d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
352 lines
13 KiB
Python
352 lines
13 KiB
Python
from .____init___1 import *
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import typing
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import System.Linq.Expressions
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import System.Dynamic
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import System.Collections.Generic
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import System.Collections.Concurrent
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import System.Collections
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import System
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import QuantConnect.Securities.Interfaces
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import QuantConnect.Securities
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import QuantConnect.Orders.Slippage
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import QuantConnect.Orders.Fills
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import QuantConnect.Orders.Fees
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import QuantConnect.Orders
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import QuantConnect.Interfaces
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import QuantConnect.Indicators
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import QuantConnect.Data.UniverseSelection
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import QuantConnect.Data.Market
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import QuantConnect.Data.Fundamental
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import QuantConnect.Data
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import QuantConnect.Brokerages
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import QuantConnect.Algorithm.Framework.Portfolio
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import QuantConnect
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import Python.Runtime
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import NodaTime
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import datetime
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# no functions
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# classes
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class AccountCurrencyImmediateSettlementModel(System.object, QuantConnect.Securities.ISettlementModel):
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"""
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Represents the model responsible for applying cash settlement rules
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AccountCurrencyImmediateSettlementModel()
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"""
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def ApplyFunds(self, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, applicationTimeUtc: datetime.datetime, currency: str, amount: float) -> None:
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pass
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class AccountEvent(System.object):
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"""
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Messaging class signifying a change in a user's account
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AccountEvent(currencySymbol: str, cashBalance: Decimal)
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"""
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def ToString(self) -> str:
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pass
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def __init__(self, currencySymbol: str, cashBalance: float) -> QuantConnect.Securities.AccountEvent:
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pass
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CashBalance: float
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CurrencySymbol: str
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class AdjustedPriceVariationModel(System.object, QuantConnect.Securities.IPriceVariationModel):
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"""
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Provides an implementation of QuantConnect.Securities.IPriceVariationModel
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for use when data is QuantConnect.DataNormalizationMode.Adjusted.
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AdjustedPriceVariationModel()
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"""
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def GetMinimumPriceVariation(self, parameters: QuantConnect.Securities.GetMinimumPriceVariationParameters) -> float:
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pass
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class BrokerageModelSecurityInitializer(System.object, QuantConnect.Securities.ISecurityInitializer):
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"""
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Provides an implementation of QuantConnect.Securities.ISecurityInitializer that initializes a security
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by settings the QuantConnect.Securities.Security.FillModel, QuantConnect.Securities.Security.FeeModel,
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QuantConnect.Securities.Security.SlippageModel, and the QuantConnect.Securities.Security.SettlementModel properties
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BrokerageModelSecurityInitializer()
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BrokerageModelSecurityInitializer(brokerageModel: IBrokerageModel, securitySeeder: ISecuritySeeder)
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"""
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def Initialize(self, security: QuantConnect.Securities.Security) -> None:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Securities.BrokerageModelSecurityInitializer:
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pass
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@typing.overload
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def __init__(self, brokerageModel: QuantConnect.Brokerages.IBrokerageModel, securitySeeder: QuantConnect.Securities.ISecuritySeeder) -> QuantConnect.Securities.BrokerageModelSecurityInitializer:
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pass
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def __init__(self, *args) -> QuantConnect.Securities.BrokerageModelSecurityInitializer:
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pass
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class BuyingPower(System.object):
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"""
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Defines the result for QuantConnect.Securities.IBuyingPowerModel.GetBuyingPower(QuantConnect.Securities.BuyingPowerParameters)
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BuyingPower(buyingPower: Decimal)
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"""
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def __init__(self, buyingPower: float) -> QuantConnect.Securities.BuyingPower:
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pass
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Value: float
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class BuyingPowerModel(System.object, QuantConnect.Securities.IBuyingPowerModel):
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"""
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Provides a base class for all buying power models
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BuyingPowerModel()
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BuyingPowerModel(initialMarginRequirement: Decimal, maintenanceMarginRequirement: Decimal, requiredFreeBuyingPowerPercent: Decimal)
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BuyingPowerModel(leverage: Decimal, requiredFreeBuyingPowerPercent: Decimal)
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"""
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def GetBuyingPower(self, parameters: QuantConnect.Securities.BuyingPowerParameters) -> QuantConnect.Securities.BuyingPower:
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pass
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def GetLeverage(self, security: QuantConnect.Securities.Security) -> float:
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pass
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def GetMaximumOrderQuantityForDeltaBuyingPower(self, parameters: QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters) -> QuantConnect.Securities.GetMaximumOrderQuantityResult:
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pass
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def GetMaximumOrderQuantityForTargetBuyingPower(self, parameters: QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters) -> QuantConnect.Securities.GetMaximumOrderQuantityResult:
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pass
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def GetReservedBuyingPowerForPosition(self, parameters: QuantConnect.Securities.ReservedBuyingPowerForPositionParameters) -> QuantConnect.Securities.ReservedBuyingPowerForPosition:
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pass
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def HasSufficientBuyingPowerForOrder(self, parameters: QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters) -> QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult:
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pass
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def SetLeverage(self, security: QuantConnect.Securities.Security, leverage: float) -> None:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Securities.BuyingPowerModel:
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pass
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@typing.overload
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def __init__(self, initialMarginRequirement: float, maintenanceMarginRequirement: float, requiredFreeBuyingPowerPercent: float) -> QuantConnect.Securities.BuyingPowerModel:
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pass
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@typing.overload
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def __init__(self, leverage: float, requiredFreeBuyingPowerPercent: float) -> QuantConnect.Securities.BuyingPowerModel:
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pass
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def __init__(self, *args) -> QuantConnect.Securities.BuyingPowerModel:
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pass
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RequiredFreeBuyingPowerPercent: float
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class BuyingPowerModelExtensions(System.object):
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""" Provides extension methods as backwards compatibility shims """
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@staticmethod
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def GetBuyingPower(model: QuantConnect.Securities.IBuyingPowerModel, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, direction: QuantConnect.Orders.OrderDirection) -> float:
