QuantConnect Server Applications
90e911f22c
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
1823 lines
81 KiB
Python
1823 lines
81 KiB
Python
from .____init___3 import *
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import typing
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import System.Collections.Generic
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import System.Collections.Concurrent
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import System
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import QuantConnect.Storage
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import QuantConnect.Securities.Option
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import QuantConnect.Securities.Future
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import QuantConnect.Securities.Forex
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import QuantConnect.Securities.Equity
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import QuantConnect.Securities.Crypto
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import QuantConnect.Securities.Cfd
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import QuantConnect.Securities
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import QuantConnect.Scheduling
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import QuantConnect.Python
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import QuantConnect.Orders
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import QuantConnect.Notifications
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import QuantConnect.Interfaces
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import QuantConnect.Indicators.CandlestickPatterns
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import QuantConnect.Indicators
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import QuantConnect.Data.UniverseSelection
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import QuantConnect.Data.Market
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import QuantConnect.Data.Fundamental
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import QuantConnect.Data.Consolidators
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import QuantConnect.Data
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import QuantConnect.Brokerages
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import QuantConnect.Benchmarks
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import QuantConnect.Algorithm.Framework.Selection
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import QuantConnect.Algorithm.Framework.Risk
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import QuantConnect.Algorithm.Framework.Portfolio
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import QuantConnect.Algorithm.Framework.Execution
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import QuantConnect.Algorithm.Framework.Alphas
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import QuantConnect.Algorithm
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import QuantConnect
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import Python.Runtime
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import pandas
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import NodaTime
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import datetime
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class DollarVolumeUniverseDefinitions(System.object):
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"""
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Provides helpers for defining universes based on the daily dollar volume
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DollarVolumeUniverseDefinitions(algorithm: QCAlgorithm)
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"""
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def Bottom(self, count: int, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> QuantConnect.Data.UniverseSelection.Universe:
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pass
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@typing.overload
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def Percentile(self, percentile: float, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> QuantConnect.Data.UniverseSelection.Universe:
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pass
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@typing.overload
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def Percentile(self, lowerPercentile: float, upperPercentile: float, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> QuantConnect.Data.UniverseSelection.Universe:
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pass
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def Percentile(self, *args) -> QuantConnect.Data.UniverseSelection.Universe:
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pass
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def Top(self, count: int, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> QuantConnect.Data.UniverseSelection.Universe:
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pass
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def __init__(self, algorithm: QuantConnect.Algorithm.QCAlgorithm) -> QuantConnect.Algorithm.DollarVolumeUniverseDefinitions:
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pass
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class IndexUniverseDefinitions(System.object):
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"""
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Provides helpers for defining universes based on index definitions
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IndexUniverseDefinitions(algorithm: QCAlgorithm)
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"""
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def __init__(self, algorithm: QuantConnect.Algorithm.QCAlgorithm) -> QuantConnect.Algorithm.IndexUniverseDefinitions:
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pass
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QC500: QuantConnect.Data.UniverseSelection.Universe
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class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAccountCurrencyProvider, QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConnect.Interfaces.IAlgorithm):
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"""
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QC Algorithm Base Class - Handle the basic requirements of a trading algorithm,
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allowing user to focus on event methods. The QCAlgorithm class implements Portfolio,
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Securities, Transactions and Data Subscription Management.
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QCAlgorithm()
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"""
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def ABANDS(self, symbol: QuantConnect.Symbol, period: int, width: float, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.AccelerationBands:
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pass
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def AD(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.AccumulationDistribution:
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pass
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@typing.overload
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def AddAlpha(self, alpha: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddAlpha(self, alpha: QuantConnect.Algorithm.Framework.Alphas.IAlphaModel) -> None:
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pass
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def AddAlpha(self, *args) -> None:
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pass
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def AddCfd(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], market: str, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Cfd.Cfd:
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pass
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def AddChart(self, chart: QuantConnect.Chart) -> None:
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pass
