Files
quantconnect--lean/Common/Data/Fundamental/AssetClassificationHelper.cs
2019-06-06 22:11:09 +00:00

292 lines
15 KiB
C#

namespace QuantConnect.Data.Fundamental
{
/// <summary>
/// Helper class for the AssetClassification's StockType field <see cref="AssetClassification.StockType"/>
/// </summary>
public static class StockType
{
public static int AggressiveGrowth = 1;
public static int ClassicGrowth = 2;
public static int Cyclicals = 3;
public static int Distressed = 4;
public static int HardAsset = 5;
public static int HighYield = 6;
public static int SlowGrowth = 7;
public static int SpeculativeGrowth = 8;
}
/// <summary>
/// Helper class for the AssetClassification's StyleBox field <see cref="AssetClassification.StyleBox"/>.
/// </summary>
public static class StyleBox
{
public static int LargeValue = 1;
public static int LargeCore = 2;
public static int LargeGrowth = 3;
public static int MidValue = 4;
public static int MidCore = 5;
public static int MidGrowth = 6;
public static int SmallValue = 7;
public static int SmallCore = 8;
public static int SmallGrowth = 9;
}
/// <summary>
/// Helper class for the AssetClassification's MorningstarEconomySphereCode field <see cref="AssetClassification.MorningstarEconomySphereCode"/>.
/// </summary>
public static class MorningstarEconomySphereCode
{
public static int Cyclical = 1;
public static int Defensive = 2;
public static int Sensitive = 3;
}
/// <summary>
/// Helper class for the AssetClassification's MorningstarSectorCode field <see cref="AssetClassification.MorningstarSectorCode"/>.
/// </summary>
public static class MorningstarSectorCode
{
public static int BasicMaterials = 101;
public static int ConsumerCyclical = 102;
public static int FinancialServices = 103;
public static int RealEstate = 104;
public static int ConsumerDefensive = 205;
public static int Healthcare = 206;
public static int Utilities = 207;
public static int CommunicationServices = 308;
public static int Energy = 309;
public static int Industrials = 310;
public static int Technology = 311;
}
/// <summary>
/// Helper class for the AssetClassification's MorningstarIndustryGroupCode field <see cref="AssetClassification.MorningstarIndustryGroupCode"/>.
/// </summary>
public static class MorningstarIndustryGroupCode
{
public static int Agriculture = 10101;
public static int BuildingMaterials = 10102;
public static int Chemicals = 10103;
public static int Coal = 10104;
public static int ForestProducts = 10105;
public static int MetalsAndMining = 10106;
public static int Steel = 10107;
public static int AdvertisingAndMarketingServices = 10208;
public static int Autos = 10209;
public static int Entertainment = 10210;
public static int HomebuildingAndConstruction = 10211;
public static int ManufacturingApparelAndFurniture = 10212;
public static int PackagingAndContainers = 10213;
public static int PersonalServices = 10214;
public static int Publishing = 10215;
public static int Restaurants = 10216;
public static int RetailApparelAndSpecialty = 10217;
public static int TravelAndLeisure = 10218;
public static int AssetManagement = 10319;
public static int Banks = 10320;
public static int BrokersAndExchanges = 10321;
public static int CreditServices = 10322;
public static int Insurance = 10323;
public static int InsuranceLife = 10324;
public static int InsurancePropertyAndCasualty = 10325;
public static int InsuranceSpecialty = 10326;
public static int RealEstateServices = 10427;
public static int REITs = 10428;
public static int BeveragesAlcoholic = 20529;
public static int BeveragesNonAlcoholic = 20530;
public static int ConsumerPackagedGoods = 20531;
public static int Education = 20532;
public static int RetailDefensive = 20533;
public static int TobaccoProducts = 20534;
public static int Biotechnology = 20635;
public static int DrugManufacturers = 20636;
public static int HealthCarePlans = 20637;
public static int HealthCareProviders = 20638;
public static int MedicalDevices = 20639;
public static int MedicalDiagnosticsAndResearch = 20640;
public static int MedicalDistribution = 20641;
public static int MedicalInstrumentsAndEquipment = 20642;
public static int UtilitiesIndependentPowerProducers = 20743;
public static int UtilitiesRegulated = 20744;
public static int CommunicationServices = 30845;
