/*
* 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 System.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
namespace QuantConnect.Algorithm.CSharp.Benchmarks
{
///
/// Benchmark Algorithm: Loading and synchronization of 400 equity minute symbols.
///
///
/// Testing the parsing; synchronizing and injection of data into LEAN event handlers. This directly adds the symbols to avoid universe
/// selection overhead. Later tests will include universe selection. The data sources are sparse.
///
public class EmptyMinute400EquityBenchmark : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2015, 9, 1);
SetEndDate(2015, 12, 1);
foreach (var symbol in Symbols.Equity.All.Take(400))
{
AddSecurity(SecurityType.Equity, symbol);
}
}
public override void OnData(Slice slice)
{
}
}
public static class Symbols
{
public static class Equity
{
#region All
public static readonly HashSet All = new HashSet
{
"SPY",
"AAPL",
"FB",
"VXX",
"VRX",
"NFLX",
"UVXY",
"QQQ",
"IWM",
"BABA",
"GILD",
"XIV",
"XOM",
"CVX",
"MSFT",
"GE",
"SLB",
"JPM",
"XLE",
"DIS",
"AMZN",
"TWTR",
"PFE",
"C",
"BAC",
"ABBV",
"JNJ",
"HAL",
"XLV",
"INTC",
"WFC",
"V",
"YHOO",
"COP",
"MYL",
"AGN",
"WMT",
"KMI",
"MRK",
"TSLA",
"GDX",
"LLY",
"FCX",
"CAT",
"CELG",
"QCOM",
"MCD",
"CMCSA",
"XOP",
"CVS",
"AMGN",
"DOW",
"AAL",
"APC",
"SUNE",
"MU",
"VLO",
"SBUX",
"WMB",
"PG",
"EOG",
"DVN",
"BMY",
"APA",
"UNH",
"EEM",
"IBM",
"NKE",
"T",
"HD",
"UNP",
"DAL",
"ENDP",
"CSCO",
"OXY",
"MRO",
"MDT",
"TXN",
"WLL",
"ORCL",
"GOOGL",
"UAL",
"WYNN",
"MS",
"HZNP",
"BIIB",
"VZ",
"GM",
"NBL",
"TWX",
"SWKS",
"JD",
"HCA",
"AVGO",
"YUM",
"KO",
"GOOG",
"GS",
"PEP",
"AIG",
"EMC",
"BIDU",
"CLR",
"PYPL",
"LVS",
"SWN",
"AXP",
"ATVI",
"RRC",
"WBA",
"MPC",
"NXPI",
"ETE",
"NOV",
"FOXA",
"SNDK",
"DIA",
"UTX",
"DD",
"WDC",
"AA",
"M",
"FXI",
"RIG",
"MA",
"DUST",
"TGT",
"AET",
"EBAY",
"LUV",
"EFA",
"BRK.B",
"BA",
"MET",
"LYB",
"SVXY",
"UWTI",
"HON",
"HPQ",
"OAS",
"ABT",
"MO",
"ESRX",
"TEVA",
"STX",
"IBB",
"F",
"CBS",
"TLT",
"PM",
"ESV",
"NE",
"PSX",
"SCHW",
"MON",
"HES",
"GPRO",
"TVIX",
"MNK",
"NVDA",
"NFX",
"USO",
"NUGT",
"EWZ",
"LOW",
"UA",
"TNA",
"XLY",
"MMM",
"PXD",
"VIAB",
"MDLZ",
"NEM",
"USB",
"MUR",
"ETN",
"FEYE",
"PTEN",
"OIH",
"UPS",
"CHK",
"DHR",
"RAI",
"TQQQ",
"CCL",
"BRCM",
"DG",
"JBLU",
"CRM",
"ADBE",
"COG",
"PBR",
"HP",
"BHI",
"BK",
"TJX",
"DE",
"COF",
"INCY",
"DHI",
"ABC",
"XLI",
"ZTS",
"BP",
"IYR",
"PNC",
"CNX",
"XLF",
"LRCX",
"GG",
"RDS.A",
"WFM",
"TSO",
"ANTM",
"KSS",
"EA",
"PRU",
"RAD",
"WFT",
"XBI",
"THC",
"VWO",
"CTSH",
"ABX",
"VMW",
"CSX",
"ACN",
"EMR",
"SE",
"MJN",
"SKX",
"ACE",
"P",
"CMI",
"CL",
"CAH",
"EXC",
"DUK",
"AMAT",
"AEM",
"FTI",
"STT",
"ILMN",
"HOG",
"KR",
"EXPE",
"VRTX",
"IVV",
"CAM",
"GPS",
"MCK",
"ADSK",
"CMCSK",
"HTZ",
"MGM",
"DLTR",
"STI",
"CYH",
"MOS",
"CNQ",
"GLW",
"KEY",
"KORS",
"SIRI",
"EPD",
"SU",
"DFS",
"TMO",
"TAP",
"HST",
"NBR",
"EQT",
"XLU",
"BSX",
"COST",
"CTRP",
"HFC",
"VNQ",
"TRV",
"POT",
"CERN",
"LLTC",
"DO",
"ADI",
"BAX",
"AMT",
"URI",
"UCO",
"ECA",
"MAS",
"ALL",
"PCAR",
"VIPS",
"ATW",
"SPXU",
"LNKD",
"X",
"TSM",
"SO",
"BBT",
"SYF",
"VFC",
"CXO",
"IR",
"PWR",
"GLD",
"LNG",
"ETP",
"JNPR",
"MAT",
"KLAC",
"XLK",
"TRIP",
"AEP",
"VTR",
"ROST",
"RDC",
"CF",
"FAS",
"HCN",
"AR",
"SM",
"WPX",
"D",
"HOT",
"PRGO",
"ALXN",
"CNC",
"VALE",
"JCP",
"GDXJ",
"OKE",
"ADM",
"JOY",
"TSN",
"MAR",
"KHC",
"NSC",
"CMA",
"COH",
"GMCR",
"FL",
"FITB",
"BHP",
"JWN",
"DNR",
"PBF",
"XLNX"
};
#endregion
}
}
}