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def AddCrypto(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], market: str, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Crypto.Crypto:
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pass
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@typing.overload
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def AddData(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, underlying: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, underlying: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], timeZone: NodaTime.DateTimeZone, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, underlying: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], timeZone: NodaTime.DateTimeZone, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, type: Python.Runtime.PyObject, ticker: str, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, type: Python.Runtime.PyObject, underlying: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, type: Python.Runtime.PyObject, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], timeZone: NodaTime.DateTimeZone, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, type: Python.Runtime.PyObject, underlying: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], timeZone: NodaTime.DateTimeZone, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, dataType: type, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], timeZone: NodaTime.DateTimeZone, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddData(self, dataType: type, underlying: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], timeZone: NodaTime.DateTimeZone, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Security:
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pass
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def AddData(self, *args) -> QuantConnect.Securities.Security:
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pass
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def AddEquity(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], market: str, fillDataForward: bool, leverage: float, extendedMarketHours: bool) -> QuantConnect.Securities.Equity.Equity:
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pass
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def AddForex(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], market: str, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Forex.Forex:
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pass
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def AddFuture(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], market: str, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Future.Future:
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pass
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def AddFutureContract(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Future.Future:
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pass
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def AddOption(self, underlying: str, resolution: typing.Optional[QuantConnect.Resolution], market: str, fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Option.Option:
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pass
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def AddOptionContract(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], fillDataForward: bool, leverage: float) -> QuantConnect.Securities.Option.Option:
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pass
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@typing.overload
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def AddRiskManagement(self, riskManagement: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddRiskManagement(self, riskManagement: QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel) -> None:
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pass
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def AddRiskManagement(self, *args) -> None:
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pass
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@typing.overload
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def AddSecurity(self, securityType: QuantConnect.SecurityType, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], fillDataForward: bool, extendedMarketHours: bool) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddSecurity(self, securityType: QuantConnect.SecurityType, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], fillDataForward: bool, leverage: float, extendedMarketHours: bool) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddSecurity(self, securityType: QuantConnect.SecurityType, ticker: str, resolution: typing.Optional[QuantConnect.Resolution], market: str, fillDataForward: bool, leverage: float, extendedMarketHours: bool) -> QuantConnect.Securities.Security:
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pass
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@typing.overload
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def AddSecurity(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], fillDataForward: bool, leverage: float, extendedMarketHours: bool) -> QuantConnect.Securities.Security:
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pass
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def AddSecurity(self, *args) -> QuantConnect.Securities.Security:
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pass
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def AddSeries(self, chart: str, series: str, seriesType: QuantConnect.SeriesType, unit: str) -> None:
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pass
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@typing.overload
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def AddUniverse(self, pyObject: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, pyObject: Python.Runtime.PyObject, pyfine: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, resolution: QuantConnect.Resolution, pySelector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, pySelector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, pySelector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, T: Python.Runtime.PyObject, name: str, selector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, T: Python.Runtime.PyObject, name: str, resolution: QuantConnect.Resolution, selector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, T: Python.Runtime.PyObject, name: str, resolution: QuantConnect.Resolution, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, T: Python.Runtime.PyObject, name: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, T: Python.Runtime.PyObject, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, selector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, T: Python.Runtime.PyObject, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, dataType: type, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, pySelector: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverse(self, universe: QuantConnect.Data.UniverseSelection.Universe) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, resolution: QuantConnect.Resolution, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, resolution: QuantConnect.Resolution, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, resolution: QuantConnect.Resolution, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, resolution: QuantConnect.Resolution, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Algorithm.T]], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, selector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, coarseSelector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]], fineSelector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, universe: QuantConnect.Data.UniverseSelection.Universe, fineSelector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, selector: typing.Callable[[datetime.datetime], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, name: str, resolution: QuantConnect.Resolution, selector: typing.Callable[[datetime.datetime], typing.List[str]]) -> None:
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pass
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@typing.overload
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def AddUniverse(self, securityType: QuantConnect.SecurityType, name: str, resolution: QuantConnect.Resolution, market: str, universeSettings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[datetime.datetime], typing.List[str]]) -> None:
