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

351 lines
11 KiB
Python

from .__Interfaces_3 import *
import typing
import System.Threading
import System.IO
import System.Collections.Generic
import System.Collections.Concurrent
import System
import QuantConnect.Storage
import QuantConnect.Statistics
import QuantConnect.Securities.Option
import QuantConnect.Securities.Future
import QuantConnect.Securities
import QuantConnect.Scheduling
import QuantConnect.Packets
import QuantConnect.Orders
import QuantConnect.Notifications
import QuantConnect.Interfaces
import QuantConnect.Data.UniverseSelection
import QuantConnect.Data.Market
import QuantConnect.Data.Auxiliary
import QuantConnect.Data
import QuantConnect.Brokerages
import QuantConnect.Benchmarks
import QuantConnect.Api
import QuantConnect.API
import QuantConnect
import Python.Runtime
import NodaTime
import datetime
class IDataQueueUniverseProvider:
"""
This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available.
Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.
"""
def CanAdvanceTime(self, securityType: QuantConnect.SecurityType) -> bool:
pass
def LookupSymbols(self, lookupName: str, securityType: QuantConnect.SecurityType, includeExpired: bool, securityCurrency: str, securityExchange: str) -> typing.List[QuantConnect.Symbol]:
pass
class IDownloadProvider:
""" Wrapper on the API for downloading data for an algorithm. """
def Download(self, address: str, headers: typing.List[System.Collections.Generic.KeyValuePair[str, str]], userName: str, password: str) -> str:
pass
class IExtendedDictionary:
# no doc
def clear(self) -> None:
pass
def copy(self) -> Python.Runtime.PyDict:
pass
@typing.overload
def fromkeys(self, sequence: typing.List[QuantConnect.Interfaces.TKey]) -> Python.Runtime.PyDict:
pass
@typing.overload
def fromkeys(self, sequence: typing.List[QuantConnect.Interfaces.TKey], value: QuantConnect.Interfaces.TValue) -> Python.Runtime.PyDict:
pass
def fromkeys(self, *args) -> Python.Runtime.PyDict:
pass
@typing.overload
def get(self, key: QuantConnect.Interfaces.TKey) -> QuantConnect.Interfaces.TValue:
pass
@typing.overload
def get(self, key: QuantConnect.Interfaces.TKey, value: QuantConnect.Interfaces.TValue) -> QuantConnect.Interfaces.TValue:
pass
def get(self, *args) -> QuantConnect.Interfaces.TValue:
pass
def items(self) -> Python.Runtime.PyList:
pass
def keys(self) -> Python.Runtime.PyList:
pass
@typing.overload
def pop(self, key: QuantConnect.Interfaces.TKey) -> QuantConnect.Interfaces.TValue:
pass
@typing.overload
def pop(self, key: QuantConnect.Interfaces.TKey, default_value: QuantConnect.Interfaces.TValue) -> QuantConnect.Interfaces.TValue:
pass
def pop(self, *args) -> QuantConnect.Interfaces.TValue:
pass
def popitem(self) -> Python.Runtime.PyTuple:
pass
@typing.overload
def setdefault(self, key: QuantConnect.Interfaces.TKey) -> QuantConnect.Interfaces.TValue:
pass
@typing.overload
def setdefault(self, key: QuantConnect.Interfaces.TKey, default_value: QuantConnect.Interfaces.TValue) -> QuantConnect.Interfaces.TValue:
pass
def setdefault(self, *args) -> QuantConnect.Interfaces.TValue:
pass
def update(self, other: Python.Runtime.PyObject) -> None:
pass
def values(self) -> Python.Runtime.PyList:
pass
class IFactorFileProvider:
""" Provides instances of QuantConnect.Data.Auxiliary.FactorFile at run time """
def Get(self, symbol: QuantConnect.Symbol) -> QuantConnect.Data.Auxiliary.FactorFile:
pass
class IFutureChainProvider:
""" Provides the full future chain for a given underlying. """
def GetFutureContractList(self, symbol: QuantConnect.Symbol, date: datetime.datetime) -> typing.List[QuantConnect.Symbol]:
pass
class IHistoryProvider(QuantConnect.Interfaces.IDataProviderEvents):
""" Provides historical data to an algorithm at runtime """
def GetHistory(self, requests: typing.List[QuantConnect.Data.HistoryRequest], sliceTimeZone: NodaTime.DateTimeZone) -> typing.List[QuantConnect.Data.Slice]:
pass
def Initialize(self, parameters: QuantConnect.Data.HistoryProviderInitializeParameters) -> None:
pass
DataPointCount: int
class IJobQueueHandler:
""" Task requestor interface with cloud system """
def AcknowledgeJob(self, job: QuantConnect.Packets.AlgorithmNodePacket) -> None:
pass
def Initialize(self, api: QuantConnect.Interfaces.IApi) -> None:
pass
def NextJob(self, algorithmPath: str) -> QuantConnect.Packets.AlgorithmNodePacket:
pass
class IMapFileProvider:
""" Provides instances of QuantConnect.Data.Auxiliary.MapFileResolver at run time """
def Get(self, market: str) -> QuantConnect.Data.Auxiliary.MapFileResolver:
pass
class IMessagingHandler(System.IDisposable):
"""
Messaging System Plugin Interface.
