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

339 lines
11 KiB
Python

from .____init___6 import *
import typing
import System.Timers
import System.Threading.Tasks
import System.Threading
import System.Text
import System.IO
import System.Globalization
import System.Drawing
import System.Collections.Generic
import System.Collections.Concurrent
import System.Collections
import System
import QuantConnect.Util
import QuantConnect.Securities
import QuantConnect.Scheduling
import QuantConnect.Packets
import QuantConnect.Orders
import QuantConnect.Interfaces
import QuantConnect.Data.Market
import QuantConnect.Data
import QuantConnect.Algorithm.Framework.Portfolio
import QuantConnect.Algorithm.Framework.Alphas
import QuantConnect
import Python.Runtime
import NodaTime
import Newtonsoft.Json
import datetime
class SymbolValueJsonConverter(Newtonsoft.Json.JsonConverter):
"""
Defines a Newtonsoft.Json.JsonConverter to be used when you only want to serialize
the QuantConnect.Symbol.Value property instead of the full QuantConnect.Symbol
instance
SymbolValueJsonConverter()
"""
def CanConvert(self, objectType: type) -> bool:
pass
def ReadJson(self, reader: Newtonsoft.Json.JsonReader, objectType: type, existingValue: object, serializer: Newtonsoft.Json.JsonSerializer) -> object:
pass
def WriteJson(self, writer: Newtonsoft.Json.JsonWriter, value: object, serializer: Newtonsoft.Json.JsonSerializer) -> None:
pass
class TickType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
"""
Types of tick data
enum TickType, values: OpenInterest (2), Quote (1), Trade (0)
"""
value__: int
OpenInterest: 'TickType'
Quote: 'TickType'
Trade: 'TickType'
class Time(System.object):
""" Time helper class collection for working with trading dates """
@staticmethod
def Abs(timeSpan: datetime.timedelta) -> datetime.timedelta:
pass
@staticmethod
def DateTimeToUnixTimeStamp(time: datetime.datetime) -> float:
pass
@staticmethod
def DateTimeToUnixTimeStampMilliseconds(time: datetime.datetime) -> float:
pass
@staticmethod
def DateTimeToUnixTimeStampNanoseconds(time: datetime.datetime) -> int:
pass
@staticmethod
def EachDay(from_: datetime.datetime, thru: datetime.datetime) -> typing.List[datetime.datetime]:
pass
@staticmethod
@typing.overload
def EachTradeableDay(securities: typing.List[QuantConnect.Securities.Security], from_: datetime.datetime, thru: datetime.datetime) -> typing.List[datetime.datetime]:
pass
@staticmethod
@typing.overload
def EachTradeableDay(security: QuantConnect.Securities.Security, from_: datetime.datetime, thru: datetime.datetime) -> typing.List[datetime.datetime]:
pass
@staticmethod
@typing.overload
def EachTradeableDay(exchange: QuantConnect.Securities.SecurityExchangeHours, from_: datetime.datetime, thru: datetime.datetime) -> typing.List[datetime.datetime]:
pass
def EachTradeableDay(self, *args) -> typing.List[datetime.datetime]:
pass
@staticmethod
def EachTradeableDayInTimeZone(exchange: QuantConnect.Securities.SecurityExchangeHours, from_: datetime.datetime, thru: datetime.datetime, timeZone: NodaTime.DateTimeZone, includeExtendedMarketHours: bool) -> typing.List[datetime.datetime]:
pass
@staticmethod
def GetEndTimeForTradeBars(exchangeHours: QuantConnect.Securities.SecurityExchangeHours, start: datetime.datetime, barSize: datetime.timedelta, barCount: int, extendedMarketHours: bool) -> datetime.datetime:
pass
@staticmethod
def GetNumberOfTradeBarsInInterval(exchangeHours: QuantConnect.Securities.SecurityExchangeHours, start: datetime.datetime, end: datetime.datetime, barSize: datetime.timedelta) -> int:
pass
@staticmethod
def GetStartTimeForTradeBars(exchangeHours: QuantConnect.Securities.SecurityExchangeHours, end: datetime.datetime, barSize: datetime.timedelta, barCount: int, extendedMarketHours: bool) -> datetime.datetime:
pass
@staticmethod
@typing.overload
def Max(one: datetime.timedelta, two: datetime.timedelta) -> datetime.timedelta:
pass
@staticmethod
@typing.overload
def Max(one: datetime.datetime, two: datetime.datetime) -> datetime.datetime:
pass
def Max(self, *args) -> datetime.datetime:
pass
@staticmethod
@typing.overload
def Min(one: datetime.timedelta, two: datetime.timedelta) -> datetime.timedelta:
pass
@staticmethod
@typing.overload
def Min(one: datetime.datetime, two: datetime.datetime) -> datetime.datetime:
pass
def Min(self, *args) -> datetime.datetime:
pass
@staticmethod
def Multiply(interval: datetime.timedelta, multiplier: float) -> datetime.timedelta:
pass
@staticmethod
def NormalizeInstantWithinRange(start: datetime.datetime, current: datetime.datetime, period: datetime.timedelta) -> float:
pass
@staticmethod
def NormalizeTimeStep(period: datetime.timedelta, stepSize: datetime.timedelta) -> float:
pass
@staticmethod
def ParseDate(dateToParse: str) -> datetime.datetime:
pass
@staticmethod
def TimeStamp() -> float:
pass
@staticmethod
def TradableDate(securities: typing.List[QuantConnect.Securities.Security], day: datetime.datetime) -> bool:
pass
@staticmethod
def TradeableDates(securities: typing.List[QuantConnect.Securities.Security], start: datetime.datetime, finish: datetime.datetime) -> int:
pass
@staticmethod
def UnixMillisecondTimeStampToDateTime(unixTimeStamp: float) -> datetime.datetime:
pass
@staticmethod
def UnixNanosecondTimeStampToDateTime(unixTimeStamp: int) -> datetime.datetime:
pass
@staticmethod
def UnixTimeStampToDateTime(unixTimeStamp: float) -> datetime.datetime:
pass
BeginningOfTime: DateTime
DateTimeWithZone: type
EndOfTime: DateTime
EndOfTimeTimeSpan: TimeSpan
MaxTimeSpan: TimeSpan
OneDay: TimeSpan
OneHour: TimeSpan
OneMillisecond: TimeSpan
OneMinute: TimeSpan
OneSecond: TimeSpan
OneYear: TimeSpan
__all__: list
class TimeKeeper(System.object, QuantConnect.Interfaces.ITimeKeeper):
"""
Provides a means of centralizing time for various time zones.
TimeKeeper(utcDateTime: DateTime, *timeZones: Array[DateTimeZone])
TimeKeeper(utcDateTime: DateTime, timeZones: IEnumerable[DateTimeZone])
"""
def AddTimeZone(self, timeZone: NodaTime.DateTimeZone) -> None:
pass
def GetLocalTimeKeeper(self, timeZone: NodaTime.DateTimeZone) -> QuantConnect.LocalTimeKeeper:
pass
def GetTimeIn(self, timeZone: NodaTime.DateTimeZone) -> datetime.datetime:
pass
def SetUtcDateTime(self, utcDateTime: datetime.datetime) -> None:
pass
@typing.overload
def __init__(self, utcDateTime: datetime.datetime, timeZones: typing.List[NodaTime.DateTimeZone]) -> QuantConnect.TimeKeeper:
pass
@typing.overload
def __init__(self, utcDateTime: datetime.datetime, timeZones: typing.List[NodaTime.DateTimeZone]) -> QuantConnect.TimeKeeper:
pass
def __init__(self, *args) -> QuantConnect.TimeKeeper:
pass
UtcTime: datetime.datetime
class TimeUpdatedEventArgs(System.EventArgs):
"""
Event arguments class for the QuantConnect.LocalTimeKeeper.TimeUpdated event
TimeUpdatedEventArgs(time: DateTime, timeZone: DateTimeZone)
"""
def __init__(self, time: datetime.datetime, timeZone: NodaTime.DateTimeZone) -> QuantConnect.TimeUpdatedEventArgs:
pass
Time: datetime.datetime
TimeZone: NodaTime.DateTimeZone
class TimeZoneOffsetProvider(System.object):
"""
Represents the discontinuties in a single time zone and provides offsets to UTC.
