QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
236 lines
11 KiB
Python
236 lines
11 KiB
Python
from .__UniverseSelection_4 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 SecurityChanges(System.object):
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"""
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Defines the additions and subtractions to the algorithm's security subscriptions
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SecurityChanges(addedSecurities: IEnumerable[Security], removedSecurities: IEnumerable[Security])
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SecurityChanges(changes: SecurityChanges)
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"""
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@staticmethod
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def Added(securities: typing.List[QuantConnect.Securities.Security]) -> QuantConnect.Data.UniverseSelection.SecurityChanges:
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pass
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@staticmethod
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def Removed(securities: typing.List[QuantConnect.Securities.Security]) -> QuantConnect.Data.UniverseSelection.SecurityChanges:
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pass
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def ToString(self) -> str:
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pass
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@typing.overload
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def __init__(self, addedSecurities: typing.List[QuantConnect.Securities.Security], removedSecurities: typing.List[QuantConnect.Securities.Security]) -> QuantConnect.Data.UniverseSelection.SecurityChanges:
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pass
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@typing.overload
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def __init__(self, changes: QuantConnect.Data.UniverseSelection.SecurityChanges) -> QuantConnect.Data.UniverseSelection.SecurityChanges:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.SecurityChanges:
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pass
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AddedSecurities: typing.List[QuantConnect.Securities.Security]
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Count: int
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FilterCustomSecurities: bool
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RemovedSecurities: typing.List[QuantConnect.Securities.Security]
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None_: getset_descriptor
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class SubscriptionRequest(System.object):
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"""
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Defines the parameters required to add a subscription to a data feed.
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SubscriptionRequest(isUniverseSubscription: bool, universe: Universe, security: Security, configuration: SubscriptionDataConfig, startTimeUtc: DateTime, endTimeUtc: DateTime)
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SubscriptionRequest(template: SubscriptionRequest, isUniverseSubscription: Nullable[bool], universe: Universe, security: Security, configuration: SubscriptionDataConfig, startTimeUtc: Nullable[DateTime], endTimeUtc: Nullable[DateTime])
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"""
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@typing.overload
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def __init__(self, isUniverseSubscription: bool, universe: QuantConnect.Data.UniverseSelection.Universe, security: QuantConnect.Securities.Security, configuration: QuantConnect.Data.SubscriptionDataConfig, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime) -> QuantConnect.Data.UniverseSelection.SubscriptionRequest:
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pass
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@typing.overload
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def __init__(self, template: QuantConnect.Data.UniverseSelection.SubscriptionRequest, isUniverseSubscription: typing.Optional[bool], universe: QuantConnect.Data.UniverseSelection.Universe, security: QuantConnect.Securities.Security, configuration: QuantConnect.Data.SubscriptionDataConfig, startTimeUtc: typing.Optional[datetime.datetime], endTimeUtc: typing.Optional[datetime.datetime]) -> QuantConnect.Data.UniverseSelection.SubscriptionRequest:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.SubscriptionRequest:
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pass
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Configuration: QuantConnect.Data.SubscriptionDataConfig
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EndTimeLocal: datetime.datetime
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EndTimeUtc: datetime.datetime
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IsUniverseSubscription: bool
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Security: QuantConnect.Securities.Security
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StartTimeLocal: datetime.datetime
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StartTimeUtc: datetime.datetime
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TradableDays: typing.List[datetime.datetime]
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Universe: QuantConnect.Data.UniverseSelection.Universe
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class UniverseExtensions(System.object):
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""" Provides extension methods for the QuantConnect.Data.UniverseSelection.Universe class """
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@staticmethod
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def ChainedTo(first: QuantConnect.Data.UniverseSelection.Universe, second: QuantConnect.Data.UniverseSelection.Universe, configurationPerSymbol: bool) -> QuantConnect.Data.UniverseSelection.Universe:
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pass
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@staticmethod
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def PrefilterUsing(second: QuantConnect.Data.UniverseSelection.Universe, first: QuantConnect.Data.UniverseSelection.Universe) -> QuantConnect.Data.UniverseSelection.Universe:
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pass
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__all__: list
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class UniversePythonWrapper(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable):
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"""
