QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
259 lines
10 KiB
Python
259 lines
10 KiB
Python
from .____init___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
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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 BollingerBands(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 creates a moving average (middle band) with an upper band and lower band
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fixed at k standard deviations above and below the moving average.
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BollingerBands(period: int, k: Decimal, movingAverageType: MovingAverageType)
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BollingerBands(name: str, period: int, k: Decimal, movingAverageType: MovingAverageType)
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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, k: float, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.BollingerBands:
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pass
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@typing.overload
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def __init__(self, name: str, period: int, k: float, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.BollingerBands:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.BollingerBands:
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pass
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BandWidth: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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IsReady: bool
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LowerBand: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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MiddleBand: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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MovingAverageType: QuantConnect.Indicators.MovingAverageType
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PercentB: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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Price: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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StandardDeviation: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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UpperBand: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class ChandeMomentumOscillator(QuantConnect.Indicators.WindowIndicator[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 Chande Momentum Oscillator (CMO).
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CMO calculation is mostly identical to RSI.
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The only difference is in the last step of calculation:
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RSI = gain / (gain+loss)
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CMO = (gain-loss) / (gain+loss)
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ChandeMomentumOscillator(period: int)
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ChandeMomentumOscillator(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.ChandeMomentumOscillator:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.ChandeMomentumOscillator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.ChandeMomentumOscillator:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class CommodityChannelIndex(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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Represents the traditional commodity channel index (CCI)
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CCI = (Typical Price - 20-period SMA of TP) / (.015 * Mean Deviation)
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Typical Price (TP) = (High + Low + Close)/3
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Constant = 0.015
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There are four steps to calculating the Mean Deviation, first, subtract
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the most recent 20-period average of the typical price from each period's
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typical price. Second, take the absolute values of these numbers. Third,
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sum the absolute values. Fourth, divide by the total number of periods (20).
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CommodityChannelIndex(period: int, movingAverageType: MovingAverageType)
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CommodityChannelIndex(name: str, period: int, movingAverageType: MovingAverageType)
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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, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.CommodityChannelIndex:
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pass
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@typing.overload
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def __init__(self, name: str, period: int, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.CommodityChannelIndex:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.CommodityChannelIndex:
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pass
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IsReady: bool
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MovingAverageType: QuantConnect.Indicators.MovingAverageType
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TypicalPriceAverage: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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TypicalPriceMeanDeviation: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class CompositeIndicator(QuantConnect.Indicators.IndicatorBase[IndicatorDataPoint], System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]):
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"""
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CompositeIndicator[T](name: str, left: IndicatorBase[T], right: IndicatorBase[T], composer: IndicatorComposer)
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CompositeIndicator[T](left: IndicatorBase[T], right: IndicatorBase[T], composer: IndicatorComposer)
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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, left: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], right: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], composer: QuantConnect.Indicators.IndicatorComposer[QuantConnect.Indicators.T]) -> QuantConnect.Indicators.CompositeIndicator:
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pass
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@typing.overload
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def __init__(self, left: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], right: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], composer: QuantConnect.Indicators.IndicatorComposer[QuantConnect.Indicators.T]) -> QuantConnect.Indicators.CompositeIndicator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.CompositeIndicator:
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pass
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IsReady: bool
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Left: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T]
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Right: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T]
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IndicatorComposer: type
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class ConstantIndicator(QuantConnect.Indicators.IndicatorBase[T], System.IComparable, QuantConnect.Indicators.IIndicator[T], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[T]]):
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""" ConstantIndicator[T](name: str, value: Decimal) """
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def Reset(self) -> None:
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pass
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def __init__(self, name: str, value: float) -> QuantConnect.Indicators.ConstantIndicator:
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pass
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IsReady: bool
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class CoppockCurve(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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A momentum indicator developed by Edwin “Sedge” Coppock in October 1965.
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The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials.
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Source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve
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CoppockCurve()
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CoppockCurve(shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int)
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CoppockCurve(name: str, shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: 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) -> QuantConnect.Indicators.CoppockCurve:
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pass
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@typing.overload
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def __init__(self, shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int) -> QuantConnect.Indicators.CoppockCurve:
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pass
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@typing.overload
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def __init__(self, name: str, shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int) -> QuantConnect.Indicators.CoppockCurve:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.CoppockCurve:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class Delay(QuantConnect.Indicators.WindowIndicator[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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An indicator that delays its input for a certain period
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Delay(period: int)
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Delay(name: str, period: int)
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"""
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.Delay:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.Delay:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.Delay:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class DetrendedPriceOscillator(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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The Detrended Price Oscillator is an indicator designed to remove trend from price
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and make it easier to identify cycles.
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DPO does not extend to the last date because it is based on a displaced moving average.
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Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average.
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E.g.DPO(20) equals price 11 days ago less the 20-day SMA.
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DetrendedPriceOscillator(name: str, period: int)
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DetrendedPriceOscillator(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.DetrendedPriceOscillator:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.DetrendedPriceOscillator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.DetrendedPriceOscillator:
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pass
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IsReady: bool
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WarmUpPeriod: int
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