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pass
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@staticmethod
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def GetMaximumOrderQuantityForTargetBuyingPower(model: QuantConnect.Securities.IBuyingPowerModel, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, target: float) -> QuantConnect.Securities.GetMaximumOrderQuantityResult:
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pass
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@staticmethod
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def GetReservedBuyingPowerForPosition(model: QuantConnect.Securities.IBuyingPowerModel, security: QuantConnect.Securities.Security) -> float:
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pass
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@staticmethod
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def HasSufficientBuyingPowerForOrder(model: QuantConnect.Securities.IBuyingPowerModel, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult:
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pass
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__all__: list
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class BuyingPowerParameters(System.object):
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"""
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Defines the parameters for QuantConnect.Securities.IBuyingPowerModel.GetBuyingPower(QuantConnect.Securities.BuyingPowerParameters)
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BuyingPowerParameters(portfolio: SecurityPortfolioManager, security: Security, direction: OrderDirection)
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"""
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def Result(self, buyingPower: float, currency: str) -> QuantConnect.Securities.BuyingPower:
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pass
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def ResultInAccountCurrency(self, buyingPower: float) -> QuantConnect.Securities.BuyingPower:
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pass
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def __init__(self, portfolio: QuantConnect.Securities.SecurityPortfolioManager, security: QuantConnect.Securities.Security, direction: QuantConnect.Orders.OrderDirection) -> QuantConnect.Securities.BuyingPowerParameters:
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pass
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Direction: QuantConnect.Orders.OrderDirection
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Portfolio: QuantConnect.Securities.SecurityPortfolioManager
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Security: QuantConnect.Securities.Security
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class Cash(System.object):
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"""
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Represents a holding of a currency in cash.
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Cash(symbol: str, amount: Decimal, conversionRate: Decimal)
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"""
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def AddAmount(self, amount: float) -> float:
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pass
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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:
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pass
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def SetAmount(self, amount: float) -> None:
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pass
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def ToString(self) -> str:
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pass
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def Update(self, data: QuantConnect.Data.BaseData) -> None:
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pass
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def __init__(self, symbol: str, amount: float, conversionRate: float) -> QuantConnect.Securities.Cash:
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pass
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Amount: float
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ConversionRate: float
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ConversionRateSecurity: QuantConnect.Securities.Security
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CurrencySymbol: str
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SecuritySymbol: QuantConnect.Symbol
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Symbol: str
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ValueInAccountCurrency: float
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Updated: BoundEvent
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class CashAmount(System.object):
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"""
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Represents a cash amount which can be converted to account currency using a currency converter
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CashAmount(amount: Decimal, currency: str)
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"""
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def Equals(self, obj: object) -> bool:
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pass
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def __init__(self, amount: float, currency: str) -> QuantConnect.Securities.CashAmount:
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pass
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Amount: float
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Currency: str
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class ICurrencyConverter:
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""" Provides the ability to convert cash amounts to the account currency """
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def ConvertToAccountCurrency(self, cashAmount: QuantConnect.Securities.CashAmount) -> QuantConnect.Securities.CashAmount:
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pass
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AccountCurrency: str
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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]]):
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"""
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Provides a means of keeping track of the different cash holdings of an algorithm
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CashBook()
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"""
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@typing.overload
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def Add(self, symbol: str, quantity: float, conversionRate: float) -> None:
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pass
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@typing.overload
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def Add(self, item: System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]) -> None:
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pass
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@typing.overload
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def Add(self, symbol: str, value: QuantConnect.Securities.Cash) -> None:
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pass
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def Add(self, *args) -> None:
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pass
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def Clear(self) -> None:
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pass
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def Contains(self, item: System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]) -> bool:
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pass
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def ContainsKey(self, symbol: str) -> bool:
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pass
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def Convert(self, sourceQuantity: float, sourceCurrency: str, destinationCurrency: str) -> float:
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pass
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@typing.overload
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def ConvertToAccountCurrency(self, sourceQuantity: float, sourceCurrency: str) -> float:
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pass
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@typing.overload
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def ConvertToAccountCurrency(self, cashAmount: QuantConnect.Securities.CashAmount) -> QuantConnect.Securities.CashAmount:
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pass
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def ConvertToAccountCurrency(self, *args) -> QuantConnect.Securities.CashAmount:
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pass
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def CopyTo(self, array: typing.List[System.Collections.Generic.KeyValuePair], arrayIndex: int) -> None:
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pass
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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]:
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pass
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def GetEnumerator(self) -> System.Collections.Generic.IEnumerator[System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]]:
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pass
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@typing.overload
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def Remove(self, symbol: str) -> bool:
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pass
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@typing.overload
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def Remove(self, item: System.Collections.Generic.KeyValuePair[str, QuantConnect.Securities.Cash]) -> bool:
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pass
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def Remove(self, *args) -> bool:
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pass
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def ToString(self) -> str:
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pass
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def TryGetValue(self, symbol: str, value: QuantConnect.Securities.Cash) -> bool:
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pass
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AccountCurrency: str
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Count: int
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IsReadOnly: bool
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Keys: typing.List[str]
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TotalValueInAccountCurrency: float
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Values: typing.List[QuantConnect.Securities.Cash]
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Item: indexer#
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Updated: BoundEvent
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UpdateType: type
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