QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
436 lines
11 KiB
Python
436 lines
11 KiB
Python
from .____init___1 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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# no functions
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# classes
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class AccountType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Account type: margin or cash
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enum AccountType, values: Cash (1), Margin (0)
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"""
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value__: int
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Cash: 'AccountType'
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Margin: 'AccountType'
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class AlgorithmControl(System.object):
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"""
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Wrapper for algorithm status enum to include the charting subscription.
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AlgorithmControl()
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"""
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ChartSubscription: str
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HasSubscribers: bool
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Initialized: bool
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Status: QuantConnect.AlgorithmStatus
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class AlgorithmSettings(System.object, QuantConnect.Interfaces.IAlgorithmSettings):
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"""
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This class includes user settings for the algorithm which can be changed in the QuantConnect.Interfaces.IAlgorithm.Initialize method
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AlgorithmSettings()
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"""
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DataSubscriptionLimit: int
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FreePortfolioValue: float
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FreePortfolioValuePercentage: float
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LiquidateEnabled: bool
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MaxAbsolutePortfolioTargetPercentage: float
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MinAbsolutePortfolioTargetPercentage: float
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RebalancePortfolioOnInsightChanges: typing.Optional[bool]
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RebalancePortfolioOnSecurityChanges: typing.Optional[bool]
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StalePriceTimeSpan: datetime.timedelta
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class AlgorithmStatus(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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States of a live deployment.
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enum AlgorithmStatus, values: Completed (6), Deleted (5), DeployError (0), History (11), Initializing (10), InQueue (1), Invalid (8), Liquidated (4), LoggingIn (9), Running (2), RuntimeError (7), Stopped (3)
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"""
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value__: int
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Completed: 'AlgorithmStatus'
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Deleted: 'AlgorithmStatus'
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DeployError: 'AlgorithmStatus'
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History: 'AlgorithmStatus'
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Initializing: 'AlgorithmStatus'
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InQueue: 'AlgorithmStatus'
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Invalid: 'AlgorithmStatus'
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Liquidated: 'AlgorithmStatus'
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LoggingIn: 'AlgorithmStatus'
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Running: 'AlgorithmStatus'
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RuntimeError: 'AlgorithmStatus'
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Stopped: 'AlgorithmStatus'
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class AlphaRuntimeStatistics(System.object):
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"""
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Contains insight population run time statistics
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AlphaRuntimeStatistics(accountCurrencyProvider: IAccountCurrencyProvider)
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AlphaRuntimeStatistics()
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"""
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def SetDate(self, now: datetime.datetime) -> None:
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pass
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def SetStartDate(self, algorithmStartDate: datetime.datetime) -> None:
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pass
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def ToDictionary(self) -> System.Collections.Generic.Dictionary[str, str]:
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pass
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@typing.overload
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def __init__(self, accountCurrencyProvider: QuantConnect.Interfaces.IAccountCurrencyProvider) -> QuantConnect.AlphaRuntimeStatistics:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.AlphaRuntimeStatistics:
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pass
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def __init__(self, *args) -> QuantConnect.AlphaRuntimeStatistics:
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pass
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EstimatedMonthlyAlphaValue: float
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FitnessScore: float
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KellyCriterionEstimate: float
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KellyCriterionProbabilityValue: float
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LongCount: int
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LongShortRatio: float
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MeanPopulationEstimatedInsightValue: float
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MeanPopulationScore: QuantConnect.Algorithm.Framework.Alphas.InsightScore
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PortfolioTurnover: float
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ReturnOverMaxDrawdown: float
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RollingAveragedPopulationScore: QuantConnect.Algorithm.Framework.Alphas.InsightScore
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ShortCount: int
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SortinoRatio: float
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TotalAccumulatedEstimatedAlphaValue: float
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TotalInsightsAnalysisCompleted: int
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TotalInsightsClosed: int
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TotalInsightsGenerated: int
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class BrokerageEnvironment(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Represents the types of environments supported by brokerages for trading
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enum BrokerageEnvironment, values: Live (0), Paper (1)
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"""
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value__: int
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Live: 'BrokerageEnvironment'
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Paper: 'BrokerageEnvironment'
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class ChannelStatus(System.object):
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""" Defines the different channel status values """
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Occupied: str
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Vacated: str
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__all__: list
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class Chart(System.object):
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"""
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Single Parent Chart Object for Custom Charting
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Chart()
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Chart(name: str, type: ChartType)
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Chart(name: str)
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"""
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def AddSeries(self, series: QuantConnect.Series) -> None:
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pass
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def Clone(self) -> QuantConnect.Chart:
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pass
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def GetUpdates(self) -> QuantConnect.Chart:
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pass
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def TryAddAndGetSeries(self, name: str, type: QuantConnect.SeriesType, index: int, unit: str, color: System.Drawing.Color, symbol: QuantConnect.ScatterMarkerSymbol, forceAddNew: bool) -> QuantConnect.Series:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Chart:
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pass
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@typing.overload
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def __init__(self, name: str, type: QuantConnect.ChartType) -> QuantConnect.Chart:
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pass
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@typing.overload
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def __init__(self, name: str) -> QuantConnect.Chart:
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pass
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def __init__(self, *args) -> QuantConnect.Chart:
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pass
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ChartType: QuantConnect.ChartType
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Name: str
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Series: System.Collections.Generic.Dictionary[str, QuantConnect.Series]
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class ChartPoint(System.object):
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"""
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Single Chart Point Value Type for QCAlgorithm.Plot();
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ChartPoint()
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ChartPoint(xValue: Int64, yValue: Decimal)
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ChartPoint(time: DateTime, value: Decimal)
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ChartPoint(point: ChartPoint)
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"""
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def ToString(self) -> str:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.ChartPoint:
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pass
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@typing.overload
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def __init__(self, xValue: int, yValue: float) -> QuantConnect.ChartPoint:
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pass
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@typing.overload
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def __init__(self, time: datetime.datetime, value: float) -> QuantConnect.ChartPoint:
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pass
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@typing.overload
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def __init__(self, point: QuantConnect.ChartPoint) -> QuantConnect.ChartPoint:
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pass
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def __init__(self, *args) -> QuantConnect.ChartPoint:
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pass
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x: int
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y: float
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class ChartType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Type of chart - should we draw the series as overlayed or stacked
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enum ChartType, values: Overlay (0), Stacked (1)
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"""
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value__: int
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Overlay: 'ChartType'
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Stacked: 'ChartType'
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class Currencies(System.object):
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""" Provides commonly used currency pairs and symbols """
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@staticmethod
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def GetCurrencySymbol(currency: str) -> str:
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pass
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CfdCurrencyPairs: List[str]
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CryptoCurrencyPairs: List[str]
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CurrencyPairs: List[str]
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CurrencySymbols: Dictionary[str, str]
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NullCurrency: str
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USD: str
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__all__: list
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class DataFeedEndpoint(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Datafeed enum options for selecting the source of the datafeed.
