quantconnect--lean/Algorithm.Python/stubs/QuantConnect/Algorithm/Framework/Risk.py

import typing
import QuantConnect.Data.UniverseSelection
import QuantConnect.Algorithm.Framework.Risk
import QuantConnect.Algorithm.Framework.Portfolio
import QuantConnect.Algorithm
import Python.Runtime
import datetime

# no functions
# classes

class RiskManagementModel(System.object, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides a base class for risk management models
    
    RiskManagementModel()
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def OnSecuritiesChanged(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, changes: QuantConnect.Data.UniverseSelection.SecurityChanges) -> None:
        pass


class CompositeRiskManagementModel(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that combines multiple risk
                models into a single risk management model and properly sets each insights 'SourceModel' property.
    
    CompositeRiskManagementModel(*riskManagementModels: Array[IRiskManagementModel])
    CompositeRiskManagementModel(riskManagementModels: IEnumerable[IRiskManagementModel])
    CompositeRiskManagementModel(*riskManagementModels: Array[PyObject])
    CompositeRiskManagementModel(riskManagementModel: PyObject)
    """
    @typing.overload
    def AddRiskManagement(self, riskManagementModel: QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel) -> None:
        pass

    @typing.overload
    def AddRiskManagement(self, pyRiskManagementModel: Python.Runtime.PyObject) -> None:
        pass

    def AddRiskManagement(self, *args) -> None:
        pass

    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def OnSecuritiesChanged(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, changes: QuantConnect.Data.UniverseSelection.SecurityChanges) -> None:
        pass

    @typing.overload
    def __init__(self, riskManagementModels: typing.List[QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel]) -> QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel:
        pass

    @typing.overload
    def __init__(self, riskManagementModels: typing.List[QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel]) -> QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel:
        pass

    @typing.overload
    def __init__(self, riskManagementModels: typing.List[Python.Runtime.PyObject]) -> QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel:
        pass

    @typing.overload
    def __init__(self, riskManagementModel: Python.Runtime.PyObject) -> QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel:
        pass

    def __init__(self, *args) -> QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel:
        pass


class IRiskManagementModel(QuantConnect.Algorithm.Framework.INotifiedSecurityChanges):
    """ Algorithm framework model that manages an algorithm's risk/downside """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass


class MaximumDrawdownPercentPerSecurity(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that limits the drawdown
                per holding to the specified percentage
    
    MaximumDrawdownPercentPerSecurity(maximumDrawdownPercent: Decimal)
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def __init__(self, maximumDrawdownPercent: float) -> QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPerSecurity:
        pass


class MaximumDrawdownPercentPortfolio(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that limits the drawdown of the portfolio
                to the specified percentage. Once this is triggered the algorithm will need to be manually restarted.
    
    MaximumDrawdownPercentPortfolio(maximumDrawdownPercent: Decimal, isTrailing: bool)
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def __init__(self, maximumDrawdownPercent: float, isTrailing: bool) -> QuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPortfolio:
        pass


class MaximumSectorExposureRiskManagementModel(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that limits
                the sector exposure to the specified percentage
    
    MaximumSectorExposureRiskManagementModel(maximumSectorExposure: Decimal)
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def OnSecuritiesChanged(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, changes: QuantConnect.Data.UniverseSelection.SecurityChanges) -> None:
        pass

    def __init__(self, maximumSectorExposure: float) -> QuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel:
        pass


class MaximumUnrealizedProfitPercentPerSecurity(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that limits the unrealized profit
                per holding to the specified percentage
    
    MaximumUnrealizedProfitPercentPerSecurity(maximumUnrealizedProfitPercent: Decimal)
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def __init__(self, maximumUnrealizedProfitPercent: float) -> QuantConnect.Algorithm.Framework.Risk.MaximumUnrealizedProfitPercentPerSecurity:
        pass


class NullRiskManagementModel(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that does nothing
    
    NullRiskManagementModel()
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass


class RiskManagementModelPythonWrapper(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that wraps a Python.Runtime.PyObject object
    
    RiskManagementModelPythonWrapper(model: PyObject)
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def OnSecuritiesChanged(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, changes: QuantConnect.Data.UniverseSelection.SecurityChanges) -> None:
        pass

    def __init__(self, model: Python.Runtime.PyObject) -> QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper:
        pass


class TrailingStopRiskManagementModel(QuantConnect.Algorithm.Framework.Risk.RiskManagementModel, QuantConnect.Algorithm.Framework.INotifiedSecurityChanges, QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel):
    """
    Provides an implementation of QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel that limits the maximum possible loss
                measured from the highest unrealized profit
    
    TrailingStopRiskManagementModel(maximumDrawdownPercent: Decimal)
    """
    def ManageRisk(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.List[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
        pass

    def __init__(self, maximumDrawdownPercent: float) -> QuantConnect.Algorithm.Framework.Risk.TrailingStopRiskManagementModel:
        pass