QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
243 lines
10 KiB
Python
243 lines
10 KiB
Python
from .____init___1 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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# functions
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def IIndicator(*args, **kwargs): # real signature unknown
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"""
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Represents an indicator that can receive data updates and emit events when the value of
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the indicator has changed.
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"""
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pass
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# classes
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class Indicator(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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Represents a type capable of ingesting a piece of data and producing a new piece of data.
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Indicators can be used to filter and transform data into a new, more informative form.
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"""
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def __init__(self, *args): #cannot find CLR constructor
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pass
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class MovingAverageConvergenceDivergence(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 two moving averages defined on a base indicator and produces the difference
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between the fast and slow averages.
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MovingAverageConvergenceDivergence(fastPeriod: int, slowPeriod: int, signalPeriod: int, type: MovingAverageType)
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MovingAverageConvergenceDivergence(name: str, fastPeriod: int, slowPeriod: int, signalPeriod: 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, fastPeriod: int, slowPeriod: int, signalPeriod: int, type: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
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pass
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@typing.overload
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def __init__(self, name: str, fastPeriod: int, slowPeriod: int, signalPeriod: int, type: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
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pass
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Fast: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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Histogram: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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IsReady: bool
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Signal: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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Slow: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class AbsolutePriceOscillator(QuantConnect.Indicators.MovingAverageConvergenceDivergence, 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 Absolute Price Oscillator (APO)
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The Absolute Price Oscillator is calculated using the following formula:
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APO[i] = FastMA[i] - SlowMA[i]
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AbsolutePriceOscillator(name: str, fastPeriod: int, slowPeriod: int, movingAverageType: MovingAverageType)
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AbsolutePriceOscillator(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.AbsolutePriceOscillator:
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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.AbsolutePriceOscillator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.AbsolutePriceOscillator:
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pass
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class AccelerationBands(QuantConnect.Indicators.IndicatorBase[IBaseDataBar], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IBaseDataBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseDataBar]]):
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"""
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The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average.
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AccelerationBands(name: str, period: int, width: Decimal, movingAverageType: MovingAverageType)
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AccelerationBands(period: int, width: Decimal)
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AccelerationBands(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, width: float, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.AccelerationBands:
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pass
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@typing.overload
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def __init__(self, period: int, width: float) -> QuantConnect.Indicators.AccelerationBands:
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pass
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@typing.overload
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def __init__(self, period: int) -> QuantConnect.Indicators.AccelerationBands:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.AccelerationBands:
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pass
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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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UpperBand: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]
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WarmUpPeriod: int
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class TradeBarIndicator(QuantConnect.Indicators.IndicatorBase[TradeBar], System.IComparable, QuantConnect.Indicators.IIndicator[TradeBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[TradeBar]]):
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"""
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The TradeBarIndicator is an indicator that accepts TradeBar data as its input.
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This type is more of a shim/typedef to reduce the need to refer to things as IndicatorBase<TradeBar>
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"""
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def __init__(self, *args): #cannot find CLR constructor
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pass
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class AccumulationDistribution(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 Accumulation/Distribution (AD)
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The Accumulation/Distribution is calculated using the following formula:
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AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume
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AccumulationDistribution()
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AccumulationDistribution(name: str)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Indicators.AccumulationDistribution:
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pass
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@typing.overload
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def __init__(self, name: str) -> QuantConnect.Indicators.AccumulationDistribution:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.AccumulationDistribution:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class AccumulationDistributionOscillator(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 Accumulation/Distribution Oscillator (ADOSC)
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The Accumulation/Distribution Oscillator is calculated using the following formula:
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ADOSC = EMA(fast,AD) - EMA(slow,AD)
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AccumulationDistributionOscillator(fastPeriod: int, slowPeriod: int)
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AccumulationDistributionOscillator(name: str, fastPeriod: int, slowPeriod: 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, fastPeriod: int, slowPeriod: int) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
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pass
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@typing.overload
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def __init__(self, name: str, fastPeriod: int, slowPeriod: int) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
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pass
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def __init__(self, *args) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class AdvanceDeclineIndicator(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 advance-decline indicator compares the number of stocks
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that closed higher against the number of stocks
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that closed lower than their previous day's closing prices.
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AdvanceDeclineIndicator(name: str, compute: Func[IEnumerable[TradeBar], Decimal])
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"""
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def AddStock(self, symbol: QuantConnect.Symbol) -> None:
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pass
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def RemoveStock(self, symbol: QuantConnect.Symbol) -> None:
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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, name: str, compute: typing.Callable[[typing.List[QuantConnect.Data.Market.TradeBar]], float]) -> QuantConnect.Indicators.AdvanceDeclineIndicator:
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pass
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IsReady: bool
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WarmUpPeriod: int
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class AdvanceDeclineRatio(QuantConnect.Indicators.AdvanceDeclineIndicator, 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 advance-decline ratio (ADR) compares the number of stocks
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that closed higher against the number of stocks
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that closed lower than their previous day's closing prices.
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AdvanceDeclineRatio(name: str)
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"""
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def __init__(self, name: str) -> QuantConnect.Indicators.AdvanceDeclineRatio:
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pass
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class AdvanceDeclineVolumeRatio(QuantConnect.Indicators.AdvanceDeclineIndicator, 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 Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of
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summary volume of advancing stocks to summary volume of declining stocks.
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AD Volume Ratio is used in technical analysis to see where the main trading activity is focused.
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AdvanceDeclineVolumeRatio(name: str)
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"""
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def __init__(self, name: str) -> QuantConnect.Indicators.AdvanceDeclineVolumeRatio:
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pass
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