Files
quantconnect--lean/Algorithm.Python/stubs/QuantConnect/Data/__UniverseSelection_2.py
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

210 lines
11 KiB
Python

from .__UniverseSelection_3 import *
import typing
import System.IO
import System.Collections.Generic
import System.Collections.Concurrent
import System
import QuantConnect.Securities.Option
import QuantConnect.Securities.Future
import QuantConnect.Securities
import QuantConnect.Scheduling
import QuantConnect.Interfaces
import QuantConnect.Data.UniverseSelection
import QuantConnect.Data.Fundamental
import QuantConnect.Data
import QuantConnect
import Python.Runtime
import NodaTime
import datetime
class FuturesChainUniverseDataCollection(QuantConnect.Data.UniverseSelection.BaseDataCollection, QuantConnect.Data.IBaseData):
"""
Defines the universe selection data type for QuantConnect.Data.UniverseSelection.FuturesChainUniverse
FuturesChainUniverseDataCollection()
FuturesChainUniverseDataCollection(time: DateTime, symbol: Symbol, data: List[BaseData])
FuturesChainUniverseDataCollection(time: DateTime, endTime: DateTime, symbol: Symbol, data: List[BaseData])
"""
@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
@typing.overload
def __init__(self) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverseDataCollection:
pass
@typing.overload
def __init__(self, time: datetime.datetime, symbol: QuantConnect.Symbol, data: typing.List[QuantConnect.Data.BaseData]) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverseDataCollection:
pass
@typing.overload
def __init__(self, time: datetime.datetime, endTime: datetime.datetime, symbol: QuantConnect.Symbol, data: typing.List[QuantConnect.Data.BaseData]) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverseDataCollection:
pass
def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverseDataCollection:
pass
FilteredContracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]
class GetSubscriptionRequestsUniverseDecorator(QuantConnect.Data.UniverseSelection.UniverseDecorator, System.IDisposable):
"""
Provides a universe decoration that replaces the implementation of QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator.GetSubscriptionRequests(QuantConnect.Securities.Security,System.DateTime,System.DateTime)
GetSubscriptionRequestsUniverseDecorator(universe: Universe, getRequests: GetSubscriptionRequestsDelegate)
"""
@typing.overload
def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
pass
@typing.overload
def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime, subscriptionService: QuantConnect.Interfaces.ISubscriptionDataConfigService) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
pass
def GetSubscriptionRequests(self, *args) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
pass
def __init__(self, universe: QuantConnect.Data.UniverseSelection.Universe, getRequests: QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsDelegate) -> QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator:
pass
Universe: QuantConnect.Data.UniverseSelection.Universe
GetSubscriptionRequestsDelegate: type
class ITimeTriggeredUniverse:
"""
A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data
that is used to 'pulse' the universe selection function -- instead, the times output by
GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data.
"""
def GetTriggerTimes(self, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime, marketHoursDatabase: QuantConnect.Securities.MarketHoursDatabase) -> typing.List[datetime.datetime]:
pass
class OptionChainUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
"""
Defines a universe for a single option chain
OptionChainUniverse(option: Option, universeSettings: UniverseSettings, liveMode: bool)
OptionChainUniverse(option: Option, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, liveMode: bool)
"""
def CanRemoveMember(self, utcTime: datetime.datetime, security: QuantConnect.Securities.Security) -> bool:
pass
@typing.overload
def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime, subscriptionService: QuantConnect.Interfaces.ISubscriptionDataConfigService) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
pass
@typing.overload
def GetSubscriptionRequests(self, security: QuantConnect.Securities.Security, currentTimeUtc: datetime.datetime, maximumEndTimeUtc: datetime.datetime) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
pass
def GetSubscriptionRequests(self, *args) -> typing.List[QuantConnect.Data.UniverseSelection.SubscriptionRequest]:
pass
def SelectSymbols(self, utcTime: datetime.datetime, data: QuantConnect.Data.UniverseSelection.BaseDataCollection) -> typing.List[QuantConnect.Symbol]:
pass
@typing.overload
