from .____init___1 import * import typing import System.Reflection import System.Linq.Expressions import System.IO import System.Dynamic import System.Collections.Generic import System import QuantConnect.Securities import QuantConnect.Packets import QuantConnect.Interfaces import QuantConnect.Data.UniverseSelection import QuantConnect.Data.Market import QuantConnect.Data.Consolidators import QuantConnect.Data import QuantConnect import Python.Runtime import NodaTime import datetime # no functions # classes class BaseData(System.object, QuantConnect.Data.IBaseData): """ Abstract base data class of QuantConnect. It is intended to be extended to define generic user customizable data types while at the same time implementing the basics of data where possible BaseData() """ @typing.overload def Clone(self, fillForward: bool) -> QuantConnect.Data.BaseData: pass @typing.overload def Clone(self) -> QuantConnect.Data.BaseData: pass def Clone(self, *args) -> QuantConnect.Data.BaseData: pass def DataTimeZone(self) -> NodaTime.DateTimeZone: pass def DefaultResolution(self) -> QuantConnect.Resolution: pass @staticmethod def DeserializeMessage(serialized: str) -> typing.List[QuantConnect.Data.BaseData]: pass @typing.overload def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource: pass @typing.overload def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> str: pass def GetSource(self, *args) -> str: pass def IsSparseData(self) -> bool: pass @typing.overload def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData: pass @typing.overload def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, stream: System.IO.StreamReader, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData: pass @typing.overload def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> QuantConnect.Data.BaseData: pass def Reader(self, *args) -> QuantConnect.Data.BaseData: pass def RequiresMapping(self) -> bool: pass def SupportedResolutions(self) -> typing.List[QuantConnect.Resolution]: pass def ToString(self) -> str: pass def Update(self, lastTrade: float, bidPrice: float, askPrice: float, volume: float, bidSize: float, askSize: float) -> None: pass def UpdateAsk(self, askPrice: float, askSize: float) -> None: pass def UpdateBid(self, bidPrice: float, bidSize: float) -> None: pass def UpdateQuote(self, bidPrice: float, bidSize: float, askPrice: float, askSize: float) -> None: pass def UpdateTrade(self, lastTrade: float, tradeSize: float) -> None: pass DataType: QuantConnect.MarketDataType EndTime: datetime.datetime IsFillForward: bool Price: float Symbol: QuantConnect.Symbol Time: datetime.datetime Value: float AllResolutions: List[Resolution] DailyResolution: List[Resolution] MinuteResolution: List[Resolution] class DynamicData(QuantConnect.Data.BaseData, System.Dynamic.IDynamicMetaObjectProvider, QuantConnect.Data.IBaseData): """ Dynamic Data Class: Accept flexible data, adapting to the columns provided by source. """ @typing.overload def Clone(self) -> QuantConnect.Data.BaseData: pass @typing.overload def Clone(self, fillForward: bool) -> QuantConnect.Data.BaseData: pass def Clone(self, *args) -> QuantConnect.Data.BaseData: pass def GetMetaObject(self, parameter: System.Linq.Expressions.Expression) -> System.Dynamic.DynamicMetaObject: pass def GetProperty(self, name: str) -> object: pass def GetStorageDictionary(self) -> System.Collections.Generic.IDictionary[str, object]: pass def HasProperty(self, name: str) -> bool: pass def SetProperty(self, name: str, value: object) -> object: pass class FileFormat(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifies the format of data in a subscription enum FileFormat, values: Binary (1), Collection (3), Csv (0), Index (4), ZipEntryName (2) """ value__: int Binary: 'FileFormat' Collection: 'FileFormat' Csv: 'FileFormat' Index: 'FileFormat' ZipEntryName: 'FileFormat' class GetSetPropertyDynamicMetaObject(System.Dynamic.DynamicMetaObject): """ Provides an implementation of System.Dynamic.DynamicMetaObject that uses get/set methods to update values in the dynamic object. GetSetPropertyDynamicMetaObject(expression: Expression, value: object, setPropertyMethodInfo: MethodInfo, getPropertyMethodInfo: MethodInfo) """ def BindGetMember(self, binder: System.Dynamic.GetMemberBinder) -> System.Dynamic.DynamicMetaObject: pass def BindSetMember(self, binder: System.Dynamic.SetMemberBinder, value: System.Dynamic.DynamicMetaObject) -> System.Dynamic.DynamicMetaObject: pass def __init__(self, expression: System.Linq.Expressions.Expression, value: object, setPropertyMethodInfo: System.Reflection.MethodInfo, getPropertyMethodInfo: System.Reflection.MethodInfo) -> QuantConnect.Data.GetSetPropertyDynamicMetaObject: pass class