from .____init___2 import * import typing import System.Threading import System import QuantConnect.Securities import QuantConnect.Orders.Serialization import QuantConnect.Orders.Fees import QuantConnect.Orders import QuantConnect.Interfaces import QuantConnect.Algorithm.Framework.Portfolio import QuantConnect import Newtonsoft.Json.Linq import Newtonsoft.Json import datetime class OrderExtensions(System.object): """ Provides extension methods for the QuantConnect.Orders.Order class and for the QuantConnect.Orders.OrderStatus enumeration """ @staticmethod def IsClosed(status: QuantConnect.Orders.OrderStatus) -> bool: pass @staticmethod def IsFill(status: QuantConnect.Orders.OrderStatus) -> bool: pass @staticmethod def IsLimitOrder(orderType: QuantConnect.Orders.OrderType) -> bool: pass @staticmethod def IsOpen(status: QuantConnect.Orders.OrderStatus) -> bool: pass @staticmethod def IsStopOrder(orderType: QuantConnect.Orders.OrderType) -> bool: pass __all__: list class OrderField(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifies an order field that does not apply to all order types enum OrderField, values: LimitPrice (0), StopPrice (1) """ value__: int LimitPrice: 'OrderField' StopPrice: 'OrderField' class OrderJsonConverter(Newtonsoft.Json.JsonConverter): """ Provides an implementation of Newtonsoft.Json.JsonConverter that can deserialize Orders OrderJsonConverter() """ def CanConvert(self, objectType: type) -> bool: pass @staticmethod def CreateOrderFromJObject(jObject: Newtonsoft.Json.Linq.JObject) -> QuantConnect.Orders.Order: pass def ReadJson(self, reader: Newtonsoft.Json.JsonReader, objectType: type, existingValue: object, serializer: Newtonsoft.Json.JsonSerializer) -> object: pass def WriteJson(self, writer: Newtonsoft.Json.JsonWriter, value: object, serializer: Newtonsoft.Json.JsonSerializer) -> None: pass CanWrite: bool class OrderRequestStatus(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifies the status of a request enum OrderRequestStatus, values: Error (3), Processed (2), Processing (1), Unprocessed (0) """ value__: int Error: 'OrderRequestStatus' Processed: 'OrderRequestStatus' Processing: 'OrderRequestStatus' Unprocessed: 'OrderRequestStatus' class OrderRequestType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifies the type of QuantConnect.Orders.OrderRequest enum OrderRequestType, values: Cancel (2), Submit (0), Update (1) """ value__: int Cancel: 'OrderRequestType' Submit: 'OrderRequestType' Update: 'OrderRequestType' class OrderResponse(System.object): """ Represents a response to an QuantConnect.Orders.OrderRequest. See QuantConnect.Orders.OrderRequest.Response property for a specific request's response value """ @staticmethod def Error(request: QuantConnect.Orders.OrderRequest, errorCode: QuantConnect.Orders.OrderResponseErrorCode, errorMessage: str) -> QuantConnect.Orders.OrderResponse: pass @staticmethod def InvalidStatus(request: QuantConnect.Orders.OrderRequest, order: QuantConnect.Orders.Order) -> QuantConnect.Orders.OrderResponse: pass @staticmethod def Success(request: QuantConnect.Orders.OrderRequest) -> QuantConnect.Orders.OrderResponse: pass def ToString(self) -> str: pass @staticmethod def UnableToFindOrder(request: QuantConnect.Orders.OrderRequest) -> QuantConnect.Orders.OrderResponse: pass @staticmethod def WarmingUp(request: QuantConnect.Orders.OrderRequest) -> QuantConnect.Orders.OrderResponse: pass @staticmethod def ZeroQuantity(request: QuantConnect.Orders.OrderRequest) -> QuantConnect.Orders.OrderResponse: pass ErrorCode: