quantconnect--lean/Algorithm.Python/stubs/QuantConnect/Data/____init___1.py

from .____init___2 import *
import typing
import System.Reflection
import System.Linq.Expressions
import System.IO
import System.Dynamic
import System.Collections.Generic
import System
import QuantConnect.Securities
import QuantConnect.Packets
import QuantConnect.Interfaces
import QuantConnect.Data.UniverseSelection
import QuantConnect.Data.Market
import QuantConnect.Data.Consolidators
import QuantConnect.Data
import QuantConnect
import Python.Runtime
import NodaTime
import datetime


class IBaseData:
    """ Base Data Class: Type, Timestamp, Key -- Base Features. """
    def Clone(self) -> QuantConnect.Data.BaseData:
        pass

    def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> str:
        pass

    @typing.overload
    def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, dataFeed: QuantConnect.DataFeedEndpoint) -> QuantConnect.Data.BaseData:
        pass

    @typing.overload
    def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
        pass

    @typing.overload
    def Reader(self, config: QuantConnect.Data.SubscriptionDataConfig, stream: System.IO.StreamReader, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.BaseData:
        pass

    def Reader(self, *args) -> QuantConnect.Data.BaseData:
        pass

    def RequiresMapping(self) -> bool:
        pass

    DataType: QuantConnect.MarketDataType

    EndTime: datetime.datetime

    Price: float

    Symbol: QuantConnect.Symbol

    Time: datetime.datetime

    Value: float



class IDataAggregator(System.IDisposable):
    """ Aggregates ticks and bars based on given subscriptions. """
    def Add(self, dataConfig: QuantConnect.Data.SubscriptionDataConfig, newDataAvailableHandler: System.EventHandler) -> System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData]:
        pass

    def Remove(self, dataConfig: QuantConnect.Data.SubscriptionDataConfig) -> bool:
        pass

    def Update(self, input: QuantConnect.Data.BaseData) -> None:
        pass


class IndexedBaseData(QuantConnect.Data.BaseData, QuantConnect.Data.IBaseData):
    """
    Abstract indexed base data class of QuantConnect.
                It is intended to be extended to define customizable data types which are stored
                using an intermediate index source
    """
    @typing.overload
    def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
        pass

    @typing.overload
    def GetSource(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, datafeed: QuantConnect.DataFeedEndpoint) -> str:
        pass

    def GetSource(self, *args) -> str:
        pass

    def GetSourceForAnIndex(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, index: str, isLiveMode: bool) -> QuantConnect.Data.SubscriptionDataSource:
        pass


class ISubscriptionEnumeratorFactory:
    """ Create an System.Collections.Generic.IEnumerator """
    def CreateEnumerator(self, request: QuantConnect.Data.UniverseSelection.SubscriptionRequest, dataProvider: QuantConnect.Interfaces.IDataProvider) -> System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData]:
        pass


class Slice(QuantConnect.ExtendedDictionary[object], System.Collections.IEnumerable, QuantConnect.Interfaces.IExtendedDictionary[Symbol, object], System.Collections.Generic.IEnumerable[KeyValuePair[Symbol, BaseData]]):
    """
    Provides a data structure for all of an algorithm's data at a single time step
    
    Slice(time: DateTime, data: IEnumerable[BaseData])
    Slice(time: DateTime, data: List[BaseData])
    Slice(time: DateTime, data: IEnumerable[BaseData], tradeBars: TradeBars, quoteBars: QuoteBars, ticks: Ticks, optionChains: OptionChains, futuresChains: FuturesChains, splits: Splits, dividends: Dividends, delistings: Delistings, symbolChanges: SymbolChangedEvents, hasData: Nullable[bool])
    """
    def ContainsKey(self, symbol: QuantConnect.Symbol) -> bool:
        pass

    @typing.overload
    def Get(self) -> QuantConnect.Data.Market.DataDictionary[QuantConnect.Data.T]:
        pass

    @typing.overload
    def Get(self, type: type) -> object:
        pass

    @typing.overload
    def Get(self, symbol: QuantConnect.Symbol) -> QuantConnect.Data.T:
        pass

    def Get(self, *args) -> QuantConnect.Data.T:
        pass

    def GetEnumerator(self) -> System.Collections.Generic.IEnumerator[System.Collections.Generic.KeyValuePair[QuantConnect.Symbol, QuantConnect.Data.BaseData]]:
        pass

    def TryGetValue(self, symbol: QuantConnect.Symbol, data: object) -> bool:
        pass

