QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
99 lines
3.9 KiB
Python
99 lines
3.9 KiB
Python
# encoding: utf-8
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# module QuantConnect.Securities.Forex calls itself Forex
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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
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import QuantConnect.Data
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import QuantConnect.Securities
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import QuantConnect.Securities.Forex
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import System.Collections.Concurrent
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import typing
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# no functions
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# classes
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class Forex(QuantConnect.Securities.Security, QuantConnect.Securities.IBaseCurrencySymbol, QuantConnect.Interfaces.ISecurityPrice):
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"""
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FOREX Security Object Implementation for FOREX Assets
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Forex(exchangeHours: SecurityExchangeHours, quoteCurrency: Cash, config: SubscriptionDataConfig, symbolProperties: SymbolProperties, currencyConverter: ICurrencyConverter, registeredTypes: IRegisteredSecurityDataTypesProvider)
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Forex(symbol: Symbol, exchangeHours: SecurityExchangeHours, quoteCurrency: Cash, symbolProperties: SymbolProperties, currencyConverter: ICurrencyConverter, registeredTypes: IRegisteredSecurityDataTypesProvider, securityCache: SecurityCache)
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"""
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@staticmethod
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def DecomposeCurrencyPair(currencyPair: str, baseCurrency: str, quoteCurrency: str) -> None:
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pass
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@typing.overload
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def __init__(self, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, quoteCurrency: QuantConnect.Securities.Cash, config: QuantConnect.Data.SubscriptionDataConfig, symbolProperties: QuantConnect.Securities.SymbolProperties, currencyConverter: QuantConnect.Securities.ICurrencyConverter, registeredTypes: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider) -> QuantConnect.Securities.Forex.Forex:
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pass
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@typing.overload
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def __init__(self, symbol: QuantConnect.Symbol, exchangeHours: QuantConnect.Securities.SecurityExchangeHours, quoteCurrency: QuantConnect.Securities.Cash, symbolProperties: QuantConnect.Securities.SymbolProperties, currencyConverter: QuantConnect.Securities.ICurrencyConverter, registeredTypes: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, securityCache: QuantConnect.Securities.SecurityCache) -> QuantConnect.Securities.Forex.Forex:
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pass
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def __init__(self, *args) -> QuantConnect.Securities.Forex.Forex:
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pass
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BaseCurrencySymbol: str
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SubscriptionsBag: System.Collections.Concurrent.ConcurrentBag[QuantConnect.Data.SubscriptionDataConfig]
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class ForexCache(QuantConnect.Securities.SecurityCache):
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"""
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Forex specific caching support
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ForexCache()
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"""
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class ForexDataFilter(QuantConnect.Securities.SecurityDataFilter, QuantConnect.Securities.Interfaces.ISecurityDataFilter):
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"""
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Forex packet by packet data filtering mechanism for dynamically detecting bad ticks.
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ForexDataFilter()
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"""
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def Filter(self, vehicle: QuantConnect.Securities.Security, data: QuantConnect.Data.BaseData) -> bool:
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pass
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class ForexExchange(QuantConnect.Securities.SecurityExchange):
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"""
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Forex exchange class - information and helper tools for forex exchange properties
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ForexExchange()
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ForexExchange(exchangeHours: SecurityExchangeHours)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Securities.Forex.ForexExchange:
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pass
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@typing.overload
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def __init__(self, exchangeHours: QuantConnect.Securities.SecurityExchangeHours) -> QuantConnect.Securities.Forex.ForexExchange:
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pass
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def __init__(self, *args) -> QuantConnect.Securities.Forex.ForexExchange:
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pass
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TradingDaysPerYear: int
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class ForexHolding(QuantConnect.Securities.SecurityHolding):
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"""
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FOREX holdings implementation of the base securities class
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ForexHolding(security: Forex, currencyConverter: ICurrencyConverter)
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"""
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def TotalCloseProfitPips(self) -> float:
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pass
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def __init__(self, security: QuantConnect.Securities.Forex.Forex, currencyConverter: QuantConnect.Securities.ICurrencyConverter) -> QuantConnect.Securities.Forex.ForexHolding:
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pass
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