QuantConnect.Orders.OrderResponseErrorCode ErrorMessage: str IsError: bool IsProcessed: bool IsSuccess: bool OrderId: int Unprocessed: 'OrderResponse' class OrderResponseErrorCode(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Error detail code enum OrderResponseErrorCode, values: AlgorithmWarmingUp (-24), BrokerageFailedToCancelOrder (-8), BrokerageFailedToSubmitOrder (-5), BrokerageFailedToUpdateOrder (-6), BrokerageHandlerRefusedToUpdateOrder (-7), BrokerageModelRefusedToSubmitOrder (-4), BrokerageModelRefusedToUpdateOrder (-25), ConversionRateZero (-27), ExceededMaximumOrders (-20), ExchangeNotOpen (-15), ForexBaseAndQuoteCurrenciesRequired (-17), ForexConversionRateZero (-18), InsufficientBuyingPower (-3), InvalidOrderStatus (-9), InvalidRequest (-22), MarketOnCloseOrderTooLate (-21), MissingSecurity (-14), None (0), NonExercisableSecurity (-29), NonTradableSecurity (-28), OrderAlreadyExists (-2), OrderQuantityLessThanLoteSize (-30), OrderQuantityZero (-11), PreOrderChecksError (-13), ProcessingError (-1), QuoteCurrencyRequired (-26), RequestCanceled (-23), SecurityHasNoData (-19), SecurityPriceZero (-16), UnableToFindOrder (-10), UnsupportedRequestType (-12) """ value__: int AlgorithmWarmingUp: 'OrderResponseErrorCode' BrokerageFailedToCancelOrder: 'OrderResponseErrorCode' BrokerageFailedToSubmitOrder: 'OrderResponseErrorCode' BrokerageFailedToUpdateOrder: 'OrderResponseErrorCode' BrokerageHandlerRefusedToUpdateOrder: 'OrderResponseErrorCode' BrokerageModelRefusedToSubmitOrder: 'OrderResponseErrorCode' BrokerageModelRefusedToUpdateOrder: 'OrderResponseErrorCode' ConversionRateZero: 'OrderResponseErrorCode' ExceededMaximumOrders: 'OrderResponseErrorCode' ExchangeNotOpen: 'OrderResponseErrorCode' ForexBaseAndQuoteCurrenciesRequired: 'OrderResponseErrorCode' ForexConversionRateZero: 'OrderResponseErrorCode' InsufficientBuyingPower: 'OrderResponseErrorCode' InvalidOrderStatus: 'OrderResponseErrorCode' InvalidRequest: 'OrderResponseErrorCode' MarketOnCloseOrderTooLate: 'OrderResponseErrorCode' MissingSecurity: 'OrderResponseErrorCode' NonExercisableSecurity: 'OrderResponseErrorCode' NonTradableSecurity: 'OrderResponseErrorCode' OrderAlreadyExists: 'OrderResponseErrorCode' OrderQuantityLessThanLoteSize: 'OrderResponseErrorCode' OrderQuantityZero: 'OrderResponseErrorCode' PreOrderChecksError: 'OrderResponseErrorCode' ProcessingError: 'OrderResponseErrorCode' QuoteCurrencyRequired: 'OrderResponseErrorCode' RequestCanceled: 'OrderResponseErrorCode' SecurityHasNoData: 'OrderResponseErrorCode' SecurityPriceZero: 'OrderResponseErrorCode' UnableToFindOrder: 'OrderResponseErrorCode' UnsupportedRequestType: 'OrderResponseErrorCode' None_: 'OrderResponseErrorCode' class OrderSizing(System.object): """ Provides methods for computing a maximum order size. """ @staticmethod def AdjustByLotSize(security: QuantConnect.Securities.Security, quantity: float) -> float: pass @staticmethod def GetOrderSizeForMaximumValue(security: QuantConnect.Securities.Security, maximumOrderValueInAccountCurrency: float, desiredOrderSize: float) -> float: pass @staticmethod def GetOrderSizeForPercentVolume(security: QuantConnect.Securities.Security, maximumPercentCurrentVolume: float, desiredOrderSize: float) -> float: pass @staticmethod def GetUnorderedQuantity(algorithm: QuantConnect.Interfaces.IAlgorithm, target: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget) -> float: pass __all__: list class OrderStatus(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Fill status of the order class. enum