QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
280 lines
11 KiB
Python
280 lines
11 KiB
Python
from .__Brokerages_1 import *
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import typing
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import System.Collections.Generic
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import System
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import QuantConnect.Securities
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import QuantConnect.Packets
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import QuantConnect.Orders.Slippage
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import QuantConnect.Orders.Fills
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import QuantConnect.Orders.Fees
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import QuantConnect.Orders
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import QuantConnect.Interfaces
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import QuantConnect.Data.Market
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import QuantConnect.Brokerages
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import QuantConnect
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import datetime
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# no functions
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# classes
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class DefaultBrokerageModel(System.object, QuantConnect.Brokerages.IBrokerageModel):
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"""
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Provides a default implementation of QuantConnect.Brokerages.IBrokerageModel that allows all orders and uses
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the default transaction models
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DefaultBrokerageModel(accountType: AccountType)
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"""
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def ApplySplit(self, tickets: typing.List[QuantConnect.Orders.OrderTicket], split: QuantConnect.Data.Market.Split) -> None:
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pass
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def CanExecuteOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> bool:
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pass
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def CanSubmitOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> bool:
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pass
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def CanUpdateOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, request: QuantConnect.Orders.UpdateOrderRequest, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> bool:
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pass
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@typing.overload
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def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.IBuyingPowerModel:
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pass
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@typing.overload
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def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.IBuyingPowerModel:
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pass
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def GetBuyingPowerModel(self, *args) -> QuantConnect.Securities.IBuyingPowerModel:
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pass
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def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel:
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pass
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def GetFillModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fills.IFillModel:
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pass
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def GetLeverage(self, security: QuantConnect.Securities.Security) -> float:
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pass
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@typing.overload
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def GetSettlementModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.ISettlementModel:
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pass
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@typing.overload
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def GetSettlementModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.ISettlementModel:
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pass
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def GetSettlementModel(self, *args) -> QuantConnect.Securities.ISettlementModel:
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pass
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def GetSlippageModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Slippage.ISlippageModel:
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pass
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def __init__(self, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.DefaultBrokerageModel:
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pass
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AccountType: QuantConnect.AccountType
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DefaultMarkets: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str]
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RequiredFreeBuyingPowerPercent: float
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DefaultMarketMap: ReadOnlyDictionary[SecurityType, str]
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class AlpacaBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel, QuantConnect.Brokerages.IBrokerageModel):
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"""
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Alpaca Brokerage Model Implementation for Back Testing.
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AlpacaBrokerageModel(orderProvider: IOrderProvider, accountType: AccountType)
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"""
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def CanSubmitOrder(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> bool:
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pass
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def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel:
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pass
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def GetFillModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fills.IFillModel:
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pass
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def GetSlippageModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Slippage.ISlippageModel:
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pass
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def __init__(self, orderProvider: QuantConnect.Securities.IOrderProvider, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.AlpacaBrokerageModel:
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pass
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DefaultMarkets: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str]
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DefaultMarketMap: ReadOnlyDictionary[SecurityType, str]
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class AlphaStreamsBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel, QuantConnect.Brokerages.IBrokerageModel):
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"""
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Provides properties specific to Alpha Streams
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AlphaStreamsBrokerageModel(accountType: AccountType)
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"""
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def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel:
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pass
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def GetLeverage(self, security: QuantConnect.Securities.Security) -> float:
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pass
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@typing.overload
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def GetSettlementModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.ISettlementModel:
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pass
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@typing.overload
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def GetSettlementModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.ISettlementModel:
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pass
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def GetSettlementModel(self, *args) -> QuantConnect.Securities.ISettlementModel:
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pass
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def GetSlippageModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Slippage.ISlippageModel:
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pass
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def __init__(self, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.AlphaStreamsBrokerageModel:
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pass
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class BitfinexBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel, QuantConnect.Brokerages.IBrokerageModel):