HistoryProviderBase(System.object, QuantConnect.Interfaces.IDataProviderEvents, QuantConnect.Interfaces.IHistoryProvider): """ Provides a base type for all history providers """ def GetHistory(self, requests: typing.List[QuantConnect.Data.HistoryRequest], sliceTimeZone: NodaTime.DateTimeZone) -> typing.List[QuantConnect.Data.Slice]: pass def Initialize(self, parameters: QuantConnect.Data.HistoryProviderInitializeParameters) -> None: pass DataPointCount: int DownloadFailed: BoundEvent InvalidConfigurationDetected: BoundEvent NumericalPrecisionLimited: BoundEvent ReaderErrorDetected: BoundEvent StartDateLimited: BoundEvent class HistoryProviderInitializeParameters(System.object): """ Represents the set of parameters for the QuantConnect.Interfaces.IHistoryProvider.Initialize(QuantConnect.Data.HistoryProviderInitializeParameters) method HistoryProviderInitializeParameters(job: AlgorithmNodePacket, api: IApi, dataProvider: IDataProvider, dataCacheProvider: IDataCacheProvider, mapFileProvider: IMapFileProvider, factorFileProvider: IFactorFileProvider, statusUpdateAction: Action[int], parallelHistoryRequestsEnabled: bool, dataPermissionManager: IDataPermissionManager) """ def __init__(self, job: QuantConnect.Packets.AlgorithmNodePacket, api: QuantConnect.Interfaces.IApi, dataProvider: QuantConnect.Interfaces.IDataProvider, dataCacheProvider: QuantConnect.Interfaces.IDataCacheProvider, mapFileProvider: QuantConnect.Interfaces.IMapFileProvider, factorFileProvider: QuantConnect.Interfaces.IFactorFileProvider, statusUpdateAction: typing.Callable[[int], None], parallelHistoryRequestsEnabled: bool, dataPermissionManager: QuantConnect.Interfaces.IDataPermissionManager) -> QuantConnect.Data.HistoryProviderInitializeParameters: pass Api: QuantConnect.Interfaces.IApi DataCacheProvider: QuantConnect.Interfaces.IDataCacheProvider DataPermissionManager: QuantConnect.Interfaces.IDataPermissionManager DataProvider: QuantConnect.Interfaces.IDataProvider FactorFileProvider: QuantConnect.Interfaces.IFactorFileProvider Job: QuantConnect.Packets.AlgorithmNodePacket MapFileProvider: QuantConnect.Interfaces.IMapFileProvider ParallelHistoryRequestsEnabled: bool StatusUpdateAction: typing.Callable[[int], None] class HistoryRequest(System.object): """ Represents a request for historical data HistoryRequest(startTimeUtc: DateTime, endTimeUtc: DateTime, dataType: Type, symbol: Symbol, resolution: Resolution, exchangeHours: SecurityExchangeHours, dataTimeZone: DateTimeZone, fillForwardResolution: Nullable[Resolution], includeExtendedMarketHours: bool, isCustomData: bool, dataNormalizationMode: DataNormalizationMode, tickType: TickType) HistoryRequest(config: SubscriptionDataConfig, hours: SecurityExchangeHours, startTimeUtc: DateTime, endTimeUtc: DateTime) """ @typing.overload def __init__(self, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime, dataType: type, symbol: QuantConnect.Symbol, resolution: QuantConnect.Resolution, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, dataTimeZone: NodaTime.DateTimeZone, fillForwardResolution: typing.Optional[QuantConnect.Resolution], includeExtendedMarketHours: bool, isCustomData: bool, dataNormalizationMode: QuantConnect.DataNormalizationMode, tickType: QuantConnect.TickType) -> QuantConnect.Data.HistoryRequest: pass @typing.overload def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, hours: QuantConnect.Securities.SecurityExchangeHours, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime) -> QuantConnect.Data.HistoryRequest: pass def __init__(self, *args) -> QuantConnect.Data.HistoryRequest: pass DataNormalizationMode: QuantConnect.DataNormalizationMode DataTimeZone: NodaTime.DateTimeZone DataType: type EndTimeUtc: datetime.datetime ExchangeHours: QuantConnect.Securities.SecurityExchangeHours FillForwardResolution: typing.Optional[QuantConnect.Resolution] IncludeExtendedMarketHours: bool IsCustomData: bool Resolution: QuantConnect.Resolution StartTimeUtc: datetime.datetime Symbol: QuantConnect.Symbol TickType: QuantConnect.TickType class HistoryRequestFactory(System.object): """ Helper class used to create new QuantConnect.Data.HistoryRequest HistoryRequestFactory(algorithm: IAlgorithm) """ def CreateHistoryRequest(self, subscription: QuantConnect.Data.SubscriptionDataConfig, startAlgoTz: datetime.datetime, endAlgoTz: datetime.datetime, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Data.HistoryRequest: pass def GetStartTimeAlgoTz(self, symbol: QuantConnect.Symbol, periods: int, resolution: QuantConnect.Resolution, exchange: QuantConnect.Securities.SecurityExchangeHours) -> datetime.datetime: pass def __init__(self, algorithm: QuantConnect.Interfaces.IAlgorithm) -> QuantConnect.Data.HistoryRequestFactory: pass