Provides a common messaging pattern between desktop and cloud implementations of QuantConnect.
"""
def Initialize(self) -> None:
pass
def Send(self, packet: QuantConnect.Packets.Packet) -> None:
pass
def SendNotification(self, notification: QuantConnect.Notifications.Notification) -> None:
pass
def SetAuthentication(self, job: QuantConnect.Packets.AlgorithmNodePacket) -> None:
pass
HasSubscribers: bool
class IObjectStore(System.IDisposable, System.Collections.IEnumerable, System.Collections.Generic.IEnumerable[KeyValuePair[str, Array[Byte]]]):
""" Provides object storage for data persistence. """
def ContainsKey(self, key: str) -> bool:
pass
def Delete(self, key: str) -> bool:
pass
def GetFilePath(self, key: str) -> str:
pass
def Initialize(self, algorithmName: str, userId: int, projectId: int, userToken: str, controls: QuantConnect.Packets.Controls) -> None:
pass
def ReadBytes(self, key: str) -> typing.List[bytes]:
pass
def SaveBytes(self, key: str, contents: typing.List[bytes]) -> bool:
pass
ErrorRaised: BoundEvent
class IOptionChainProvider:
""" Provides the full option chain for a given underlying. """
def GetOptionContractList(self, symbol: QuantConnect.Symbol, date: datetime.datetime) -> typing.List[QuantConnect.Symbol]:
pass
class ISecurityPrice:
"""
Reduced interface which allows setting and accessing
price properties for a QuantConnect.Securities.Security
"""
def GetLastData(self) -> QuantConnect.Data.BaseData:
pass
def SetMarketPrice(self, data: QuantConnect.Data.BaseData) -> None:
pass
def Update(self, data: typing.List[QuantConnect.Data.BaseData], dataType: type, containsFillForwardData: typing.Optional[bool]) -> None:
pass
AskPrice: float
AskSize: float
BidPrice: float
BidSize: float
Close: float
OpenInterest: int
Price: float
Symbol: QuantConnect.Symbol
Volume: float
class IOptionPrice(QuantConnect.Interfaces.ISecurityPrice):
"""
Reduced interface for accessing QuantConnect.Securities.Option.Option
specific price properties and methods
"""
def EvaluatePriceModel(self, slice: QuantConnect.Data.Slice, contract: QuantConnect.Data.Market.OptionContract) -> QuantConnect.Securities.Option.OptionPriceModelResult:
pass
Underlying: QuantConnect.Interfaces.ISecurityPrice
class IOrderProperties:
""" Contains additional properties and settings for an order """
def Clone(self) -> QuantConnect.Interfaces.IOrderProperties:
pass
TimeInForce: QuantConnect.Orders.TimeInForce
class IPriceProvider:
""" Provides access to price data for a given asset """
def GetLastPrice(self, symbol: QuantConnect.Symbol) -> float:
pass
class IRegressionAlgorithmDefinition:
"""
Defines a C# algorithm as a regression algorithm to be run as part of the test suite.
This interface also allows the algorithm to declare that it has versions in other languages
that should yield identical results.
"""
CanRunLocally: bool
ExpectedStatistics: System.Collections.Generic.Dictionary[str, str]
Languages: typing.List[QuantConnect.Language]
class ISecurityService:
""" This interface exposes methods for creating a new QuantConnect.Securities.Security """
@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
class IStreamReader(System.IDisposable):
""" Defines a transport mechanism for data from its source into various reader methods """
def ReadLine(self) -> str:
pass
EndOfStream: bool
ShouldBeRateLimited: bool
StreamReader: System.IO.StreamReader
TransportMedium: QuantConnect.SubscriptionTransportMedium
class ITimeInForceHandler:
""" Handles the time in force for an order """
def IsFillValid(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, fill: QuantConnect.Orders.OrderEvent) -> bool:
pass
def IsOrderExpired(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> bool:
pass
class ITimeKeeper:
""" Interface implemented by QuantConnect.TimeKeeper """
def AddTimeZone(self, timeZone: NodaTime.DateTimeZone) -> None:
pass
def GetLocalTimeKeeper(self, timeZone: NodaTime.DateTimeZone) -> QuantConnect.LocalTimeKeeper:
pass
UtcTime: datetime.datetime
class ITradeBuilder:
""" Generates trades from executions and market price updates """
def HasOpenPosition(self, symbol: QuantConnect.Symbol) -> bool:
pass
def ProcessFill(self, fill: QuantConnect.Orders.OrderEvent, securityConversionRate: float, feeInAccountCurrency: float, multiplier: float) -> None:
pass
def SetLiveMode(self, live: bool) -> None:
pass
def SetMarketPrice(self, symbol: QuantConnect.Symbol, price: float) -> None:
pass
ClosedTrades: typing.List[QuantConnect.Statistics.Trade]