d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
217 lines
5.9 KiB
Python
217 lines
5.9 KiB
Python
# encoding: utf-8
|
|
# module QuantConnect.Data.Custom.Tiingo calls itself Tiingo
|
|
# from QuantConnect.Common, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null
|
|
# by generator 1.145
|
|
# no doc
|
|
|
|
# imports
|
|
import datetime
|
|
import Newtonsoft.Json
|
|
import Newtonsoft.Json.Linq
|
|
import NodaTime
|
|
import QuantConnect
|
|
import QuantConnect.Data
|
|
import QuantConnect.Data.Custom.Tiingo
|
|
import System
|
|
import System.IO
|
|
import typing
|
|
|
|
# no functions
|
|
# classes
|
|
|
|
class Tiingo(System.object):
|
|
""" Helper class for Tiingo configuration """
|
|
@staticmethod
|
|
def SetAuthCode(authCode: str) -> None:
|
|
pass
|
|
|
|
AuthCode: str
|
|
IsAuthCodeSet: bool
|
|
__all__: list
|
|
|
|
|
|
class TiingoPrice(QuantConnect.Data.Market.TradeBar, QuantConnect.Data.Market.IBar, QuantConnect.Data.Market.IBaseDataBar, QuantConnect.Data.IBaseData):
|
|
"""
|
|
Tiingo daily price data
|
|
https://api.tiingo.com/docs/tiingo/daily
|
|
|
|
TiingoPrice()
|
|
"""
|
|
def DataTimeZone(self) -> NodaTime.DateTimeZone:
|
|
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, content: 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
|
|
|
|
AdjustedClose: float
|
|
|
|
AdjustedHigh: float
|
|
|
|
AdjustedLow: float
|
|
|
|
AdjustedOpen: float
|
|
|
|
AdjustedVolume: int
|
|
|
|
Close: float
|
|
|
|
Date: datetime.datetime
|
|
|
|
Dividend: float
|
|
|
|
EndTime: datetime.datetime
|
|
|
|
High: float
|
|
|
|
Low: float
|
|
|
|
Open: float
|
|
|
|
Period: datetime.timedelta
|
|
|
|
SplitFactor: float
|
|
|
|
Volume: float
|
|
|
|
|
|
|
|
class TiingoDailyData(QuantConnect.Data.Custom.Tiingo.TiingoPrice, QuantConnect.Data.Market.IBar, QuantConnect.Data.Market.IBaseDataBar, QuantConnect.Data.IBaseData):
|
|
"""
|
|
Tiingo daily price data
|
|
https://api.tiingo.com/docs/tiingo/daily
|
|
|
|
TiingoDailyData()
|
|
"""
|
|
|
|
class TiingoNews(QuantConnect.Data.IndexedBaseData, QuantConnect.Data.IBaseData):
|
|
"""
|
|
Tiingo news data
|
|
https://api.tiingo.com/documentation/news
|
|
|
|
TiingoNews()
|
|
"""
|
|
def DataTimeZone(self) -> NodaTime.DateTimeZone:
|
|
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
|
|
|
|
def GetSourceForAnIndex(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, index: str, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, content: 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
|
|
|
|
ArticleID: str
|
|
|
|
CrawlDate: datetime.datetime
|
|
|
|
Description: str
|
|
|
|
PublishedDate: datetime.datetime
|
|
|
|
Source: str
|
|
|
|
Symbols: typing.List[QuantConnect.Symbol]
|
|
|
|
Tags: typing.List[str]
|
|
|
|
Title: str
|
|
|
|
Url: str
|
|
|
|
|
|
|
|
class TiingoNewsJsonConverter(Newtonsoft.Json.JsonConverter):
|
|
"""
|
|
Helper json converter class used to convert a list of Tiingo news data
|
|
into System.Collections.Generic.List
|
|
|
|
TiingoNewsJsonConverter(symbol: Symbol)
|
|
"""
|
|
def CanConvert(self, objectType: type) -> bool:
|
|
pass
|
|
|
|
@staticmethod
|
|
def DeserializeNews(token: Newtonsoft.Json.Linq.JToken) -> QuantConnect.Data.Custom.Tiingo.TiingoNews:
|
|
pass
|
|
|
|
def ReadJson(self, reader: Newtonsoft.Json.JsonReader, objectType: type, existingValue: object, serializer: Newtonsoft.Json.JsonSerializer) -> object:
|
|
pass
|
|
|
|
def WriteJson(self, writer: Newtonsoft.Json.JsonWriter, value: object, serializer: Newtonsoft.Json.JsonSerializer) -> None:
|
|
pass
|
|
|
|
def __init__(self, symbol: QuantConnect.Symbol) -> QuantConnect.Data.Custom.Tiingo.TiingoNewsJsonConverter:
|
|
pass
|
|
|
|
|
|
class TiingoSymbolMapper(System.object):
|
|
""" Helper class to map a Lean format ticker to Tiingo format """
|
|
@staticmethod
|
|
def GetLeanTicker(ticker: str) -> str:
|
|
pass
|
|
|
|
@staticmethod
|
|
def GetTiingoTicker(symbol: QuantConnect.Symbol) -> str:
|
|
pass
|
|
|
|
__all__: list
|
|
|
|
|