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enum DataFeedEndpoint, values: Backtesting (0), Database (3), FileSystem (1), LiveTrading (2)
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"""
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value__: int
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Backtesting: 'DataFeedEndpoint'
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Database: 'DataFeedEndpoint'
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FileSystem: 'DataFeedEndpoint'
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LiveTrading: 'DataFeedEndpoint'
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class DataNormalizationMode(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Specifies how data is normalized before being sent into an algorithm
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enum DataNormalizationMode, values: Adjusted (1), Raw (0), SplitAdjusted (2), TotalReturn (3)
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"""
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value__: int
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Adjusted: 'DataNormalizationMode'
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Raw: 'DataNormalizationMode'
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SplitAdjusted: 'DataNormalizationMode'
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TotalReturn: 'DataNormalizationMode'
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class DateFormat(System.object):
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""" Shortcut date format strings """
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DB: str
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EightCharacter: str
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Forex: str
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JsonFormat: str
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SixCharacter: str
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TwelveCharacter: str
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UI: str
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US: str
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USDateOnly: str
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USShort: str
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USShortDateOnly: str
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YearMonth: str
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__all__: list
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class DelistingType(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Specifies the type of QuantConnect.Data.Market.Delisting data
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enum DelistingType, values: Delisted (1), Warning (0)
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"""
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value__: int
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Delisted: 'DelistingType'
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Warning: 'DelistingType'
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class DownloadFailedEventArgs(System.EventArgs):
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"""
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Event arguments for the QuantConnect.Interfaces.IDataProviderEvents.DownloadFailed event
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DownloadFailedEventArgs(message: str, stackTrace: str)
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"""
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def __init__(self, message: str, stackTrace: str) -> QuantConnect.DownloadFailedEventArgs:
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pass
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Message: str
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StackTrace: str
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class Expiry(System.object):
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""" Provides static functions that can be used to compute a future System.DateTime (expiry) given a System.DateTime. """
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__all__: list
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class ExtendedDictionary(System.object, QuantConnect.Interfaces.IExtendedDictionary[Symbol, T]):
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# no doc
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def clear(self) -> None:
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pass
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def Clear(self) -> None:
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pass
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def copy(self) -> Python.Runtime.PyDict:
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pass
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@typing.overload
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def fromkeys(self, sequence: typing.List[QuantConnect.Symbol]) -> Python.Runtime.PyDict:
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pass
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@typing.overload
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def fromkeys(self, sequence: typing.List[QuantConnect.Symbol], value: QuantConnect.T) -> Python.Runtime.PyDict:
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pass
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def fromkeys(self, *args) -> Python.Runtime.PyDict:
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pass
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@typing.overload
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def get(self, symbol: QuantConnect.Symbol) -> QuantConnect.T:
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pass
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@typing.overload
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def get(self, symbol: QuantConnect.Symbol, value: QuantConnect.T) -> QuantConnect.T:
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pass
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def get(self, *args) -> QuantConnect.T:
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pass
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def items(self) -> Python.Runtime.PyList:
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pass
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def keys(self) -> Python.Runtime.PyList:
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pass
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@typing.overload
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def pop(self, symbol: QuantConnect.Symbol) -> QuantConnect.T:
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pass
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@typing.overload
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def pop(self, symbol: QuantConnect.Symbol, default_value: QuantConnect.T) -> QuantConnect.T:
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pass
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def pop(self, *args) -> QuantConnect.T:
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pass
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def popitem(self) -> Python.Runtime.PyTuple:
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pass
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def Remove(self, symbol: QuantConnect.Symbol) -> bool:
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pass
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@typing.overload
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def setdefault(self, symbol: QuantConnect.Symbol) -> QuantConnect.T:
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pass
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@typing.overload
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def setdefault(self, symbol: QuantConnect.Symbol, default_value: QuantConnect.T) -> QuantConnect.T:
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pass
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def setdefault(self, *args) -> QuantConnect.T:
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pass
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def TryGetValue(self, symbol: QuantConnect.Symbol, value: QuantConnect.T) -> bool:
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pass
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def update(self, other: Python.Runtime.PyObject) -> None:
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pass
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def values(self) -> Python.Runtime.PyList:
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pass
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IsReadOnly: bool
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Item: indexer#
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