def __init__(self, option: QuantConnect.Securities.Option.Option, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, liveMode: bool) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
pass
@typing.overload
def __init__(self, option: QuantConnect.Securities.Option.Option, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, liveMode: bool) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
pass
def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
pass
Option: QuantConnect.Securities.Option.Option
UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
class OptionChainUniverseDataCollection(QuantConnect.Data.UniverseSelection.BaseDataCollection, QuantConnect.Data.IBaseData):
"""
Defines the universe selection data type for QuantConnect.Data.UniverseSelection.OptionChainUniverse
OptionChainUniverseDataCollection()
OptionChainUniverseDataCollection(time: DateTime, symbol: Symbol, data: List[BaseData], underlying: BaseData)
OptionChainUniverseDataCollection(time: DateTime, endTime: DateTime, symbol: Symbol, data: List[BaseData], underlying: BaseData)
"""
@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
@typing.overload
def __init__(self) -> QuantConnect.Data.UniverseSelection.OptionChainUniverseDataCollection:
pass
@typing.overload
def __init__(self, time: datetime.datetime, symbol: QuantConnect.Symbol, data: typing.List[QuantConnect.Data.BaseData], underlying: QuantConnect.Data.BaseData) -> QuantConnect.Data.UniverseSelection.OptionChainUniverseDataCollection:
pass
@typing.overload
def __init__(self, time: datetime.datetime, endTime: datetime.datetime, symbol: QuantConnect.Symbol, data: typing.List[QuantConnect.Data.BaseData], underlying: QuantConnect.Data.BaseData) -> QuantConnect.Data.UniverseSelection.OptionChainUniverseDataCollection:
pass
def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.OptionChainUniverseDataCollection:
pass
FilteredContracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]
Underlying: QuantConnect.Data.BaseData
class ScheduledUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable, QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse):
"""
Defines a user that is fired based on a specified QuantConnect.Scheduling.IDateRule and QuantConnect.Scheduling.ITimeRule
ScheduledUniverse(timeZone: DateTimeZone, dateRule: IDateRule, timeRule: ITimeRule, selector: Func[DateTime, IEnumerable[Symbol]], settings: UniverseSettings, securityInitializer: ISecurityInitializer)
ScheduledUniverse(dateRule: IDateRule, timeRule: ITimeRule, selector: Func[DateTime, IEnumerable[Symbol]], settings: UniverseSettings, securityInitializer: ISecurityInitializer)
ScheduledUniverse(timeZone: DateTimeZone, dateRule: IDateRule, timeRule: ITimeRule, selector: PyObject, settings: UniverseSettings, securityInitializer: ISecurityInitializer)
ScheduledUniverse(dateRule: IDateRule, timeRule: ITimeRule, selector: PyObject, settings: UniverseSettings, securityInitializer: ISecurityInitializer)
"""
def GetTriggerTimes(self, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime, marketHoursDatabase: QuantConnect.Securities.MarketHoursDatabase) -> typing.List[datetime.datetime]:
pass
def SelectSymbols(self, utcTime: datetime.datetime, data: QuantConnect.Data.UniverseSelection.BaseDataCollection) -> typing.List[QuantConnect.Symbol]:
pass
@typing.overload
def __init__(self, timeZone: NodaTime.DateTimeZone, dateRule: QuantConnect.Scheduling.IDateRule, timeRule: QuantConnect.Scheduling.ITimeRule, selector: typing.Callable[[datetime.datetime], typing.List[QuantConnect.Symbol]], settings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Data.UniverseSelection.ScheduledUniverse:
pass
@typing.overload
def __init__(self, dateRule: QuantConnect.Scheduling.IDateRule, timeRule: QuantConnect.Scheduling.ITimeRule, selector: typing.Callable[[datetime.datetime], typing.List[QuantConnect.Symbol]], settings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Data.UniverseSelection.ScheduledUniverse:
pass
@typing.overload
def __init__(self, timeZone: NodaTime.DateTimeZone, dateRule: QuantConnect.Scheduling.IDateRule, timeRule: QuantConnect.Scheduling.ITimeRule, selector: Python.Runtime.PyObject, settings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Data.UniverseSelection.ScheduledUniverse:
pass
@typing.overload
def __init__(self, dateRule: QuantConnect.Scheduling.IDateRule, timeRule: QuantConnect.Scheduling.ITimeRule, selector: Python.Runtime.PyObject, settings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> QuantConnect.Data.UniverseSelection.ScheduledUniverse:
pass
def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.ScheduledUniverse:
pass
UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings