QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
110 lines
3.5 KiB
Python
110 lines
3.5 KiB
Python
# encoding: utf-8
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# module QuantConnect.Data.Custom.Intrinio calls itself Intrinio
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# from QuantConnect.Common, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null
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# by generator 1.145
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# no doc
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# imports
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import datetime
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import QuantConnect
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import QuantConnect.Data
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import QuantConnect.Data.Custom.Intrinio
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import System
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import System.IO
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import typing
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# no functions
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# classes
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class IntrinioConfig(System.object):
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""" Auxiliary class to access all Intrinio API data. """
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@staticmethod
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def SetTimeIntervalBetweenCalls(timeSpan: datetime.timedelta) -> None:
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pass
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@staticmethod
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def SetUserAndPassword(user: str, password: str) -> None:
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pass
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IsInitialized: bool
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Password: str
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RateGate: RateGate
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User: str
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__all__: list
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class IntrinioDataTransformation(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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TRanformation available for the Economic data.
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enum IntrinioDataTransformation, values: AnnualyCCRoc (3), AnnualyPc (8), AnnualyRoc (1), CCRoc (4), CompoundedAnnualRoc (2), Level (5), Ln (6), Pc (7), Roc (0)
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"""
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value__: int
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AnnualyCCRoc: 'IntrinioDataTransformation'
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AnnualyPc: 'IntrinioDataTransformation'
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AnnualyRoc: 'IntrinioDataTransformation'
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CCRoc: 'IntrinioDataTransformation'
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CompoundedAnnualRoc: 'IntrinioDataTransformation'
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Level: 'IntrinioDataTransformation'
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Ln: 'IntrinioDataTransformation'
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Pc: 'IntrinioDataTransformation'
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Roc: 'IntrinioDataTransformation'
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class IntrinioEconomicData(QuantConnect.Data.BaseData, QuantConnect.Data.IBaseData):
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"""
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Access the massive repository of economic data from the Federal Reserve Economic Data system via the Intrinio API.
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IntrinioEconomicData()
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IntrinioEconomicData(dataTransformation: IntrinioDataTransformation)
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"""
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@typing.overload
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def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
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pass
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@typing.overload
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def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> str:
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pass
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def GetSource(self, *args) -> str:
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pass
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@typing.overload
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def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
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pass
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@typing.overload
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def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, stream: System.IO.StreamReader, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
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pass
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@typing.overload
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def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> QuantConnect.Data.BaseData:
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pass
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def Reader(self, *args) -> QuantConnect.Data.BaseData:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Data.Custom.Intrinio.IntrinioEconomicData:
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pass
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@typing.overload
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def __init__(self, dataTransformation: QuantConnect.Data.Custom.Intrinio.IntrinioDataTransformation) -> QuantConnect.Data.Custom.Intrinio.IntrinioEconomicData:
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pass
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def __init__(self, *args) -> QuantConnect.Data.Custom.Intrinio.IntrinioEconomicData:
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pass
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class IntrinioEconomicDataSources(System.object):
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# no doc
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BofAMerrillLynch: type
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CBOE: type
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Commodities: type
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ExchangeRates: type
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Moodys: type
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TradeWeightedUsDollaIndex: type
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__all__: list
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