QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
255 lines
11 KiB
Python
255 lines
11 KiB
Python
from .__UniverseSelection_1 import *
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import typing
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import System.IO
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import System.Collections.Generic
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import System.Collections.Concurrent
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import System
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import QuantConnect.Securities.Option
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import QuantConnect.Securities.Future
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import QuantConnect.Securities
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import QuantConnect.Scheduling
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import QuantConnect.Interfaces
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import QuantConnect.Data.UniverseSelection
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import QuantConnect.Data.Fundamental
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import QuantConnect.Data
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import QuantConnect
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import Python.Runtime
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import NodaTime
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import datetime
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# no functions
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# classes
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class BaseDataCollection(QuantConnect.Data.BaseData, QuantConnect.Data.IBaseData):
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"""
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This type exists for transport of data as a single packet
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BaseDataCollection()
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BaseDataCollection(time: DateTime, symbol: Symbol, data: IEnumerable[BaseData])
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BaseDataCollection(time: DateTime, endTime: DateTime, symbol: Symbol, data: IEnumerable[BaseData])
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BaseDataCollection(time: DateTime, endTime: DateTime, symbol: Symbol, data: List[BaseData])
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"""
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@typing.overload
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def Clone(self) -> QuantConnect.Data.BaseData:
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pass
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@typing.overload
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def Clone(self, fillForward: bool) -> QuantConnect.Data.BaseData:
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pass
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def Clone(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.UniverseSelection.BaseDataCollection:
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pass
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@typing.overload
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def __init__(self, time: datetime.datetime, symbol: QuantConnect.Symbol, data: typing.List[QuantConnect.Data.BaseData]) -> QuantConnect.Data.UniverseSelection.BaseDataCollection:
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pass
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@typing.overload
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def __init__(self, time: datetime.datetime, endTime: datetime.datetime, symbol: QuantConnect.Symbol, data: typing.List[QuantConnect.Data.BaseData]) -> QuantConnect.Data.UniverseSelection.BaseDataCollection:
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pass
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@typing.overload
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def __init__(self, time: datetime.datetime, endTime: datetime.datetime, symbol: QuantConnect.Symbol, data: typing.List[QuantConnect.Data.BaseData]) -> QuantConnect.Data.UniverseSelection.BaseDataCollection:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.BaseDataCollection:
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pass
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Data: typing.List[QuantConnect.Data.BaseData]
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EndTime: datetime.datetime
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class CoarseFundamental(QuantConnect.Data.BaseData, QuantConnect.Data.IBaseData):
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"""
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Defines summary information about a single symbol for a given date
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CoarseFundamental()
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"""
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@typing.overload
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def Clone(self) -> QuantConnect.Data.BaseData:
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pass
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@typing.overload
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def Clone(self, fillForward: bool) -> QuantConnect.Data.BaseData:
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pass
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def Clone(self, *args) -> QuantConnect.Data.BaseData:
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pass
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@staticmethod
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def CreateUniverseSymbol(market: str, addGuid: bool) -> QuantConnect.Symbol:
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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, 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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AdjustedPrice: float
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DollarVolume: float
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EndTime: datetime.datetime
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HasFundamentalData: bool
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Market: str
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PriceFactor: float
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PriceScaleFactor: float
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SplitFactor: float
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Volume: int
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class Universe(System.object, System.IDisposable):
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""" Provides a base class for all universes to derive from. """
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def CanRemoveMember(self, utcTime: datetime.datetime, security: QuantConnect.Securities.Security) -> bool:
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pass
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def ContainsMember(self, symbol: QuantConnect.Symbol) -> bool:
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pass
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def CreateSecurity(self, symbol: QuantConnect.Symbol, algorithm: QuantConnect.Interfaces.IAlgorithm, marketHoursDatabase: QuantConnect.Securities.MarketHoursDatabase, symbolPropertiesDatabase: QuantConnect.Securities.SymbolPropertiesDatabase) -> QuantConnect.Securities.Security:
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pass
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def Dispose(self) -> None:
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pass
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@typing.overload
