from .__Selection_1 import * import typing import System.Collections.Generic import System import QuantConnect.Securities import QuantConnect.Scheduling import QuantConnect.Interfaces import QuantConnect.Data.UniverseSelection import QuantConnect.Data.Fundamental import QuantConnect.Data import QuantConnect.Algorithm.Framework.Selection import QuantConnect.Algorithm import QuantConnect import Python.Runtime import NodaTime import datetime # no functions # classes class UniverseSelectionModel(System.object, QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel): """ Provides a base class for universe selection models. UniverseSelectionModel() """ def CreateUniverses(self, algorithm: QuantConnect.Algorithm.QCAlgorithm) -> typing.List[QuantConnect.Data.UniverseSelection.Universe]: pass def GetNextRefreshTimeUtc(self) -> datetime.datetime: pass class FundamentalUniverseSelectionModel(QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel): """ Provides a base class for defining equity coarse/fine fundamental selection models """ @staticmethod def Coarse(coarseSelector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel: pass def CreateCoarseFundamentalUniverse(self, algorithm: QuantConnect.Algorithm.QCAlgorithm) -> QuantConnect.Data.UniverseSelection.Universe: pass def CreateUniverses(self, algorithm: QuantConnect.Algorithm.QCAlgorithm) -> typing.List[QuantConnect.Data.UniverseSelection.Universe]: pass @staticmethod def Fine(coarseSelector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]], fineSelector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel: pass def SelectCoarse(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, coarse: typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]) -> typing.List[QuantConnect.Symbol]: pass def SelectFine(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, fine: typing.List[QuantConnect.Data.Fundamental.FineFundamental]) -> typing.List[QuantConnect.Symbol]: pass def __init__(self, *args): #cannot find CLR constructor pass class CoarseFundamentalUniverseSelectionModel(QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel): """ Portfolio selection model that uses coarse selectors. For US equities only. CoarseFundamentalUniverseSelectionModel(coarseSelector: Func[IEnumerable[CoarseFundamental], IEnumerable[Symbol]], universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer) CoarseFundamentalUniverseSelectionModel(coarseSelector: PyObject, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer) """ def SelectCoarse(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, coarse: typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]) -> typing.List[QuantConnect.Symbol]: pass @typing.overload def __init__(self, coarseSelector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]], universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel: pass @typing.overload def __init__(self, coarseSelector: Python.Runtime.PyObject, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel: pass def __init__(self, *args) -> QuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel: pass class CompositeUniverseSelectionModel(QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel): """ Provides an implementation of QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel that combines multiple universe selection models into a single model. CompositeUniverseSelectionModel(*universeSelectionModels: Array[IUniverseSelectionModel]) CompositeUniverseSelectionModel(*universeSelectionModels: Array[PyObject]) CompositeUniverseSelectionModel(universeSelectionModel: PyObject) """ @typing.overload def AddUniverseSelection(self, universeSelectionModel: QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel) -> None: pass @typing.overload def AddUniverseSelection(self, pyUniverseSelectionModel: Python.Runtime.PyObject) -> None: pass def AddUniverseSelection(self, *args) -> None: pass def CreateUniverses(self, algorithm: QuantConnect.Algorithm.QCAlgorithm) -> typing.List[QuantConnect.Data.UniverseSelection.Universe]: pass def GetNextRefreshTimeUtc(self) -> datetime.datetime: pass @typing.overload def __init__(self, universeSelectionModels: typing.List[QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel]) -> QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel: pass @typing.overload def __init__(self, universeSelectionModels: typing.List[Python.Runtime.PyObject]) -> QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel: pass @typing.overload def __init__(self, universeSelectionModel: Python.Runtime.PyObject) -> QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel: pass def __init__(self, *args) -> QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel: pass class CustomUniverse(QuantConnect.Data.UniverseSelection.UserDefinedUniverse, System.IDisposable, QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse, System.Collections.Specialized.INotifyCollectionChanged): """ Defines a universe as a set of dynamically set symbols. CustomUniverse(configuration: SubscriptionDataConfig, universeSettings: UniverseSettings, interval: TimeSpan, selector: Func[DateTime, IEnumerable[str]]) """ @typing.overload def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime, subscriptionService: QuantConnect.Interfaces.ISubscriptionDataConfigService) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]: pass @typing.overload def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]: pass def GetSubscriptionRequests(self, *args) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]: pass def __init__(self, configuration: QuantConnect.Data.SubscriptionDataConfig, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, interval: datetime.timedelta, selector: typing.Callable[[datetime.datetime], typing.List[str]]) -> QuantConnect.Algorithm.Framework.Selection.CustomUniverse: pass class CustomUniverseSelectionModel(QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel): """ Provides an implementation of QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel that simply subscribes to the specified set of symbols CustomUniverseSelectionModel(name: str, selector: Func[DateTime, IEnumerable[str]]) CustomUniverseSelectionModel(name: str, selector: PyObject) CustomUniverseSelectionModel(securityType: SecurityType, name: str, market: str, selector: Func[DateTime, IEnumerable[str]], universeSettings: UniverseSettings, interval: TimeSpan) CustomUniverseSelectionModel(securityType: SecurityType, name: str, market: str, selector: PyObject, universeSettings: UniverseSettings, interval: TimeSpan) """ def CreateUniverses(self, algorithm: QuantConnect.Algorithm.QCAlgorithm) -> typing.List[QuantConnect.Data.UniverseSelection.Universe]: pass def Select(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, date: datetime.datetime) -> typing.List[str]: pass def ToString(self) -> str: pass @typing.overload def __init__(self, name: str, selector: typing.Callable[[datetime.datetime], typing.List[str]]) -> QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel: pass @typing.overload def __init__(self, name: str, selector: Python.Runtime.PyObject) -> QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel: pass @typing.overload def __init__(self, securityType: QuantConnect.SecurityType, name: str, market: str, selector: typing.Callable[[datetime.datetime], typing.List[str]], universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, interval: datetime.timedelta) -> QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel: pass @typing.overload def __init__(self, securityType: QuantConnect.SecurityType, name: str, market: str, selector: Python.Runtime.PyObject, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, interval: datetime.timedelta) -> QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel: pass def __init__(self, *args) -> QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel: pass class EmaCrossUniverseSelectionModel(QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel, QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel): """ Provides an implementation of QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel that subscribes to symbols with the larger delta by percentage between the two exponential moving average EmaCrossUniverseSelectionModel(fastPeriod: int, slowPeriod: int, universeCount: int, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer) """ def SelectCoarse(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, coarse: typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]) -> typing.List[QuantConnect.Symbol]: pass def __init__(self, fastPeriod: int, slowPeriod: int, universeCount: int, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Algorithm.Framework.Selection.EmaCrossUniverseSelectionModel: pass