QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
290 lines
11 KiB
Python
290 lines
11 KiB
Python
from .____init___1 import *
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import typing
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import System.Reflection
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import System.Linq.Expressions
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import System.IO
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import System.Dynamic
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import System.Collections.Generic
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import System
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import QuantConnect.Securities
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import QuantConnect.Packets
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import QuantConnect.Interfaces
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import QuantConnect.Data.UniverseSelection
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import QuantConnect.Data.Market
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import QuantConnect.Data.Consolidators
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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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# no functions
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# classes
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class BaseData(System.object, QuantConnect.Data.IBaseData):
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"""
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Abstract base data class of QuantConnect. It is intended to be extended to define
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generic user customizable data types while at the same time implementing the basics of data where possible
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BaseData()
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"""
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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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@typing.overload
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def Clone(self) -> 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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def DataTimeZone(self) -> NodaTime.DateTimeZone:
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pass
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def DefaultResolution(self) -> QuantConnect.Resolution:
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pass
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@staticmethod
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def DeserializeMessage(serialized: str) -> typing.List[QuantConnect.Data.BaseData]:
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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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def ToString(self) -> str:
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pass
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def Update(self, lastTrade: float, bidPrice: float, askPrice: float, volume: float, bidSize: float, askSize: float) -> None:
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pass
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def UpdateAsk(self, askPrice: float, askSize: float) -> None:
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pass
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def UpdateBid(self, bidPrice: float, bidSize: float) -> None:
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pass
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def UpdateQuote(self, bidPrice: float, bidSize: float, askPrice: float, askSize: float) -> None:
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pass
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def UpdateTrade(self, lastTrade: float, tradeSize: float) -> None:
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pass
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DataType: QuantConnect.MarketDataType
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EndTime: datetime.datetime
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IsFillForward: bool
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Price: float
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Symbol: QuantConnect.Symbol
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Time: datetime.datetime
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Value: float
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AllResolutions: List[Resolution]
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DailyResolution: List[Resolution]
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MinuteResolution: List[Resolution]
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class DynamicData(QuantConnect.Data.BaseData, System.Dynamic.IDynamicMetaObjectProvider, QuantConnect.Data.IBaseData):
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""" Dynamic Data Class: Accept flexible data, adapting to the columns provided by source. """
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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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def GetMetaObject(self, parameter: System.Linq.Expressions.Expression) -> System.Dynamic.DynamicMetaObject:
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pass
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def GetProperty(self, name: str) -> object:
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pass
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def GetStorageDictionary(self) -> System.Collections.Generic.IDictionary[str, object]:
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pass
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def HasProperty(self, name: str) -> bool:
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pass
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def SetProperty(self, name: str, value: object) -> object:
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pass
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class FileFormat(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Specifies the format of data in a subscription
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enum FileFormat, values: Binary (1), Collection (3), Csv (0), Index (4), ZipEntryName (2)
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"""
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value__: int
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Binary: 'FileFormat'
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Collection: 'FileFormat'
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Csv: 'FileFormat'
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Index: 'FileFormat'
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ZipEntryName: 'FileFormat'
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class GetSetPropertyDynamicMetaObject(System.Dynamic.DynamicMetaObject):
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"""
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Provides an implementation of System.Dynamic.DynamicMetaObject that uses get/set methods to update
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values in the dynamic object.
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GetSetPropertyDynamicMetaObject(expression: Expression, value: object, setPropertyMethodInfo: MethodInfo, getPropertyMethodInfo: MethodInfo)
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"""
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def BindGetMember(self, binder: System.Dynamic.GetMemberBinder) -> System.Dynamic.DynamicMetaObject:
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pass
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def BindSetMember(self, binder: System.Dynamic.SetMemberBinder, value: System.Dynamic.DynamicMetaObject) -> System.Dynamic.DynamicMetaObject:
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pass
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def __init__(self, expression: System.Linq.Expressions.Expression, value: object, setPropertyMethodInfo: System.Reflection.MethodInfo, getPropertyMethodInfo: System.Reflection.MethodInfo) -> QuantConnect.Data.GetSetPropertyDynamicMetaObject:
