QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
293 lines
10 KiB
Python
293 lines
10 KiB
Python
from .____init___5 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 HeikinAshi(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 Heikin-Ashi bar (HA)
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The Heikin-Ashi bar is calculated using the following formulas:
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HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4
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HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2
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HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0])
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HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0])
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HeikinAshi(name: str)
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HeikinAshi()
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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) -> QuantConnect.Indicators.HeikinAshi:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Indicators.HeikinAshi:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.HeikinAshi:
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pass
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Close: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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High: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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IsReady: bool
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Low: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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Open: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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Volume: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class HullMovingAverage(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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Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/
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and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html
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HullMovingAverage(name: str, period: int)
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HullMovingAverage(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.HullMovingAverage:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.HullMovingAverage:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.HullMovingAverage:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class IchimokuKinkoHyo(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 Ichimoku Kinko Hyo indicator. It consists of the following main indicators:
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Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9)
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Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26)
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Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26)
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Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26)
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IchimokuKinkoHyo(tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int)
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IchimokuKinkoHyo(name: str, tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: 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, tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int) -> QuantConnect.Indicators.IchimokuKinkoHyo:
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pass
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@typing.overload
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def __init__(self, name: str, tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int) -> QuantConnect.Indicators.IchimokuKinkoHyo:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.IchimokuKinkoHyo:
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pass
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Chikou: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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DelayedKijunSenkouA: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint]
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DelayedMaximumSenkouB: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint]
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DelayedMinimumSenkouB: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint]
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DelayedTenkanSenkouA: QuantConnect.Indicators.WindowIndicator[QuantConnect.Indicators.IndicatorDataPoint]
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IsReady: bool
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Kijun: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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KijunMaximum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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KijunMinimum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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SenkouA: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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SenkouB: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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SenkouBMaximum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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SenkouBMinimum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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Tenkan: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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TenkanMaximum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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TenkanMinimum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class Identity(QuantConnect.Indicators.Indicator, 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 a single sample and
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always returns the same value as it is given.
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Identity(name: str)
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"""
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def __init__(self, name: str) -> QuantConnect.Indicators.Identity:
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pass
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IsReady: bool
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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 IndicatorBase(System.object, System.IComparable, QuantConnect.Indicators.IIndicator[T], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[T]]):
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# no doc
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@typing.overload
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def CompareTo(self, other: QuantConnect.Indicators.IIndicator[QuantConnect.Indicators.T]) -> 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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def Equals(self, obj: object) -> bool:
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pass
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def Reset(self) -> None:
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pass
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def ToDetailedString(self) -> str:
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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 Update(self, input: QuantConnect.Data.IBaseData) -> bool:
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pass
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@typing.overload
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def Update(self, time: datetime.datetime, value: float) -> bool:
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pass
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def Update(self, *args) -> bool:
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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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Current: QuantConnect.Indicators.IndicatorDataPoint
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IsReady: bool
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Name: str
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Samples: int
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Updated: BoundEvent
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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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