QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
310 lines
10 KiB
Python
310 lines
10 KiB
Python
from .__Packets_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.Statistics
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import QuantConnect.Securities
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import QuantConnect.Packets
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import QuantConnect.Orders
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import QuantConnect.Algorithm.Framework.Alphas
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import QuantConnect
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import datetime
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# no functions
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# classes
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class Packet(System.object):
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"""
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Base class for packet messaging system
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Packet(type: PacketType)
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"""
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def __init__(self, type: QuantConnect.Packets.PacketType) -> QuantConnect.Packets.Packet:
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pass
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Channel: str
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Type: QuantConnect.Packets.PacketType
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class AlgorithmNodePacket(QuantConnect.Packets.Packet):
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"""
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Algorithm Node Packet is a work task for the Lean Engine
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AlgorithmNodePacket(type: PacketType)
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"""
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def GetAlgorithmName(self) -> str:
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pass
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def __init__(self, type: QuantConnect.Packets.PacketType) -> QuantConnect.Packets.AlgorithmNodePacket:
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pass
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AlgorithmId: str
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RamAllocation: int
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Algorithm: typing.List[bytes]
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CompileId: str
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Controls: QuantConnect.Packets.Controls
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HistoryProvider: str
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Language: QuantConnect.Language
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Parameters: System.Collections.Generic.Dictionary[str, str]
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ProjectId: int
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Redelivered: bool
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RequestSource: str
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ServerType: QuantConnect.ServerType
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SessionId: str
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UserId: int
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UserPlan: QuantConnect.UserPlan
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UserToken: str
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Version: str
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class AlgorithmStatusPacket(QuantConnect.Packets.Packet):
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"""
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Algorithm status update information packet
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AlgorithmStatusPacket()
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AlgorithmStatusPacket(algorithmId: str, projectId: int, status: AlgorithmStatus, message: str)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.AlgorithmStatusPacket:
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pass
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@typing.overload
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def __init__(self, algorithmId: str, projectId: int, status: QuantConnect.AlgorithmStatus, message: str) -> QuantConnect.Packets.AlgorithmStatusPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.AlgorithmStatusPacket:
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pass
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AlgorithmId: str
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ChannelStatus: str
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ChartSubscription: str
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Message: str
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ProjectId: int
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Status: QuantConnect.AlgorithmStatus
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class LiveNodePacket(QuantConnect.Packets.AlgorithmNodePacket):
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"""
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Live job task packet: container for any live specific job variables
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LiveNodePacket()
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"""
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Brokerage: str
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BrokerageData: System.Collections.Generic.Dictionary[str, str]
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DataChannelProvider: str
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DataQueueHandler: str
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DeployId: str
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DisableAcknowledgement: bool
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class AlphaNodePacket(QuantConnect.Packets.LiveNodePacket):
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"""
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Alpha job packet
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AlphaNodePacket()
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"""
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AlphaId: str
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class AlphaResultPacket(QuantConnect.Packets.Packet):
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"""
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Provides a packet type for transmitting alpha insights data
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AlphaResultPacket()
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AlphaResultPacket(algorithmId: str, userId: int, insights: List[Insight], orderEvents: List[OrderEvent], orders: List[Order])
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.AlphaResultPacket:
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pass
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@typing.overload
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def __init__(self, algorithmId: str, userId: int, insights: typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight], orderEvents: typing.List[QuantConnect.Orders.OrderEvent], orders: typing.List[QuantConnect.Orders.Order]) -> QuantConnect.Packets.AlphaResultPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.AlphaResultPacket:
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pass
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AlgorithmId: str
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AlphaId: str
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Insights: typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]
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OrderEvents: typing.List[QuantConnect.Orders.OrderEvent]
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Orders: typing.List[QuantConnect.Orders.Order]
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UserId: int
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class BacktestNodePacket(QuantConnect.Packets.AlgorithmNodePacket):
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"""
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Algorithm backtest task information packet.
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BacktestNodePacket()
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BacktestNodePacket(userId: int, projectId: int, sessionId: str, algorithmData: Array[Byte], startingCapital: Decimal, name: str, userPlan: UserPlan)
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BacktestNodePacket(userId: int, projectId: int, sessionId: str, algorithmData: Array[Byte], name: str, userPlan: UserPlan, startingCapital: Nullable[CashAmount])
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.BacktestNodePacket:
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pass
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@typing.overload
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def __init__(self, userId: int, projectId: int, sessionId: str, algorithmData: typing.List[bytes], startingCapital: float, name: str, userPlan: QuantConnect.UserPlan) -> QuantConnect.Packets.BacktestNodePacket:
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pass
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@typing.overload
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def __init__(self, userId: int, projectId: int, sessionId: str, algorithmData: typing.List[bytes], name: str, userPlan: QuantConnect.UserPlan, startingCapital: typing.Optional[QuantConnect.Securities.CashAmount]) -> QuantConnect.Packets.BacktestNodePacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.BacktestNodePacket:
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pass
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IsDebugging: bool
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BacktestId: str
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Breakpoints: typing.List[QuantConnect.Packets.Breakpoint]
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CashAmount: typing.Optional[QuantConnect.Securities.CashAmount]
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Name: str
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PeriodFinish: typing.Optional[datetime.datetime]
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PeriodStart: typing.Optional[datetime.datetime]
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TradeableDates: int
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Watchlist: typing.List[str]
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class BacktestResult(QuantConnect.Result):
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"""
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Backtest results object class - result specific items from the packet.