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pass
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class HistoryProviderBase(System.object, QuantConnect.Interfaces.IDataProviderEvents, QuantConnect.Interfaces.IHistoryProvider):
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""" Provides a base type for all history providers """
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def GetHistory(self, requests: typing.List[QuantConnect.Data.HistoryRequest], sliceTimeZone: NodaTime.DateTimeZone) -> typing.List[QuantConnect.Data.Slice]:
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pass
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def Initialize(self, parameters: QuantConnect.Data.HistoryProviderInitializeParameters) -> None:
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pass
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DataPointCount: int
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DownloadFailed: BoundEvent
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InvalidConfigurationDetected: BoundEvent
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NumericalPrecisionLimited: BoundEvent
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ReaderErrorDetected: BoundEvent
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StartDateLimited: BoundEvent
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class HistoryProviderInitializeParameters(System.object):
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"""
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Represents the set of parameters for the QuantConnect.Interfaces.IHistoryProvider.Initialize(QuantConnect.Data.HistoryProviderInitializeParameters) method
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HistoryProviderInitializeParameters(job: AlgorithmNodePacket, api: IApi, dataProvider: IDataProvider, dataCacheProvider: IDataCacheProvider, mapFileProvider: IMapFileProvider, factorFileProvider: IFactorFileProvider, statusUpdateAction: Action[int], parallelHistoryRequestsEnabled: bool, dataPermissionManager: IDataPermissionManager)
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"""
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def __init__(self, job: QuantConnect.Packets.AlgorithmNodePacket, api: QuantConnect.Interfaces.IApi, dataProvider: QuantConnect.Interfaces.IDataProvider, dataCacheProvider: QuantConnect.Interfaces.IDataCacheProvider, mapFileProvider: QuantConnect.Interfaces.IMapFileProvider, factorFileProvider: QuantConnect.Interfaces.IFactorFileProvider, statusUpdateAction: typing.Callable[[int], None], parallelHistoryRequestsEnabled: bool, dataPermissionManager: QuantConnect.Interfaces.IDataPermissionManager) -> QuantConnect.Data.HistoryProviderInitializeParameters:
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pass
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Api: QuantConnect.Interfaces.IApi
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DataCacheProvider: QuantConnect.Interfaces.IDataCacheProvider
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DataPermissionManager: QuantConnect.Interfaces.IDataPermissionManager
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DataProvider: QuantConnect.Interfaces.IDataProvider
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FactorFileProvider: QuantConnect.Interfaces.IFactorFileProvider
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Job: QuantConnect.Packets.AlgorithmNodePacket
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MapFileProvider: QuantConnect.Interfaces.IMapFileProvider
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ParallelHistoryRequestsEnabled: bool
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StatusUpdateAction: typing.Callable[[int], None]
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class HistoryRequest(System.object):
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"""
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Represents a request for historical data
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HistoryRequest(startTimeUtc: DateTime, endTimeUtc: DateTime, dataType: Type, symbol: Symbol, resolution: Resolution, exchangeHours: SecurityExchangeHours, dataTimeZone: DateTimeZone, fillForwardResolution: Nullable[Resolution], includeExtendedMarketHours: bool, isCustomData: bool, dataNormalizationMode: DataNormalizationMode, tickType: TickType)
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HistoryRequest(config: SubscriptionDataConfig, hours: SecurityExchangeHours, startTimeUtc: DateTime, endTimeUtc: DateTime)
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"""
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@typing.overload
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def __init__(self, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime, dataType: type, symbol: QuantConnect.Symbol, resolution: QuantConnect.Resolution, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, dataTimeZone: NodaTime.DateTimeZone, fillForwardResolution: typing.Optional[QuantConnect.Resolution], includeExtendedMarketHours: bool, isCustomData: bool, dataNormalizationMode: QuantConnect.DataNormalizationMode, tickType: QuantConnect.TickType) -> QuantConnect.Data.HistoryRequest:
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pass
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@typing.overload
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def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, hours: QuantConnect.Securities.SecurityExchangeHours, startTimeUtc: datetime.datetime, endTimeUtc: datetime.datetime) -> QuantConnect.Data.HistoryRequest:
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pass
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def __init__(self, *args) -> QuantConnect.Data.HistoryRequest:
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pass
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DataNormalizationMode: QuantConnect.DataNormalizationMode
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DataTimeZone: NodaTime.DateTimeZone
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DataType: type
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EndTimeUtc: datetime.datetime
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ExchangeHours: QuantConnect.Securities.SecurityExchangeHours
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FillForwardResolution: typing.Optional[QuantConnect.Resolution]
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IncludeExtendedMarketHours: bool
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IsCustomData: bool
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Resolution: QuantConnect.Resolution
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StartTimeUtc: datetime.datetime
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Symbol: QuantConnect.Symbol
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TickType: QuantConnect.TickType
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class HistoryRequestFactory(System.object):
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"""
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Helper class used to create new QuantConnect.Data.HistoryRequest
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HistoryRequestFactory(algorithm: IAlgorithm)
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"""
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def CreateHistoryRequest(self, subscription: QuantConnect.Data.SubscriptionDataConfig, startAlgoTz: datetime.datetime, endAlgoTz: datetime.datetime, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Data.HistoryRequest:
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pass
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def GetStartTimeAlgoTz(self, symbol: QuantConnect.Symbol, periods: int, resolution: QuantConnect.Resolution, exchange: QuantConnect.Securities.SecurityExchangeHours) -> datetime.datetime:
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pass
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def __init__(self, algorithm: QuantConnect.Interfaces.IAlgorithm) -> QuantConnect.Data.HistoryRequestFactory:
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pass
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