QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
343 lines
12 KiB
Python
343 lines
12 KiB
Python
from .____init___11 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
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import QuantConnect.Indicators
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import QuantConnect.Data.Market
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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 datetime
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class TripleExponentialMovingAverage(QuantConnect.Indicators.IndicatorBase[IndicatorDataPoint], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]):
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"""
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This indicator computes the Triple Exponential Moving Average (TEMA).
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The Triple Exponential Moving Average is calculated with the following formula:
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EMA1 = EMA(t,period)
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EMA2 = EMA(EMA(t,period),period)
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EMA3 = EMA(EMA(EMA(t,period),period),period)
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TEMA = 3 * EMA1 - 3 * EMA2 + EMA3
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TripleExponentialMovingAverage(name: str, period: int)
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TripleExponentialMovingAverage(period: int)
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"""
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def Reset(self) -> None:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class Trix(QuantConnect.Indicators.Indicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]):
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"""
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This indicator computes the TRIX (1-period ROC of a Triple EMA)
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The TRIX is calculated as explained here:
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http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix
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Trix(name: str, period: int)
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Trix(period: int)
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"""
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def Reset(self) -> None:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.Trix:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.Trix:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.Trix:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class TrueRange(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IBaseDataBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseDataBar]]):
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"""
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This indicator computes the True Range (TR).
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The True Range is the greatest of the following values:
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value1 = distance from today's high to today's low.
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value2 = distance from yesterday's close to today's high.
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value3 = distance from yesterday's close to today's low.
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TrueRange()
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TrueRange(name: str)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Indicators.TrueRange:
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pass
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@typing.overload
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def __init__(self, name: str) -> QuantConnect.Indicators.TrueRange:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.TrueRange:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class UltimateOscillator(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IBaseDataBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseDataBar]]):
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"""
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This indicator computes the Ultimate Oscillator (ULTOSC)
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The Ultimate Oscillator is calculated as explained here:
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http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator
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UltimateOscillator(period1: int, period2: int, period3: int)
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UltimateOscillator(name: str, period1: int, period2: int, period3: int)
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"""
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def Reset(self) -> None:
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pass
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@typing.overload
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def __init__(self, period1: int, period2: int, period3: int) -> QuantConnect.Indicators.UltimateOscillator:
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pass
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@typing.overload
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def __init__(self, name: str, period1: int, period2: int, period3: int) -> QuantConnect.Indicators.UltimateOscillator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.UltimateOscillator:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class VolumeWeightedAveragePriceIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[TradeBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[TradeBar]]):
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"""
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Volume Weighted Average Price (VWAP) Indicator:
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It is calculated by adding up the dollars traded for every transaction (price multiplied
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by number of shares traded) and then dividing by the total shares traded for the day.
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VolumeWeightedAveragePriceIndicator(period: int)
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VolumeWeightedAveragePriceIndicator(name: str, period: int)
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"""
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def Reset(self) -> None:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class WilderMovingAverage(QuantConnect.Indicators.Indicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]):
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"""
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Represents the moving average indicator defined by Welles Wilder in his book:
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New Concepts in Technical Trading Systems.
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WilderMovingAverage(name: str, period: int)
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WilderMovingAverage(period: int)
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"""
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def Reset(self) -> None:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.WilderMovingAverage:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.WilderMovingAverage:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.WilderMovingAverage:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class WilliamsPercentR(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IBaseDataBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseDataBar]]):
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"""
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Williams %R, or just %R, is the current closing price in relation to the high and low of
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the past N days (for a given N). The value of this indicator fluctuates between -100 and 0.
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The symbol is said to be oversold when the oscillator is below -80%,
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and overbought when the oscillator is above -20%.
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WilliamsPercentR(period: int)
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WilliamsPercentR(name: str, period: int)
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"""
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def Reset(self) -> None:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.WilliamsPercentR:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.WilliamsPercentR:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.WilliamsPercentR:
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pass
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IsReady: bool
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Maximum: QuantConnect.Indicators.Maximum
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Minimum: QuantConnect.Indicators.Minimum
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WarmUpPeriod: int
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class WindowIdentity(QuantConnect.Indicators.WindowIndicator[IndicatorDataPoint], System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]):
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"""
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Represents an indicator that is a ready after ingesting enough samples (# samples > period)
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and always returns the same value as it is given.
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WindowIdentity(name: str, period: int)
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WindowIdentity(period: int)
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"""
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.WindowIdentity:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.WindowIdentity:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.WindowIdentity:
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pass
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IsReady: bool
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class WindowIndicator(QuantConnect.Indicators.IndicatorBase[T], System.IComparable, QuantConnect.Indicators.IIndicator[T], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[T]]):
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# no doc
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def Reset(self) -> None:
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pass
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def __init__(self, *args): #cannot find CLR constructor
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pass
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IsReady: bool
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Period: int
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# classes
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class IIndicatorWarmUpPeriodProvider:
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""" Represents an indicator with a warm up period provider. """
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WarmUpPeriod: int
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class IndicatorDataPoint(QuantConnect.Data.BaseData, System.IEquatable[IndicatorDataPoint], QuantConnect.Data.IBaseData, System.IComparable, System.IComparable[IndicatorDataPoint]):
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"""
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Represents a piece of data at a specific time
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IndicatorDataPoint()
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IndicatorDataPoint(time: DateTime, value: Decimal)
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IndicatorDataPoint(symbol: Symbol, time: DateTime, value: Decimal)
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"""
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@typing.overload
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def CompareTo(self, other: QuantConnect.Indicators.IndicatorDataPoint) -> int:
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pass
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@typing.overload
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def CompareTo(self, obj: object) -> int:
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pass
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def CompareTo(self, *args) -> int:
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pass
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@typing.overload
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def Equals(self, other: QuantConnect.Indicators.IndicatorDataPoint) -> bool:
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pass
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@typing.overload
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def Equals(self, obj: object) -> bool:
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pass
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def Equals(self, *args) -> bool:
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pass
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def GetHashCode(self) -> int:
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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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@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 ToString(self) -> str:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Indicators.IndicatorDataPoint:
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pass
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@typing.overload
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def __init__(self, time: datetime.datetime, value: float) -> QuantConnect.Indicators.IndicatorDataPoint:
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pass
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@typing.overload
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def __init__(self, symbol: QuantConnect.Symbol, time: datetime.datetime, value: float) -> QuantConnect.Indicators.IndicatorDataPoint:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.IndicatorDataPoint:
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pass
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