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BacktestResult()
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BacktestResult(parameters: BacktestResultParameters)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.BacktestResult:
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pass
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@typing.overload
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def __init__(self, parameters: QuantConnect.Packets.BacktestResultParameters) -> QuantConnect.Packets.BacktestResult:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.BacktestResult:
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pass
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RollingWindow: System.Collections.Generic.Dictionary[str, QuantConnect.Statistics.AlgorithmPerformance]
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TotalPerformance: QuantConnect.Statistics.AlgorithmPerformance
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class BacktestResultPacket(QuantConnect.Packets.Packet):
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"""
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Backtest result packet: send backtest information to GUI for user consumption.
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BacktestResultPacket()
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BacktestResultPacket(json: str)
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BacktestResultPacket(job: BacktestNodePacket, results: BacktestResult, endDate: DateTime, startDate: DateTime, progress: Decimal)
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"""
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@staticmethod
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def CreateEmpty(job: QuantConnect.Packets.BacktestNodePacket) -> QuantConnect.Packets.BacktestResultPacket:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.BacktestResultPacket:
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pass
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@typing.overload
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def __init__(self, json: str) -> QuantConnect.Packets.BacktestResultPacket:
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pass
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@typing.overload
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def __init__(self, job: QuantConnect.Packets.BacktestNodePacket, results: QuantConnect.Packets.BacktestResult, endDate: datetime.datetime, startDate: datetime.datetime, progress: float) -> QuantConnect.Packets.BacktestResultPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.BacktestResultPacket:
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pass
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BacktestId: str
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CompileId: str
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DateFinished: datetime.datetime
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DateRequested: datetime.datetime
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Name: str
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PeriodFinish: datetime.datetime
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PeriodStart: datetime.datetime
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ProcessingTime: float
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Progress: float
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ProjectId: int
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Results: QuantConnect.Packets.BacktestResult
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SessionId: str
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TradeableDates: int
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UserId: int
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class BaseResultParameters(System.object):
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"""
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Base parameters used by QuantConnect.Packets.LiveResultParameters and QuantConnect.Packets.BacktestResultParameters
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BaseResultParameters()
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"""
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AlphaRuntimeStatistics: QuantConnect.AlphaRuntimeStatistics
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Charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart]
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OrderEvents: typing.List[QuantConnect.Orders.OrderEvent]
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Orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order]
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ProfitLoss: System.Collections.Generic.IDictionary[datetime.datetime, float]
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RuntimeStatistics: System.Collections.Generic.IDictionary[str, str]
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Statistics: System.Collections.Generic.IDictionary[str, str]
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class BacktestResultParameters(QuantConnect.Packets.BaseResultParameters):
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"""
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Defines the parameters for QuantConnect.Packets.BacktestResult
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BacktestResultParameters(charts: IDictionary[str, Chart], orders: IDictionary[int, Order], profitLoss: IDictionary[DateTime, Decimal], statistics: IDictionary[str, str], runtimeStatistics: IDictionary[str, str], rollingWindow: Dictionary[str, AlgorithmPerformance], orderEvents: List[OrderEvent], totalPerformance: AlgorithmPerformance, alphaRuntimeStatistics: AlphaRuntimeStatistics)
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"""
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def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profitLoss: System.Collections.Generic.IDictionary[datetime.datetime, float], statistics: System.Collections.Generic.IDictionary[str, str], runtimeStatistics: System.Collections.Generic.IDictionary[str, str], rollingWindow: System.Collections.Generic.Dictionary[str, QuantConnect.Statistics.AlgorithmPerformance], orderEvents: typing.List[QuantConnect.Orders.OrderEvent], totalPerformance: QuantConnect.Statistics.AlgorithmPerformance, alphaRuntimeStatistics: QuantConnect.AlphaRuntimeStatistics) -> QuantConnect.Packets.BacktestResultParameters:
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pass
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RollingWindow: System.Collections.Generic.Dictionary[str, QuantConnect.Statistics.AlgorithmPerformance]
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TotalPerformance: QuantConnect.Statistics.AlgorithmPerformance
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class Breakpoint(System.object):
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"""
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A debugging breakpoint
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Breakpoint()
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"""
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FileName: str
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LineNumber: int
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class HistoryResult(System.object):
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"""
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Provides a container for results from history requests. This contains
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the file path relative to the /Data folder where the data can be written
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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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Type: QuantConnect.Packets.HistoryResultType
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class CompletedHistoryResult(QuantConnect.Packets.HistoryResult):
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"""
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Specifies the completed message from a history result
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CompletedHistoryResult()
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"""
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