    @typing.overload
    def __init__(self, time: datetime.datetime, data: typing.List[QuantConnect.Data.BaseData]) -> QuantConnect.Data.Slice:
        pass

    @typing.overload
    def __init__(self, time: datetime.datetime, data: typing.List[QuantConnect.Data.BaseData]) -> QuantConnect.Data.Slice:
        pass

    @typing.overload
    def __init__(self, time: datetime.datetime, data: typing.List[QuantConnect.Data.BaseData], tradeBars: QuantConnect.Data.Market.TradeBars, quoteBars: QuantConnect.Data.Market.QuoteBars, ticks: QuantConnect.Data.Market.Ticks, optionChains: QuantConnect.Data.Market.OptionChains, futuresChains: QuantConnect.Data.Market.FuturesChains, splits: QuantConnect.Data.Market.Splits, dividends: QuantConnect.Data.Market.Dividends, delistings: QuantConnect.Data.Market.Delistings, symbolChanges: QuantConnect.Data.Market.SymbolChangedEvents, hasData: typing.Optional[bool]) -> QuantConnect.Data.Slice:
        pass

    def __init__(self, *args) -> QuantConnect.Data.Slice:
        pass

    Bars: QuantConnect.Data.Market.TradeBars

    Count: int

    Delistings: QuantConnect.Data.Market.Delistings

    Dividends: QuantConnect.Data.Market.Dividends

    FutureChains: QuantConnect.Data.Market.FuturesChains

    FuturesChains: QuantConnect.Data.Market.FuturesChains

    HasData: bool

    Keys: typing.List[QuantConnect.Symbol]

    OptionChains: QuantConnect.Data.Market.OptionChains

    QuoteBars: QuantConnect.Data.Market.QuoteBars

    Splits: QuantConnect.Data.Market.Splits

    SymbolChangedEvents: QuantConnect.Data.Market.SymbolChangedEvents

    Ticks: QuantConnect.Data.Market.Ticks

    Time: datetime.datetime

    Values: typing.List[QuantConnect.Data.BaseData]


    Item: indexer#


class SliceExtensions(System.object):
    """ Provides extension methods to slice enumerables """
    @staticmethod
    @typing.overload
    def Get(slices: typing.List[QuantConnect.Data.Slice], symbol: QuantConnect.Symbol) -> typing.List[QuantConnect.Data.Market.TradeBar]:
        pass

    @staticmethod
    @typing.overload
    def Get(dataDictionaries: typing.List[QuantConnect.Data.Market.DataDictionary[QuantConnect.Data.T]], symbol: QuantConnect.Symbol) -> typing.List[QuantConnect.Data.T]:
        pass

    @staticmethod
    @typing.overload
    def Get(dataDictionaries: typing.List[QuantConnect.Data.Market.DataDictionary[QuantConnect.Data.T]], symbol: QuantConnect.Symbol, field: str) -> typing.List[float]:
        pass

    @staticmethod
    @typing.overload
    def Get(slices: typing.List[QuantConnect.Data.Slice]) -> typing.List[QuantConnect.Data.Market.DataDictionary[QuantConnect.Data.T]]:
        pass

    @staticmethod
    @typing.overload
    def Get(slices: typing.List[QuantConnect.Data.Slice], symbol: QuantConnect.Symbol) -> typing.List[QuantConnect.Data.T]:
        pass

    @staticmethod
    @typing.overload
    def Get(slices: typing.List[QuantConnect.Data.Slice], symbol: QuantConnect.Symbol, field: typing.Callable[[QuantConnect.Data.BaseData], float]) -> typing.List[float]:
        pass

    def Get(self, *args) -> typing.List[float]:
        pass

    @staticmethod
    def PushThrough(slices: typing.List[QuantConnect.Data.Slice], handler: typing.Callable[[QuantConnect.Data.BaseData], None]) -> None:
        pass

    @staticmethod
    @typing.overload
    def PushThroughConsolidators(slices: typing.List[QuantConnect.Data.Slice], consolidatorsBySymbol: System.Collections.Generic.Dictionary[QuantConnect.Symbol, QuantConnect.Data.Consolidators.IDataConsolidator]) -> None:
        pass