This type assumes that times will be asked in a forward marching manner.
This type is not thread safe.
TimeZoneOffsetProvider(timeZone: DateTimeZone, utcStartTime: DateTime, utcEndTime: DateTime)
"""
def ConvertFromUtc(self, utcTime: datetime.datetime) -> datetime.datetime:
pass
def ConvertToUtc(self, localTime: datetime.datetime) -> datetime.datetime:
pass
def GetNextDiscontinuity(self) -> int:
pass
def GetOffsetTicks(self, utcTime: datetime.datetime) -> int:
pass
def __init__(self, timeZone: NodaTime.DateTimeZone, utcStartTime: datetime.datetime, utcEndTime: datetime.datetime) -> QuantConnect.TimeZoneOffsetProvider:
pass
TimeZone: NodaTime.DateTimeZone
class TimeZones(System.object):
""" Provides access to common time zones """
Amsterdam: CachedDateTimeZone
Anchorage: CachedDateTimeZone
Athens: CachedDateTimeZone
Auckland: CachedDateTimeZone
Berlin: CachedDateTimeZone
Brisbane: CachedDateTimeZone
Bucharest: CachedDateTimeZone
BuenosAires: CachedDateTimeZone
Cairo: CachedDateTimeZone
Chicago: CachedDateTimeZone
Denver: CachedDateTimeZone
Detroit: CachedDateTimeZone
Dublin: CachedDateTimeZone
EasternStandard: FixedDateTimeZone
Helsinki: CachedDateTimeZone
HongKong: CachedDateTimeZone
Honolulu: CachedDateTimeZone
Istanbul: CachedDateTimeZone
Jerusalem: CachedDateTimeZone
Johannesburg: CachedDateTimeZone
London: CachedDateTimeZone
LosAngeles: CachedDateTimeZone
Madrid: CachedDateTimeZone
Melbourne: CachedDateTimeZone
MexicoCity: CachedDateTimeZone
Minsk: CachedDateTimeZone
Moscow: CachedDateTimeZone
NewYork: CachedDateTimeZone
Paris: CachedDateTimeZone
Phoenix: CachedDateTimeZone
Rome: CachedDateTimeZone
SaoPaulo: CachedDateTimeZone
Shanghai: CachedDateTimeZone
Sydney: CachedDateTimeZone
Tokyo: CachedDateTimeZone
Toronto: CachedDateTimeZone
Utc: FixedDateTimeZone
Vancouver: CachedDateTimeZone
Zurich: CachedDateTimeZone
__all__: list
class TradingCalendar(System.object):
"""
Class represents trading calendar, populated with variety of events relevant to currently trading instruments
TradingCalendar(securityManager: SecurityManager, marketHoursDatabase: MarketHoursDatabase)
"""
def GetDaysByType(self, type: QuantConnect.TradingDayType, start: datetime.datetime, end: datetime.datetime) -> typing.List[QuantConnect.TradingDay]:
pass
@typing.overload
def GetTradingDay(self) -> QuantConnect.TradingDay:
pass
@typing.overload
def GetTradingDay(self, day: datetime.datetime) -> QuantConnect.TradingDay:
pass
def GetTradingDay(self, *args) -> QuantConnect.TradingDay:
pass
def GetTradingDays(self, start: datetime.datetime, end: datetime.datetime) -> typing.List[QuantConnect.TradingDay]:
pass
def __init__(self, securityManager: QuantConnect.Securities.SecurityManager, marketHoursDatabase: QuantConnect.Securities.MarketHoursDatabase) -> QuantConnect.TradingCalendar:
pass