospaceAndDefense", SecurityType.Equity, Market.USA), "constituents-universe-AerospaceAndDefense"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar UtilitiesIndependentPowerProducers industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe UtilitiesIndependentPowerProducers(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-UtilitiesIndependentPowerProducers", SecurityType.Equity, Market.USA), "constituents-universe-UtilitiesIndependentPowerProducers"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar MedicalDistribution industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe MedicalDistribution(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-MedicalDistribution", SecurityType.Equity, Market.USA), "constituents-universe-MedicalDistribution"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar DrugManufacturers industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe DrugManufacturers(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-DrugManufacturers", SecurityType.Equity, Market.USA), "constituents-universe-DrugManufacturers"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar ConsumerPackagedGoods industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe ConsumerPackagedGoods(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-ConsumerPackagedGoods", SecurityType.Equity, Market.USA), "constituents-universe-ConsumerPackagedGoods"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar BeveragesNonAlcoholic industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe BeveragesNonAlcoholic(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-BeveragesNonAlcoholic", SecurityType.Equity, Market.USA), "constituents-universe-BeveragesNonAlcoholic"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar TravelAndLeisure industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe TravelAndLeisure(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-TravelAndLeisure", SecurityType.Equity, Market.USA), "constituents-universe-TravelAndLeisure"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Universe which selects companies whose revenues and earnings have both been growing significantly faster than
/// the general economy.
/// </summary>
public Universe AggressiveGrowth(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-AggressiveGrowth", SecurityType.Equity, Market.USA), "constituents-universe-AggressiveGrowth"),
universeSettings ?? _algorithm.UniverseSettings));
}
/// <summary>
/// Morningstar HomebuildingAndConstruction industry group <see cref="MorningstarIndustryGroupCode"/>
/// </summary>
public Universe HomebuildingAndConstruction(UniverseSettings universeSettings = null)
{
return(new ConstituentsUniverse(
new Symbol(SecurityIdentifier.GenerateConstituentIdentifier("constituents-universe-HomebuildingAndConstruction", SecurityType.Equity, Market.USA), "constituents-universe-HomebuildingAndConstruction"),
universeSettings ?? _algorithm.UniverseSettings));
}
