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

317 lines
12 KiB
Python

from .____init___8 import *
import typing
import System.Linq.Expressions
import System.Dynamic
import System.Collections.Generic
import System.Collections.Concurrent
import System.Collections
import System
import QuantConnect.Securities.Interfaces
import QuantConnect.Securities
import QuantConnect.Orders.Slippage
import QuantConnect.Orders.Fills
import QuantConnect.Orders.Fees
import QuantConnect.Orders
import QuantConnect.Interfaces
import QuantConnect.Indicators
import QuantConnect.Data.UniverseSelection
import QuantConnect.Data.Market
import QuantConnect.Data.Fundamental
import QuantConnect.Data
import QuantConnect.Brokerages
import QuantConnect.Algorithm.Framework.Portfolio
import QuantConnect
import Python.Runtime
import NodaTime
import datetime
class SecurityPortfolioModel(System.object, QuantConnect.Securities.ISecurityPortfolioModel):
"""
Provides a default implementation of QuantConnect.Securities.ISecurityPortfolioModel that simply
applies the fills to the algorithm's portfolio. This implementation is intended to
handle all security types.
SecurityPortfolioModel()
"""
def ProcessFill(self, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, fill: QuantConnect.Orders.OrderEvent) -> None:
pass
class SecurityProviderExtensions(System.object):
""" Provides extension methods for the QuantConnect.Securities.ISecurityProvider interface. """
@staticmethod
def GetHoldingsQuantity(provider: QuantConnect.Securities.ISecurityProvider, symbol: QuantConnect.Symbol) -> float:
pass
__all__: list
class SecuritySeeder(System.object):
""" Provides access to a null implementation for QuantConnect.Securities.ISecuritySeeder """
Null: NullSecuritySeeder
__all__: list
class SecurityService(System.object, QuantConnect.Interfaces.ISecurityService):
"""
This class implements interface QuantConnect.Interfaces.ISecurityService providing methods for creating new QuantConnect.Securities.Security
SecurityService(cashBook: CashBook, marketHoursDatabase: MarketHoursDatabase, symbolPropertiesDatabase: SymbolPropertiesDatabase, securityInitializerProvider: ISecurityInitializerProvider, registeredTypes: IRegisteredSecurityDataTypesProvider, cacheProvider: SecurityCacheProvider)
"""
@typing.overload
def CreateSecurity(self, symbol: QuantConnect.Symbol, subscriptionDataConfigList: typing.List[QuantConnect.Data.SubscriptionDataConfig], leverage: float, addToSymbolCache: bool) -> QuantConnect.Securities.Security:
pass
@typing.overload
def CreateSecurity(self, symbol: QuantConnect.Symbol, subscriptionDataConfig: QuantConnect.Data.SubscriptionDataConfig, leverage: float, addToSymbolCache: bool) -> QuantConnect.Securities.Security:
pass
def CreateSecurity(self, *args) -> QuantConnect.Securities.Security:
pass
def SetLiveMode(self, isLiveMode: bool) -> None:
pass
def __init__(self, cashBook: QuantConnect.Securities.CashBook, marketHoursDatabase: QuantConnect.Securities.MarketHoursDatabase, symbolPropertiesDatabase: QuantConnect.Securities.SymbolPropertiesDatabase, securityInitializerProvider: QuantConnect.Interfaces.ISecurityInitializerProvider, registeredTypes: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, cacheProvider: QuantConnect.Securities.SecurityCacheProvider) -> QuantConnect.Securities.SecurityService:
pass
class SecurityTransactionManager(System.object, QuantConnect.Securities.IOrderProvider):
"""
Algorithm Transactions Manager - Recording Transactions
SecurityTransactionManager(algorithm: IAlgorithm, security: SecurityManager)
"""
def AddOrder(self, request: QuantConnect.Orders.SubmitOrderRequest) -> QuantConnect.Orders.OrderTicket:
