d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
369 lines
11 KiB
Python
369 lines
11 KiB
Python
from .____init___4 import *
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import typing
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import System.Timers
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import System.Threading.Tasks
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import System.Threading
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import System.Text
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import System.IO
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import System.Globalization
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import System.Drawing
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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.Util
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import QuantConnect.Securities
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import QuantConnect.Scheduling
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import QuantConnect.Packets
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import QuantConnect.Orders
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import QuantConnect.Interfaces
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import QuantConnect.Data.Market
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import QuantConnect.Data
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import QuantConnect.Algorithm.Framework.Portfolio
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import QuantConnect.Algorithm.Framework.Alphas
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import QuantConnect
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import Python.Runtime
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import NodaTime
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import Newtonsoft.Json
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import datetime
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class Period(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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enum Period - Enum of all the analysis periods, AS integers. Reference "Period" Array to access the values
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enum Period, values: FifteenMinutes (900), FiveMinutes (300), FourHours (14400), OneHour (3600), OneMinute (60), SixHours (21600), TenMinutes (600), TenSeconds (10), ThirtyMinutes (1800), ThirtySeconds (30), ThreeMinutes (180), TwentyMinutes (1200), TwoHours (7200), TwoMinutes (120)
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"""
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value__: int
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FifteenMinutes: 'Period'
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FiveMinutes: 'Period'
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FourHours: 'Period'
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OneHour: 'Period'
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OneMinute: 'Period'
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SixHours: 'Period'
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TenMinutes: 'Period'
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TenSeconds: 'Period'
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ThirtyMinutes: 'Period'
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ThirtySeconds: 'Period'
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ThreeMinutes: 'Period'
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TwentyMinutes: 'Period'
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TwoHours: 'Period'
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TwoMinutes: 'Period'
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class ReaderErrorDetectedEventArgs(System.EventArgs):
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"""
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Event arguments for the QuantConnect.Interfaces.IDataProviderEvents.ReaderErrorDetected event
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ReaderErrorDetectedEventArgs(message: str, stackTrace: str)
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"""
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def __init__(self, message: str, stackTrace: str) -> QuantConnect.ReaderErrorDetectedEventArgs:
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pass
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Message: str
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StackTrace: str
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class RealTimeProvider(System.object, QuantConnect.ITimeProvider):
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"""
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Provides an implementation of QuantConnect.ITimeProvider that
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uses System.DateTime.UtcNow to provide the current time
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RealTimeProvider()
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"""
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def GetUtcNow(self) -> datetime.datetime:
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pass
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Instance: 'RealTimeProvider'
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class RealTimeSynchronizedTimer(System.object):
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"""
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Real time timer class for precise callbacks on a millisecond resolution in a self managed thread.
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RealTimeSynchronizedTimer()
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RealTimeSynchronizedTimer(period: TimeSpan, callback: Action[DateTime])
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"""
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def Pause(self) -> None:
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pass
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def Resume(self) -> None:
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pass
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def Scanner(self) -> None:
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pass
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def Start(self) -> None:
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pass
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def Stop(self) -> None:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.RealTimeSynchronizedTimer:
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pass
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@typing.overload
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def __init__(self, period: datetime.timedelta, callback: typing.Callable[[datetime.datetime], None]) -> QuantConnect.RealTimeSynchronizedTimer:
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pass
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def __init__(self, *args) -> QuantConnect.RealTimeSynchronizedTimer:
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pass
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class Resolution(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Resolution of data requested.
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enum Resolution, values: Daily (4), Hour (3), Minute (2), Second (1), Tick (0)
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"""
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value__: int
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Daily: 'Resolution'
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Hour: 'Resolution'
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Minute: 'Resolution'
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Second: 'Resolution'
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Tick: 'Resolution'
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class Result(System.object):
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"""
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Base class for backtesting and live results that packages result data.