    @staticmethod
    @typing.overload
    def PushThroughConsolidators(slices: typing.List[QuantConnect.Data.Slice], consolidatorsProvider: typing.Callable[[QuantConnect.Symbol], QuantConnect.Data.Consolidators.IDataConsolidator]) -> None:
        pass

    def PushThroughConsolidators(self, *args) -> None:
        pass

    @staticmethod
    def Ticks(slices: typing.List[QuantConnect.Data.Slice]) -> typing.List[QuantConnect.Data.Market.Ticks]:
        pass

    @staticmethod
    def ToDoubleArray(decimals: typing.List[float]) -> typing.List[float]:
        pass

    @staticmethod
    def TradeBars(slices: typing.List[QuantConnect.Data.Slice]) -> typing.List[QuantConnect.Data.Market.TradeBars]:
        pass

    __all__: list


class SubscriptionDataConfig(System.object, System.IEquatable[SubscriptionDataConfig]):
    """
    Subscription data required including the type of data.
    
    SubscriptionDataConfig(objectType: Type, symbol: Symbol, resolution: Resolution, dataTimeZone: DateTimeZone, exchangeTimeZone: DateTimeZone, fillForward: bool, extendedHours: bool, isInternalFeed: bool, isCustom: bool, tickType: Nullable[TickType], isFilteredSubscription: bool, dataNormalizationMode: DataNormalizationMode)
    SubscriptionDataConfig(config: SubscriptionDataConfig, objectType: Type, symbol: Symbol, resolution: Nullable[Resolution], dataTimeZone: DateTimeZone, exchangeTimeZone: DateTimeZone, fillForward: Nullable[bool], extendedHours: Nullable[bool], isInternalFeed: Nullable[bool], isCustom: Nullable[bool], tickType: Nullable[TickType], isFilteredSubscription: Nullable[bool], dataNormalizationMode: Nullable[DataNormalizationMode])
    """
    @typing.overload
    def Equals(self, other: QuantConnect.Data.SubscriptionDataConfig) -> bool:
        pass

    @typing.overload
    def Equals(self, obj: object) -> bool:
        pass

    def Equals(self, *args) -> bool:
        pass

    def GetHashCode(self) -> int:
        pass

    def GetNormalizedPrice(self, price: float) -> float:
        pass

    def ToString(self) -> str:
        pass

    @typing.overload
    def __init__(self, objectType: type, symbol: QuantConnect.Symbol, resolution: QuantConnect.Resolution, dataTimeZone: NodaTime.DateTimeZone, exchangeTimeZone: NodaTime.DateTimeZone, fillForward: bool, extendedHours: bool, isInternalFeed: bool, isCustom: bool, tickType: typing.Optional[QuantConnect.TickType], isFilteredSubscription: bool, dataNormalizationMode: QuantConnect.DataNormalizationMode) -> QuantConnect.Data.SubscriptionDataConfig:
        pass

    @typing.overload
    def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, objectType: type, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], dataTimeZone: NodaTime.DateTimeZone, exchangeTimeZone: NodaTime.DateTimeZone, fillForward: typing.Optional[bool], extendedHours: typing.Optional[bool], isInternalFeed: typing.Optional[bool], isCustom: typing.Optional[bool], tickType: typing.Optional[QuantConnect.TickType], isFilteredSubscription: typing.Optional[bool], dataNormalizationMode: typing.Optional[QuantConnect.DataNormalizationMode]) -> QuantConnect.Data.SubscriptionDataConfig:
        pass

    def __init__(self, *args) -> QuantConnect.Data.SubscriptionDataConfig:
        pass

    MappedSymbol: str

    Symbol: QuantConnect.Symbol

    Consolidators: System.Collections.Generic.ISet[QuantConnect.Data.Consolidators.IDataConsolidator]
    DataNormalizationMode: QuantConnect.DataNormalizationMode
    DataTimeZone: NodaTime.DateTimeZone
    ExchangeTimeZone: NodaTime.DateTimeZone
    ExtendedMarketHours: bool
    FillDataForward: bool
    Increment: datetime.timedelta
    IsCustomData: bool
    IsFilteredSubscription: bool
    IsInternalFeed: bool
    Market: str
    PriceScaleFactor: float
    Resolution: QuantConnect.Resolution
    SecurityType: QuantConnect.SecurityType
    SumOfDividends: float
    TickType: QuantConnect.TickType
    Type: type