pass
def AddTransactionRecord(self, time: datetime.datetime, transactionProfitLoss: float) -> None:
pass
@typing.overload
def CancelOpenOrders(self) -> typing.List[QuantConnect.Orders.OrderTicket]:
pass
@typing.overload
def CancelOpenOrders(self, symbol: QuantConnect.Symbol, tag: str) -> typing.List[QuantConnect.Orders.OrderTicket]:
pass
def CancelOpenOrders(self, *args) -> typing.List[QuantConnect.Orders.OrderTicket]:
pass
def CancelOrder(self, orderId: int, orderTag: str) -> QuantConnect.Orders.OrderTicket:
pass
def GetIncrementOrderId(self) -> int:
pass
@typing.overload
def GetOpenOrders(self, symbol: QuantConnect.Symbol) -> typing.List[QuantConnect.Orders.Order]:
pass
@typing.overload
def GetOpenOrders(self, filter: typing.Callable[[QuantConnect.Orders.Order], bool]) -> typing.List[QuantConnect.Orders.Order]:
pass
def GetOpenOrders(self, *args) -> typing.List[QuantConnect.Orders.Order]:
pass
@typing.overload
def GetOpenOrderTickets(self, symbol: QuantConnect.Symbol) -> typing.List[QuantConnect.Orders.OrderTicket]:
pass
@typing.overload
def GetOpenOrderTickets(self, filter: typing.Callable[[QuantConnect.Orders.OrderTicket], bool]) -> typing.List[QuantConnect.Orders.OrderTicket]:
pass
def GetOpenOrderTickets(self, *args) -> typing.List[QuantConnect.Orders.OrderTicket]:
pass
def GetOrderByBrokerageId(self, brokerageId: str) -> QuantConnect.Orders.Order:
pass
def GetOrderById(self, orderId: int) -> QuantConnect.Orders.Order:
pass
def GetOrders(self, filter: typing.Callable[[QuantConnect.Orders.Order], bool]) -> typing.List[QuantConnect.Orders.Order]:
pass
def GetOrderTicket(self, orderId: int) -> QuantConnect.Orders.OrderTicket:
pass
def GetOrderTickets(self, filter: typing.Callable[[QuantConnect.Orders.OrderTicket], bool]) -> typing.List[QuantConnect.Orders.OrderTicket]:
pass
def ProcessRequest(self, request: QuantConnect.Orders.OrderRequest) -> QuantConnect.Orders.OrderTicket:
pass
def RemoveOrder(self, orderId: int, tag: str) -> QuantConnect.Orders.OrderTicket:
pass
def SetOrderProcessor(self, orderProvider: QuantConnect.Securities.IOrderProcessor) -> None:
pass
def UpdateOrder(self, request: QuantConnect.Orders.UpdateOrderRequest) -> QuantConnect.Orders.OrderTicket:
pass
def WaitForOrder(self, orderId: int) -> bool:
pass
def __init__(self, algorithm: QuantConnect.Interfaces.IAlgorithm, security: QuantConnect.Securities.SecurityManager) -> QuantConnect.Securities.SecurityTransactionManager:
pass
LastOrderId: int
MarketOrderFillTimeout: datetime.timedelta
MinimumOrderQuantity: int
MinimumOrderSize: float
OrdersCount: int
TransactionRecord: System.Collections.Generic.Dictionary[datetime.datetime, float]
UtcTime: datetime.datetime
class StandardDeviationOfReturnsVolatilityModel(QuantConnect.Securities.Volatility.BaseVolatilityModel, QuantConnect.Securities.IVolatilityModel):
"""
Provides an implementation of QuantConnect.Securities.IVolatilityModel that computes the
annualized sample standard deviation of daily returns as the volatility of the security
StandardDeviationOfReturnsVolatilityModel(periods: int)
"""
def GetHistoryRequirements(self, security: QuantConnect.Securities.Security, utcTime: datetime.datetime) -> typing.List[QuantConnect.Data.HistoryRequest]:
pass
def Update(self, security: QuantConnect.Securities.Security, data: QuantConnect.Data.BaseData) -> None:
pass
def __init__(self, periods: int) -> QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel:
pass
Volatility: float
SubscriptionDataConfigProvider: QuantConnect.Interfaces.ISubscriptionDataConfigProvider
class SymbolProperties(System.object):
