QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
114 lines
3.9 KiB
Python
114 lines
3.9 KiB
Python
# encoding: utf-8
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# module QuantConnect.Orders.Fills calls itself Fills
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# from QuantConnect.Common, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null
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# by generator 1.145
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# no doc
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# imports
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import datetime
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import QuantConnect.Interfaces
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import QuantConnect.Orders
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import QuantConnect.Orders.Fills
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import QuantConnect.Python
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import QuantConnect.Securities
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import System
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import typing
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# no functions
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# classes
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class Fill(System.object):
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"""
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Defines the result for QuantConnect.Orders.Fills.IFillModel.Fill(QuantConnect.Orders.Fills.FillModelParameters)
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Fill(orderEvent: OrderEvent)
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"""
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def __init__(self, orderEvent: QuantConnect.Orders.OrderEvent) -> QuantConnect.Orders.Fills.Fill:
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pass
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OrderEvent: QuantConnect.Orders.OrderEvent
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class FillModel(System.object, QuantConnect.Orders.Fills.IFillModel):
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"""
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Provides a base class for all fill models
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FillModel()
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"""
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def Fill(self, parameters: QuantConnect.Orders.Fills.FillModelParameters) -> QuantConnect.Orders.Fills.Fill:
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pass
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def LimitFill(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.LimitOrder) -> QuantConnect.Orders.OrderEvent:
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pass
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def MarketFill(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.MarketOrder) -> QuantConnect.Orders.OrderEvent:
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pass
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def MarketOnCloseFill(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.MarketOnCloseOrder) -> QuantConnect.Orders.OrderEvent:
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pass
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def MarketOnOpenFill(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.MarketOnOpenOrder) -> QuantConnect.Orders.OrderEvent:
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pass
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def SetPythonWrapper(self, pythonWrapper: QuantConnect.Python.FillModelPythonWrapper) -> None:
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pass
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def StopLimitFill(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.StopLimitOrder) -> QuantConnect.Orders.OrderEvent:
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pass
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def StopMarketFill(self, asset: QuantConnect.Securities.Security, order: QuantConnect.Orders.StopMarketOrder) -> QuantConnect.Orders.OrderEvent:
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pass
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PythonWrapper: QuantConnect.Python.FillModelPythonWrapper
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Prices: type
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class FillModelParameters(System.object):
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"""
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Defines the parameters for the QuantConnect.Orders.Fills.IFillModel method
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FillModelParameters(security: Security, order: Order, configProvider: ISubscriptionDataConfigProvider, stalePriceTimeSpan: TimeSpan)
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"""
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def __init__(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, configProvider: QuantConnect.Interfaces.ISubscriptionDataConfigProvider, stalePriceTimeSpan: datetime.timedelta) -> QuantConnect.Orders.Fills.FillModelParameters:
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pass
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ConfigProvider: QuantConnect.Interfaces.ISubscriptionDataConfigProvider
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Order: QuantConnect.Orders.Order
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Security: QuantConnect.Securities.Security
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StalePriceTimeSpan: datetime.timedelta
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class IFillModel:
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""" Represents a model that simulates order fill events """
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def Fill(self, parameters: QuantConnect.Orders.Fills.FillModelParameters) -> QuantConnect.Orders.Fills.Fill:
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pass
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class ImmediateFillModel(QuantConnect.Orders.Fills.FillModel, QuantConnect.Orders.Fills.IFillModel):
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"""
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Represents the default fill model used to simulate order fills
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ImmediateFillModel()
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"""
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PythonWrapper: QuantConnect.Python.FillModelPythonWrapper
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class LatestPriceFillModel(QuantConnect.Orders.Fills.ImmediateFillModel, QuantConnect.Orders.Fills.IFillModel):
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"""
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This fill model is provided because currently the data sourced for Crypto
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is limited to one minute snapshots for Quote data. This fill model will
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ignore the trade/quote distinction and return the latest pricing information
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in order to determine the correct fill price
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LatestPriceFillModel()
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"""
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PythonWrapper: QuantConnect.Python.FillModelPythonWrapper
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