QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
224 lines
11 KiB
Python
224 lines
11 KiB
Python
from .__UniverseSelection_2 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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class ConstituentsUniverse(QuantConnect.Data.UniverseSelection.FuncUniverse, System.IDisposable):
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"""
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ConstituentsUniverse allows to perform universe selection based on an
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already preselected set of QuantConnect.Symbol.
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ConstituentsUniverse(symbol: Symbol, universeSettings: UniverseSettings, type: Type)
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ConstituentsUniverse(subscriptionDataConfig: SubscriptionDataConfig, universeSettings: UniverseSettings)
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"""
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@typing.overload
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def __init__(self, symbol: QuantConnect.Symbol, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, type: type) -> QuantConnect.Data.UniverseSelection.ConstituentsUniverse:
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pass
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@typing.overload
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def __init__(self, subscriptionDataConfig: QuantConnect.Data.SubscriptionDataConfig, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> QuantConnect.Data.UniverseSelection.ConstituentsUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.ConstituentsUniverse:
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pass
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class ConstituentsUniverseData(QuantConnect.Data.BaseData, QuantConnect.Data.IBaseData):
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"""
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Custom base data class used for QuantConnect.Data.UniverseSelection.ConstituentsUniverse
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ConstituentsUniverseData()
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"""
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def DefaultResolution(self) -> QuantConnect.Resolution:
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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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def IsSparseData(self) -> bool:
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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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def RequiresMapping(self) -> bool:
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pass
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def SupportedResolutions(self) -> typing.List[QuantConnect.Resolution]:
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pass
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EndTime: datetime.datetime
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class UniverseDecorator(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
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"""
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Provides an implementation of QuantConnect.Data.UniverseSelection.Universe that redirects all calls to a
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wrapped (or decorated) universe. This provides scaffolding for other decorators who
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only need to override one or two methods.
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"""
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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 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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@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 SelectSymbols(self, utcTime: datetime.datetime, data: QuantConnect.Data.UniverseSelection.BaseDataCollection) -> typing.List[QuantConnect.Symbol]:
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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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Securities: System.Collections.Concurrent.ConcurrentDictionary[QuantConnect.Symbol, QuantConnect.Data.UniverseSelection.Member]
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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Universe: QuantConnect.Data.UniverseSelection.Universe
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class SelectSymbolsUniverseDecorator(QuantConnect.Data.UniverseSelection.UniverseDecorator, System.IDisposable):
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"""
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Provides a univese decoration that replaces the implementation of QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator.SelectSymbols(System.DateTime,QuantConnect.Data.UniverseSelection.BaseDataCollection)
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SelectSymbolsUniverseDecorator(universe: Universe, selectSymbols: SelectSymbolsDelegate)
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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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def __init__(self, universe: QuantConnect.Data.UniverseSelection.Universe, selectSymbols: QuantConnect.Data.UniverseSelection.SelectSymbolsDelegate) -> QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator:
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pass
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Universe: QuantConnect.Data.UniverseSelection.Universe
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SelectSymbolsDelegate: type
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class FineFundamentalFilteredUniverse(QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator, System.IDisposable):
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"""
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Provides a universe that can be filtered with a QuantConnect.Data.Fundamental.FineFundamental selection function
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FineFundamentalFilteredUniverse(universe: Universe, fineSelector: Func[IEnumerable[FineFundamental], IEnumerable[Symbol]])
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FineFundamentalFilteredUniverse(universe: Universe, fineSelector: PyObject)
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"""
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def SetSecurityInitializer(self, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> None:
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pass
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@typing.overload
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def __init__(self, universe: QuantConnect.Data.UniverseSelection.Universe, fineSelector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse:
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pass
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@typing.overload
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def __init__(self, universe: QuantConnect.Data.UniverseSelection.Universe, fineSelector: Python.Runtime.PyObject) -> QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse:
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pass
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FineFundamentalUniverse: QuantConnect.Data.UniverseSelection.FineFundamentalUniverse
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Universe: QuantConnect.Data.UniverseSelection.Universe
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class FineFundamentalUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
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"""
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Defines a universe that reads fine us equity data
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FineFundamentalUniverse(universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, selector: Func[IEnumerable[FineFundamental], IEnumerable[Symbol]])
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FineFundamentalUniverse(symbol: Symbol, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, selector: Func[IEnumerable[FineFundamental], IEnumerable[Symbol]])
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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.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.FineFundamentalUniverse:
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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.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.FineFundamentalUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.FineFundamentalUniverse:
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pass
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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class FuturesChainUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
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"""
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Defines a universe for a single futures chain
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FuturesChainUniverse(future: Future, universeSettings: UniverseSettings)
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FuturesChainUniverse(future: Future, universeSettings: UniverseSettings, subscriptionManager: SubscriptionManager, securityInitializer: ISecurityInitializer)
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"""
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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 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, future: QuantConnect.Securities.Future.Future, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverse:
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pass
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@typing.overload
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def __init__(self, future: QuantConnect.Securities.Future.Future, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, subscriptionManager: QuantConnect.Data.SubscriptionManager, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverse:
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pass
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Future: QuantConnect.Securities.Future.Future
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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