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def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
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pass
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@typing.overload
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def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime, subscriptionService: QuantConnect.Interfaces.ISubscriptionDataConfigService) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
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pass
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def GetSubscriptionRequests(self, *args) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
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pass
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def PerformSelection(self, utcTime: datetime.datetime, data: QuantConnect.Data.UniverseSelection.BaseDataCollection) -> typing.List[QuantConnect.Symbol]:
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pass
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def SelectSymbols(self, utcTime: datetime.datetime, data: QuantConnect.Data.UniverseSelection.BaseDataCollection) -> typing.List[QuantConnect.Symbol]:
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pass
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def SetSecurityInitializer(self, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> None:
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pass
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def __init__(self, *args): #cannot find CLR constructor
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pass
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Configuration: QuantConnect.Data.SubscriptionDataConfig
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DisposeRequested: bool
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Market: str
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Members: System.Collections.Generic.Dictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]
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Securities: System.Collections.Concurrent.ConcurrentDictionary[QuantConnect.Symbol, QuantConnect.Data.UniverseSelection.Member]
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SecurityInitializer: QuantConnect.Securities.ISecurityInitializer
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SecurityType: QuantConnect.SecurityType
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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Member: type
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Unchanged: UnchangedUniverse
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UnchangedUniverse: type
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class CoarseFundamentalUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
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"""
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Defines a universe that reads coarse us equity data
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CoarseFundamentalUniverse(universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, selector: Func[IEnumerable[CoarseFundamental], IEnumerable[Symbol]])
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CoarseFundamentalUniverse(universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, selector: PyObject)
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CoarseFundamentalUniverse(symbol: Symbol, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, selector: Func[IEnumerable[CoarseFundamental], IEnumerable[Symbol]])
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CoarseFundamentalUniverse(symbol: Symbol, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, selector: PyObject)
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"""
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@staticmethod
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def CreateConfiguration(symbol: QuantConnect.Symbol) -> QuantConnect.Data.SubscriptionDataConfig:
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pass
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def SelectSymbols(self, utcTime: datetime.datetime, data: QuantConnect.Data.UniverseSelection.BaseDataCollection) -> typing.List[QuantConnect.Symbol]:
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pass
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@typing.overload
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def __init__(self, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, selector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse:
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pass
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@typing.overload
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def __init__(self, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, selector: Python.Runtime.PyObject) -> QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse:
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pass
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@typing.overload
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def __init__(self, symbol: QuantConnect.Symbol, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, selector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse:
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pass
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@typing.overload
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def __init__(self, symbol: QuantConnect.Symbol, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, selector: Python.Runtime.PyObject) -> QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse:
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pass
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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class FuncUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
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"""
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Provides a functional implementation of QuantConnect.Data.UniverseSelection.Universe
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FuncUniverse(configuration: SubscriptionDataConfig, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, universeSelector: Func[IEnumerable[BaseData], IEnumerable[Symbol]])
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FuncUniverse(configuration: SubscriptionDataConfig, universeSettings: UniverseSettings, universeSelector: Func[IEnumerable[BaseData], IEnumerable[Symbol]])
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"""
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def SelectSymbols(self, utcTime: datetime.datetime, data: QuantConnect.Data.UniverseSelection.BaseDataCollection) -> typing.List[QuantConnect.Symbol]:
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pass
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@typing.overload
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def __init__(self, configuration: QuantConnect.Data.SubscriptionDataConfig, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, universeSelector: typing.Callable[[typing.List[QuantConnect.Data.BaseData]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.FuncUniverse:
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pass
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@typing.overload
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def __init__(self, configuration: QuantConnect.Data.SubscriptionDataConfig, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, universeSelector: typing.Callable[[typing.List[QuantConnect.Data.BaseData]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.FuncUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.FuncUniverse:
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pass
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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