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pass
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def AddUniverse(self, *args) -> None:
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pass
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@typing.overload
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def AddUniverseSelection(self, universeSelection: Python.Runtime.PyObject) -> None:
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pass
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@typing.overload
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def AddUniverseSelection(self, universeSelection: QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel) -> None:
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pass
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def AddUniverseSelection(self, *args) -> None:
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pass
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def ADOSC(self, symbol: QuantConnect.Symbol, fastPeriod: int, slowPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
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pass
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def ADR(self, symbols: typing.List[QuantConnect.Symbol], resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Indicators.AdvanceDeclineRatio:
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pass
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def ADVR(self, symbols: typing.List[QuantConnect.Symbol], resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Indicators.AdvanceDeclineVolumeRatio:
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pass
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def ADX(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.AverageDirectionalIndex:
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pass
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def ADXR(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.AverageDirectionalMovementIndexRating:
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pass
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def ALMA(self, symbol: QuantConnect.Symbol, period: int, sigma: int, offset: float, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.ArnaudLegouxMovingAverage:
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pass
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def APO(self, symbol: QuantConnect.Symbol, fastPeriod: int, slowPeriod: int, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.AbsolutePriceOscillator:
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pass
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@typing.overload
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def AROON(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.AroonOscillator:
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pass
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@typing.overload
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def AROON(self, symbol: QuantConnect.Symbol, upPeriod: int, downPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.AroonOscillator:
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pass
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def AROON(self, *args) -> QuantConnect.Indicators.AroonOscillator:
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pass
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def ATR(self, symbol: QuantConnect.Symbol, period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.AverageTrueRange:
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pass
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def BB(self, symbol: QuantConnect.Symbol, period: int, k: float, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.BollingerBands:
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pass
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|
def BOP(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.BalanceOfPower:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Buy(self, symbol: QuantConnect.Symbol, quantity: int) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Buy(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Buy(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Buy(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Buy(self, strategy: QuantConnect.Securities.Option.OptionStrategy, quantity: int) -> typing.List[QuantConnect.Orders.OrderTicket]:
|
|
pass
|
|
|
|
def Buy(self, *args) -> typing.List[QuantConnect.Orders.OrderTicket]:
|
|
pass
|
|
|
|
@typing.overload
|
|
def CalculateOrderQuantity(self, symbol: QuantConnect.Symbol, target: float) -> float:
|
|
pass
|
|
|
|
@typing.overload
|
|
def CalculateOrderQuantity(self, symbol: QuantConnect.Symbol, target: float) -> float:
|
|
pass
|
|
|
|
def CalculateOrderQuantity(self, *args) -> float:
|
|
pass
|
|
|
|
def CC(self, symbol: QuantConnect.Symbol, shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.CoppockCurve:
|
|
pass
|
|
|
|
def CCI(self, symbol: QuantConnect.Symbol, period: int, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.CommodityChannelIndex:
|
|
pass
|
|
|
|
def CMO(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.ChandeMomentumOscillator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: QuantConnect.Resolution, handler: Python.Runtime.PyObject) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: QuantConnect.Resolution, tickType: typing.Optional[QuantConnect.TickType], handler: Python.Runtime.PyObject) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: datetime.timedelta, handler: Python.Runtime.PyObject) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: datetime.timedelta, tickType: typing.Optional[QuantConnect.TickType], handler: Python.Runtime.PyObject) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: Python.Runtime.PyObject) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Algorithm.T], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: QuantConnect.Resolution, tickType: typing.Optional[QuantConnect.TickType], handler: typing.Callable[[QuantConnect.Algorithm.T], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, period: datetime.timedelta, tickType: typing.Optional[QuantConnect.TickType], handler: typing.Callable[[QuantConnect.Algorithm.T], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Consolidate(self, symbol: QuantConnect.Symbol, calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Algorithm.T], None]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
def Consolidate(self, *args) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@staticmethod
|
|
def CreateConsolidator(period: datetime.timedelta, consolidatorInputType: type, tickType: typing.Optional[QuantConnect.TickType]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def CreateIndicatorName(self, symbol: QuantConnect.Symbol, type: System.FormattableString, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
|
|
pass
|
|
|
|
@typing.overload
|
|
def CreateIndicatorName(self, symbol: QuantConnect.Symbol, type: str, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
|
|
pass
|
|
|
|
def CreateIndicatorName(self, *args) -> str:
|
|
pass
|
|
|
|
@typing.overload
|
|
def DCH(self, symbol: QuantConnect.Symbol, upperPeriod: int, lowerPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.DonchianChannel:
|
|
pass
|
|
|
|
@typing.overload
|
|
def DCH(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.DonchianChannel:
|
|
pass
|
|
|
|
def DCH(self, *args) -> QuantConnect.Indicators.DonchianChannel:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Debug(self, message: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Debug(self, message: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Debug(self, message: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Debug(self, message: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Debug(self, message: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
def Debug(self, *args) -> None:
|
|
pass
|
|
|
|
def DEMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.DoubleExponentialMovingAverage:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Download(self, address: str) -> str:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Download(self, address: str, headers: typing.List[System.Collections.Generic.KeyValuePair[str, str]]) -> str:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Download(self, address: str, headers: typing.List[System.Collections.Generic.KeyValuePair[str, str]], userName: str, password: str) -> str:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Download(self, address: str, headers: Python.Runtime.PyObject) -> str:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Download(self, address: str, headers: Python.Runtime.PyObject, userName: str, password: str) -> str:
|
|
pass
|
|
|
|
def Download(self, *args) -> str:
|
|
pass
|
|
|
|
def DPO(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.DetrendedPriceOscillator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def EMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.ExponentialMovingAverage:
|
|
pass
|
|
|
|
@typing.overload
|
|
def EMA(self, symbol: QuantConnect.Symbol, period: int, smoothingFactor: float, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.ExponentialMovingAverage:
|
|
pass
|
|
|
|
def EMA(self, *args) -> QuantConnect.Indicators.ExponentialMovingAverage:
|
|
pass
|
|
|
|
@typing.overload
|
|
def EmitInsights(self, insights: typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def EmitInsights(self, insight: QuantConnect.Algorithm.Framework.Alphas.Insight) -> None:
|
|
pass
|
|
|
|
def EmitInsights(self, *args) -> None:
|
|
pass
|
|
|
|
def EMV(self, symbol: QuantConnect.Symbol, period: int, scale: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.EaseOfMovementValue:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Error(self, message: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Error(self, message: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Error(self, message: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Error(self, message: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Error(self, error: System.Exception) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Error(self, message: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
def Error(self, *args) -> None:
|
|
pass
|
|
|
|
def ExerciseOption(self, optionSymbol: QuantConnect.Symbol, quantity: int, asynchronous: bool, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def FilteredIdentity(self, symbol: QuantConnect.Symbol, selector: Python.Runtime.PyObject, filter: Python.Runtime.PyObject, fieldName: str) -> QuantConnect.Indicators.FilteredIdentity:
|
|
pass
|
|
|
|
@typing.overload
|
|
def FilteredIdentity(self, symbol: QuantConnect.Symbol, resolution: QuantConnect.Resolution, selector: Python.Runtime.PyObject, filter: Python.Runtime.PyObject, fieldName: str) -> QuantConnect.Indicators.FilteredIdentity:
|
|
pass
|
|
|
|
@typing.overload
|
|
def FilteredIdentity(self, symbol: QuantConnect.Symbol, resolution: datetime.timedelta, selector: Python.Runtime.PyObject, filter: Python.Runtime.PyObject, fieldName: str) -> QuantConnect.Indicators.FilteredIdentity:
|
|
pass
|
|
|
|
@typing.overload
|
|
def FilteredIdentity(self, symbol: QuantConnect.Symbol, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar], filter: typing.Callable[[QuantConnect.Data.IBaseData], bool], fieldName: str) -> QuantConnect.Indicators.FilteredIdentity:
|
|
pass
|
|
|
|
@typing.overload
|
|
def FilteredIdentity(self, symbol: QuantConnect.Symbol, resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar], filter: typing.Callable[[QuantConnect.Data.IBaseData], bool], fieldName: str) -> QuantConnect.Indicators.FilteredIdentity:
|
|
pass
|
|
|
|
@typing.overload
|
|
def FilteredIdentity(self, symbol: QuantConnect.Symbol, resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar], filter: typing.Callable[[QuantConnect.Data.IBaseData], bool], fieldName: str) -> QuantConnect.Indicators.FilteredIdentity:
|
|
pass
|
|
|
|
def FilteredIdentity(self, *args) -> QuantConnect.Indicators.FilteredIdentity:
|
|
pass
|
|
|
|
def FISH(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.FisherTransform:
|
|
pass
|
|
|
|
def FRAMA(self, symbol: QuantConnect.Symbol, period: int, longPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.FractalAdaptiveMovingAverage:
|
|
pass
|
|
|
|
def FrameworkPostInitialize(self) -> None:
|
|
pass
|
|
|
|
def GetChartUpdates(self, clearChartData: bool) -> typing.List[QuantConnect.Chart]:
|
|
pass
|
|
|
|
def GetLastKnownPrice(self, security: QuantConnect.Securities.Security) -> QuantConnect.Data.BaseData:
|
|
pass
|
|
|
|
def GetLocked(self) -> bool:
|
|
pass
|
|
|
|
def GetParameter(self, name: str) -> str:
|
|
pass
|
|
|
|
def GetParameters(self) -> System.Collections.Generic.IReadOnlyDictionary[str, str]:
|
|
pass
|
|
|
|
def GetWarmupHistoryRequests(self) -> typing.List[QuantConnect.Data.HistoryRequest]:
|
|
pass
|
|
|
|
def HeikinAshi(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.HeikinAshi:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbols: typing.List[QuantConnect.Symbol], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbols: typing.List[QuantConnect.Symbol], periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbols: typing.List[QuantConnect.Symbol], start: datetime.datetime, end: datetime.datetime, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbol: QuantConnect.Symbol, span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbol: QuantConnect.Symbol, periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbol: QuantConnect.Symbol, periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbol: QuantConnect.Symbol, start: datetime.datetime, end: datetime.datetime, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbol: QuantConnect.Symbol, span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbol: QuantConnect.Symbol, start: datetime.datetime, end: datetime.datetime, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbols: typing.List[QuantConnect.Symbol], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbols: typing.List[QuantConnect.Symbol], periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, symbols: typing.List[QuantConnect.Symbol], start: datetime.datetime, end: datetime.datetime, resolution: typing.Optional[QuantConnect.Resolution], fillForward: typing.Optional[bool], extendedMarket: typing.Optional[bool]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, request: QuantConnect.Data.HistoryRequest) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, requests: typing.List[QuantConnect.Data.HistoryRequest]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, tickers: Python.Runtime.PyObject, periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, tickers: Python.Runtime.PyObject, span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, tickers: Python.Runtime.PyObject, start: datetime.datetime, end: datetime.datetime, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, type: Python.Runtime.PyObject, tickers: Python.Runtime.PyObject, start: datetime.datetime, end: datetime.datetime, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, type: Python.Runtime.PyObject, tickers: Python.Runtime.PyObject, periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, type: Python.Runtime.PyObject, tickers: Python.Runtime.PyObject, span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, type: Python.Runtime.PyObject, symbol: QuantConnect.Symbol, start: datetime.datetime, end: datetime.datetime, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, type: Python.Runtime.PyObject, symbol: QuantConnect.Symbol, periods: int, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
@typing.overload
|
|
def History(self, type: Python.Runtime.PyObject, symbol: QuantConnect.Symbol, span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution]) -> pandas.DataFrame:
|
|
pass
|
|
|
|
def History(self, *args) -> pandas.DataFrame:
|
|
pass
|
|
|
|
def HMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.HullMovingAverage:
|
|
pass
|
|
|
|
