from .__Brokerages_1 import * import typing import System.Collections.Generic import System import QuantConnect.Securities import QuantConnect.Packets import QuantConnect.Orders.Slippage import QuantConnect.Orders.Fills import QuantConnect.Orders.Fees import QuantConnect.Orders import QuantConnect.Interfaces import QuantConnect.Data.Market import QuantConnect.Brokerages import QuantConnect import datetime # no functions # classes class DefaultBrokerageModel(System.object, QuantConnect.Brokerages.IBrokerageModel): """ Provides a default implementation of QuantConnect.Brokerages.IBrokerageModel that allows all orders and uses the default transaction models DefaultBrokerageModel(accountType: AccountType) """ def ApplySplit(self, tickets: typing.List[QuantConnect.Orders.OrderTicket], split: QuantConnect.Data.Market.Split) -> None: pass def CanExecuteOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> bool: pass def CanSubmitOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> bool: pass def CanUpdateOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, request: QuantConnect.Orders.UpdateOrderRequest, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> bool: pass @typing.overload def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.IBuyingPowerModel: pass @typing.overload def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.IBuyingPowerModel: pass def GetBuyingPowerModel(self, *args) -> QuantConnect.Securities.IBuyingPowerModel: pass def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel: pass def GetFillModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fills.IFillModel: pass def GetLeverage(self, security: QuantConnect.Securities.Security) -> float: pass @typing.overload def GetSettlementModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.ISettlementModel: pass @typing.overload def GetSettlementModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.ISettlementModel: pass def GetSettlementModel(self, *args) -> QuantConnect.Securities.ISettlementModel: pass def GetSlippageModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Slippage.ISlippageModel: pass def __init__(self, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.DefaultBrokerageModel: pass AccountType: QuantConnect.AccountType DefaultMarkets: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str] RequiredFreeBuyingPowerPercent: float DefaultMarketMap: ReadOnlyDictionary[SecurityType, str] class AlpacaBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel, QuantConnect.Brokerages.IBrokerageModel): """ Alpaca Brokerage Model Implementation for Back Testing. AlpacaBrokerageModel(orderProvider: IOrderProvider, accountType: AccountType) """ def CanSubmitOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> bool: pass def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel: pass def GetFillModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fills.IFillModel: pass def GetSlippageModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Slippage.ISlippageModel: pass def __init__(self, orderProvider: QuantConnect.Securities.IOrderProvider, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.AlpacaBrokerageModel: pass DefaultMarkets: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str] DefaultMarketMap: ReadOnlyDictionary[SecurityType, str] class AlphaStreamsBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel, QuantConnect.Brokerages.IBrokerageModel): """ Provides properties specific to Alpha Streams AlphaStreamsBrokerageModel(accountType: AccountType) """ def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel: pass def GetLeverage(self, security: QuantConnect.Securities.Security) -> float: pass @typing.overload def GetSettlementModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.ISettlementModel: pass @typing.overload def GetSettlementModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.ISettlementModel: pass def GetSettlementModel(self, *args) -> QuantConnect.Securities.ISettlementModel: pass def GetSlippageModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Slippage.ISlippageModel: pass def __init__(self, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.AlphaStreamsBrokerageModel: pass class BitfinexBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel, QuantConnect.Brokerages.IBrokerageModel): """ Provides Bitfinex specific properties BitfinexBrokerageModel(accountType: AccountType) """ @typing.overload def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.IBuyingPowerModel: pass @typing.overload def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.IBuyingPowerModel: pass def GetBuyingPowerModel(self, *args) -> QuantConnect.Securities.IBuyingPowerModel: pass def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel: pass def GetLeverage(self, security: QuantConnect.Securities.Security) -> float: pass def __init__(self, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.BitfinexBrokerageModel: pass DefaultMarkets: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str] class BrokerageFactoryAttribute(System.Attribute, System.Runtime.InteropServices._Attribute): """ Represents the brokerage factory type required to load a data queue handler BrokerageFactoryAttribute(type: Type) """ def __init__(self, type: type) -> QuantConnect.Brokerages.BrokerageFactoryAttribute: pass Type: type class BrokerageMessageEvent(System.object): """ Represents a message received from a brokerage BrokerageMessageEvent(type: BrokerageMessageType, code: int, message: str) BrokerageMessageEvent(type: BrokerageMessageType, code: str, message: str) """ @staticmethod def Disconnected(message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent: pass @staticmethod def Reconnected(message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent: pass def ToString(self) -> str: pass @typing.overload def __init__(self, type: QuantConnect.Brokerages.BrokerageMessageType, code: int, message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent: pass @typing.overload def __init__(self, type: QuantConnect.Brokerages.BrokerageMessageType, code: str, message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent: pass def __init__(self, *args) -> QuantConnect.Brokerages.BrokerageMessageEvent: pass Code: str Message: str Type: QuantConnect.Brokerages.BrokerageMessageType class BrokerageMessageType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifies the type of message received from an IBrokerage implementation enum BrokerageMessageType, values: Disconnect (4), Error (2), Information (0), Reconnect (3), Warning (1) """ value__: int Disconnect: 'BrokerageMessageType' Error: 'BrokerageMessageType' Information: 'BrokerageMessageType' Reconnect: 'BrokerageMessageType' Warning: 'BrokerageMessageType' class BrokerageModel(System.object): """ Provides factory method for creating an QuantConnect.Brokerages.IBrokerageModel from the QuantConnect.Brokerages.BrokerageName enum """ @staticmethod def Create(orderProvider: QuantConnect.Securities.IOrderProvider, brokerage: QuantConnect.Brokerages.BrokerageName, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.IBrokerageModel: pass __all__: list class BrokerageName(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifices what transaction model and submit/execution rules to use enum BrokerageName, values: Alpaca (13), AlphaStreams (14), Bitfinex (5), Default (0), FxcmBrokerage (4), GDAX (12), InteractiveBrokersBrokerage (1), OandaBrokerage (3), QuantConnectBrokerage (0), TradierBrokerage (2) """ value__: int Alpaca: 'BrokerageName' AlphaStreams: 'BrokerageName' Bitfinex: 'BrokerageName' Default: 'BrokerageName' FxcmBrokerage: 'BrokerageName' GDAX: 'BrokerageName' InteractiveBrokersBrokerage: 'BrokerageName' OandaBrokerage: 'BrokerageName' QuantConnectBrokerage: 'BrokerageName' TradierBrokerage: 'BrokerageName' class DefaultBrokerageMessageHandler(System.object, QuantConnect.Brokerages.IBrokerageMessageHandler): """ Provides a default implementation o QuantConnect.Brokerages.IBrokerageMessageHandler that will forward messages as follows: Information -> IResultHandler.Debug Warning -> IResultHandler.Error && IApi.SendUserEmail Error -> IResultHandler.Error && IAlgorithm.RunTimeError DefaultBrokerageMessageHandler(algorithm: IAlgorithm, job: AlgorithmNodePacket, api: IApi, initialDelay: Nullable[TimeSpan], openThreshold: Nullable[TimeSpan]) """ def Handle(self, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> None: pass def __init__(self, algorithm: QuantConnect.Interfaces.IAlgorithm, job: QuantConnect.Packets.AlgorithmNodePacket, api: QuantConnect.Interfaces.IApi, initialDelay: typing.Optional[datetime.timedelta], openThreshold: typing.Optional[datetime.timedelta]) -> QuantConnect.Brokerages.DefaultBrokerageMessageHandler: pass