quantconnect-stubs 17173__tar.gz → 17470__tar.gz

quantconnect_stubs-17470/Common/Data/Consolidators/__init__.pyi

@@ -0,0 +1,45 @@
+from typing import overload
+from enum import IntEnum
+import datetime
+import typing
+
+import Common.Data.Consolidators
+import QuantConnect
+import QuantConnect.Data
+import QuantConnect.Data.Consolidators
+import QuantConnect.Data.Market
+import QuantConnect.Securities
+
+
+class DollarVolumeRenkoConsolidator(QuantConnect.Data.Consolidators.VolumeRenkoConsolidator):
+    """This class has no documentation."""
+
+    def __init__(self, bar_size: float) -> None:
+        ...
+
+    def adjust_volume(self, volume: float, price: float) -> float:
+        ...
+
+
+class SessionConsolidator(QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase[QuantConnect.Data.BaseData, QuantConnect.Data.Market.SessionBar]):
+    """This class has no documentation."""
+
+    def __init__(self, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, source_tick_type: QuantConnect.TickType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
+        ...
+
+    def aggregate_bar(self, working_bar: QuantConnect.Data.Market.SessionBar, data: QuantConnect.Data.BaseData) -> None:
+        ...
+
+    def on_data_consolidated(self, e: QuantConnect.Data.Market.SessionBar) -> None:
+        ...
+
+    def reset(self) -> None:
+        ...
+
+    def reset_working_bar(self) -> None:
+        ...
+
+    def validate_and_scan(self, current_local_time: typing.Union[datetime.datetime, datetime.date]) -> None:
+        ...
+
+

quantconnect_stubs-17470/Common/Util/__init__.py

@@ -0,0 +1,32 @@
+import os
+import sys
+
+# If quantconnect-stubs is installed via pip and Lean is ran locally,
+# importing anything from the current namespace makes the Python
+# interpreter look in the quantconnect-stubs package for the implementation.
+#
+# The desired behavior is for the interpreter to use the implementation
+# provided by the AddReference() call from Python.NET.
+#
+# To fix this, we temporarily remove the directory containing the
+# quantconnect-stubs package from sys.path and re-import the current namespace
+# so the relevant C# namespace is used when running Lean locally.
+
+# Find the directory containing quantconnect-stubs (usually site-packages)
+current_path = os.path.dirname(__file__)
+while os.path.basename(current_path) != "Common":
+    current_path = os.path.dirname(current_path)
+current_path = os.path.dirname(current_path)
+
+# Temporarily remove the directory containing quantconnect-stubs from sys.path
+original_path = sys.path[:]
+sys.path.remove(current_path)
+
+# Import the C# version of the current namespace
+del sys.modules["Common.Util"]
+from clr import AddReference
+AddReference("Common.Util")
+from Common.Util import *
+
+# Restore sys.path
+sys.path = original_path

