Files
QuantConnect Server Applications d4ca27f93f Adds autogenerated Python stubs via Travis for QCAlgorithm (Build 14115) (#4662)
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
2020-08-28 16:43:17 -03:00

202 lines
6.0 KiB
Python

import typing
import System.Threading
import System
import QuantConnect.Securities
import QuantConnect.Orders.Serialization
import QuantConnect.Orders.Fees
import QuantConnect.Orders
import QuantConnect.Interfaces
import QuantConnect.Algorithm.Framework.Portfolio
import QuantConnect
import Newtonsoft.Json.Linq
import Newtonsoft.Json
import datetime
class OrderType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
"""
Type of the order: market, limit or stop
enum OrderType, values: Limit (1), Market (0), MarketOnClose (5), MarketOnOpen (4), OptionExercise (6), StopLimit (3), StopMarket (2)
"""
value__: int
Limit: 'OrderType'
Market: 'OrderType'
MarketOnClose: 'OrderType'
MarketOnOpen: 'OrderType'
OptionExercise: 'OrderType'
StopLimit: 'OrderType'
StopMarket: 'OrderType'
class StopLimitOrder(QuantConnect.Orders.Order):
"""
Stop Market Order Type Definition
StopLimitOrder()
StopLimitOrder(symbol: Symbol, quantity: Decimal, stopPrice: Decimal, limitPrice: Decimal, time: DateTime, tag: str, properties: IOrderProperties)
"""
def ApplyUpdateOrderRequest(self, request: QuantConnect.Orders.UpdateOrderRequest) -> None:
pass
def Clone(self) -> QuantConnect.Orders.Order:
pass
def ToString(self) -> str:
pass
@typing.overload
def __init__(self) -> QuantConnect.Orders.StopLimitOrder:
pass
@typing.overload
def __init__(self, symbol: QuantConnect.Symbol, quantity: float, stopPrice: float, limitPrice: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.StopLimitOrder:
pass
def __init__(self, *args) -> QuantConnect.Orders.StopLimitOrder:
pass
LimitPrice: float
StopPrice: float
StopTriggered: bool
Type: QuantConnect.Orders.OrderType
class StopMarketOrder(QuantConnect.Orders.Order):
"""
Stop Market Order Type Definition
StopMarketOrder()
StopMarketOrder(symbol: Symbol, quantity: Decimal, stopPrice: Decimal, time: DateTime, tag: str, properties: IOrderProperties)
"""
def ApplyUpdateOrderRequest(self, request: QuantConnect.Orders.UpdateOrderRequest) -> None:
pass
def Clone(self) -> QuantConnect.Orders.Order:
pass
def ToString(self) -> str:
pass
@typing.overload
def __init__(self) -> QuantConnect.Orders.StopMarketOrder:
pass
@typing.overload
def __init__(self, symbol: QuantConnect.Symbol, quantity: float, stopPrice: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.StopMarketOrder:
pass
def __init__(self, *args) -> QuantConnect.Orders.StopMarketOrder:
pass
Type: QuantConnect.Orders.OrderType
StopPrice: float
class SubmitOrderRequest(QuantConnect.Orders.OrderRequest):
"""
Defines a request to submit a new order
SubmitOrderRequest(orderType: OrderType, securityType: SecurityType, symbol: Symbol, quantity: Decimal, stopPrice: Decimal, limitPrice: Decimal, time: DateTime, tag: str, properties: IOrderProperties)
"""
def ToString(self) -> str:
pass
def __init__(self, orderType: QuantConnect.Orders.OrderType, securityType: QuantConnect.SecurityType, symbol: QuantConnect.Symbol, quantity: float, stopPrice: float, limitPrice: float, time: datetime.datetime, tag: str, properties: QuantConnect.Interfaces.IOrderProperties) -> QuantConnect.Orders.SubmitOrderRequest:
pass
LimitPrice: float
OrderProperties: QuantConnect.Interfaces.IOrderProperties
OrderRequestType: QuantConnect.Orders.OrderRequestType
OrderType: QuantConnect.Orders.OrderType
Quantity: float
SecurityType: QuantConnect.SecurityType
StopPrice: float
Symbol: QuantConnect.Symbol
class TimeInForce(System.object, QuantConnect.Interfaces.ITimeInForceHandler):
""" Time In Force - defines the length of time over which an order will continue working before it is canceled """
@staticmethod
def GoodTilDate(expiry: datetime.datetime) -> QuantConnect.Orders.TimeInForce:
pass
def IsFillValid(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, fill: QuantConnect.Orders.OrderEvent) -> bool:
pass
def IsOrderExpired(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> bool:
pass
Day: DayTimeInForce
GoodTilCanceled: GoodTilCanceledTimeInForce
class TimeInForceJsonConverter(Newtonsoft.Json.JsonConverter):
"""
Provides an implementation of Newtonsoft.Json.JsonConverter that can deserialize TimeInForce objects
TimeInForceJsonConverter()
"""
def CanConvert(self, objectType: type) -> bool:
pass
def ReadJson(self, reader: Newtonsoft.Json.JsonReader, objectType: type, existingValue: object, serializer: Newtonsoft.Json.JsonSerializer) -> object:
pass
def WriteJson(self, writer: Newtonsoft.Json.JsonWriter, value: object, serializer: Newtonsoft.Json.JsonSerializer) -> None:
pass
CanWrite: bool
class UpdateOrderFields(System.object):
"""
Specifies the data in an order to be updated
UpdateOrderFields()
"""
LimitPrice: typing.Optional[float]
Quantity: typing.Optional[float]
StopPrice: typing.Optional[float]
Tag: str
class UpdateOrderRequest(QuantConnect.Orders.OrderRequest):
"""
Defines a request to update an order's values
UpdateOrderRequest(time: DateTime, orderId: int, fields: UpdateOrderFields)
"""
def ToString(self) -> str:
pass
def __init__(self, time: datetime.datetime, orderId: int, fields: QuantConnect.Orders.UpdateOrderFields) -> QuantConnect.Orders.UpdateOrderRequest:
pass
LimitPrice: typing.Optional[float]
OrderRequestType: QuantConnect.Orders.OrderRequestType
Quantity: typing.Optional[float]
StopPrice: typing.Optional[float]