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

352 lines
13 KiB
Python

from .____init___1 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
# no functions
# classes
class AccountCurrencyImmediateSettlementModel(System.object, QuantConnect.Securities.ISettlementModel):
"""
Represents the model responsible for applying cash settlement rules
AccountCurrencyImmediateSettlementModel()
"""
def ApplyFunds(self, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, applicationTimeUtc: datetime.datetime, currency: str, amount: float) -> None:
pass
class AccountEvent(System.object):
"""
Messaging class signifying a change in a user's account
AccountEvent(currencySymbol: str, cashBalance: Decimal)
"""
def ToString(self) -> str:
pass
def __init__(self, currencySymbol: str, cashBalance: float) -> QuantConnect.Securities.AccountEvent:
pass
CashBalance: float
CurrencySymbol: str
class AdjustedPriceVariationModel(System.object, QuantConnect.Securities.IPriceVariationModel):
"""
Provides an implementation of QuantConnect.Securities.IPriceVariationModel
for use when data is QuantConnect.DataNormalizationMode.Adjusted.
AdjustedPriceVariationModel()
"""
def GetMinimumPriceVariation(self, parameters: QuantConnect.Securities.GetMinimumPriceVariationParameters) -> float:
pass
class BrokerageModelSecurityInitializer(System.object, QuantConnect.Securities.ISecurityInitializer):
"""
Provides an implementation of QuantConnect.Securities.ISecurityInitializer that initializes a security
by settings the QuantConnect.Securities.Security.FillModel, QuantConnect.Securities.Security.FeeModel,
QuantConnect.Securities.Security.SlippageModel, and the QuantConnect.Securities.Security.SettlementModel properties
BrokerageModelSecurityInitializer()
BrokerageModelSecurityInitializer(brokerageModel: IBrokerageModel, securitySeeder: ISecuritySeeder)
"""
def Initialize(self, security: QuantConnect.Securities.Security) -> None:
pass
@typing.overload
def __init__(self) -> QuantConnect.Securities.BrokerageModelSecurityInitializer:
pass
@typing.overload
def __init__(self, brokerageModel: QuantConnect.Brokerages.IBrokerageModel, securitySeeder: QuantConnect.Securities.ISecuritySeeder) -> QuantConnect.Securities.BrokerageModelSecurityInitializer:
pass
def __init__(self, *args) -> QuantConnect.Securities.BrokerageModelSecurityInitializer:
pass
class BuyingPower(System.object):
"""
Defines the result for QuantConnect.Securities.IBuyingPowerModel.GetBuyingPower(QuantConnect.Securities.BuyingPowerParameters)
BuyingPower(buyingPower: Decimal)
"""
def __init__(self, buyingPower: float) -> QuantConnect.Securities.BuyingPower:
pass
Value: float
class BuyingPowerModel(System.object, QuantConnect.Securities.IBuyingPowerModel):
"""
Provides a base class for all buying power models
BuyingPowerModel()
BuyingPowerModel(initialMarginRequirement: Decimal, maintenanceMarginRequirement: Decimal, requiredFreeBuyingPowerPercent: Decimal)
BuyingPowerModel(leverage: Decimal, requiredFreeBuyingPowerPercent: Decimal)
"""
def GetBuyingPower(self, parameters: QuantConnect.Securities.BuyingPowerParameters) -> QuantConnect.Securities.BuyingPower:
pass
def GetLeverage(self, security: QuantConnect.Securities.Security) -> float:
pass
def GetMaximumOrderQuantityForDeltaBuyingPower(self, parameters: QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters) -> QuantConnect.Securities.GetMaximumOrderQuantityResult:
pass
def GetMaximumOrderQuantityForTargetBuyingPower(self, parameters: QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters) -> QuantConnect.Securities.GetMaximumOrderQuantityResult:
pass
def GetReservedBuyingPowerForPosition(self, parameters: QuantConnect.Securities.ReservedBuyingPowerForPositionParameters) -> QuantConnect.Securities.ReservedBuyingPowerForPosition:
pass
def HasSufficientBuyingPowerForOrder(self, parameters: QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters) -> QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult:
pass
def SetLeverage(self, security: QuantConnect.Securities.Security, leverage: float) -> None:
pass
@typing.overload
def __init__(self) -> QuantConnect.Securities.BuyingPowerModel:
pass
@typing.overload
def __init__(self, initialMarginRequirement: float, maintenanceMarginRequirement: float, requiredFreeBuyingPowerPercent: float) -> QuantConnect.Securities.BuyingPowerModel:
pass
@typing.overload
def __init__(self, leverage: float, requiredFreeBuyingPowerPercent: float) -> QuantConnect.Securities.BuyingPowerModel:
pass
def __init__(self, *args) -> QuantConnect.Securities.BuyingPowerModel:
pass
RequiredFreeBuyingPowerPercent: float
class BuyingPowerModelExtensions(System.object):
""" Provides extension methods as backwards compatibility shims """
@staticmethod
def GetBuyingPower(model: QuantConnect.Securities.IBuyingPowerModel, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, direction: QuantConnect.Orders.OrderDirection) -> float:
pass
@staticmethod
def GetMaximumOrderQuantityForTargetBuyingPower(model: QuantConnect.Securities.IBuyingPowerModel, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, target: float) -> QuantConnect.Securities.GetMaximumOrderQuantityResult:
pass
@staticmethod
def GetReservedBuyingPowerForPosition(model: QuantConnect.Securities.IBuyingPowerModel, security: QuantConnect.Securities.Security) -> float:
pass
@staticmethod
def HasSufficientBuyingPowerForOrder(model: QuantConnect.Securities.IBuyingPowerModel, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult:
pass
__all__: list
class BuyingPowerParameters(System.object):
"""
Defines the parameters for QuantConnect.Securities.IBuyingPowerModel.GetBuyingPower(QuantConnect.Securities.BuyingPowerParameters)
BuyingPowerParameters(portfolio: SecurityPortfolioManager, security: Security, direction: OrderDirection)
"""
def Result(self, buyingPower: float, currency: str) -> QuantConnect.Securities.BuyingPower:
pass
def ResultInAccountCurrency(self, buyingPower: float) -> QuantConnect.Securities.BuyingPower:
pass
def __init__(self, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, direction: QuantConnect.Orders.OrderDirection) -> QuantConnect.Securities.BuyingPowerParameters:
pass
Direction: QuantConnect.Orders.OrderDirection
Portfolio: QuantConnect.Securities.SecurityPortfolioManager
Security: QuantConnect.Securities.Security
class Cash(System.object):
"""
Represents a holding of a currency in cash.
