from .__Packets_2 import * import typing import System.IO import System.Collections.Generic import System import QuantConnect.Statistics import QuantConnect.Securities import QuantConnect.Packets import QuantConnect.Orders import QuantConnect.Algorithm.Framework.Alphas import QuantConnect import datetime class Controls(System.object): """ Specifies values used to control algorithm limits Controls() """ def GetLimit(self, resolution: QuantConnect.Resolution) -> int: pass BacktestingMaxOrders: int BacktestingMaxInsights: int BacktestLogLimit: int CpuAllocation: float DailyLogLimit: int DataResolutionPermissions: System.Collections.Generic.HashSet[QuantConnect.Resolution] MaximumDataPointsPerChartSeries: int MinuteLimit: int PersistenceIntervalSeconds: int RamAllocation: int RemainingLogAllowance: int SecondLimit: int SecondTimeOut: int StorageFileCount: int StorageLimitMB: int StoragePermissions: System.IO.FileAccess StreamingDataPermissions: System.Collections.Generic.HashSet[str] TickLimit: int TrainingLimits: QuantConnect.Packets.LeakyBucketControlParameters class DebugPacket(QuantConnect.Packets.Packet): """ Send a simple debug message from the users algorithm to the console. DebugPacket() DebugPacket(projectId: int, algorithmId: str, compileId: str, message: str, toast: bool) """ @typing.overload def __init__(self) -> QuantConnect.Packets.DebugPacket: pass @typing.overload def __init__(self, projectId: int, algorithmId: str, compileId: str, message: str, toast: bool) -> QuantConnect.Packets.DebugPacket: pass def __init__(self, *args) -> QuantConnect.Packets.DebugPacket: pass AlgorithmId: str CompileId: str Message: str ProjectId: int Toast: bool class ErrorHistoryResult(QuantConnect.Packets.HistoryResult): """ Specfies an error message in a history result ErrorHistoryResult() ErrorHistoryResult(message: str) """ @typing.overload def __init__(self) -> QuantConnect.Packets.ErrorHistoryResult: pass @typing.overload def __init__(self, message: str) -> QuantConnect.Packets.ErrorHistoryResult: pass def __init__(self, *args) -> QuantConnect.Packets.ErrorHistoryResult: pass Message: str class FileHistoryResult(QuantConnect.Packets.HistoryResult): """ Defines requested file data for a history request FileHistoryResult() FileHistoryResult(filepath: str, file: Array[Byte]) """ @typing.overload def __init__(self) -> QuantConnect.Packets.FileHistoryResult: pass @typing.overload def __init__(self, filepath: str, file: typing.List[bytes]) -> QuantConnect.Packets.FileHistoryResult: pass def __init__(self, *args) -> QuantConnect.Packets.FileHistoryResult: pass File: typing.List[bytes] Filepath: str class HandledErrorPacket(QuantConnect.Packets.Packet): """ Algorithm runtime error packet from the lean engine. This is a managed error which stops the algorithm execution. HandledErrorPacket() HandledErrorPacket(algorithmId: str, message: str, stacktrace: str) """ @typing.overload def __init__(self) -> QuantConnect.Packets.HandledErrorPacket: pass @typing.overload def __init__(self, algorithmId: str, message: str, stacktrace: str) -> QuantConnect.Packets.HandledErrorPacket: pass def __init__(self, *args) -> QuantConnect.Packets.HandledErrorPacket: pass AlgorithmId: str Message: str StackTrace: str class HistoryPacket(QuantConnect.Packets.Packet): """ Packet for history jobs HistoryPacket() """ QueueName: str Requests: typing.List[QuantConnect.Packets.HistoryRequest] class HistoryRequest(System.object): """ Specifies request parameters for a single historical request. A HistoryPacket is made of multiple requests for data. These are used to request data during live mode from a data server HistoryRequest() """ EndTimeUtc: datetime.datetime Resolution: QuantConnect.Resolution StartTimeUtc: datetime.datetime Symbol: QuantConnect.Symbol TickType: QuantConnect.TickType class HistoryResultType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable): """ Specifies various types of history results enum HistoryResultType, values: Completed (2), Error (3), File (0), Status (1) """ value__: int Completed: 'HistoryResultType' Error: 'HistoryResultType' File: 'HistoryResultType' Status: 'HistoryResultType' class LeakyBucketControlParameters(System.object): """ Provides parameters that control the behavior of a leaky bucket rate limiting algorithm. The parameter names below are phrased in the positive, such that the bucket is filled up over time vs leaking out over time. LeakyBucketControlParameters() LeakyBucketControlParameters(capacity: int, refillAmount: int, timeIntervalMinutes: int) """ @typing.overload def __init__(self) -> QuantConnect.Packets.LeakyBucketControlParameters: pass @typing.overload def __init__(self, capacity: int, refillAmount: int, timeIntervalMinutes: int) -> QuantConnect.Packets.LeakyBucketControlParameters: pass def __init__(self, *args) -> QuantConnect.Packets.LeakyBucketControlParameters: pass Capacity: int RefillAmount: int TimeIntervalMinutes: int DefaultCapacity: int DefaultRefillAmount: int DefaultTimeInterval: int class LiveResult(QuantConnect.Result): """ Live results object class for packaging live result data. LiveResult() LiveResult(parameters: LiveResultParameters) """ @typing.overload def __init__(self) -> QuantConnect.Packets.LiveResult: pass @typing.overload def __init__(self, parameters: QuantConnect.Packets.LiveResultParameters) -> QuantConnect.Packets.LiveResult: pass def __init__(self, *args) -> QuantConnect.Packets.LiveResult: pass Cash: QuantConnect.Securities.CashBook Holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding] class LiveResultPacket(QuantConnect.Packets.Packet): """ Live result packet from a lean engine algorithm. LiveResultPacket() LiveResultPacket(json: str) LiveResultPacket(job: LiveNodePacket, results: LiveResult) """ @staticmethod def CreateEmpty(job: QuantConnect.Packets.LiveNodePacket) -> QuantConnect.Packets.LiveResultPacket: pass @typing.overload def __init__(self) -> QuantConnect.Packets.LiveResultPacket: pass @typing.overload def __init__(self, json: str) -> QuantConnect.Packets.LiveResultPacket: pass @typing.overload def __init__(self, job: QuantConnect.Packets.LiveNodePacket, results: QuantConnect.Packets.LiveResult) -> QuantConnect.Packets.LiveResultPacket: pass def __init__(self, *args) -> QuantConnect.Packets.LiveResultPacket: pass CompileId: str DeployId: str ProcessingTime: float ProjectId: int Results: QuantConnect.Packets.LiveResult SessionId: str UserId: int class LiveResultParameters(QuantConnect.Packets.BaseResultParameters): """ Defines the parameters for QuantConnect.Packets.LiveResult LiveResultParameters(charts: IDictionary[str, Chart], orders: IDictionary[int, Order], profitLoss: IDictionary[DateTime, Decimal], holdings: IDictionary[str, Holding], cashBook: CashBook, statistics: IDictionary[str, str], runtimeStatistics: IDictionary[str, str], orderEvents: List[OrderEvent], serverStatistics: IDictionary[str, str], alphaRuntimeStatistics: AlphaRuntimeStatistics) """ def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profitLoss: System.Collections.Generic.IDictionary[datetime.datetime, float], holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding], cashBook: QuantConnect.Securities.CashBook, statistics: System.Collections.Generic.IDictionary[str, str], runtimeStatistics: System.Collections.Generic.IDictionary[str, str], orderEvents: typing.List[QuantConnect.Orders.OrderEvent], serverStatistics: System.Collections.Generic.IDictionary[str, str], alphaRuntimeStatistics: QuantConnect.AlphaRuntimeStatistics) -> QuantConnect.Packets.LiveResultParameters: pass CashBook: QuantConnect.Securities.CashBook Holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding] ServerStatistics: System.Collections.Generic.IDictionary[str, str] class LogPacket(QuantConnect.Packets.Packet): """ Simple log message instruction from the lean engine. LogPacket() LogPacket(algorithmId: str, message: str) """ @typing.overload def __init__(self) -> QuantConnect.Packets.LogPacket: pass @typing.overload def __init__(self, algorithmId: str, message: str) -> QuantConnect.Packets.LogPacket: pass def __init__(self, *args) -> QuantConnect.Packets.LogPacket: pass AlgorithmId: str Message: str class MarketHours(System.object): """ Market open hours model for pre, normal and post market hour definitions. MarketHours(referenceDate: DateTime, defaultStart: float, defaultEnd: float) """ def __init__(self, referenceDate: datetime.datetime, defaultStart: float, defaultEnd: float) -> QuantConnect.Packets.MarketHours: pass End: datetime.datetime Start: datetime.datetime class MarketToday(System.object): """ Market today information class MarketToday() """ Date: datetime.datetime Open: QuantConnect.Packets.MarketHours PostMarket: QuantConnect.Packets.MarketHours PreMarket: QuantConnect.Packets.MarketHours Status: str class OrderEventPacket(QuantConnect.Packets.Packet): """ Order event packet for passing updates on the state of an order to the portfolio. OrderEventPacket() OrderEventPacket(algorithmId: str, eventOrder: OrderEvent) """ @typing.overload def __init__(self) -> QuantConnect.Packets.OrderEventPacket: pass @typing.overload def __init__(self, algorithmId: str, eventOrder: QuantConnect.Orders.OrderEvent) -> QuantConnect.Packets.OrderEventPacket: pass def __init__(self, *args) -> QuantConnect.Packets.OrderEventPacket: pass AlgorithmId: str Event: QuantConnect.Orders.OrderEvent