"""
Represents common properties for a specific security, uniquely identified by market, symbol and security type
SymbolProperties(description: str, quoteCurrency: str, contractMultiplier: Decimal, minimumPriceVariation: Decimal, lotSize: Decimal)
"""
@staticmethod
def GetDefault(quoteCurrency: str) -> QuantConnect.Securities.SymbolProperties:
pass
def __init__(self, description: str, quoteCurrency: str, contractMultiplier: float, minimumPriceVariation: float, lotSize: float) -> QuantConnect.Securities.SymbolProperties:
pass
ContractMultiplier: float
Description: str
LotSize: float
MinimumPriceVariation: float
QuoteCurrency: str
class SymbolPropertiesDatabase(System.object):
""" Provides access to specific properties for various symbols """
@typing.overload
def ContainsKey(self, market: str, symbol: str, securityType: QuantConnect.SecurityType) -> bool:
pass
@typing.overload
def ContainsKey(self, market: str, symbol: QuantConnect.Symbol, securityType: QuantConnect.SecurityType) -> bool:
pass
def ContainsKey(self, *args) -> bool:
pass
@staticmethod
def FromDataFolder() -> QuantConnect.Securities.SymbolPropertiesDatabase:
pass
@typing.overload
def GetSymbolProperties(self, market: str, symbol: str, securityType: QuantConnect.SecurityType, defaultQuoteCurrency: str) -> QuantConnect.Securities.SymbolProperties:
pass
@typing.overload
def GetSymbolProperties(self, market: str, symbol: QuantConnect.Symbol, securityType: QuantConnect.SecurityType, defaultQuoteCurrency: str) -> QuantConnect.Securities.SymbolProperties:
pass
def GetSymbolProperties(self, *args) -> QuantConnect.Securities.SymbolProperties:
pass
def TryGetMarket(self, symbol: str, securityType: QuantConnect.SecurityType, market: str) -> bool:
pass
class UniverseManager(System.object, System.Collections.IEnumerable, System.Collections.Generic.ICollection[KeyValuePair[Symbol, Universe]], System.Collections.Generic.IDictionary[Symbol, Universe], System.Collections.Generic.IEnumerable[KeyValuePair[Symbol, Universe]], System.Collections.Specialized.INotifyCollectionChanged):
"""
Manages the algorithm's collection of universes
UniverseManager()
"""
@typing.overload
def Add(self, item: System.Collections.Generic.KeyValuePair[QuantConnect.Symbol, QuantConnect.Data.UniverseSelection.Universe]) -> None:
pass
@typing.overload
def Add(self, key: QuantConnect.Symbol, universe: QuantConnect.Data.UniverseSelection.Universe) -> None:
pass
def Add(self, *args) -> None:
pass
def Clear(self) -> None:
pass
def Contains(self, item: System.Collections.Generic.KeyValuePair[QuantConnect.Symbol, QuantConnect.Data.UniverseSelection.Universe]) -> bool:
pass
def ContainsKey(self, key: QuantConnect.Symbol) -> bool:
pass
def CopyTo(self, array: typing.List[System.Collections.Generic.KeyValuePair], arrayIndex: int) -> None:
pass
def GetEnumerator(self) -> System.Collections.Generic.IEnumerator[System.Collections.Generic.KeyValuePair[QuantConnect.Symbol, QuantConnect.Data.UniverseSelection.Universe]]:
pass
@typing.overload
def Remove(self, item: System.Collections.Generic.KeyValuePair[QuantConnect.Symbol, QuantConnect.Data.UniverseSelection.Universe]) -> bool:
pass
@typing.overload
def Remove(self, key: QuantConnect.Symbol) -> bool:
pass
def Remove(self, *args) -> bool:
pass
def TryGetValue(self, key: QuantConnect.Symbol, value: QuantConnect.Data.UniverseSelection.Universe) -> bool:
pass
ActiveSecurities: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]
Count: int
IsReadOnly: bool
Keys: typing.List[QuantConnect.Symbol]
Values: typing.List[QuantConnect.Data.UniverseSelection.Universe]
CollectionChanged: BoundEvent
Item: indexer#