def ICHIMOKU(self, symbol: QuantConnect.Symbol, tenkanPeriod: int, kijunPeriod: int, senkouAPeriod: int, senkouBPeriod: int, senkouADelayPeriod: int, senkouBDelayPeriod: int, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Indicators.IchimokuKinkoHyo:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Identity(self, symbol: QuantConnect.Symbol, selector: typing.Callable[[QuantConnect.Data.IBaseData], float], fieldName: str) -> QuantConnect.Indicators.Identity:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Identity(self, symbol: QuantConnect.Symbol, resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], float], fieldName: str) -> QuantConnect.Indicators.Identity:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Identity(self, symbol: QuantConnect.Symbol, resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float], fieldName: str) -> QuantConnect.Indicators.Identity:
|
|
pass
|
|
|
|
def Identity(self, *args) -> QuantConnect.Indicators.Identity:
|
|
pass
|
|
|
|
def Initialize(self) -> None:
|
|
pass
|
|
|
|
def IsMarketOpen(self, symbol: QuantConnect.Symbol) -> bool:
|
|
pass
|
|
|
|
@typing.overload
|
|
def KAMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
|
|
pass
|
|
|
|
@typing.overload
|
|
def KAMA(self, symbol: QuantConnect.Symbol, period: int, fastEmaPeriod: int, slowEmaPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
|
|
pass
|
|
|
|
def KAMA(self, *args) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
|
|
pass
|
|
|
|
def KCH(self, symbol: QuantConnect.Symbol, period: int, k: float, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.KeltnerChannels:
|
|
pass
|
|
|
|
@typing.overload
|
|
def LimitOrder(self, symbol: QuantConnect.Symbol, quantity: int, limitPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def LimitOrder(self, symbol: QuantConnect.Symbol, quantity: float, limitPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def LimitOrder(self, symbol: QuantConnect.Symbol, quantity: float, limitPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def LimitOrder(self, *args) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def Liquidate(self, symbolToLiquidate: QuantConnect.Symbol, tag: str) -> typing.List[int]:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Log(self, message: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Log(self, message: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Log(self, message: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Log(self, message: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Log(self, message: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
def Log(self, *args) -> None:
|
|
pass
|
|
|
|
def LOGR(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.LogReturn:
|
|
pass
|
|
|
|
def LSMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.LeastSquaresMovingAverage:
|
|
pass
|
|
|
|
def LWMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.LinearWeightedMovingAverage:
|
|
pass
|
|
|
|
def MACD(self, symbol: QuantConnect.Symbol, fastPeriod: int, slowPeriod: int, signalPeriod: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
|
|
pass
|
|
|
|
def MAD(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.MeanAbsoluteDeviation:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOnCloseOrder(self, symbol: QuantConnect.Symbol, quantity: int, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOnCloseOrder(self, symbol: QuantConnect.Symbol, quantity: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOnCloseOrder(self, symbol: QuantConnect.Symbol, quantity: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def MarketOnCloseOrder(self, *args) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOnOpenOrder(self, symbol: QuantConnect.Symbol, quantity: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOnOpenOrder(self, symbol: QuantConnect.Symbol, quantity: int, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOnOpenOrder(self, symbol: QuantConnect.Symbol, quantity: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def MarketOnOpenOrder(self, *args) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOrder(self, symbol: QuantConnect.Symbol, quantity: int, asynchronous: bool, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOrder(self, symbol: QuantConnect.Symbol, quantity: float, asynchronous: bool, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def MarketOrder(self, symbol: QuantConnect.Symbol, quantity: float, asynchronous: bool, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def MarketOrder(self, *args) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def MASS(self, symbol: QuantConnect.Symbol, emaPeriod: int, sumPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.MassIndex:
|
|
pass
|
|
|
|
def MAX(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.Maximum:
|
|
pass
|
|
|
|
def MFI(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.MoneyFlowIndex:
|
|
pass
|
|
|
|
def MIDPOINT(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.MidPoint:
|
|
pass
|
|
|
|
def MIDPRICE(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.MidPrice:
|
|
pass
|
|
|
|
def MIN(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.Minimum:
|
|
pass
|
|
|
|
def MOM(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.Momentum:
|
|
pass
|
|
|
|
def MOMERSION(self, symbol: QuantConnect.Symbol, minPeriod: typing.Optional[int], fullPeriod: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.MomersionIndicator:
|
|
pass
|
|
|
|
def MOMP(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.MomentumPercent:
|
|
pass
|
|
|
|
def NATR(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
|
|
pass
|
|
|
|
def OBV(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.OnBalanceVolume:
|
|
pass
|
|
|
|
def OnAssignmentOrderEvent(self, assignmentEvent: QuantConnect.Orders.OrderEvent) -> None:
|
|
pass
|
|
|
|
def OnBrokerageDisconnect(self) -> None:
|
|
pass
|
|
|
|
def OnBrokerageMessage(self, messageEvent: QuantConnect.Brokerages.BrokerageMessageEvent) -> None:
|
|
pass
|
|
|
|
def OnBrokerageReconnect(self) -> None:
|
|
pass
|
|
|
|
def OnData(self, slice: QuantConnect.Data.Slice) -> None:
|
|
pass
|
|
|
|
def OnEndOfAlgorithm(self) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def OnEndOfDay(self) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def OnEndOfDay(self, symbol: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def OnEndOfDay(self, symbol: QuantConnect.Symbol) -> None:
|
|
pass
|
|
|
|
def OnEndOfDay(self, *args) -> None:
|
|
pass
|
|
|
|
def OnEndOfTimeStep(self) -> None:
|
|
pass
|
|
|
|
def OnFrameworkData(self, slice: QuantConnect.Data.Slice) -> None:
|
|
pass
|
|
|
|
def OnFrameworkSecuritiesChanged(self, changes: QuantConnect.Data.UniverseSelection.SecurityChanges) -> None:
|
|
pass
|
|
|
|
def OnMarginCall(self, requests: typing.List[QuantConnect.Orders.SubmitOrderRequest]) -> None:
|
|
pass
|
|
|
|
def OnMarginCallWarning(self) -> None:
|
|
pass
|
|
|
|
def OnOrderEvent(self, orderEvent: QuantConnect.Orders.OrderEvent) -> None:
|
|
pass
|
|
|
|
def OnSecuritiesChanged(self, changes: QuantConnect.Data.UniverseSelection.SecurityChanges) -> None:
|
|
pass
|
|
|
|
def OnWarmupFinished(self) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, symbol: QuantConnect.Symbol, quantity: int) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, symbol: QuantConnect.Symbol, quantity: float, asynchronous: bool, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, strategy: QuantConnect.Securities.Option.OptionStrategy, quantity: int) -> typing.List[QuantConnect.Orders.OrderTicket]:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, symbol: QuantConnect.Symbol, quantity: int, type: QuantConnect.Orders.OrderType, asynchronous: bool, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, symbol: QuantConnect.Symbol, quantity: float, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Order(self, symbol: QuantConnect.Symbol, quantity: int, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def Order(self, *args) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, series: str, pyObject: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, first: QuantConnect.Indicators.Indicator, second: QuantConnect.Indicators.Indicator, third: QuantConnect.Indicators.Indicator, fourth: QuantConnect.Indicators.Indicator) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, first: QuantConnect.Indicators.BarIndicator, second: QuantConnect.Indicators.BarIndicator, third: QuantConnect.Indicators.BarIndicator, fourth: QuantConnect.Indicators.BarIndicator) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, first: QuantConnect.Indicators.TradeBarIndicator, second: QuantConnect.Indicators.TradeBarIndicator, third: QuantConnect.Indicators.TradeBarIndicator, fourth: QuantConnect.Indicators.TradeBarIndicator) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, series: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, series: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, series: str, value: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, series: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, series: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, series: str, value: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, series: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, series: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Plot(self, chart: str, indicators: typing.List[QuantConnect.Indicators.IndicatorBase]) -> None:
