# encoding: utf-8 # module QuantConnect.Securities.Future calls itself Future # from QuantConnect.Common, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null # by generator 1.145 # no doc # imports import datetime import Python.Runtime import QuantConnect import QuantConnect.Data import QuantConnect.Securities import QuantConnect.Securities.Future import System import System.Collections.Concurrent import typing # no functions # classes class EmptyFutureChainProvider(System.object, QuantConnect.Interfaces.IFutureChainProvider): """ An implementation of QuantConnect.Interfaces.IFutureChainProvider that always returns an empty list of contracts EmptyFutureChainProvider() """ def GetFutureContractList(self, symbol: QuantConnect.Symbol, date: datetime.datetime) -> typing.List[QuantConnect.Symbol]: pass class Future(QuantConnect.Securities.Security, QuantConnect.Securities.IDerivativeSecurity, QuantConnect.Interfaces.ISecurityPrice): """ Futures Security Object Implementation for Futures Assets Future(exchangeHours: SecurityExchangeHours, config: SubscriptionDataConfig, quoteCurrency: Cash, symbolProperties: SymbolProperties, currencyConverter: ICurrencyConverter, registeredTypes: IRegisteredSecurityDataTypesProvider) Future(symbol: Symbol, exchangeHours: SecurityExchangeHours, quoteCurrency: Cash, symbolProperties: SymbolProperties, currencyConverter: ICurrencyConverter, registeredTypes: IRegisteredSecurityDataTypesProvider, securityCache: SecurityCache) """ @typing.overload def SetFilter(self, minExpiry: datetime.timedelta, maxExpiry: datetime.timedelta) -> None: pass @typing.overload def SetFilter(self, minExpiryDays: int, maxExpiryDays: int) -> None: pass @typing.overload def SetFilter(self, universeFunc: typing.Callable[[QuantConnect.Securities.FutureFilterUniverse], QuantConnect.Securities.FutureFilterUniverse]) -> None: pass @typing.overload def SetFilter(self, universeFunc: Python.Runtime.PyObject) -> None: pass def SetFilter(self, *args) -> None: pass @typing.overload def __init__(self, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, config: QuantConnect.Data.SubscriptionDataConfig, quoteCurrency: QuantConnect.Securities.Cash, symbolProperties: QuantConnect.Securities.SymbolProperties, currencyConverter: QuantConnect.Securities.ICurrencyConverter, registeredTypes: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider) -> QuantConnect.Securities.Future.Future: pass @typing.overload def __init__(self, symbol: QuantConnect.Symbol, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, quoteCurrency: QuantConnect.Securities.Cash, symbolProperties: QuantConnect.Securities.SymbolProperties, currencyConverter: QuantConnect.Securities.ICurrencyConverter, registeredTypes: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, securityCache: QuantConnect.Securities.SecurityCache) -> QuantConnect.Securities.Future.Future: pass def __init__(self, *args) -> QuantConnect.Securities.Future.Future: pass ContractFilter: QuantConnect.Securities.IDerivativeSecurityFilter Expiry: datetime.datetime IsFutureChain: bool IsFutureContract: bool SettlementType: QuantConnect.SettlementType Underlying: QuantConnect.Securities.Security SubscriptionsBag: System.Collections.Concurrent.ConcurrentBag[QuantConnect.Data.SubscriptionDataConfig] DefaultSettlementDays: int DefaultSettlementTime: TimeSpan class FutureCache(QuantConnect.Securities.SecurityCache): """ Future specific caching support FutureCache() """ class FutureExchange(QuantConnect.Securities.SecurityExchange): """ Future exchange class - information and helper tools for future exchange properties FutureExchange(exchangeHours: SecurityExchangeHours) """ def __init__(self, exchangeHours: QuantConnect.Securities.SecurityExchangeHours) -> QuantConnect.Securities.Future.FutureExchange: pass TradingDaysPerYear: int class FutureHolding(QuantConnect.Securities.SecurityHolding): """ Future holdings implementation of the base securities class FutureHolding(security: Security, currencyConverter: ICurrencyConverter) """ def __init__(self, security: QuantConnect.Securities.Security, currencyConverter: QuantConnect.Securities.ICurrencyConverter) -> QuantConnect.Securities.Future.FutureHolding: pass class FutureMarginModel(QuantConnect.Securities.SecurityMarginModel, QuantConnect.Securities.IBuyingPowerModel): """ Represents a simple margin model for margin futures. Margin file contains Initial and Maintenance margins FutureMarginModel(requiredFreeBuyingPowerPercent: Decimal, security: Security) """ def GetLeverage(self, security: QuantConnect.Securities.Security) -> float: pass def GetMaximumOrderQuantityForTargetBuyingPower(self, parameters: QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters) -> QuantConnect.Securities.GetMaximumOrderQuantityResult: pass def SetLeverage(self, security: QuantConnect.Securities.Security, leverage: float) -> None: pass def __init__(self, requiredFreeBuyingPowerPercent: float, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.Future.FutureMarginModel: pass EnableIntradayMargins: bool InitialIntradayMarginRequirement: float InitialOvernightMarginRequirement: float MaintenanceIntradayMarginRequirement: float MaintenanceOvernightMarginRequirement: float RequiredFreeBuyingPowerPercent: float class FuturesExpiryFunctions(System.object): """ Calculate the date of a futures expiry given an expiry month and year FuturesExpiryFunctions() """ @staticmethod def FuturesExpiryFunction(symbol: QuantConnect.Symbol) -> typing.Callable[[datetime.datetime], datetime.datetime]: pass DairyReportDates: Dictionary[DateTime, DateTime] EnbridgeNoticeOfShipmentDates: Dictionary[DateTime, DateTime] FuturesExpiryDictionary: Dictionary[Symbol, Func[DateTime, DateTime]] class FuturesExpiryUtilityFunctions(System.object): """ Class to implement common functions used in FuturesExpiryFunctions """ @staticmethod def AddBusinessDays(time: datetime.datetime, n: int, useEquityHolidays: bool, holidayList: typing.List[datetime.datetime]) -> datetime.datetime: pass @staticmethod def DairyLastTradeDate(time: datetime.datetime, lastTradeTime: typing.Optional[datetime.timedelta]) -> datetime.datetime: pass @staticmethod def ExpiresInPreviousMonth(underlying: str) -> int: pass @staticmethod def LastThursday(time: datetime.datetime) -> datetime.datetime: pass @staticmethod def LastWeekday(time: datetime.datetime, dayofWeek: System.DayOfWeek) -> datetime.datetime: pass @staticmethod def NotHoliday(time: datetime.datetime) -> bool: pass @staticmethod def NotPrecededByHoliday(thursday: datetime.datetime) -> bool: pass @staticmethod def NthBusinessDay(time: datetime.datetime, nthBusinessDay: int, additionalHolidays: typing.List[datetime.datetime]) -> datetime.datetime: pass @staticmethod def NthFriday(time: datetime.datetime, n: int) -> datetime.datetime: pass @staticmethod def NthLastBusinessDay(time: datetime.datetime, n: int, holidayList: typing.List[datetime.datetime]) -> datetime.datetime: pass @staticmethod def NthWeekday(time: datetime.datetime, n: int, dayofWeek: System.DayOfWeek) -> datetime.datetime: pass @staticmethod def SecondFriday(time: datetime.datetime) -> datetime.datetime: pass @staticmethod def ThirdFriday(time: datetime.datetime) -> datetime.datetime: pass @staticmethod def ThirdWednesday(time: datetime.datetime) -> datetime.datetime: pass __all__: list