OrderStatus, values: Canceled (5), CancelPending (8), Filled (3), Invalid (7), New (0), None (6), PartiallyFilled (2), Submitted (1), UpdateSubmitted (9) """ value__: int Canceled: 'OrderStatus' CancelPending: 'OrderStatus' Filled: 'OrderStatus' Invalid: 'OrderStatus' New: 'OrderStatus' PartiallyFilled: 'OrderStatus' Submitted: 'OrderStatus' UpdateSubmitted: 'OrderStatus' None_: 'OrderStatus' class OrderSubmissionData(System.object): """ The purpose of this class is to store time and price information available at the time an order was submitted. OrderSubmissionData(bidPrice: Decimal, askPrice: Decimal, lastPrice: Decimal) """ def Clone(self) -> QuantConnect.Orders.OrderSubmissionData: pass def __init__(self, bidPrice: float, askPrice: float, lastPrice: float) -> QuantConnect.Orders.OrderSubmissionData: pass AskPrice: float BidPrice: float LastPrice: float class OrderTicket(System.object): """ Provides a single reference to an order for the algorithm to maintain. As the order gets updated this ticket will also get updated OrderTicket(transactionManager: SecurityTransactionManager, submitRequest: SubmitOrderRequest) """ def Cancel(self, tag: str) -> QuantConnect.Orders.OrderResponse: pass def Get(self, field: QuantConnect.Orders.OrderField) -> float: pass def GetMostRecentOrderRequest(self) -> QuantConnect.Orders.OrderRequest: pass def GetMostRecentOrderResponse(self) -> QuantConnect.Orders.OrderResponse: pass @staticmethod def InvalidCancelOrderId(transactionManager: QuantConnect.Securities.SecurityTransactionManager, request: QuantConnect.Orders.CancelOrderRequest) -> QuantConnect.Orders.OrderTicket: pass @staticmethod def InvalidSubmitRequest(transactionManager: QuantConnect.Securities.SecurityTransactionManager, request: QuantConnect.Orders.SubmitOrderRequest, response: QuantConnect.Orders.OrderResponse) -> QuantConnect.Orders.OrderTicket: pass @staticmethod def InvalidUpdateOrderId(transactionManager: QuantConnect.Securities.SecurityTransactionManager, request: QuantConnect.Orders.UpdateOrderRequest) -> QuantConnect.Orders.OrderTicket: pass @staticmethod def InvalidWarmingUp(transactionManager: QuantConnect.Securities.SecurityTransactionManager, submit: QuantConnect.Orders.SubmitOrderRequest) -> QuantConnect.Orders.OrderTicket: pass def ToString(self) -> str: pass def Update(self, fields: QuantConnect.Orders.UpdateOrderFields) -> QuantConnect.Orders.OrderResponse: pass def UpdateLimitPrice(self, limitPrice: float, tag: str) -> QuantConnect.Orders.OrderResponse: pass def UpdateQuantity(self, quantity: float, tag: str) -> QuantConnect.Orders.OrderResponse: pass def UpdateStopPrice(self, stopPrice: float, tag: str) -> QuantConnect.Orders.OrderResponse: pass def UpdateTag(self, tag: str) -> QuantConnect.Orders.OrderResponse: pass def __init__(self, transactionManager: QuantConnect.Securities.SecurityTransactionManager, submitRequest: QuantConnect.Orders.SubmitOrderRequest) -> QuantConnect.Orders.OrderTicket: pass AverageFillPrice: float CancelRequest: QuantConnect.Orders.CancelOrderRequest HasOrder: bool OrderClosed: System.Threading.WaitHandle OrderEvents: typing.List[QuantConnect.Orders.OrderEvent] OrderId: int OrderSet: System.Threading.WaitHandle OrderType: QuantConnect.Orders.OrderType Quantity: float QuantityFilled: float SecurityType: QuantConnect.SecurityType Status: QuantConnect.Orders.OrderStatus SubmitRequest: QuantConnect.Orders.SubmitOrderRequest Symbol: QuantConnect.Symbol Tag: str Time: datetime.datetime UpdateRequests: typing.List[QuantConnect.Orders.UpdateOrderRequest]