from .__Interfaces_3 import * import typing import System.Threading import System.IO import System.Collections.Generic import System.Collections.Concurrent import System import QuantConnect.Storage import QuantConnect.Statistics import QuantConnect.Securities.Option import QuantConnect.Securities.Future import QuantConnect.Securities import QuantConnect.Scheduling import QuantConnect.Packets import QuantConnect.Orders import QuantConnect.Notifications import QuantConnect.Interfaces import QuantConnect.Data.UniverseSelection import QuantConnect.Data.Market import QuantConnect.Data.Auxiliary import QuantConnect.Data import QuantConnect.Brokerages import QuantConnect.Benchmarks import QuantConnect.Api import QuantConnect.API import QuantConnect import Python.Runtime import NodaTime import datetime class IDataQueueUniverseProvider: """ This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific. """ def CanAdvanceTime(self, securityType: QuantConnect.SecurityType) -> bool: pass def LookupSymbols(self, lookupName: str, securityType: QuantConnect.SecurityType, includeExpired: bool, securityCurrency: str, securityExchange: str) -> typing.List[QuantConnect.Symbol]: pass class IDownloadProvider: """ Wrapper on the API for downloading data for an algorithm. """ def Download(self, address: str, headers: typing.List[System.Collections.Generic.KeyValuePair[str, str]], userName: str, password: str) -> str: pass class IExtendedDictionary: # no doc def clear(self) -> None: pass def copy(self) -> Python.Runtime.PyDict: pass @typing.overload def fromkeys(self, sequence: typing.List[QuantConnect.Interfaces.TKey]) -> Python.Runtime.PyDict: pass @typing.overload def fromkeys(self, sequence: typing.List[QuantConnect.Interfaces.TKey], value: QuantConnect.Interfaces.TValue) -> Python.Runtime.PyDict: pass def fromkeys(self, *args) -> Python.Runtime.PyDict: pass @typing.overload def get(self, key: QuantConnect.Interfaces.TKey) -> QuantConnect.Interfaces.TValue: pass @typing.overload def get(self, key: QuantConnect.Interfaces.TKey, value: QuantConnect.Interfaces.TValue) -> QuantConnect.Interfaces.TValue: pass def get(self, *args) -> QuantConnect.Interfaces.TValue: pass def items(self) -> Python.Runtime.PyList: pass def keys(self) -> Python.Runtime.PyList: pass @typing.overload def pop(self, key: QuantConnect.Interfaces.TKey) -> QuantConnect.Interfaces.TValue: pass @typing.overload def pop(self, key: QuantConnect.Interfaces.TKey, default_value: QuantConnect.Interfaces.TValue) -> QuantConnect.Interfaces.TValue: pass def pop(self, *args) -> QuantConnect.Interfaces.TValue: pass def popitem(self) -> Python.Runtime.PyTuple: pass @typing.overload def setdefault(self, key: QuantConnect.Interfaces.TKey) -> QuantConnect.Interfaces.TValue: pass @typing.overload def setdefault(self, key: QuantConnect.Interfaces.TKey, default_value: QuantConnect.Interfaces.TValue) -> QuantConnect.Interfaces.TValue: pass def setdefault(self, *args) -> QuantConnect.Interfaces.TValue: pass def update(self, other: Python.Runtime.PyObject) -> None: pass def values(self) -> Python.Runtime.PyList: pass class IFactorFileProvider: """ Provides instances of QuantConnect.Data.Auxiliary.FactorFile at run time """ def Get(self, symbol: QuantConnect.Symbol) -> QuantConnect.Data.Auxiliary.FactorFile: pass class IFutureChainProvider: """ Provides the full future chain for a given underlying. """ def GetFutureContractList(self, symbol: QuantConnect.Symbol, date: datetime.datetime) -> typing.List[QuantConnect.Symbol]: pass class IHistoryProvider(QuantConnect.Interfaces.IDataProviderEvents): """ Provides historical data to an algorithm at runtime """ 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 class IJobQueueHandler: """ Task requestor interface with cloud system """ def AcknowledgeJob(self, job: QuantConnect.Packets.AlgorithmNodePacket) -> None: pass def Initialize(self, api: QuantConnect.Interfaces.IApi) -> None: pass def NextJob(self, algorithmPath: str) -> QuantConnect.Packets.AlgorithmNodePacket: pass class IMapFileProvider: """ Provides instances of QuantConnect.Data.Auxiliary.MapFileResolver at run time """ def Get(self, market: str) -> QuantConnect.Data.Auxiliary.MapFileResolver: pass class IMessagingHandler(System.IDisposable): """ Messaging System Plugin Interface. Provides a common messaging pattern between desktop and cloud implementations of QuantConnect. """ def Initialize(self) -> None: pass def Send(self, packet: QuantConnect.Packets.Packet) -> None: pass def SendNotification(self, notification: QuantConnect.Notifications.Notification) -> None: pass def SetAuthentication(self, job: QuantConnect.Packets.AlgorithmNodePacket) -> None: pass HasSubscribers: bool class IObjectStore(System.IDisposable, System.Collections.IEnumerable, System.Collections.Generic.IEnumerable[KeyValuePair[str, Array[Byte]]]): """ Provides object storage for data persistence. """ def ContainsKey(self, key: str) -> bool: pass def Delete(self, key: str) -> bool: pass def GetFilePath(self, key: str) -> str: pass def Initialize(self, algorithmName: str, userId: int, projectId: int, userToken: str, controls: QuantConnect.Packets.Controls) -> None: pass def ReadBytes(self, key: str) -> typing.List[bytes]: pass def SaveBytes(self, key: str, contents: typing.List[bytes]) -> bool: pass ErrorRaised: BoundEvent class IOptionChainProvider: """ Provides the full option chain for a given underlying. """ def GetOptionContractList(self, symbol: QuantConnect.Symbol, date: datetime.datetime) -> typing.List[QuantConnect.Symbol]: pass class ISecurityPrice: """ Reduced interface which allows setting and accessing price properties for a QuantConnect.Securities.Security """ def GetLastData(self) -> QuantConnect.Data.BaseData: pass def SetMarketPrice(self, data: QuantConnect.Data.BaseData) -> None: pass def Update(self, data: typing.List[QuantConnect.Data.BaseData], dataType: type, containsFillForwardData: typing.Optional[bool]) -> None: pass AskPrice: float AskSize: float BidPrice: float BidSize: float Close: float OpenInterest: int Price: float Symbol: QuantConnect.Symbol Volume: float class IOptionPrice(QuantConnect.Interfaces.ISecurityPrice): """ Reduced interface for accessing QuantConnect.Securities.Option.Option specific price properties and methods """ def EvaluatePriceModel(self, slice: QuantConnect.Data.Slice, contract: QuantConnect.Data.Market.OptionContract) -> QuantConnect.Securities.Option.OptionPriceModelResult: pass Underlying: QuantConnect.Interfaces.ISecurityPrice class IOrderProperties: """ Contains additional properties and settings for an order """ def Clone(self) -> QuantConnect.Interfaces.IOrderProperties: pass TimeInForce: QuantConnect.Orders.TimeInForce class IPriceProvider: """ Provides access to price data for a given asset """ def GetLastPrice(self, symbol: QuantConnect.Symbol) -> float: pass class IRegressionAlgorithmDefinition: """ Defines a C# algorithm as a regression algorithm to be run as part of the test suite. This interface also allows the algorithm to declare that it has versions in other languages that should yield identical results. """ CanRunLocally: bool ExpectedStatistics: System.Collections.Generic.Dictionary[str, str] Languages: typing.List[QuantConnect.Language] class ISecurityService: """ This interface exposes methods for creating a new QuantConnect.Securities.Security """ @typing.overload def CreateSecurity(self, symbol: QuantConnect.Symbol, subscriptionDataConfigList: typing.List[QuantConnect.Data.SubscriptionDataConfig], leverage: float, addToSymbolCache: bool) -> QuantConnect.Securities.Security: pass @typing.overload def CreateSecurity(self, symbol: QuantConnect.Symbol, subscriptionDataConfig: QuantConnect.Data.SubscriptionDataConfig, leverage: float, addToSymbolCache: bool) -> QuantConnect.Securities.Security: pass def CreateSecurity(self, *args) -> QuantConnect.Securities.Security: pass class IStreamReader(System.IDisposable): """ Defines a transport mechanism for data from its source into various reader methods """ def ReadLine(self) -> str: pass EndOfStream: bool ShouldBeRateLimited: bool StreamReader: System.IO.StreamReader TransportMedium: QuantConnect.SubscriptionTransportMedium class ITimeInForceHandler: """ Handles the time in force for an order """ def IsFillValid(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, fill: QuantConnect.Orders.OrderEvent) -> bool: pass def IsOrderExpired(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> bool: pass class ITimeKeeper: """ Interface implemented by QuantConnect.TimeKeeper """ def AddTimeZone(self, timeZone: NodaTime.DateTimeZone) -> None: pass def GetLocalTimeKeeper(self, timeZone: NodaTime.DateTimeZone) -> QuantConnect.LocalTimeKeeper: pass UtcTime: datetime.datetime class ITradeBuilder: """ Generates trades from executions and market price updates """ def HasOpenPosition(self, symbol: QuantConnect.Symbol) -> bool: pass def ProcessFill(self, fill: QuantConnect.Orders.OrderEvent, securityConversionRate: float, feeInAccountCurrency: float, multiplier: float) -> None: pass def SetLiveMode(self, live: bool) -> None: pass def SetMarketPrice(self, symbol: QuantConnect.Symbol, price: float) -> None: pass ClosedTrades: typing.List[QuantConnect.Statistics.Trade]