Files
QuantConnect Server Applications d4ca27f93f Adds autogenerated Python stubs via Travis for QCAlgorithm (Build 14115) (#4662)
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
2020-08-28 16:43:17 -03:00

300 lines
10 KiB
Python

from .__SEC_1 import *
import typing
import System.IO
import System
import QuantConnect.Data.Custom.SEC
import QuantConnect.Data
import QuantConnect
import datetime
# no functions
# classes
class ISECReport(QuantConnect.Data.IBaseData):
"""
Base interface for all SEC report types.
Using an interface, we can retrieve all report types with a single
call to QuantConnect.Data.Slice.Get
"""
Report: QuantConnect.Data.Custom.SEC.SECReportSubmission
class SECReport10K(QuantConnect.Data.BaseData, QuantConnect.Data.Custom.SEC.ISECReport, QuantConnect.Data.IBaseData):
"""
SEC 10-K report (annual earnings) QuantConnect.Data.BaseData implementation.
Using this class, you can retrieve SEC report data for a security if it exists.
If the ticker you want no longer trades, you can also use the CIK of the company
you want data for as well except for currently traded stocks. This may change in the future.
SECReport10K()
SECReport10K(report: SECReportSubmission)
"""
@typing.overload
def Clone(self) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Clone(self, fillForward: bool) -> QuantConnect.Data.BaseData:
pass
def Clone(self, *args) -> QuantConnect.Data.BaseData:
pass
def DefaultResolution(self) -> QuantConnect.Resolution:
pass
@typing.overload
def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
pass
@typing.overload
def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> str:
pass
def GetSource(self, *args) -> str:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, stream: System.IO.StreamReader, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> QuantConnect.Data.BaseData:
pass
def Reader(self, *args) -> QuantConnect.Data.BaseData:
pass
def RequiresMapping(self) -> bool:
pass
def SupportedResolutions(self) -> typing.List[QuantConnect.Resolution]:
pass
@typing.overload
def __init__(self) -> QuantConnect.Data.Custom.SEC.SECReport10K:
pass
@typing.overload
def __init__(self, report: QuantConnect.Data.Custom.SEC.SECReportSubmission) -> QuantConnect.Data.Custom.SEC.SECReport10K:
pass
def __init__(self, *args) -> QuantConnect.Data.Custom.SEC.SECReport10K:
pass
Report: QuantConnect.Data.Custom.SEC.SECReportSubmission
class SECReport10Q(QuantConnect.Data.BaseData, QuantConnect.Data.Custom.SEC.ISECReport, QuantConnect.Data.IBaseData):
"""
SEC 10-Q report (quarterly earnings) QuantConnect.Data.BaseData implementation.
Using this class, you can retrieve SEC report data for a security if it exists.
If the ticker you want no longer trades, you can also use the CIK of the company
you want data for as well except for currently traded stocks. This may change in the future.
SECReport10Q()
SECReport10Q(report: SECReportSubmission)
"""
@typing.overload
def Clone(self) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Clone(self, fillForward: bool) -> QuantConnect.Data.BaseData:
pass
def Clone(self, *args) -> QuantConnect.Data.BaseData:
pass
def DefaultResolution(self) -> QuantConnect.Resolution:
pass
@typing.overload
def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
pass
@typing.overload
def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> str:
pass
def GetSource(self, *args) -> str:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, stream: System.IO.StreamReader, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> QuantConnect.Data.BaseData:
pass
def Reader(self, *args) -> QuantConnect.Data.BaseData:
pass
def RequiresMapping(self) -> bool:
pass
def SupportedResolutions(self) -> typing.List[QuantConnect.Resolution]:
pass
@typing.overload
def __init__(self) -> QuantConnect.Data.Custom.SEC.SECReport10Q:
pass
@typing.overload
def __init__(self, report: QuantConnect.Data.Custom.SEC.SECReportSubmission) -> QuantConnect.Data.Custom.SEC.SECReport10Q:
pass
def __init__(self, *args) -> QuantConnect.Data.Custom.SEC.SECReport10Q:
pass
Report: QuantConnect.Data.Custom.SEC.SECReportSubmission
class SECReport8K(QuantConnect.Data.BaseData, QuantConnect.Data.Custom.SEC.ISECReport, QuantConnect.Data.IBaseData):
"""
SEC 8-K report (important investor notices) QuantConnect.Data.BaseData implementation.
