QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
337 lines
11 KiB
Python
337 lines
11 KiB
Python
from .__Packets_2 import *
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import typing
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import System.IO
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import System.Collections.Generic
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import System
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import QuantConnect.Statistics
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import QuantConnect.Securities
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import QuantConnect.Packets
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import QuantConnect.Orders
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import QuantConnect.Algorithm.Framework.Alphas
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import QuantConnect
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import datetime
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class Controls(System.object):
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"""
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Specifies values used to control algorithm limits
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Controls()
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"""
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def GetLimit(self, resolution: QuantConnect.Resolution) -> int:
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pass
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BacktestingMaxOrders: int
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BacktestingMaxInsights: int
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BacktestLogLimit: int
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CpuAllocation: float
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DailyLogLimit: int
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DataResolutionPermissions: System.Collections.Generic.HashSet[QuantConnect.Resolution]
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MaximumDataPointsPerChartSeries: int
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MinuteLimit: int
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PersistenceIntervalSeconds: int
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RamAllocation: int
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RemainingLogAllowance: int
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SecondLimit: int
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SecondTimeOut: int
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StorageFileCount: int
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StorageLimitMB: int
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StoragePermissions: System.IO.FileAccess
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StreamingDataPermissions: System.Collections.Generic.HashSet[str]
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TickLimit: int
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TrainingLimits: QuantConnect.Packets.LeakyBucketControlParameters
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class DebugPacket(QuantConnect.Packets.Packet):
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"""
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Send a simple debug message from the users algorithm to the console.
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DebugPacket()
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DebugPacket(projectId: int, algorithmId: str, compileId: str, message: str, toast: bool)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.DebugPacket:
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pass
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@typing.overload
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def __init__(self, projectId: int, algorithmId: str, compileId: str, message: str, toast: bool) -> QuantConnect.Packets.DebugPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.DebugPacket:
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pass
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AlgorithmId: str
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CompileId: str
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Message: str
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ProjectId: int
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Toast: bool
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class ErrorHistoryResult(QuantConnect.Packets.HistoryResult):
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"""
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Specfies an error message in a history result
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ErrorHistoryResult()
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ErrorHistoryResult(message: str)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.ErrorHistoryResult:
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pass
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@typing.overload
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def __init__(self, message: str) -> QuantConnect.Packets.ErrorHistoryResult:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.ErrorHistoryResult:
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pass
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Message: str
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class FileHistoryResult(QuantConnect.Packets.HistoryResult):
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"""
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Defines requested file data for a history request
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FileHistoryResult()
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FileHistoryResult(filepath: str, file: Array[Byte])
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.FileHistoryResult:
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pass
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@typing.overload
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def __init__(self, filepath: str, file: typing.List[bytes]) -> QuantConnect.Packets.FileHistoryResult:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.FileHistoryResult:
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pass
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File: typing.List[bytes]
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Filepath: str
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class HandledErrorPacket(QuantConnect.Packets.Packet):
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"""
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Algorithm runtime error packet from the lean engine.
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This is a managed error which stops the algorithm execution.
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HandledErrorPacket()
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HandledErrorPacket(algorithmId: str, message: str, stacktrace: str)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.HandledErrorPacket:
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pass
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@typing.overload
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def __init__(self, algorithmId: str, message: str, stacktrace: str) -> QuantConnect.Packets.HandledErrorPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.HandledErrorPacket:
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pass
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AlgorithmId: str
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Message: str
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StackTrace: str
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class HistoryPacket(QuantConnect.Packets.Packet):
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"""
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Packet for history jobs
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HistoryPacket()
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"""
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QueueName: str
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Requests: typing.List[QuantConnect.Packets.HistoryRequest]
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class HistoryRequest(System.object):
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"""
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Specifies request parameters for a single historical request.
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A HistoryPacket is made of multiple requests for data. These
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are used to request data during live mode from a data server
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HistoryRequest()
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"""
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EndTimeUtc: datetime.datetime
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Resolution: QuantConnect.Resolution
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StartTimeUtc: datetime.datetime
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Symbol: QuantConnect.Symbol
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TickType: QuantConnect.TickType
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class HistoryResultType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Specifies various types of history results
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enum HistoryResultType, values: Completed (2), Error (3), File (0), Status (1)
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"""
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value__: int
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Completed: 'HistoryResultType'
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Error: 'HistoryResultType'
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File: 'HistoryResultType'
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Status: 'HistoryResultType'
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class LeakyBucketControlParameters(System.object):
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"""
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Provides parameters that control the behavior of a leaky bucket rate limiting algorithm. The
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parameter names below are phrased in the positive, such that the bucket is filled up over time
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vs leaking out over time.
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LeakyBucketControlParameters()
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LeakyBucketControlParameters(capacity: int, refillAmount: int, timeIntervalMinutes: int)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.LeakyBucketControlParameters:
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pass
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@typing.overload
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def __init__(self, capacity: int, refillAmount: int, timeIntervalMinutes: int) -> QuantConnect.Packets.LeakyBucketControlParameters:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.LeakyBucketControlParameters:
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pass
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Capacity: int
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RefillAmount: int
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TimeIntervalMinutes: int
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DefaultCapacity: int
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DefaultRefillAmount: int
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DefaultTimeInterval: int
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class LiveResult(QuantConnect.Result):
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"""
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Live results object class for packaging live result data.
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LiveResult()
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LiveResult(parameters: LiveResultParameters)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.LiveResult:
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pass
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@typing.overload
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def __init__(self, parameters: QuantConnect.Packets.LiveResultParameters) -> QuantConnect.Packets.LiveResult:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.LiveResult:
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pass
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Cash: QuantConnect.Securities.CashBook
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Holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding]
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class LiveResultPacket(QuantConnect.Packets.Packet):
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"""
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Live result packet from a lean engine algorithm.
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LiveResultPacket()
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LiveResultPacket(json: str)
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LiveResultPacket(job: LiveNodePacket, results: LiveResult)
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"""
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@staticmethod
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def CreateEmpty(job: QuantConnect.Packets.LiveNodePacket) -> QuantConnect.Packets.LiveResultPacket:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.LiveResultPacket:
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pass
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@typing.overload
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def __init__(self, json: str) -> QuantConnect.Packets.LiveResultPacket:
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pass
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@typing.overload
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def __init__(self, job: QuantConnect.Packets.LiveNodePacket, results: QuantConnect.Packets.LiveResult) -> QuantConnect.Packets.LiveResultPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.LiveResultPacket:
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pass
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CompileId: str
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DeployId: str
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ProcessingTime: float
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ProjectId: int
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Results: QuantConnect.Packets.LiveResult
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SessionId: str
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UserId: int
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class LiveResultParameters(QuantConnect.Packets.BaseResultParameters):
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"""
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Defines the parameters for QuantConnect.Packets.LiveResult
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LiveResultParameters(charts: IDictionary[str, Chart], orders: IDictionary[int, Order], profitLoss: IDictionary[DateTime, Decimal], holdings: IDictionary[str, Holding], cashBook: CashBook, statistics: IDictionary[str, str], runtimeStatistics: IDictionary[str, str], orderEvents: List[OrderEvent], serverStatistics: IDictionary[str, str], alphaRuntimeStatistics: AlphaRuntimeStatistics)
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"""
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def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profitLoss: System.Collections.Generic.IDictionary[datetime.datetime, float], holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding], cashBook: QuantConnect.Securities.CashBook, statistics: System.Collections.Generic.IDictionary[str, str], runtimeStatistics: System.Collections.Generic.IDictionary[str, str], orderEvents: typing.List[QuantConnect.Orders.OrderEvent], serverStatistics: System.Collections.Generic.IDictionary[str, str], alphaRuntimeStatistics: QuantConnect.AlphaRuntimeStatistics) -> QuantConnect.Packets.LiveResultParameters:
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pass
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CashBook: QuantConnect.Securities.CashBook
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Holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding]
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ServerStatistics: System.Collections.Generic.IDictionary[str, str]
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class LogPacket(QuantConnect.Packets.Packet):
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"""
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Simple log message instruction from the lean engine.
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LogPacket()
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LogPacket(algorithmId: str, message: str)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.LogPacket:
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pass
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@typing.overload
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def __init__(self, algorithmId: str, message: str) -> QuantConnect.Packets.LogPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.LogPacket:
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pass
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AlgorithmId: str
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Message: str
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class MarketHours(System.object):
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"""
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Market open hours model for pre, normal and post market hour definitions.
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MarketHours(referenceDate: DateTime, defaultStart: float, defaultEnd: float)
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"""
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def __init__(self, referenceDate: datetime.datetime, defaultStart: float, defaultEnd: float) -> QuantConnect.Packets.MarketHours:
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pass
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End: datetime.datetime
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Start: datetime.datetime
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class MarketToday(System.object):
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"""
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Market today information class
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MarketToday()
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"""
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Date: datetime.datetime
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Open: QuantConnect.Packets.MarketHours
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PostMarket: QuantConnect.Packets.MarketHours
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PreMarket: QuantConnect.Packets.MarketHours
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Status: str
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class OrderEventPacket(QuantConnect.Packets.Packet):
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"""
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Order event packet for passing updates on the state of an order to the portfolio.
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OrderEventPacket()
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OrderEventPacket(algorithmId: str, eventOrder: OrderEvent)
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"""
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@typing.overload
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def __init__(self) -> QuantConnect.Packets.OrderEventPacket:
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pass
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@typing.overload
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def __init__(self, algorithmId: str, eventOrder: QuantConnect.Orders.OrderEvent) -> QuantConnect.Packets.OrderEventPacket:
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pass
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def __init__(self, *args) -> QuantConnect.Packets.OrderEventPacket:
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pass
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AlgorithmId: str
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Event: QuantConnect.Orders.OrderEvent
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