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"""
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Provides Bitfinex specific properties
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BitfinexBrokerageModel(accountType: AccountType)
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"""
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@typing.overload
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def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.IBuyingPowerModel:
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pass
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@typing.overload
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def GetBuyingPowerModel(self, security: QuantConnect.Securities.Security, accountType: QuantConnect.AccountType) -> QuantConnect.Securities.IBuyingPowerModel:
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pass
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def GetBuyingPowerModel(self, *args) -> QuantConnect.Securities.IBuyingPowerModel:
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pass
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def GetFeeModel(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel:
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pass
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def GetLeverage(self, security: QuantConnect.Securities.Security) -> float:
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pass
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def __init__(self, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.BitfinexBrokerageModel:
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pass
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DefaultMarkets: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str]
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class BrokerageFactoryAttribute(System.Attribute, System.Runtime.InteropServices._Attribute):
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"""
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Represents the brokerage factory type required to load a data queue handler
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BrokerageFactoryAttribute(type: Type)
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"""
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def __init__(self, type: type) -> QuantConnect.Brokerages.BrokerageFactoryAttribute:
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pass
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Type: type
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class BrokerageMessageEvent(System.object):
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"""
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Represents a message received from a brokerage
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BrokerageMessageEvent(type: BrokerageMessageType, code: int, message: str)
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BrokerageMessageEvent(type: BrokerageMessageType, code: str, message: str)
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"""
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@staticmethod
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def Disconnected(message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent:
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pass
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@staticmethod
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def Reconnected(message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent:
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pass
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def ToString(self) -> str:
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pass
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@typing.overload
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def __init__(self, type: QuantConnect.Brokerages.BrokerageMessageType, code: int, message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent:
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pass
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@typing.overload
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def __init__(self, type: QuantConnect.Brokerages.BrokerageMessageType, code: str, message: str) -> QuantConnect.Brokerages.BrokerageMessageEvent:
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pass
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def __init__(self, *args) -> QuantConnect.Brokerages.BrokerageMessageEvent:
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pass
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Code: str
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Message: str
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Type: QuantConnect.Brokerages.BrokerageMessageType
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class BrokerageMessageType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Specifies the type of message received from an IBrokerage implementation
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enum BrokerageMessageType, values: Disconnect (4), Error (2), Information (0), Reconnect (3), Warning (1)
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"""
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value__: int
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Disconnect: 'BrokerageMessageType'
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Error: 'BrokerageMessageType'
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Information: 'BrokerageMessageType'
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Reconnect: 'BrokerageMessageType'
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Warning: 'BrokerageMessageType'
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class BrokerageModel(System.object):
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""" Provides factory method for creating an QuantConnect.Brokerages.IBrokerageModel from the QuantConnect.Brokerages.BrokerageName enum """
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@staticmethod
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def Create(orderProvider: QuantConnect.Securities.IOrderProvider, brokerage: QuantConnect.Brokerages.BrokerageName, accountType: QuantConnect.AccountType) -> QuantConnect.Brokerages.IBrokerageModel:
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pass
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__all__: list
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class BrokerageName(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Specifices what transaction model and submit/execution rules to use
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enum BrokerageName, values: Alpaca (13), AlphaStreams (14), Bitfinex (5), Default (0), FxcmBrokerage (4), GDAX (12), InteractiveBrokersBrokerage (1), OandaBrokerage (3), QuantConnectBrokerage (0), TradierBrokerage (2)
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"""
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value__: int
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Alpaca: 'BrokerageName'
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AlphaStreams: 'BrokerageName'
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Bitfinex: 'BrokerageName'
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Default: 'BrokerageName'
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FxcmBrokerage: 'BrokerageName'
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GDAX: 'BrokerageName'
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InteractiveBrokersBrokerage: 'BrokerageName'
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OandaBrokerage: 'BrokerageName'
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QuantConnectBrokerage: 'BrokerageName'
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TradierBrokerage: 'BrokerageName'
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class DefaultBrokerageMessageHandler(System.object, QuantConnect.Brokerages.IBrokerageMessageHandler):
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"""
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Provides a default implementation o QuantConnect.Brokerages.IBrokerageMessageHandler that will forward
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messages as follows:
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Information -> IResultHandler.Debug
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Warning -> IResultHandler.Error && IApi.SendUserEmail
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Error -> IResultHandler.Error && IAlgorithm.RunTimeError
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DefaultBrokerageMessageHandler(algorithm: IAlgorithm, job: AlgorithmNodePacket, api: IApi, initialDelay: Nullable[TimeSpan], openThreshold: Nullable[TimeSpan])
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"""
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def Handle(self, message: QuantConnect.Brokerages.BrokerageMessageEvent) -> None:
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pass
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def __init__(self, algorithm: QuantConnect.Interfaces.IAlgorithm, job: QuantConnect.Packets.AlgorithmNodePacket, api: QuantConnect.Interfaces.IApi, initialDelay: typing.Optional[datetime.timedelta], openThreshold: typing.Optional[datetime.timedelta]) -> QuantConnect.Brokerages.DefaultBrokerageMessageHandler:
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pass
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