public static int OilAndGasDrilling = 30946;
public static int OilAndGasExplorationAndProduction = 30947;
public static int OilAndGasIntegrated = 30948;
public static int OilAndGasMidstream = 30949;
public static int OilAndGasRefiningAndMarketing = 30950;
public static int OilAndGasServices = 30951;
public static int AerospaceAndDefense = 31052;
public static int Airlines = 31053;
public static int BusinessServices = 31054;
public static int Conglomerates = 31055;
public static int ConsultingAndOutsourcing = 31056;
public static int EmploymentServices = 31057;
public static int EngineeringAndConstruction = 31058;
public static int FarmAndConstructionMachinery = 31059;
public static int IndustrialDistribution = 31060;
public static int IndustrialProducts = 31061;
public static int TransportationAndLogistics = 31062;
public static int TruckManufacturing = 31063;
public static int WasteManagement = 31064;
public static int ApplicationSoftware = 31165;
public static int CommunicationEquipment = 31166;
public static int ComputerHardware = 31167;
public static int OnlineMedia = 31168;
public static int Semiconductors = 31169;
}
/// <summary>
/// Helper class for the AssetClassification's MorningstarIndustryCode field <see cref="AssetClassification.MorningstarIndustryCode"/>.
/// </summary>
public static class MorningstarIndustryCode
{
public static int AgriculturalInputs = 10101001;
public static int BuildingMaterials = 10102002;
public static int Chemicals = 10103003;
public static int SpecialtyChemicals = 10103004;
public static int Coal = 10104005;
public static int LumberAndWoodProduction = 10105006;
public static int PaperAndPaperProducts = 10105007;
public static int Aluminum = 10106008;
public static int Copper = 10106009;
public static int Gold = 10106010;
public static int IndustrialMetalsAndMinerals = 10106011;
public static int Silver = 10106012;
public static int Steel = 10107013;
public static int AdvertisingAgencies = 10208014;
public static int MarketingServices = 10208015;
public static int AutoAndTruckDealerships = 10209016;
public static int AutoManufacturers = 10209017;
public static int AutoParts = 10209018;
public static int RecreationalVehicles = 10209019;
public static int RubberAndPlastics = 10209020;
public static int BroadcastingRadio = 10210021;
public static int BroadcastingTV = 10210022;
public static int MediaDiversified = 10210023;
public static int ResidentialConstruction = 10211024;
public static int TextileManufacturing = 10211025;
public static int ApparelManufacturing = 10212026;
public static int FootwearAndAccessories = 10212027;
public static int HomeFurnishingsAndFixtures = 10212028;
public static int PackagingAndContainers = 10213029;
public static int PersonalServices = 10214030;
public static int Publishing = 10215031;
public static int Restaurants = 10216032;
public static int ApparelStores = 10217033;
public static int DepartmentStores = 10217034;
public static int HomeImprovementStores = 10217035;
public static int LuxuryGoods = 10217036;
public static int SpecialtyRetail = 10217037;
public static int Gambling = 10218038;
public static int Leisure = 10218039;
public static int Lodging = 10218040;
public static int ResortsAndCasinos = 10218041;
public static int AssetManagement = 10319042;
public static int BanksGlobal = 10320043;
public static int BanksRegionalAfrica = 10320044;
public static int BanksRegionalAsia = 10320045;
public static int BanksRegionalAustralia = 10320046;
public static int BanksRegionalCanada = 10320047;
public static int BanksRegionalEurope = 10320048;
public static int BanksRegionalLatinAmerica = 10320049;
public static int BanksRegionalUS = 10320050;
public static int SavingsAndCooperativeBanks = 10320051;
public static int SpecialtyFinance = 10320052;
public static int CapitalMarkets = 10321053;
public static int FinancialExchanges = 10321054;
public static int InsuranceBrokers = 10321055;
public static int CreditServices = 10322056;
public static int InsuranceDiversified = 10323057;
public static int InsuranceLife = 10324058;
public static int InsurancePropertyAndCasualty = 10325059;
public static int InsuranceReinsurance = 10326060;
public static int InsuranceSpecialty = 10326061;
public static int RealEstateGeneral = 10427062;
public static int RealEstateServices = 10427063;
