QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
123 lines
4.4 KiB
Python
123 lines
4.4 KiB
Python
import typing
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import System.Collections.Concurrent
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import System
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import QuantConnect.Securities.Option
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import QuantConnect.Securities
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import QuantConnect.Orders.OptionExercise
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import QuantConnect.Orders
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import QuantConnect.Data.Market
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import QuantConnect.Data
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import QuantConnect
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import Python.Runtime
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import datetime
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class OptionStrategies(System.object):
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# no doc
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@staticmethod
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def BearCallSpread(canonicalOption: QuantConnect.Symbol, leg1Strike: float, leg2Strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def BearPutSpread(canonicalOption: QuantConnect.Symbol, leg1Strike: float, leg2Strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def BullCallSpread(canonicalOption: QuantConnect.Symbol, leg1Strike: float, leg2Strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def BullPutSpread(canonicalOption: QuantConnect.Symbol, leg1Strike: float, leg2Strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def CallButterfly(canonicalOption: QuantConnect.Symbol, leg1Strike: float, leg2Strike: float, leg3Strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def CallCalendarSpread(canonicalOption: QuantConnect.Symbol, strike: float, expiration1: datetime.datetime, expiration2: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def PutButterfly(canonicalOption: QuantConnect.Symbol, leg1Strike: float, leg2Strike: float, leg3Strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def PutCalendarSpread(canonicalOption: QuantConnect.Symbol, strike: float, expiration1: datetime.datetime, expiration2: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def Straddle(canonicalOption: QuantConnect.Symbol, strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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@staticmethod
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def Strangle(canonicalOption: QuantConnect.Symbol, leg1Strike: float, leg2Strike: float, expiration: datetime.datetime) -> QuantConnect.Securities.Option.OptionStrategy:
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pass
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__all__: list
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class OptionStrategy(System.object):
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"""
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Option strategy specification class. Describes option strategy and its parameters for trading.
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OptionStrategy()
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"""
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Name: str
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OptionLegs: typing.List[QuantConnect.Securities.Option.OptionLegData]
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Underlying: QuantConnect.Symbol
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UnderlyingLegs: typing.List[QuantConnect.Securities.Option.UnderlyingLegData]
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OptionLegData: type
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UnderlyingLegData: type
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class OptionSymbol(System.object):
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""" Static class contains common utility methods specific to symbols representing the option contracts """
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@staticmethod
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def GetLastDayOfTrading(symbol: QuantConnect.Symbol) -> datetime.datetime:
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pass
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@staticmethod
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def IsOptionContractExpired(symbol: QuantConnect.Symbol, currentTimeUtc: datetime.datetime) -> bool:
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pass
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@staticmethod
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def IsStandard(symbol: QuantConnect.Symbol) -> bool:
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pass
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@staticmethod
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def IsStandardContract(symbol: QuantConnect.Symbol) -> bool:
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pass
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@staticmethod
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def IsWeekly(symbol: QuantConnect.Symbol) -> bool:
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pass
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__all__: list
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class OptionSymbolProperties(QuantConnect.Securities.SymbolProperties):
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"""
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Represents common properties for a specific option contract
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OptionSymbolProperties(description: str, quoteCurrency: str, contractMultiplier: Decimal, pipSize: Decimal, lotSize: Decimal)
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OptionSymbolProperties(properties: SymbolProperties)
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"""
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@typing.overload
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def __init__(self, description: str, quoteCurrency: str, contractMultiplier: float, pipSize: float, lotSize: float) -> QuantConnect.Securities.Option.OptionSymbolProperties:
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pass
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@typing.overload
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def __init__(self, properties: QuantConnect.Securities.SymbolProperties) -> QuantConnect.Securities.Option.OptionSymbolProperties:
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pass
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def __init__(self, *args) -> QuantConnect.Securities.Option.OptionSymbolProperties:
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pass
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ContractUnitOfTrade: int
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