from .____init___5 import * import typing import System.IO import System.Collections.Generic import System import QuantConnect.Indicators import QuantConnect.Data.Market import QuantConnect.Data import QuantConnect import Python.Runtime import datetime class HeikinAshi(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IBaseDataBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseDataBar]]): """ This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0]) HeikinAshi(name: str) HeikinAshi() """ def Reset(self) -> None: pass @typing.overload def __init__(self, name: str) -> QuantConnect.Indicators.HeikinAshi: pass @typing.overload def __init__(self) -> QuantConnect.Indicators.HeikinAshi: pass def __init__(self, *args) -> QuantConnect.Indicators.HeikinAshi: pass Close: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] High: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] IsReady: bool Low: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] Open: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] Volume: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] WarmUpPeriod: int class HullMovingAverage(QuantConnect.Indicators.IndicatorBase[IndicatorDataPoint], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html HullMovingAverage(name: str, period: int) HullMovingAverage(period: int) """ def Reset(self) -> None: pass @typing.overload def __init__(self, name: str, period: int) -> QuantConnect.Indicators.HullMovingAverage: pass @typing.overload def __init__(self, period: int) -> QuantConnect.Indicators.HullMovingAverage: pass def __init__(self, *args) -> QuantConnect.Indicators.HullMovingAverage: pass IsReady: bool WarmUpPeriod: int class IchimokuKinkoHyo(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IBaseDataBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseDataBar]]): """ This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26) IchimokuKinkoHyo(tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int) IchimokuKinkoHyo(name: str, tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int) """ def Reset(self) -> None: pass @typing.overload def __init__(self, tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int) -> QuantConnect.Indicators.IchimokuKinkoHyo: pass @typing.overload def __init__(self, name: str, tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int) -> QuantConnect.Indicators.IchimokuKinkoHyo: pass def __init__(self, *args) -> QuantConnect.Indicators.IchimokuKinkoHyo: pass Chikou: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] DelayedKijunSenkouA: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint] DelayedMaximumSenkouB: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint] DelayedMinimumSenkouB: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint] DelayedTenkanSenkouA: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint] IsReady: bool Kijun: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] KijunMaximum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] KijunMinimum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] SenkouA: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] SenkouB: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] SenkouBMaximum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] SenkouBMinimum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] Tenkan: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] TenkanMaximum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] TenkanMinimum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] WarmUpPeriod: int class Identity(QuantConnect.Indicators.Indicator, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given. Identity(name: str) """ def __init__(self, name: str) -> QuantConnect.Indicators.Identity: pass IsReady: bool class IIndicatorWarmUpPeriodProvider: """ Represents an indicator with a warm up period provider. """ WarmUpPeriod: int class IndicatorBase(System.object, System.IComparable, QuantConnect.Indicators.IIndicator[T], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[T]]): # no doc @typing.overload def CompareTo(self, other: QuantConnect.Indicators.IIndicator[QuantConnect.Indicators.T]) -> int: pass @typing.overload def CompareTo(self, obj: object) -> int: pass def CompareTo(self, *args) -> int: pass def Equals(self, obj: object) -> bool: pass def Reset(self) -> None: pass def ToDetailedString(self) -> str: pass def ToString(self) -> str: pass @typing.overload def Update(self, input: QuantConnect.Data.IBaseData) -> bool: pass @typing.overload def Update(self, time: datetime.datetime, value: float) -> bool: pass def Update(self, *args) -> bool: pass def __init__(self, *args): #cannot find CLR constructor pass Current: QuantConnect.Indicators.IndicatorDataPoint IsReady: bool Name: str Samples: int Updated: BoundEvent class IndicatorDataPoint(QuantConnect.Data.BaseData, System.IEquatable[IndicatorDataPoint], QuantConnect.Data.IBaseData, System.IComparable, System.IComparable[IndicatorDataPoint]): """ Represents a piece of data at a specific time IndicatorDataPoint() IndicatorDataPoint(time: DateTime, value: Decimal) IndicatorDataPoint(symbol: Symbol, time: DateTime, value: Decimal) """ @typing.overload def CompareTo(self, other: QuantConnect.Indicators.IndicatorDataPoint) -> int: pass @typing.overload def CompareTo(self, obj: object) -> int: pass def CompareTo(self, *args) -> int: pass @typing.overload def Equals(self, other: QuantConnect.Indicators.IndicatorDataPoint) -> bool: pass @typing.overload def Equals(self, obj: object) -> bool: pass def Equals(self, *args) -> bool: pass def GetHashCode(self) -> int: 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 @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 ToString(self) -> str: pass @typing.overload def __init__(self) -> QuantConnect.Indicators.IndicatorDataPoint: pass @typing.overload def __init__(self, time: datetime.datetime, value: float) -> QuantConnect.Indicators.IndicatorDataPoint: pass @typing.overload def __init__(self, symbol: QuantConnect.Symbol, time: datetime.datetime, value: float) -> QuantConnect.Indicators.IndicatorDataPoint: pass def __init__(self, *args) -> QuantConnect.Indicators.IndicatorDataPoint: pass