public static int REITDiversified = 10428064;
public static int REITHealthcareFacilities = 10428065;
public static int REITHotelAndMotel = 10428066;
public static int REITIndustrial = 10428067;
public static int REITOffice = 10428068;
public static int REITResidential = 10428069;
public static int REITRetail = 10428070;
public static int BeveragesBrewers = 20529071;
public static int BeveragesWineriesAndDistilleries = 20529072;
public static int BeveragesSoftDrinks = 20530073;
public static int Confectioners = 20531074;
public static int FarmProducts = 20531075;
public static int HouseholdAndPersonalProducts = 20531076;
public static int PackagedFoods = 20531077;
public static int EducationAndTrainingServices = 20532078;
public static int DiscountStores = 20533079;
public static int PharmaceuticalRetailers = 20533080;
public static int FoodDistribution = 20533081;
public static int GroceryStores = 20533082;
public static int Tobacco = 20534083;
public static int Biotechnology = 20635084;
public static int DrugManufacturersMajor = 20636085;
public static int DrugManufacturersSpecialtyAndGeneric = 20636086;
public static int HealthCarePlans = 20637087;
public static int LongTermCareFacilities = 20638088;
public static int MedicalCare = 20638089;
public static int MedicalDevices = 20639090;
public static int DiagnosticsAndResearch = 20640091;
public static int MedicalDistribution = 20641092;
public static int MedicalInstrumentsAndSupplies = 20642093;
public static int UtilitiesIndependentPowerProducers = 20743094;
public static int UtilitiesDiversified = 20744095;
public static int UtilitiesRegulatedElectric = 20744096;
public static int UtilitiesRegulatedGas = 20744097;
public static int UtilitiesRegulatedWater = 20744098;
public static int PayTV = 30845099;
public static int TelecomServices = 30845100;
public static int OilAndGasDrilling = 30946101;
public static int OilAndGasEAndP = 30947102;
public static int OilAndGasIntegrated = 30948103;
public static int OilAndGasMidstream = 30949104;
public static int OilAndGasRefiningAndMarketing = 30950105;
public static int OilAndGasEquipmentAndServices = 30951106;
public static int AerospaceAndDefense = 31052107;
public static int Airlines = 31053108;
public static int BusinessServices = 31054109;
public static int Conglomerates = 31055110;
public static int RentalAndLeasingServices = 31056111;
public static int SecurityAndProtectionServices = 31056112;
public static int StaffingAndOutsourcingServices = 31057113;
public static int EngineeringAndConstruction = 31058114;
public static int InfrastructureOperations = 31058115;
public static int FarmAndConstructionEquipment = 31059116;
public static int IndustrialDistribution = 31060117;
public static int BusinessEquipment = 31061118;
public static int DiversifiedIndustrials = 31061119;
public static int MetalFabrication = 31061120;
public static int PollutionAndTreatmentControls = 31061121;
public static int ToolsAndAccessories = 31061122;
public static int AirportsAndAirServices = 31062123;
public static int IntegratedShippingAndLogistics = 31062124;
public static int Railroads = 31062125;
public static int ShippingAndPorts = 31062126;
public static int Trucking = 31062127;
public static int TruckManufacturing = 31063128;
public static int WasteManagement = 31064129;
public static int ElectronicGamingAndMultimedia = 31165130;
public static int HealthInformationServices = 31165131;
public static int InformationTechnologyServices = 31165132;
public static int SoftwareApplication = 31165133;
public static int SoftwareInfrastructure = 31165134;
public static int CommunicationEquipment = 31166135;
public static int ComputerDistribution = 31167136;
public static int ComputerSystems = 31167137;
public static int ConsumerElectronics = 31167138;
public static int ContractManufacturers = 31167139;
public static int DataStorage = 31167140;
public static int ElectronicComponents = 31167141;
public static int ElectronicsDistribution = 31167142;
public static int ScientificAndTechnicalInstruments = 31167143;
public static int InternetContentAndInformation = 31168144;
public static int SemiconductorEquipmentAndMaterials = 31169145;
public static int SemiconductorMemory = 31169146;
public static int Semiconductors = 31169147;
public static int Solar = 31169148;
}
}