QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
304 lines
11 KiB
Python
304 lines
11 KiB
Python
from .____init___10 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 RollingWindow(System.object, QuantConnect.Indicators.IReadOnlyWindow[T], System.Collections.IEnumerable, System.Collections.Generic.IEnumerable[T]):
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""" RollingWindow[T](size: int) """
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def Add(self, item: QuantConnect.Indicators.T) -> None:
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pass
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def GetEnumerator(self) -> System.Collections.Generic.IEnumerator[QuantConnect.Indicators.T]:
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pass
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def Reset(self) -> None:
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pass
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def __init__(self, size: int) -> QuantConnect.Indicators.RollingWindow:
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pass
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Count: int
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IsReady: bool
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MostRecentlyRemoved: QuantConnect.Indicators.T
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Samples: float
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Size: int
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Item: indexer#
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class SchaffTrendCycle(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 the Schaff Trend Cycle
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SchaffTrendCycle(cyclePeriod: int, fastPeriod: int, slowPeriod: int, type: MovingAverageType)
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SchaffTrendCycle(name: str, cyclePeriod: int, fastPeriod: int, slowPeriod: int, type: 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, cyclePeriod: int, fastPeriod: int, slowPeriod: int, type: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.SchaffTrendCycle:
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pass
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@typing.overload
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def __init__(self, name: str, cyclePeriod: int, fastPeriod: int, slowPeriod: int, type: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.SchaffTrendCycle:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.SchaffTrendCycle:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class SimpleMovingAverage(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 the traditional simple moving average indicator (SMA)
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SimpleMovingAverage(name: str, period: int)
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SimpleMovingAverage(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.SimpleMovingAverage:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.SimpleMovingAverage:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.SimpleMovingAverage:
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pass
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IsReady: bool
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RollingSum: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class Variance(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 population variance.
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Variance(period: int)
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Variance(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.Variance:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.Variance:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.Variance:
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pass
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WarmUpPeriod: int
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class StandardDeviation(QuantConnect.Indicators.Variance, 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 population standard deviation.
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StandardDeviation(period: int)
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StandardDeviation(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.StandardDeviation:
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pass
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@typing.overload
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def __init__(self, name: str, period: int) -> QuantConnect.Indicators.StandardDeviation:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.StandardDeviation:
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pass
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class Stochastic(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 Slow Stochastics %K and %D. The Fast Stochastics %K is is computed by
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(Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period)
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multiplied by 100. Once the Fast Stochastics %K is calculated the Slow Stochastic %K is calculated by the average/smoothed price of
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of the Fast %K with the given period. The Slow Stochastics %D is then derived from the Slow Stochastics %K with the given period.
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Stochastic(name: str, period: int, kPeriod: int, dPeriod: int)
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Stochastic(period: int, kPeriod: int, dPeriod: 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, kPeriod: int, dPeriod: int) -> QuantConnect.Indicators.Stochastic:
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pass
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@typing.overload
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def __init__(self, period: int, kPeriod: int, dPeriod: int) -> QuantConnect.Indicators.Stochastic:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.Stochastic:
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pass
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FastStoch: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar]
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IsReady: bool
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StochD: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar]
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StochK: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar]
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WarmUpPeriod: int
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class Sum(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 sum for the given period
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Sum(name: str, period: int)
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Sum(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.Sum:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.Sum:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.Sum:
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pass
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WarmUpPeriod: int
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class SwissArmyKnife(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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Swiss Army Knife indicator by John Ehlers
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SwissArmyKnife(period: int, delta: float, tool: SwissArmyKnifeTool)
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SwissArmyKnife(name: str, period: int, delta: float, tool: SwissArmyKnifeTool)
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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, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool) -> QuantConnect.Indicators.SwissArmyKnife:
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pass
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@typing.overload
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def __init__(self, name: str, period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool) -> QuantConnect.Indicators.SwissArmyKnife:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.SwissArmyKnife:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class SwissArmyKnifeTool(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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The tools of the Swiss Army Knife. Some of the tools lend well to chaining with the "Of" Method, others may be treated as moving averages
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enum SwissArmyKnifeTool, values: BandPass (4), Butter (1), Gauss (0), HighPass (2), TwoPoleHighPass (3)
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"""
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value__: int
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BandPass: 'SwissArmyKnifeTool'
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Butter: 'SwissArmyKnifeTool'
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Gauss: 'SwissArmyKnifeTool'
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HighPass: 'SwissArmyKnifeTool'
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TwoPoleHighPass: 'SwissArmyKnifeTool'
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class T3MovingAverage(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 T3 Moving Average (T3).
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The T3 Moving Average is calculated with the following formula:
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EMA1(x, Period) = EMA(x, Period)
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EMA2(x, Period) = EMA(EMA1(x, Period),Period)
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GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor)
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T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor);
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T3MovingAverage(name: str, period: int, volumeFactor: Decimal)
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T3MovingAverage(period: int, volumeFactor: 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, volumeFactor: float) -> QuantConnect.Indicators.T3MovingAverage:
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pass
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@typing.overload
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def __init__(self, period: int, volumeFactor: float) -> QuantConnect.Indicators.T3MovingAverage:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.T3MovingAverage:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class TriangularMovingAverage(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 Triangular Moving Average (TRIMA).
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The Triangular Moving Average is calculated with the following formula:
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(1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1)
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(2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2)
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TriangularMovingAverage(name: str, period: int)
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TriangularMovingAverage(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.TriangularMovingAverage:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.TriangularMovingAverage:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.TriangularMovingAverage:
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pass
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IsReady: bool
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WarmUpPeriod: int
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