QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
59 lines
2.0 KiB
Python
59 lines
2.0 KiB
Python
# encoding: utf-8
|
|
# module QuantConnect.Securities.Interfaces calls itself Interfaces
|
|
# from QuantConnect.Common, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null
|
|
# by generator 1.145
|
|
# no doc
|
|
|
|
# imports
|
|
import datetime
|
|
import QuantConnect
|
|
import QuantConnect.Data
|
|
import QuantConnect.Securities
|
|
import QuantConnect.Securities.Interfaces
|
|
import System
|
|
import System.Collections.Generic
|
|
import typing
|
|
|
|
# no functions
|
|
# classes
|
|
|
|
class AdjustmentType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
|
|
"""
|
|
Enum defines types of possible price adjustments in continuous contract modeling.
|
|
|
|
enum AdjustmentType, values: BackAdjusted (1), ForwardAdjusted (0)
|
|
"""
|
|
value__: int
|
|
BackAdjusted: 'AdjustmentType'
|
|
ForwardAdjusted: 'AdjustmentType'
|
|
|
|
|
|
class IContinuousContractModel:
|
|
"""
|
|
Continuous contract model interface. Interfaces is implemented by different classes
|
|
realizing various methods for modeling continuous security series. Primarily, modeling of continuous futures.
|
|
Continuous contracts are used in backtesting of otherwise expiring derivative contracts.
|
|
Continuous contracts are not traded, and are not products traded on exchanges.
|
|
"""
|
|
def GetContinuousData(self, dateTime: datetime.datetime) -> System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData]:
|
|
pass
|
|
|
|
def GetCurrentSymbol(self, dateTime: datetime.datetime) -> QuantConnect.Symbol:
|
|
pass
|
|
|
|
def GetRollDates(self) -> System.Collections.Generic.IEnumerator[datetime.datetime]:
|
|
pass
|
|
|
|
AdjustmentType: QuantConnect.Securities.Interfaces.AdjustmentType
|
|
|
|
InputSeries: System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData]
|
|
|
|
|
|
|
|
class ISecurityDataFilter:
|
|
""" Security data filter interface. Defines pattern for the user defined data filter techniques. """
|
|
def Filter(self, vehicle: QuantConnect.Securities.Security, data: QuantConnect.Data.BaseData) -> bool:
|
|
pass
|
|
|
|
|