/*

* 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 QuantConnect.Data.UniverseSelection;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// Demonstration of how to estimate constituents of QC500 index based on the company fundamentals

/// The algorithm creates a default tradable and liquid universe containing 500 US equities

/// which are chosen at the first trading day of each month.

/// </summary>

/// <meta name="tag" content="using data" />

/// <meta name="tag" content="universes" />

/// <meta name="tag" content="coarse universes" />

/// <meta name="tag" content="fine universes" />

public class ConstituentsQC500GeneratorAlgorithm : QCAlgorithm

{

public override void Initialize()

{

UniverseSettings.Resolution = Resolution.Daily;

SetStartDate(2018, 1, 1); // Set Start Date

SetEndDate(2019, 1, 1); // Set End Date

SetCash(100000); // Set Strategy Cash

// Add QC500 Universe

AddUniverse(Universe.Index.QC500);

}

}

}