Using this class, you can retrieve SEC report data for a security if it exists.
If the ticker you want no longer trades, you can also use the CIK of the company
you want data for as well except for currently traded stocks. This may change in the future.
SECReport8K()
SECReport8K(report: SECReportSubmission)
"""
@typing.overload
def Clone(self) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Clone(self, fillForward: bool) -> QuantConnect.Data.BaseData:
pass
def Clone(self, *args) -> QuantConnect.Data.BaseData:
pass
def DefaultResolution(self) -> QuantConnect.Resolution:
pass
@typing.overload
def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
pass
@typing.overload
def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> str:
pass
def GetSource(self, *args) -> str:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, stream: System.IO.StreamReader, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
pass
@typing.overload
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> QuantConnect.Data.BaseData:
pass
def Reader(self, *args) -> QuantConnect.Data.BaseData:
pass
def RequiresMapping(self) -> bool:
pass
def SupportedResolutions(self) -> typing.List[QuantConnect.Resolution]:
pass
@typing.overload
def __init__(self) -> QuantConnect.Data.Custom.SEC.SECReport8K:
pass
@typing.overload
def __init__(self, report: QuantConnect.Data.Custom.SEC.SECReportSubmission) -> QuantConnect.Data.Custom.SEC.SECReport8K:
pass
def __init__(self, *args) -> QuantConnect.Data.Custom.SEC.SECReport8K:
pass
Report: QuantConnect.Data.Custom.SEC.SECReportSubmission
class SECReportBusinessAddress(System.object):
""" SECReportBusinessAddress() """
City: str
Phone: str
State: str
StreetOne: str
StreetTwo: str
Zip: str
class SECReportCompanyData(System.object):
""" SECReportCompanyData() """
AssignedSic: str
Cik: str
ConformedName: str
FiscalYearEnd: str
IrsNumber: str
StateOfIncorporation: str
class SECReportDateTimeConverter(Newtonsoft.Json.Converters.IsoDateTimeConverter):
"""
Specifies format for parsing System.DateTime values from SEC data
SECReportDateTimeConverter()
"""
class SECReportDocument(System.object):
""" SECReportDocument() """
Description: str
Filename: str
FormType: str
Sequence: int
Text: str
class SECReportFactory(System.object):
""" SECReportFactory() """
def CreateSECReport(self, xmlText: str) -> QuantConnect.Data.Custom.SEC.ISECReport:
pass
class SECReportFiler(System.object):
""" SECReportFiler() """
BusinessAddress: typing.List[QuantConnect.Data.Custom.SEC.SECReportBusinessAddress]
CompanyData: QuantConnect.Data.Custom.SEC.SECReportCompanyData
FormerCompanies: typing.List[QuantConnect.Data.Custom.SEC.SECReportFormerCompany]
MailingAddress: typing.List[QuantConnect.Data.Custom.SEC.SECReportMailAddress]
Values: typing.List[QuantConnect.Data.Custom.SEC.SECReportFilingValues]
class SECReportFilingValues(System.object):
""" SECReportFilingValues() """
Act: str
FileNumber: str
FilmNumber: str
FormType: str
class SECReportFormerCompany(System.object):
""" SECReportFormerCompany() """
Changed: datetime.datetime
FormerConformedName: str
class SECReportIndexDirectory(System.object):
""" SECReportIndexDirectory() """
Items: typing.List[QuantConnect.Data.Custom.SEC.SECReportIndexItem]
Name: str
ParentDirectory: str