quantconnect_stubs-17470/Common/Util/__init__.pyi

@@ -0,0 +1,152 @@
+from typing import overload
+from enum import IntEnum
+import typing
+
+import Common.Util
+import QuantConnect
+import System.Collections.Generic
+
+Common_Util_ReadOnlyExtendedDictionary_TValue = typing.TypeVar("Common_Util_ReadOnlyExtendedDictionary_TValue")
+Common_Util_ReadOnlyExtendedDictionary_TKey = typing.TypeVar("Common_Util_ReadOnlyExtendedDictionary_TKey")
+Common_Util_BaseExtendedDictionary_TDictionary = typing.TypeVar("Common_Util_BaseExtendedDictionary_TDictionary")
+Common_Util_BaseExtendedDictionary_TKey = typing.TypeVar("Common_Util_BaseExtendedDictionary_TKey")
+Common_Util_BaseExtendedDictionary_TValue = typing.TypeVar("Common_Util_BaseExtendedDictionary_TValue")
+
+
+class ReadOnlyExtendedDictionary(typing.Generic[Common_Util_ReadOnlyExtendedDictionary_TKey, Common_Util_ReadOnlyExtendedDictionary_TValue], Common.Util.BaseExtendedDictionary[Common_Util_ReadOnlyExtendedDictionary_TKey, Common_Util_ReadOnlyExtendedDictionary_TValue], System.Collections.Generic.IReadOnlyDictionary[Common_Util_ReadOnlyExtendedDictionary_TKey, Common_Util_ReadOnlyExtendedDictionary_TValue]):
+    """This class has no documentation."""
+
+    @property
+    def is_read_only(self) -> bool:
+        ...
+
+    def __getitem__(self, key: Common_Util_ReadOnlyExtendedDictionary_TKey) -> Common_Util_ReadOnlyExtendedDictionary_TValue:
+        ...
+
+    @overload
+    def __init__(self) -> None:
+        ...
+
+    @overload
+    def __init__(self, dictionary: System.Collections.Generic.IDictionary[Common_Util_ReadOnlyExtendedDictionary_TKey, Common_Util_ReadOnlyExtendedDictionary_TValue]) -> None:
+        ...
+
+    @overload
+    def __init__(self, data: System.Collections.Generic.IEnumerable[Common_Util_ReadOnlyExtendedDictionary_TValue], key_selector: typing.Callable[[Common_Util_ReadOnlyExtendedDictionary_TValue], Common_Util_ReadOnlyExtendedDictionary_TKey]) -> None:
+        ...
+
+    def __setitem__(self, key: Common_Util_ReadOnlyExtendedDictionary_TKey, value: Common_Util_ReadOnlyExtendedDictionary_TValue) -> None:
+        ...
+
+    @overload
+    def add(self, key: Common_Util_ReadOnlyExtendedDictionary_TKey, value: Common_Util_ReadOnlyExtendedDictionary_TValue) -> None:
+        ...
+
+    @overload
+    def add(self, item: System.Collections.Generic.KeyValuePair[Common_Util_ReadOnlyExtendedDictionary_TKey, Common_Util_ReadOnlyExtendedDictionary_TValue]) -> None:
+        ...
+
+    def clear(self) -> None:
+        ...
+
+    @overload
+    def remove(self, key: Common_Util_ReadOnlyExtendedDictionary_TKey) -> bool:
+        ...
+
+    @overload
+    def remove(self, item: System.Collections.Generic.KeyValuePair[Common_Util_ReadOnlyExtendedDictionary_TKey, Common_Util_ReadOnlyExtendedDictionary_TValue]) -> bool:
+        ...
+
+
+class BaseExtendedDictionary(typing.Generic[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue, Common_Util_BaseExtendedDictionary_TDictionary], QuantConnect.ExtendedDictionary[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue], System.Collections.Generic.IDictionary[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue], typing.Iterable[System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]]):
+    """This class has no documentation."""
+
+    @property
+    def dictionary(self) -> Common_Util_BaseExtendedDictionary_TDictionary:
+        ...
+
+    @property
+    def count(self) -> int:
+        ...
+
+    @property
+    def is_read_only(self) -> bool:
+        ...
+
+    @property
+    def get_keys(self) -> typing.Iterable[Common_Util_BaseExtendedDictionary_TKey]:
+        ...
+
+    @property
+    def get_values(self) -> typing.Iterable[Common_Util_BaseExtendedDictionary_TValue]:
+        ...
+
+    def __contains__(self, key: Common_Util_BaseExtendedDictionary_TKey) -> bool:
+        ...
+
+    def __getitem__(self, key: Common_Util_BaseExtendedDictionary_TKey) -> Common_Util_BaseExtendedDictionary_TValue:
+        ...
+
+    @overload
+    def __init__(self) -> None:
+        ...
+
+    @overload
+    def __init__(self, dictionary: Common_Util_BaseExtendedDictionary_TDictionary) -> None:
+        ...
+
+    @overload
+    def __init__(self, data: System.Collections.Generic.IEnumerable[Common_Util_BaseExtendedDictionary_TValue], key_selector: typing.Callable[[Common_Util_BaseExtendedDictionary_TValue], Common_Util_BaseExtendedDictionary_TKey]) -> None:
+        ...
+
+    @overload
+    def __init__(self, dictionary: System.Collections.Generic.IDictionary[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]) -> None:
+        ...
+
+    def __iter__(self) -> typing.Iterator[System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]]:
+        ...
+
+    def __len__(self) -> int:
+        ...
+
+    def __setitem__(self, key: Common_Util_BaseExtendedDictionary_TKey, value: Common_Util_BaseExtendedDictionary_TValue) -> None:
+        ...
+
+    @overload
+    def add(self, key: Common_Util_BaseExtendedDictionary_TKey, value: Common_Util_BaseExtendedDictionary_TValue) -> None:
+        ...
+
+    @overload
+    def add(self, item: System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]) -> None:
+        ...
+
+    def clear(self) -> None:
+        ...
+
+    def contains(self, item: System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]) -> bool:
+        ...
+
+    def contains_key(self, key: Common_Util_BaseExtendedDictionary_TKey) -> bool:
+        ...
+
+    def copy_to(self, array: typing.List[System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]], array_index: int) -> None:
+        ...
+
+    def get_enumerator(self) -> System.Collections.Generic.IEnumerator[System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]]:
+        ...
+
+    def get_items(self) -> System.Collections.Generic.IEnumerable[System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]]:
+        ...
+
+    @overload
+    def remove(self, key: Common_Util_BaseExtendedDictionary_TKey) -> bool:
+        ...
+
+    @overload
+    def remove(self, item: System.Collections.Generic.KeyValuePair[Common_Util_BaseExtendedDictionary_TKey, Common_Util_BaseExtendedDictionary_TValue]) -> bool:
+        ...
+
+    def try_get_value(self, key: Common_Util_BaseExtendedDictionary_TKey, value: typing.Optional[Common_Util_BaseExtendedDictionary_TValue]) -> typing.Tuple[bool, Common_Util_BaseExtendedDictionary_TValue]:
+        ...
+
+

{quantconnect_stubs-17173 → quantconnect_stubs-17470}/Internal/__init__.pyi

@@ -1,5 +1,5 @@
 from typing import overload
-from enum import Enum
+from enum import IntEnum
 import typing
 
 import Internal

{quantconnect_stubs-17173 → quantconnect_stubs-17470}/Microsoft/Win32/SafeHandles/__init__.pyi

@@ -1,5 +1,5 @@
 from typing import overload
-from enum import Enum
+from enum import IntEnum
 import abc
 import typing
 
@@ -16,64 +16,48 @@ class SafeHandleZeroOrMinusOneIsInvalid(System.Runtime.InteropServices.SafeHandl
         ...
 
     def __init__(self, owns_handle: bool) -> None:
-        """This method is protected."""
         ...
 
 
-class SafeWaitHandle(Microsoft.Win32.SafeHandles.SafeHandleZeroOrMinusOneIsInvalid):
+class SafeFileHandle(Microsoft.Win32.SafeHandles.SafeHandleZeroOrMinusOneIsInvalid):
     """This class has no documentation."""
 
+    @property
+    def is_async(self) -> bool:
+        ...
+
+    @property
+    def is_invalid(self) -> bool:
+        ...
+
     @overload
-    def __init__(self) -> None:
-        """Creates a Microsoft.Win32.SafeHandles.SafeWaitHandle."""
+    def __init__(self, preexisting_handle: System.IntPtr, owns_handle: bool) -> None:
         ...
 
     @overload
-    def __init__(self, existing_handle: System.IntPtr, owns_handle: bool) -> None:
-        """
-        Creates a Microsoft.Win32.SafeHandles.SafeWaitHandle around a wait handle.
-        
-        :param existing_handle: Handle to wrap
-        :param owns_handle: Whether to control the handle lifetime
-        """
+    def __init__(self) -> None:
         ...
 
     def release_handle(self) -> bool:
-        """This method is protected."""
         ...
 
 
-class SafeFileHandle(Microsoft.Win32.SafeHandles.SafeHandleZeroOrMinusOneIsInvalid):
+class SafeWaitHandle(Microsoft.Win32.SafeHandles.SafeHandleZeroOrMinusOneIsInvalid):
     """This class has no documentation."""
 
-    @property
-    def is_async(self) -> bool:
-        ...
-
-    @property
-    def is_invalid(self) -> bool:
-        ...
-
     @overload
     def __init__(self) -> None:
         ...
 
     @overload
-    def __init__(self, preexisting_handle: System.IntPtr, owns_handle: bool) -> None:
-        """
-        Creates a Microsoft.Win32.SafeHandles.SafeFileHandle around a file handle.
-        
-        :param preexisting_handle: Handle to wrap
-        :param owns_handle: Whether to control the handle lifetime
-        """
+    def __init__(self, existing_handle: System.IntPtr, owns_handle: bool) -> None:
         ...
 
     def release_handle(self) -> bool:
-        """This method is protected."""
         ...
 
 
-class CriticalHandleZeroOrMinusOneIsInvalid(System.Runtime.InteropServices.CriticalHandle, metaclass=abc.ABCMeta):
+class CriticalHandleMinusOneIsInvalid(System.Runtime.InteropServices.CriticalHandle, metaclass=abc.ABCMeta):
     """This class has no documentation."""
 
     @property
@@ -81,31 +65,28 @@ class CriticalHandleZeroOrMinusOneIsInvalid(System.Runtime.InteropServices.Criti
         ...
 
     def __init__(self) -> None:
-        """This method is protected."""
         ...
 
 
-class CriticalHandleMinusOneIsInvalid(System.Runtime.InteropServices.CriticalHandle, metaclass=abc.ABCMeta):
+class SafeHandleMinusOneIsInvalid(System.Runtime.InteropServices.SafeHandle, metaclass=abc.ABCMeta):
     """This class has no documentation."""
 
     @property
     def is_invalid(self) -> bool:
         ...
 
-    def __init__(self) -> None:
-        """This method is protected."""
+    def __init__(self, owns_handle: bool) -> None:
         ...
 
 
-class SafeHandleMinusOneIsInvalid(System.Runtime.InteropServices.SafeHandle, metaclass=abc.ABCMeta):
+class CriticalHandleZeroOrMinusOneIsInvalid(System.Runtime.InteropServices.CriticalHandle, metaclass=abc.ABCMeta):
     """This class has no documentation."""
 
     @property
     def is_invalid(self) -> bool:
         ...
 
-    def __init__(self, owns_handle: bool) -> None:
-        """This method is protected."""
+    def __init__(self) -> None:
         ...
 
 

{quantconnect_stubs-17173 → quantconnect_stubs-17470}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: quantconnect-stubs
-Version: 17173
+Version: 17470
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect
@@ -13,6 +13,14 @@ Classifier: Programming Language :: Python :: 3
 Description-Content-Type: text/markdown
 Requires-Dist: pandas
 Requires-Dist: matplotlib
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: requires-dist
+Dynamic: summary
 
 # QuantConnect Stubs
 

{quantconnect_stubs-17173 → quantconnect_stubs-17470}/QuantConnect/Algorithm/Framework/Alphas/Analysis/__init__.pyi

@@ -1,5 +1,5 @@
 from typing import overload
-from enum import Enum
+from enum import IntEnum
 import datetime
 import typing
 

{quantconnect_stubs-17173 → quantconnect_stubs-17470}/QuantConnect/Algorithm/Framework/Alphas/Serialization/__init__.pyi

@@ -1,5 +1,5 @@
 from typing import overload
-from enum import Enum
+from enum import IntEnum
 import typing
 import warnings
 
@@ -18,7 +18,7 @@ class SerializedInsight(System.Object):
 
     @property
     def id(self) -> str:
-        """See Insight.Id"""
+        """See Insight.id"""
         ...
 
     @id.setter
@@ -27,7 +27,7 @@ class SerializedInsight(System.Object):
 
     @property
     def group_id(self) -> str:
-        """See Insight.GroupId"""
+        """See Insight.group_id"""
         ...
 
     @group_id.setter
@@ -36,7 +36,7 @@ class SerializedInsight(System.Object):
 
     @property
     def source_model(self) -> str:
-        """See Insight.SourceModel"""
+        """See Insight.source_model"""
         ...
 
     @source_model.setter
@@ -46,7 +46,7 @@ class SerializedInsight(System.Object):
     @property
     def generated_time(self) -> float:
         """
-        Pass-through for CreatedTime
+        Pass-through for created_time
         
         Deprecated as of 2020-01-23. Please use the `CreatedTime` property instead.
         """
@@ -58,7 +58,7 @@ class SerializedInsight(System.Object):
 
     @property
     def created_time(self) -> float:
-        """See Insight.GeneratedTimeUtc"""
+        """See Insight.generated_time_utc"""
         ...
 
     @created_time.setter
@@ -67,7 +67,7 @@ class SerializedInsight(System.Object):
 
     @property
     def close_time(self) -> float:
-        """See Insight.CloseTimeUtc"""
+        """See Insight.close_time_utc"""
         ...
 
     @close_time.setter
@@ -77,7 +77,7 @@ class SerializedInsight(System.Object):
     @property
     def symbol(self) -> str:
         """
-        See Insight.Symbol
+        See Insight.symbol
         The symbol's security identifier string
         """
         ...
@@ -89,7 +89,7 @@ class SerializedInsight(System.Object):
     @property
     def ticker(self) -> str:
         """
-        See Insight.Symbol
+        See Insight.symbol
         The symbol's ticker at the generated time
         """
         ...
@@ -100,7 +100,7 @@ class SerializedInsight(System.Object):
 
     @property
     def type(self) -> QuantConnect.Algorithm.Framework.Alphas.InsightType:
-        """See Insight.Type"""
+        """See Insight.type"""
         ...
 
     @type.setter
@@ -109,7 +109,7 @@ class SerializedInsight(System.Object):
 
     @property
     def reference_value(self) -> float:
-        """See Insight.ReferenceValue"""
+        """See Insight.reference_value"""
         ...
 
     @reference_value.setter
@@ -118,7 +118,7 @@ class SerializedInsight(System.Object):
 
     @property
     def reference_value_final(self) -> float:
-        """See Insight.ReferenceValueFinal"""
+        """See Insight.reference_value_final"""
         ...
 
     @reference_value_final.setter
@@ -127,7 +127,7 @@ class SerializedInsight(System.Object):
 
     @property
     def direction(self) -> QuantConnect.Algorithm.Framework.Alphas.InsightDirection:
-        """See Insight.Direction"""
+        """See Insight.direction"""
         ...
 
     @direction.setter
@@ -136,7 +136,7 @@ class SerializedInsight(System.Object):
 
     @property
     def period(self) -> float:
-        """See Insight.Period"""
+        """See Insight.period"""
         ...
 
     @period.setter
@@ -145,7 +145,7 @@ class SerializedInsight(System.Object):
 
     @property
     def magnitude(self) -> typing.Optional[float]:
-        """See Insight.Magnitude"""
+        """See Insight.magnitude"""
         ...
 
     @magnitude.setter
@@ -154,7 +154,7 @@ class SerializedInsight(System.Object):
 
     @property
     def confidence(self) -> typing.Optional[float]:
-        """See Insight.Confidence"""
+        """See Insight.confidence"""
         ...
 
     @confidence.setter
@@ -163,7 +163,7 @@ class SerializedInsight(System.Object):
 
     @property
     def weight(self) -> typing.Optional[float]:
-        """See Insight.Weight"""
+        """See Insight.weight"""
         ...
 
     @weight.setter
@@ -172,7 +172,7 @@ class SerializedInsight(System.Object):
 
     @property
     def score_is_final(self) -> bool:
-        """See InsightScore.IsFinalScore"""
+        """See InsightScore.is_final_score"""
         ...
 
     @score_is_final.setter
@@ -181,7 +181,7 @@ class SerializedInsight(System.Object):
 
     @property
     def score_magnitude(self) -> float:
-        """See InsightScore.Magnitude"""
+        """See InsightScore.magnitude"""
         ...
 
     @score_magnitude.setter
@@ -190,7 +190,7 @@ class SerializedInsight(System.Object):
 
     @property
     def score_direction(self) -> float:
-        """See InsightScore.Direction"""
+        """See InsightScore.direction"""
         ...
 
     @score_direction.setter
@@ -199,7 +199,7 @@ class SerializedInsight(System.Object):
 
     @property
     def estimated_value(self) -> float:
-        """See Insight.EstimatedValue"""
+        """See Insight.estimated_value"""
         ...
 
     @estimated_value.setter
@@ -208,7 +208,7 @@ class SerializedInsight(System.Object):
 
     @property
     def tag(self) -> str:
-        """See Insight.Tag"""
+        """See Insight.tag"""
         ...
 
     @tag.setter
@@ -217,7 +217,7 @@ class SerializedInsight(System.Object):
 
     @property
     def old_created_time(self) -> float:
-        """See Insight.GeneratedTimeUtc"""
+        """See Insight.generated_time_utc"""
         ...
 
     @old_created_time.setter
@@ -226,7 +226,7 @@ class SerializedInsight(System.Object):
 
     @property
     def old_close_time(self) -> float:
-        """See Insight.CloseTimeUtc"""
+        """See Insight.close_time_utc"""
         ...
 
     @old_close_time.setter
@@ -256,7 +256,8 @@ class InsightJsonConverter(QuantConnect.Util.TypeChangeJsonConverter[QuantConnec
         """
         Convert the input value to a value to be serialized
         
-        This method is protected.
+        
+        This codeEntityType is protected.
         
         :param value: The input value to be converted before serialization
         :returns: A new instance of TResult that is to be serialized.
@@ -268,7 +269,8 @@ class InsightJsonConverter(QuantConnect.Util.TypeChangeJsonConverter[QuantConnec
         """
         Converts the input value to be deserialized
         
-        This method is protected.
+        
+        This codeEntityType is protected.
         
         :param value: The deserialized value that needs to be converted to T
         :returns: The converted value.