QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
284 lines
10 KiB
Python
284 lines
10 KiB
Python
from .____init___8 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 MidPoint(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 MidPoint (MIDPOINT)
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The MidPoint is calculated using the following formula:
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MIDPOINT = (Highest Value + Lowest Value) / 2
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MidPoint(name: str, period: int)
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MidPoint(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.MidPoint:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.MidPoint:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.MidPoint:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class MidPrice(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 MidPrice (MIDPRICE).
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The MidPrice is calculated using the following formula:
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MIDPRICE = (Highest High + Lowest Low) / 2
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MidPrice(name: str, period: int)
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MidPrice(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.MidPrice:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.MidPrice:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.MidPrice:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class Minimum(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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Represents an indicator capable of tracking the minimum value and how many periods ago it occurred
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Minimum(period: int)
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Minimum(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.Minimum:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.Minimum:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.Minimum:
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pass
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IsReady: bool
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PeriodsSinceMinimum: int
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WarmUpPeriod: int
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class Momentum(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 n-period change in a value using the following:
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value_0 - value_n
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Momentum(period: int)
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Momentum(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.Momentum:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.Momentum:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.Momentum:
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pass
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WarmUpPeriod: int
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class RateOfChange(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 n-period rate of change in a value using the following:
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(value_0 - value_n) / value_n
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RateOfChange(period: int)
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RateOfChange(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.RateOfChange:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.RateOfChange:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.RateOfChange:
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pass
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WarmUpPeriod: int
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class RateOfChangePercent(QuantConnect.Indicators.RateOfChange, 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 n-period percentage rate of change in a value using the following:
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100 * (value_0 - value_n) / value_n
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RateOfChangePercent(period: int)
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RateOfChangePercent(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.RateOfChangePercent:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.RateOfChangePercent:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.RateOfChangePercent:
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pass
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class MomentumPercent(QuantConnect.Indicators.RateOfChangePercent, 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 n-period percentage rate of change in a value using the following:
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100 * (value_0 - value_n) / value_n
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This indicator yields the same results of RateOfChangePercent
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MomentumPercent(period: int)
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MomentumPercent(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.MomentumPercent:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.MomentumPercent:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.MomentumPercent:
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pass
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class MomersionIndicator(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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Oscillator indicator that measures momentum and mean-reversion over a specified
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period n.
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Source: Harris, Michael. "Momersion Indicator." Price Action Lab.,
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13 Aug. 2015. Web. http://www.priceactionlab.com/Blog/2015/08/momersion-indicator/.
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MomersionIndicator(name: str, minPeriod: Nullable[int], fullPeriod: int)
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MomersionIndicator(minPeriod: Nullable[int], fullPeriod: int)
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MomersionIndicator(fullPeriod: 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, minPeriod: typing.Optional[int], fullPeriod: int) -> QuantConnect.Indicators.MomersionIndicator:
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pass
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@typing.overload
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def __init__(self, minPeriod: typing.Optional[int], fullPeriod: int) -> QuantConnect.Indicators.MomersionIndicator:
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pass
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@typing.overload
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def __init__(self, fullPeriod: int) -> QuantConnect.Indicators.MomersionIndicator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.MomersionIndicator:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class MoneyFlowIndex(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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The Money Flow Index (MFI) is an oscillator that uses both price and volume to
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measure buying and selling pressure
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Typical Price = (High + Low + Close)/3
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Money Flow = Typical Price x Volume
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Positive Money Flow = Sum of the money flows of all days where the typical
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price is greater than the previous day's typical price
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Negative Money Flow = Sum of the money flows of all days where the typical
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price is less than the previous day's typical price
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Money Flow Ratio = (14-period Positive Money Flow)/(14-period Negative Money Flow)
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Money Flow Index = 100 x Positive Money Flow / ( Positive Money Flow + Negative Money Flow)
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MoneyFlowIndex(period: int)
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MoneyFlowIndex(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.MoneyFlowIndex:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.MoneyFlowIndex:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.MoneyFlowIndex:
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pass
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IsReady: bool
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NegativeMoneyFlow: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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PositiveMoneyFlow: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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PreviousTypicalPrice: float
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WarmUpPeriod: int
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class MovingAverageType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Defines the different types of moving averages
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enum MovingAverageType, values: Alma (10), DoubleExponential (4), Exponential (1), Hull (9), Kama (8), LinearWeightedMovingAverage (3), Simple (0), T3 (7), Triangular (6), TripleExponential (5), Wilders (2)
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"""
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value__: int
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Alma: 'MovingAverageType'
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DoubleExponential: 'MovingAverageType'
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Exponential: 'MovingAverageType'
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Hull: 'MovingAverageType'
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Kama: 'MovingAverageType'
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LinearWeightedMovingAverage: 'MovingAverageType'
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Simple: 'MovingAverageType'
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T3: 'MovingAverageType'
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Triangular: 'MovingAverageType'
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TripleExponential: 'MovingAverageType'
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Wilders: 'MovingAverageType'
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