d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
210 lines
11 KiB
Python
210 lines
11 KiB
Python
from .__UniverseSelection_3 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 FuturesChainUniverseDataCollection(QuantConnect.Data.UniverseSelection.BaseDataCollection, QuantConnect.Data.IBaseData):
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"""
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Defines the universe selection data type for QuantConnect.Data.UniverseSelection.FuturesChainUniverse
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FuturesChainUniverseDataCollection()
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FuturesChainUniverseDataCollection(time: DateTime, symbol: Symbol, data: List[BaseData])
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FuturesChainUniverseDataCollection(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.FuturesChainUniverseDataCollection:
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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.FuturesChainUniverseDataCollection:
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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.FuturesChainUniverseDataCollection:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.FuturesChainUniverseDataCollection:
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pass
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FilteredContracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]
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class GetSubscriptionRequestsUniverseDecorator(QuantConnect.Data.UniverseSelection.UniverseDecorator, System.IDisposable):
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"""
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Provides a universe decoration that replaces the implementation of QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator.GetSubscriptionRequests(QuantConnect.Securities.Security,System.DateTime,System.DateTime)
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GetSubscriptionRequestsUniverseDecorator(universe: Universe, getRequests: GetSubscriptionRequestsDelegate)
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"""
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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 __init__(self, universe: QuantConnect.Data.UniverseSelection.Universe, getRequests: QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsDelegate) -> QuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator:
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pass
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Universe: QuantConnect.Data.UniverseSelection.Universe
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GetSubscriptionRequestsDelegate: type
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class ITimeTriggeredUniverse:
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"""
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A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data
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that is used to 'pulse' the universe selection function -- instead, the times output by
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GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data.
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"""
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def GetTriggerTimes(self, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime, marketHoursDatabase: QuantConnect.Securities.MarketHoursDatabase) -> typing.List[datetime.datetime]:
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pass
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class OptionChainUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
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"""
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Defines a universe for a single option chain
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OptionChainUniverse(option: Option, universeSettings: UniverseSettings, liveMode: bool)
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OptionChainUniverse(option: Option, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, liveMode: bool)
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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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@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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@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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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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@typing.overload
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def __init__(self, option: QuantConnect.Securities.Option.Option, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, liveMode: bool) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
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pass
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@typing.overload
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def __init__(self, option: QuantConnect.Securities.Option.Option, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, liveMode: bool) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
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pass
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Option: QuantConnect.Securities.Option.Option
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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class OptionChainUniverseDataCollection(QuantConnect.Data.UniverseSelection.BaseDataCollection, QuantConnect.Data.IBaseData):
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"""
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Defines the universe selection data type for QuantConnect.Data.UniverseSelection.OptionChainUniverse
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OptionChainUniverseDataCollection()
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OptionChainUniverseDataCollection(time: DateTime, symbol: Symbol, data: List[BaseData], underlying: BaseData)
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OptionChainUniverseDataCollection(time: DateTime, endTime: DateTime, symbol: Symbol, data: List[BaseData], underlying: 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.OptionChainUniverseDataCollection:
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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], underlying: QuantConnect.Data.BaseData) -> QuantConnect.Data.UniverseSelection.OptionChainUniverseDataCollection:
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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], underlying: QuantConnect.Data.BaseData) -> QuantConnect.Data.UniverseSelection.OptionChainUniverseDataCollection:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.OptionChainUniverseDataCollection:
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pass
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FilteredContracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]
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Underlying: QuantConnect.Data.BaseData
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class ScheduledUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable, QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse):
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"""
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Defines a user that is fired based on a specified QuantConnect.Scheduling.IDateRule and QuantConnect.Scheduling.ITimeRule
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ScheduledUniverse(timeZone: DateTimeZone, dateRule: IDateRule, timeRule: ITimeRule, selector: Func[DateTime, IEnumerable[Symbol]], settings: UniverseSettings, securityInitializer: ISecurityInitializer)
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ScheduledUniverse(dateRule: IDateRule, timeRule: ITimeRule, selector: Func[DateTime, IEnumerable[Symbol]], settings: UniverseSettings, securityInitializer: ISecurityInitializer)
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ScheduledUniverse(timeZone: DateTimeZone, dateRule: IDateRule, timeRule: ITimeRule, selector: PyObject, settings: UniverseSettings, securityInitializer: ISecurityInitializer)
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ScheduledUniverse(dateRule: IDateRule, timeRule: ITimeRule, selector: PyObject, settings: UniverseSettings, securityInitializer: ISecurityInitializer)
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"""
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def GetTriggerTimes(self, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime, marketHoursDatabase: QuantConnect.Securities.MarketHoursDatabase) -> typing.List[datetime.datetime]:
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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, 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:
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pass
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@typing.overload
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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:
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pass
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@typing.overload
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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:
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pass
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@typing.overload
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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:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.ScheduledUniverse:
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pass
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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