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QuantConnect.Packets.LiveResultQuantConnect.Packets.BacktestResult
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Result()
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"""
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AlphaRuntimeStatistics: QuantConnect.AlphaRuntimeStatistics
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Charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart]
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OrderEvents: typing.List[QuantConnect.Orders.OrderEvent]
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Orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order]
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ProfitLoss: System.Collections.Generic.IDictionary[datetime.datetime, float]
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RuntimeStatistics: System.Collections.Generic.IDictionary[str, str]
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ServerStatistics: System.Collections.Generic.IDictionary[str, str]
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Statistics: System.Collections.Generic.IDictionary[str, str]
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class ScatterMarkerSymbol(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Shape or symbol for the marker in a scatter plot
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enum ScatterMarkerSymbol, values: Circle (1), Diamond (3), None (0), Square (2), Triangle (4), TriangleDown (5)
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"""
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value__: int
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Circle: 'ScatterMarkerSymbol'
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Diamond: 'ScatterMarkerSymbol'
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Square: 'ScatterMarkerSymbol'
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Triangle: 'ScatterMarkerSymbol'
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TriangleDown: 'ScatterMarkerSymbol'
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None_: 'ScatterMarkerSymbol'
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class SecurityIdentifier(System.object, System.IEquatable[SecurityIdentifier]):
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"""
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Defines a unique identifier for securities
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SecurityIdentifier(symbol: str, properties: UInt64)
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SecurityIdentifier(symbol: str, properties: UInt64, underlying: SecurityIdentifier)
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"""
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@typing.overload
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def Equals(self, other: QuantConnect.SecurityIdentifier) -> bool:
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pass
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@typing.overload
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def Equals(self, obj: object) -> bool:
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pass
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def Equals(self, *args) -> bool:
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pass
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@staticmethod
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def GenerateBase(dataType: type, symbol: str, market: str, mapSymbol: bool, date: typing.Optional[datetime.datetime]) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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def GenerateBaseSymbol(dataType: type, symbol: str) -> str:
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pass
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@staticmethod
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def GenerateCfd(symbol: str, market: str) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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def GenerateConstituentIdentifier(symbol: str, securityType: QuantConnect.SecurityType, market: str) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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def GenerateCrypto(symbol: str, market: str) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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@typing.overload
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def GenerateEquity(symbol: str, market: str, mapSymbol: bool, mapFileProvider: QuantConnect.Interfaces.IMapFileProvider, mappingResolveDate: typing.Optional[datetime.datetime]) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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@typing.overload
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def GenerateEquity(date: datetime.datetime, symbol: str, market: str) -> QuantConnect.SecurityIdentifier:
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pass
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def GenerateEquity(self, *args) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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def GenerateForex(symbol: str, market: str) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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def GenerateFuture(expiry: datetime.datetime, symbol: str, market: str) -> QuantConnect.SecurityIdentifier:
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pass
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@staticmethod
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def GenerateOption(expiry: datetime.datetime, underlying: QuantConnect.SecurityIdentifier, market: str, strike: float, optionRight: QuantConnect.OptionRight, optionStyle: QuantConnect.OptionStyle) -> QuantConnect.SecurityIdentifier:
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pass
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def GetHashCode(self) -> int:
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pass
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@staticmethod
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def Parse(value: str) -> QuantConnect.SecurityIdentifier:
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pass
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def ToString(self) -> str:
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pass
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@staticmethod
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def TryParse(value: str, identifier: QuantConnect.SecurityIdentifier) -> bool:
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pass
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@typing.overload
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def __init__(self, symbol: str, properties: int) -> QuantConnect.SecurityIdentifier:
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pass
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@typing.overload
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def __init__(self, symbol: str, properties: int, underlying: QuantConnect.SecurityIdentifier) -> QuantConnect.SecurityIdentifier:
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pass
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def __init__(self, *args) -> QuantConnect.SecurityIdentifier:
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pass
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Date: datetime.datetime
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HasUnderlying: bool
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Market: str
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OptionRight: QuantConnect.OptionRight
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OptionStyle: QuantConnect.OptionStyle
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SecurityType: QuantConnect.SecurityType
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StrikePrice: float
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Symbol: str
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Underlying: QuantConnect.SecurityIdentifier
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DefaultDate: DateTime
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Empty: 'SecurityIdentifier'
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InvalidSymbolCharacters: HashSet[Char]
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None_: HashSet[Char]
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class SecurityType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Type of tradable security / underlying asset
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enum SecurityType, values: Base (0), Cfd (6), Commodity (3), Crypto (7), Equity (1), Forex (4), Future (5), Option (2)
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"""
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value__: int
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Base: 'SecurityType'
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Cfd: 'SecurityType'
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Commodity: 'SecurityType'
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Crypto: 'SecurityType'
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Equity: 'SecurityType'
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Forex: 'SecurityType'
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Future: 'SecurityType'
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Option: 'SecurityType'
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class Series(System.object):
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"""
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Chart Series Object - Series data and properties for a chart:
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Series()
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Series(name: str)
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Series(name: str, type: SeriesType)
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Series(name: str, type: SeriesType, index: int)
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Series(name: str, type: SeriesType, index: int, unit: str)
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Series(name: str, type: SeriesType, unit: str)
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Series(name: str, type: SeriesType, unit: str, color: Color)
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Series(name: str, type: SeriesType, unit: str, color: Color, symbol: ScatterMarkerSymbol)
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"""
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@typing.overload
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def AddPoint(self, time: datetime.datetime, value: float) -> None:
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pass
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@typing.overload
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def AddPoint(self, chartPoint: QuantConnect.ChartPoint) -> None:
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pass
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def AddPoint(self, *args) -> None:
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pass
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def Clone(self) -> QuantConnect.Series:
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pass
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def ConsolidateChartPoints(self) -> QuantConnect.ChartPoint:
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pass
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def GetUpdates(self) -> QuantConnect.Series:
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pass
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def Purge(self) -> None:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self, name: str) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self, name: str, type: QuantConnect.SeriesType) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self, name: str, type: QuantConnect.SeriesType, index: int) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self, name: str, type: QuantConnect.SeriesType, index: int, unit: str) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self, name: str, type: QuantConnect.SeriesType, unit: str) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self, name: str, type: QuantConnect.SeriesType, unit: str, color: System.Drawing.Color) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self, name: str, type: QuantConnect.SeriesType, unit: str, color: System.Drawing.Color, symbol: QuantConnect.ScatterMarkerSymbol) -> QuantConnect.Series:
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pass
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def __init__(self, *args) -> QuantConnect.Series:
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pass
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Color: System.Drawing.Color
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Index: int
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Name: str
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ScatterMarkerSymbol: QuantConnect.ScatterMarkerSymbol
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SeriesType: QuantConnect.SeriesType
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Unit: str
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Values: typing.List[QuantConnect.ChartPoint]
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