|
|
pass
|
|
|
|
def Plot(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def PlotIndicator(self, chart: str, first: Python.Runtime.PyObject, second: Python.Runtime.PyObject, third: Python.Runtime.PyObject, fourth: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def PlotIndicator(self, chart: str, waitForReady: bool, first: Python.Runtime.PyObject, second: Python.Runtime.PyObject, third: Python.Runtime.PyObject, fourth: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def PlotIndicator(self, chart: str, indicators: typing.List[QuantConnect.Indicators.IndicatorBase]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def PlotIndicator(self, chart: str, waitForReady: bool, indicators: typing.List[QuantConnect.Indicators.IndicatorBase]) -> None:
|
|
pass
|
|
|
|
def PlotIndicator(self, *args) -> None:
|
|
pass
|
|
|
|
def PostInitialize(self) -> None:
|
|
pass
|
|
|
|
def PPO(self, symbol: QuantConnect.Symbol, fastPeriod: int, slowPeriod: int, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.PercentagePriceOscillator:
|
|
pass
|
|
|
|
def PSAR(self, symbol: QuantConnect.Symbol, afStart: float, afIncrement: float, afMax: float, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.ParabolicStopAndReverse:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Quit(self, message: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Quit(self, message: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
def Quit(self, *args) -> None:
|
|
pass
|
|
|
|
def RC(self, symbol: QuantConnect.Symbol, period: int, k: float, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.RegressionChannel:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Record(self, series: str, value: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Record(self, series: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Record(self, series: str, value: float) -> None:
|
|
pass
|
|
|
|
def Record(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: Python.Runtime.PyObject, resolution: typing.Optional[QuantConnect.Resolution], selector: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: Python.Runtime.PyObject, resolution: typing.Optional[datetime.timedelta], selector: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: Python.Runtime.PyObject, pyObject: Python.Runtime.PyObject, selector: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: Python.Runtime.PyObject, consolidator: QuantConnect.Data.Consolidators.IDataConsolidator, selector: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], consolidator: QuantConnect.Data.Consolidators.IDataConsolidator, selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T], resolution: typing.Optional[QuantConnect.Resolution]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T], resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Algorithm.T]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T], resolution: typing.Optional[datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Algorithm.T]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def RegisterIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T], consolidator: QuantConnect.Data.Consolidators.IDataConsolidator, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Algorithm.T]) -> None:
|
|
pass
|
|
|
|
def RegisterIndicator(self, *args) -> None:
|
|
pass
|
|
|
|
def RemoveSecurity(self, symbol: QuantConnect.Symbol) -> bool:
|
|
pass
|
|
|
|
@typing.overload
|
|
def ResolveConsolidator(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], dataType: type) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def ResolveConsolidator(self, symbol: QuantConnect.Symbol, timeSpan: typing.Optional[datetime.timedelta], dataType: type) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
def ResolveConsolidator(self, *args) -> QuantConnect.Data.Consolidators.IDataConsolidator:
|
|
pass
|
|
|
|
def ROC(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.RateOfChange:
|
|
pass
|
|
|
|
def ROCP(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.RateOfChangePercent:
|
|
pass
|
|
|
|
def ROCR(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.RateOfChangeRatio:
|
|
pass
|
|
|
|
def RSI(self, symbol: QuantConnect.Symbol, period: int, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.RelativeStrengthIndex:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Sell(self, symbol: QuantConnect.Symbol, quantity: int) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Sell(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Sell(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Sell(self, symbol: QuantConnect.Symbol, quantity: float) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Sell(self, strategy: QuantConnect.Securities.Option.OptionStrategy, quantity: int) -> typing.List[QuantConnect.Orders.OrderTicket]:
|
|
pass
|
|
|
|
def Sell(self, *args) -> typing.List[QuantConnect.Orders.OrderTicket]:
|
|
pass
|
|
|
|
def SetAccountCurrency(self, accountCurrency: str) -> None:
|
|
pass
|
|
|
|
def SetAlgorithmId(self, algorithmId: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetAlpha(self, alpha: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetAlpha(self, alpha: QuantConnect.Algorithm.Framework.Alphas.IAlphaModel) -> None:
|
|
pass
|
|
|
|
def SetAlpha(self, *args) -> None:
|
|
pass
|
|
|
|
def SetApi(self, api: QuantConnect.Interfaces.IApi) -> None:
|
|
pass
|
|
|
|
def SetAvailableDataTypes(self, availableDataTypes: System.Collections.Generic.Dictionary[QuantConnect.SecurityType, typing.List[QuantConnect.TickType]]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBenchmark(self, securityType: QuantConnect.SecurityType, symbol: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBenchmark(self, ticker: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBenchmark(self, symbol: QuantConnect.Symbol) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBenchmark(self, benchmark: typing.Callable[[datetime.datetime], float]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBenchmark(self, benchmark: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
def SetBenchmark(self, *args) -> None:
|
|
pass
|
|
|
|
def SetBrokerageMessageHandler(self, handler: QuantConnect.Brokerages.IBrokerageMessageHandler) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBrokerageModel(self, brokerage: QuantConnect.Brokerages.BrokerageName, accountType: QuantConnect.AccountType) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBrokerageModel(self, model: QuantConnect.Brokerages.IBrokerageModel) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetBrokerageModel(self, model: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
def SetBrokerageModel(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetCash(self, startingCash: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetCash(self, startingCash: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetCash(self, startingCash: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetCash(self, symbol: str, startingCash: float, conversionRate: float) -> None:
|
|
pass
|
|
|
|
def SetCash(self, *args) -> None:
|
|
pass
|
|
|
|
def SetCurrentSlice(self, slice: QuantConnect.Data.Slice) -> None:
|
|
pass
|
|
|
|
def SetDateTime(self, frontier: datetime.datetime) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetEndDate(self, year: int, month: int, day: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetEndDate(self, end: datetime.datetime) -> None:
|
|
pass
|
|
|
|
def SetEndDate(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetExecution(self, execution: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetExecution(self, execution: QuantConnect.Algorithm.Framework.Execution.IExecutionModel) -> None:
|
|
pass
|
|
|
|