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Provides an implementation of QuantConnect.Data.UniverseSelection.Universe that wraps a Python.Runtime.PyObject object
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UniversePythonWrapper(universe: PyObject)
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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, 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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def __init__(self, universe: Python.Runtime.PyObject) -> QuantConnect.Data.UniverseSelection.UniversePythonWrapper:
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pass
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Configuration: QuantConnect.Data.SubscriptionDataConfig
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DisposeRequested: bool
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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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class UniverseSettings(System.object):
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"""
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Defines settings required when adding a subscription
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UniverseSettings(resolution: Resolution, leverage: Decimal, fillForward: bool, extendedMarketHours: bool, minimumTimeInUniverse: TimeSpan, dataNormalizationMode: DataNormalizationMode)
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"""
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def __init__(self, resolution: QuantConnect.Resolution, leverage: float, fillForward: bool, extendedMarketHours: bool, minimumTimeInUniverse: datetime.timedelta, dataNormalizationMode: QuantConnect.DataNormalizationMode) -> QuantConnect.Data.UniverseSelection.UniverseSettings:
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pass
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DataNormalizationMode: QuantConnect.DataNormalizationMode
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ExtendedMarketHours: bool
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FillForward: bool
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Leverage: float
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MinimumTimeInUniverse: datetime.timedelta
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Resolution: QuantConnect.Resolution
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class UserDefinedUniverse(QuantConnect.Data.UniverseSelection.Universe, System.IDisposable, QuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse, System.Collections.Specialized.INotifyCollectionChanged):
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"""
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Represents the universe defined by the user's algorithm. This is
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the default universe where manually added securities live by
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market/security type. They can also be manually generated and
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can be configured to fire on certain interval and will always
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return the internal list of symbols.
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UserDefinedUniverse(configuration: SubscriptionDataConfig, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, interval: TimeSpan, symbols: IEnumerable[Symbol])
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UserDefinedUniverse(configuration: SubscriptionDataConfig, universeSettings: UniverseSettings, securityInitializer: ISecurityInitializer, interval: TimeSpan, selector: Func[DateTime, IEnumerable[str]])
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UserDefinedUniverse(configuration: SubscriptionDataConfig, universeSettings: UniverseSettings, interval: TimeSpan, symbols: IEnumerable[Symbol])
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UserDefinedUniverse(configuration: SubscriptionDataConfig, universeSettings: UniverseSettings, interval: TimeSpan, selector: Func[DateTime, IEnumerable[str]])
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"""
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@typing.overload
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def Add(self, symbol: QuantConnect.Symbol) -> bool:
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pass
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@typing.overload
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def Add(self, subscriptionDataConfig: QuantConnect.Data.SubscriptionDataConfig) -> bool:
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pass
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def Add(self, *args) -> bool:
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pass
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@staticmethod
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def CreateSymbol(securityType: QuantConnect.SecurityType, market: str) -> QuantConnect.Symbol:
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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 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 Remove(self, symbol: QuantConnect.Symbol) -> 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, configuration: QuantConnect.Data.SubscriptionDataConfig, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, securityInitializer: QuantConnect.Securities.ISecurityInitializer, interval: datetime.timedelta, symbols: typing.List[QuantConnect.Symbol]) -> QuantConnect.Data.UniverseSelection.UserDefinedUniverse:
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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, interval: datetime.timedelta, selector: typing.Callable[[datetime.datetime], typing.List[str]]) -> QuantConnect.Data.UniverseSelection.UserDefinedUniverse:
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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, interval: datetime.timedelta, symbols: typing.List[QuantConnect.Symbol]) -> QuantConnect.Data.UniverseSelection.UserDefinedUniverse:
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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, interval: datetime.timedelta, selector: typing.Callable[[datetime.datetime], typing.List[str]]) -> QuantConnect.Data.UniverseSelection.UserDefinedUniverse:
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pass
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def __init__(self, *args) -> QuantConnect.Data.UniverseSelection.UserDefinedUniverse:
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pass
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Interval: datetime.timedelta
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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CollectionChanged: BoundEvent
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