QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
263 lines
10 KiB
Python
263 lines
10 KiB
Python
from .____init___9 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 MovingAverageTypeExtensions(System.object):
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""" Provides extension methods for the MovingAverageType enumeration """
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@staticmethod
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@typing.overload
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def AsIndicator(movingAverageType: QuantConnect.Indicators.MovingAverageType, period: int) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]:
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pass
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@staticmethod
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@typing.overload
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def AsIndicator(movingAverageType: QuantConnect.Indicators.MovingAverageType, name: str, period: int) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]:
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pass
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def AsIndicator(self, *args) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]:
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pass
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__all__: list
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class NormalizedAverageTrueRange(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 Normalized Average True Range (NATR).
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The Normalized Average True Range is calculated with the following formula:
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NATR = (ATR(period) / Close) * 100
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NormalizedAverageTrueRange(name: str, period: int)
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NormalizedAverageTrueRange(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.NormalizedAverageTrueRange:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class OnBalanceVolume(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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This indicator computes the On Balance Volume (OBV).
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The On Balance Volume is calculated by determining the price of the current close price and previous close price.
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If the current close price is equivalent to the previous price the OBV remains the same,
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If the current close price is higher the volume of that day is added to the OBV, while a lower close price will
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result in negative value.
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OnBalanceVolume()
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OnBalanceVolume(name: str)
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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.OnBalanceVolume:
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pass
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@typing.overload
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def __init__(self, name: str) -> QuantConnect.Indicators.OnBalanceVolume:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.OnBalanceVolume:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class ParabolicStopAndReverse(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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Parabolic SAR Indicator
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Based on TA-Lib implementation
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ParabolicStopAndReverse(name: str, afStart: Decimal, afIncrement: Decimal, afMax: Decimal)
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ParabolicStopAndReverse(afStart: Decimal, afIncrement: Decimal, afMax: Decimal)
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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, afStart: float, afIncrement: float, afMax: float) -> QuantConnect.Indicators.ParabolicStopAndReverse:
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pass
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@typing.overload
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def __init__(self, afStart: float, afIncrement: float, afMax: float) -> QuantConnect.Indicators.ParabolicStopAndReverse:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.ParabolicStopAndReverse:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class PercentagePriceOscillator(QuantConnect.Indicators.AbsolutePriceOscillator, 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 Percentage Price Oscillator (PPO)
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The Percentage Price Oscillator is calculated using the following formula:
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PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i]
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PercentagePriceOscillator(name: str, fastPeriod: int, slowPeriod: int, movingAverageType: MovingAverageType)
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PercentagePriceOscillator(fastPeriod: int, slowPeriod: int, movingAverageType: MovingAverageType)
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"""
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@typing.overload
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def __init__(self, name: str, fastPeriod: int, slowPeriod: int, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.PercentagePriceOscillator:
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pass
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@typing.overload
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def __init__(self, fastPeriod: int, slowPeriod: int, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.PercentagePriceOscillator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.PercentagePriceOscillator:
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pass
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class PythonIndicator(QuantConnect.Indicators.IndicatorBase[IBaseData], System.IComparable, QuantConnect.Indicators.IIndicator[IBaseData], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseData]]):
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"""
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Provides a wrapper for QuantConnect.Indicators.IndicatorBase implementations written in python
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PythonIndicator()
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PythonIndicator(*args: Array[PyObject])
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PythonIndicator(indicator: PyObject)
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"""
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def SetIndicator(self, indicator: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Indicators.PythonIndicator:
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pass
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@typing.overload
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def __init__(self, args: typing.List[Python.Runtime.PyObject]) -> QuantConnect.Indicators.PythonIndicator:
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pass
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@typing.overload
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def __init__(self, indicator: Python.Runtime.PyObject) -> QuantConnect.Indicators.PythonIndicator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.PythonIndicator:
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pass
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IsReady: bool
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class RateOfChangeRatio(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 Rate Of Change Ratio (ROCR).
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The Rate Of Change Ratio is calculated with the following formula:
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ROCR = price / prevPrice
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RateOfChangeRatio(name: str, period: int)
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RateOfChangeRatio(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.RateOfChangeRatio:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.RateOfChangeRatio:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.RateOfChangeRatio:
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pass
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class RegressionChannel(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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The Regression Channel indicator extends the QuantConnect.Indicators.LeastSquaresMovingAverage
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with the inclusion of two (upper and lower) channel lines that are distanced from
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the linear regression line by a user defined number of standard deviations.
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Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html
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RegressionChannel(name: str, period: int, k: Decimal)
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RegressionChannel(period: int, k: Decimal)
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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, k: float) -> QuantConnect.Indicators.RegressionChannel:
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pass
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@typing.overload
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def __init__(self, period: int, k: float) -> QuantConnect.Indicators.RegressionChannel:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.RegressionChannel:
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pass
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Intercept: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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IsReady: bool
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LinearRegression: QuantConnect.Indicators.LeastSquaresMovingAverage
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LowerChannel: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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Slope: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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UpperChannel: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class RelativeStrengthIndex(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 Relative Strength Index (RSI) developed by K. Welles Wilder.
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You can optionally specified a different moving average type to be used in the computation
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RelativeStrengthIndex(period: int, movingAverageType: MovingAverageType)
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RelativeStrengthIndex(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.RelativeStrengthIndex:
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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.RelativeStrengthIndex:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.RelativeStrengthIndex:
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pass
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AverageGain: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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AverageLoss: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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IsReady: bool
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MovingAverageType: QuantConnect.Indicators.MovingAverageType
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WarmUpPeriod: int
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