Cash(symbol: str, amount: Decimal, conversionRate: Decimal)
"""
def AddAmount(self, amount: float) -> float:
pass
def EnsureCurrencyDataFeed(self, securities: QuantConnect.Securities.SecurityManager, subscriptions: QuantConnect.Data.SubscriptionManager, marketMap: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str], changes: QuantConnect.Data.UniverseSelection.SecurityChanges, securityService: QuantConnect.Interfaces.ISecurityService, accountCurrency: str, defaultResolution: QuantConnect.Resolution) -> QuantConnect.Data.SubscriptionDataConfig:
pass
def SetAmount(self, amount: float) -> None:
pass
def ToString(self) -> str:
pass
def Update(self, data: QuantConnect.Data.BaseData) -> None:
pass
def __init__(self, symbol: str, amount: float, conversionRate: float) -> QuantConnect.Securities.Cash:
pass
Amount: float
ConversionRate: float
ConversionRateSecurity: QuantConnect.Securities.Security
CurrencySymbol: str
SecuritySymbol: QuantConnect.Symbol
Symbol: str
ValueInAccountCurrency: float
Updated: BoundEvent
class CashAmount(System.object):
"""
Represents a cash amount which can be converted to account currency using a currency converter
CashAmount(amount: Decimal, currency: str)
"""
def Equals(self, obj: object) -> bool:
pass
def __init__(self, amount: float, currency: str) -> QuantConnect.Securities.CashAmount:
pass
Amount: float
Currency: str
class ICurrencyConverter:
""" Provides the ability to convert cash amounts to the account currency """
def ConvertToAccountCurrency(self, cashAmount: QuantConnect.Securities.CashAmount) -> QuantConnect.Securities.CashAmount:
pass
AccountCurrency: str
class CashBook(System.object, System.Collections.IEnumerable, QuantConnect.Securities.ICurrencyConverter, System.Collections.Generic.ICollection[KeyValuePair[str, Cash]], System.Collections.Generic.IDictionary[str, Cash], System.Collections.Generic.IEnumerable[KeyValuePair[str, Cash]]):
"""
Provides a means of keeping track of the different cash holdings of an algorithm
CashBook()
"""
@typing.overload
def Add(self, symbol: str, quantity: float, conversionRate: float) -> None:
pass
@typing.overload
def Add(self, item: System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]) -> None:
pass
@typing.overload
def Add(self, symbol: str, value: QuantConnect.Securities.Cash) -> None:
pass
def Add(self, *args) -> None:
pass
def Clear(self) -> None:
pass
def Contains(self, item: System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]) -> bool:
pass
def ContainsKey(self, symbol: str) -> bool:
pass
def Convert(self, sourceQuantity: float, sourceCurrency: str, destinationCurrency: str) -> float:
pass
@typing.overload
def ConvertToAccountCurrency(self, sourceQuantity: float, sourceCurrency: str) -> float:
pass
@typing.overload
def ConvertToAccountCurrency(self, cashAmount: QuantConnect.Securities.CashAmount) -> QuantConnect.Securities.CashAmount:
pass
def ConvertToAccountCurrency(self, *args) -> QuantConnect.Securities.CashAmount:
pass
def CopyTo(self, array: typing.List[System.Collections.Generic.KeyValuePair], arrayIndex: int) -> None:
pass
def EnsureCurrencyDataFeeds(self, securities: QuantConnect.Securities.SecurityManager, subscriptions: QuantConnect.Data.SubscriptionManager, marketMap: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str], changes: QuantConnect.Data.UniverseSelection.SecurityChanges, securityService: QuantConnect.Interfaces.ISecurityService, defaultResolution: QuantConnect.Resolution) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
pass
def GetEnumerator(self) -> System.Collections.Generic.IEnumerator[System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]]:
pass
@typing.overload
def Remove(self, symbol: str) -> bool:
pass
@typing.overload
def Remove(self, item: System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]) -> bool:
pass
def Remove(self, *args) -> bool:
pass
def ToString(self) -> str:
pass
def TryGetValue(self, symbol: str, value: QuantConnect.Securities.Cash) -> bool:
pass
AccountCurrency: str
Count: int
IsReadOnly: bool
Keys: typing.List[str]
TotalValueInAccountCurrency: float
Values: typing.List[QuantConnect.Securities.Cash]
Item: indexer#
Updated: BoundEvent
UpdateType: type