def SetExecution(self, *args) -> None:
|
|
pass
|
|
|
|
def SetFinishedWarmingUp(self) -> None:
|
|
pass
|
|
|
|
def SetFutureChainProvider(self, futureChainProvider: QuantConnect.Interfaces.IFutureChainProvider) -> None:
|
|
pass
|
|
|
|
def SetHistoryProvider(self, historyProvider: QuantConnect.Interfaces.IHistoryProvider) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetHoldings(self, targets: typing.List[QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget], liquidateExistingHoldings: bool) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetHoldings(self, symbol: QuantConnect.Symbol, percentage: float, liquidateExistingHoldings: bool) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetHoldings(self, symbol: QuantConnect.Symbol, percentage: float, liquidateExistingHoldings: bool, tag: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetHoldings(self, symbol: QuantConnect.Symbol, percentage: int, liquidateExistingHoldings: bool, tag: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetHoldings(self, symbol: QuantConnect.Symbol, percentage: float, liquidateExistingHoldings: bool, tag: str) -> None:
|
|
pass
|
|
|
|
def SetHoldings(self, *args) -> None:
|
|
pass
|
|
|
|
def SetLiveMode(self, live: bool) -> None:
|
|
pass
|
|
|
|
def SetLocked(self) -> None:
|
|
pass
|
|
|
|
def SetMaximumOrders(self, max: int) -> None:
|
|
pass
|
|
|
|
def SetObjectStore(self, objectStore: QuantConnect.Interfaces.IObjectStore) -> None:
|
|
pass
|
|
|
|
def SetOptionChainProvider(self, optionChainProvider: QuantConnect.Interfaces.IOptionChainProvider) -> None:
|
|
pass
|
|
|
|
def SetPandasConverter(self) -> None:
|
|
pass
|
|
|
|
def SetParameters(self, parameters: System.Collections.Generic.Dictionary[str, str]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetPortfolioConstruction(self, portfolioConstruction: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetPortfolioConstruction(self, portfolioConstruction: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel) -> None:
|
|
pass
|
|
|
|
def SetPortfolioConstruction(self, *args) -> None:
|
|
pass
|
|
|
|
def SetQuit(self, quit: bool) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetRiskManagement(self, riskManagement: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetRiskManagement(self, riskManagement: QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel) -> None:
|
|
pass
|
|
|
|
def SetRiskManagement(self, *args) -> None:
|
|
pass
|
|
|
|
def SetRunTimeError(self, exception: System.Exception) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetRuntimeStatistic(self, name: str, value: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetRuntimeStatistic(self, name: str, value: float) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetRuntimeStatistic(self, name: str, value: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetRuntimeStatistic(self, name: str, value: float) -> None:
|
|
pass
|
|
|
|
def SetRuntimeStatistic(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetSecurityInitializer(self, securityInitializer: QuantConnect.Securities.ISecurityInitializer) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetSecurityInitializer(self, securityInitializer: typing.Callable[[QuantConnect.Securities.Security, bool], None]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetSecurityInitializer(self, securityInitializer: typing.Callable[[QuantConnect.Securities.Security], None]) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetSecurityInitializer(self, securityInitializer: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
def SetSecurityInitializer(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetStartDate(self, year: int, month: int, day: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetStartDate(self, start: datetime.datetime) -> None:
|
|
pass
|
|
|
|
def SetStartDate(self, *args) -> None:
|
|
pass
|
|
|
|
def SetStatus(self, status: QuantConnect.AlgorithmStatus) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetTimeZone(self, timeZone: str) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetTimeZone(self, timeZone: NodaTime.DateTimeZone) -> None:
|
|
pass
|
|
|
|
def SetTimeZone(self, *args) -> None:
|
|
pass
|
|
|
|
def SetTradeBuilder(self, tradeBuilder: QuantConnect.Interfaces.ITradeBuilder) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetUniverseSelection(self, universeSelection: Python.Runtime.PyObject) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetUniverseSelection(self, universeSelection: QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel) -> None:
|
|
pass
|
|
|
|
def SetUniverseSelection(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmUp(self, timeSpan: datetime.timedelta) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmUp(self, timeSpan: datetime.timedelta, resolution: QuantConnect.Resolution) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmUp(self, barCount: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmUp(self, barCount: int, resolution: QuantConnect.Resolution) -> None:
|
|
pass
|
|
|
|
def SetWarmUp(self, *args) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmup(self, timeSpan: datetime.timedelta) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmup(self, timeSpan: datetime.timedelta, resolution: QuantConnect.Resolution) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmup(self, barCount: int) -> None:
|
|
pass
|
|
|
|
@typing.overload
|
|
def SetWarmup(self, barCount: int, resolution: QuantConnect.Resolution) -> None:
|
|
pass
|
|
|
|
def SetWarmup(self, *args) -> None:
|
|
pass
|
|
|
|
def SMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.SimpleMovingAverage:
|
|
pass
|
|
|
|
def STC(self, symbol: QuantConnect.Symbol, cyclePeriod: int, fastPeriod: int, slowPeriod: int, movingAverageType: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.SchaffTrendCycle:
|
|
pass
|
|
|
|
def STD(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.StandardDeviation:
|
|
pass
|
|
|
|
@typing.overload
|
|
def STO(self, symbol: QuantConnect.Symbol, period: int, kPeriod: int, dPeriod: int, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Indicators.Stochastic:
|
|
pass
|
|
|
|
@typing.overload
|
|
def STO(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Indicators.Stochastic:
|
|
pass
|
|
|
|
def STO(self, *args) -> QuantConnect.Indicators.Stochastic:
|
|
pass
|
|
|
|
@typing.overload
|
|
def StopLimitOrder(self, symbol: QuantConnect.Symbol, quantity: int, stopPrice: float, limitPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def StopLimitOrder(self, symbol: QuantConnect.Symbol, quantity: float, stopPrice: float, limitPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def StopLimitOrder(self, symbol: QuantConnect.Symbol, quantity: float, stopPrice: float, limitPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def StopLimitOrder(self, *args) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def StopMarketOrder(self, symbol: QuantConnect.Symbol, quantity: int, stopPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def StopMarketOrder(self, symbol: QuantConnect.Symbol, quantity: float, stopPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
@typing.overload
|
|
def StopMarketOrder(self, symbol: QuantConnect.Symbol, quantity: float, stopPrice: float, tag: str) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def StopMarketOrder(self, *args) -> QuantConnect.Orders.OrderTicket:
|
|
pass
|
|
|
|
def SUM(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.Sum:
|
|
pass
|
|
|
|
def SWISS(self, symbol: QuantConnect.Symbol, period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.SwissArmyKnife:
|
|
pass
|
|
|
|
def Symbol(self, ticker: str) -> QuantConnect.Symbol:
|
|
pass
|
|
|
|
def T3(self, symbol: QuantConnect.Symbol, period: int, volumeFactor: float, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.T3MovingAverage:
|
|
pass
|
|
|
|
def TEMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
|
|
pass
|
|
|
|
def TR(self, symbol: QuantConnect.Symbol, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.TrueRange:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Train(self, trainingCode: System.Action) -> QuantConnect.Scheduling.ScheduledEvent:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Train(self, dateRule: QuantConnect.Scheduling.IDateRule, timeRule: QuantConnect.Scheduling.ITimeRule, trainingCode: System.Action) -> QuantConnect.Scheduling.ScheduledEvent:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Train(self, trainingCode: Python.Runtime.PyObject) -> QuantConnect.Scheduling.ScheduledEvent:
|
|
pass
|
|
|
|
@typing.overload
|
|
def Train(self, dateRule: QuantConnect.Scheduling.IDateRule, timeRule: QuantConnect.Scheduling.ITimeRule, trainingCode: Python.Runtime.PyObject) -> QuantConnect.Scheduling.ScheduledEvent:
|
|
pass
|
|
|
|
def Train(self, *args) -> QuantConnect.Scheduling.ScheduledEvent:
|
|
pass
|
|
|
|
def TRIMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.TriangularMovingAverage:
|
|
pass
|
|
|
|
def TRIN(self, symbols: typing.List[QuantConnect.Symbol], resolution: typing.Optional[QuantConnect.Resolution]) -> QuantConnect.Indicators.ArmsIndex:
|
|
pass
|
|
|
|
def TRIX(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.Trix:
|
|
pass
|
|
|
|
def ULTOSC(self, symbol: QuantConnect.Symbol, period1: int, period2: int, period3: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.UltimateOscillator:
|
|
pass
|
|
|
|
def VAR(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.Variance:
|
|
pass
|
|
|
|
@typing.overload
|
|
def VWAP(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar]) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
|
|
pass
|
|
|
|
@typing.overload
|
|
def VWAP(self, symbol: QuantConnect.Symbol) -> QuantConnect.Indicators.IntradayVwap:
|
|
pass
|
|
|
|
def VWAP(self, *args) -> QuantConnect.Indicators.IntradayVwap:
|
|
pass
|
|
|
|
@typing.overload
|
|
def WarmUpIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]:
|
|
pass
|
|
|
|
@typing.overload
|
|
def WarmUpIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint]:
|
|
pass
|
|
|
|
@typing.overload
|
|
def WarmUpIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T], resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Algorithm.T]) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T]:
|
|
pass
|
|
|
|
@typing.overload
|
|
def WarmUpIndicator(self, symbol: QuantConnect.Symbol, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Algorithm.T]) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T]:
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pass
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def WarmUpIndicator(self, *args) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Algorithm.T]:
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pass
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def WILR(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar]) -> QuantConnect.Indicators.WilliamsPercentR:
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pass
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def WWMA(self, symbol: QuantConnect.Symbol, period: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], float]) -> QuantConnect.Indicators.WilderMovingAverage:
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pass
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AccountCurrency: str
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ActiveSecurities: System.Collections.Generic.IReadOnlyDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]
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AlgorithmId: str
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Alpha: QuantConnect.Algorithm.Framework.Alphas.IAlphaModel
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Benchmark: QuantConnect.Benchmarks.IBenchmark
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BrokerageMessageHandler: QuantConnect.Brokerages.IBrokerageMessageHandler
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BrokerageModel: QuantConnect.Brokerages.IBrokerageModel
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CandlestickPatterns: QuantConnect.Algorithm.CandlestickPatterns
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CurrentSlice: QuantConnect.Data.Slice
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DateRules: QuantConnect.Scheduling.DateRules
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DebugMessages: System.Collections.Concurrent.ConcurrentQueue[str]
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DebugMode: bool
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DefaultOrderProperties: QuantConnect.Interfaces.IOrderProperties
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EnableAutomaticIndicatorWarmUp: bool
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EndDate: datetime.datetime
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ErrorMessages: System.Collections.Concurrent.ConcurrentQueue[str]
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Execution: QuantConnect.Algorithm.Framework.Execution.IExecutionModel
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FutureChainProvider: QuantConnect.Interfaces.IFutureChainProvider
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HistoryProvider: QuantConnect.Interfaces.IHistoryProvider
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IsWarmingUp: bool
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LiveMode: bool
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LogMessages: System.Collections.Concurrent.ConcurrentQueue[str]
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Name: str
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Notify: QuantConnect.Notifications.NotificationManager
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ObjectStore: QuantConnect.Storage.ObjectStore
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OptionChainProvider: QuantConnect.Interfaces.IOptionChainProvider
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PandasConverter: QuantConnect.Python.PandasConverter
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Portfolio: QuantConnect.Securities.SecurityPortfolioManager
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PortfolioConstruction: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel
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RiskManagement: QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel
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RunTimeError: System.Exception
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RuntimeStatistics: System.Collections.Concurrent.ConcurrentDictionary[str, str]
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Schedule: QuantConnect.Scheduling.ScheduleManager
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Securities: QuantConnect.Securities.SecurityManager
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SecurityInitializer: QuantConnect.Securities.ISecurityInitializer
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Settings: QuantConnect.Interfaces.IAlgorithmSettings
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StartDate: datetime.datetime
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Status: QuantConnect.AlgorithmStatus
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SubscriptionManager: QuantConnect.Data.SubscriptionManager
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Time: datetime.datetime
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TimeKeeper: QuantConnect.Interfaces.ITimeKeeper
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TimeRules: QuantConnect.Scheduling.TimeRules
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TimeZone: NodaTime.DateTimeZone
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TradeBuilder: QuantConnect.Interfaces.ITradeBuilder
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TradingCalendar: QuantConnect.TradingCalendar
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Transactions: QuantConnect.Securities.SecurityTransactionManager
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Universe: QuantConnect.Algorithm.UniverseDefinitions
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UniverseManager: QuantConnect.Securities.UniverseManager
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UniverseSelection: QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel
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UniverseSettings: QuantConnect.Data.UniverseSelection.UniverseSettings
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UtcTime: datetime.datetime
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InsightsGenerated: BoundEvent
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