quantconnect-stubs 17397__py3-none-any.whl → 17410__py3-none-any.whl

QuantConnect/Algorithm/__init__.pyi

@@ -4,6 +4,7 @@ import datetime
 import typing
 import warnings
 
+import Common.Util
 import QuantConnect
 import QuantConnect.Algorithm
 import QuantConnect.Algorithm.Framework.Alphas
@@ -1065,7 +1066,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     @property
-    def active_securities(self) -> System.Collections.Generic.IReadOnlyDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
+    def active_securities(self) -> Common.Util.ReadOnlyExtendedDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
         """
         Read-only dictionary containing all active securities. An active security is
         a security that is currently selected by the universe or has holdings or open orders.
@@ -1487,6 +1488,16 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     def add_cfd(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Cfd.Cfd:
+        """
+        Creates and adds a new Cfd security to the algorithm
+        
+        :param ticker: The CFD ticker symbol
+        :param resolution: The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.MINUTE
+        :param market: The cfd trading market, Market. Default value is null and looked up using IBrokerageModel.default_markets in AddSecurity{T}
+        :param fill_forward: If true, returns the last available data even if none in that timeslice. Default is true
+        :param leverage: The requested leverage for this CFD. Default is set by security_initializer
+        :returns: The new Cfd security.
+        """
         ...
 
     def add_chart(self, chart: QuantConnect.Chart) -> None:
@@ -1509,6 +1520,16 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     def add_crypto_future(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.CryptoFuture.CryptoFuture:
+        """
+        Creates and adds a new CryptoFuture security to the algorithm
+        
+        :param ticker: The crypto future ticker symbol
+        :param resolution: The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.MINUTE
+        :param market: The The crypto future trading market, Market. Default value is null and looked up using IBrokerageModel.default_markets in AddSecurity{T}
+        :param fill_forward: If true, returns the last available data even if none in that timeslice. Default is true
+        :param leverage: The requested leverage for this crypto future. Default is set by security_initializer
+        :returns: The new CryptoFuture security.
+        """
         ...
 
     @overload
@@ -1649,6 +1670,16 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         ...
 
     def add_forex(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Forex.Forex:
+        """
+        Creates and adds a new Forex security to the algorithm
+        
+        :param ticker: The currency pair
+        :param resolution: The Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is Resolution.MINUTE
+        :param market: The foreign exchange trading market, Market. Default value is null and looked up using IBrokerageModel.default_markets in AddSecurity{T}
+        :param fill_forward: If true, returns the last available data even if none in that timeslice. Default is true
+        :param leverage: The requested leverage for this forex security. Default is set by security_initializer
+        :returns: The new Forex security.
+        """
         ...
 
     def add_future(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Future.Future:
@@ -3509,7 +3540,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
-    def get_parameters(self) -> System.Collections.Generic.IReadOnlyDictionary[str, str]:
+    def get_parameters(self) -> Common.Util.ReadOnlyExtendedDictionary[str, str]:
         """Gets a read-only dictionary with all current parameters"""
         ...
 

QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi

@@ -3,6 +3,7 @@ from enum import IntEnum
 import datetime
 import typing
 
+import Common.Util
 import QuantConnect
 import QuantConnect.Algorithm
 import QuantConnect.Algorithm.Framework.Alphas
@@ -540,7 +541,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def get_parameters(self) -> System.Collections.Generic.IReadOnlyDictionary[str, str]:
+    def get_parameters(self) -> Common.Util.ReadOnlyExtendedDictionary[str, str]:
         """Gets a read-only dictionary with all current parameters"""
         ...
 

QuantConnect/Api/__init__.pyi

@@ -2,6 +2,7 @@ from typing import overload
 from enum import IntEnum
 import datetime
 import typing
+import warnings
 
 import QuantConnect
 import QuantConnect.Algorithm.Framework.Alphas
@@ -28,18 +29,24 @@ class ApiConnection(System.Object):
 
     @property
     def client(self) -> typing.Any:
-        """Authorized client to use for requests."""
-        ...
+        """
+        Authorized client to use for requests.
+        
+        
+        RestSharp is deprecated and will be removed in a future release. Please use the SetClient method or the request methods that take an HttpRequestMessage
+        """
+        warnings.warn("RestSharp is deprecated and will be removed in a future release. Please use the SetClient method or the request methods that take an HttpRequestMessage", DeprecationWarning)
 
     @client.setter
     def client(self, value: typing.Any) -> None:
-        ...
+        warnings.warn("RestSharp is deprecated and will be removed in a future release. Please use the SetClient method or the request methods that take an HttpRequestMessage", DeprecationWarning)
 
     @property
     def connected(self) -> bool:
         """Return true if connected successfully."""
         ...
 
+    @overload
     def __init__(self, user_id: int, token: str) -> None:
         """
         Create a new Api Connection Class.
@@ -49,6 +56,29 @@ class ApiConnection(System.Object):
         """
         ...
 
+    @overload
+    def __init__(self, user_id: int, token: str, base_url: str = None, default_headers: System.Collections.Generic.Dictionary[str, str] = None, timeout: int = 0) -> None:
+        """
+        Create a new Api Connection Class.
+        
+        :param user_id: User Id number from QuantConnect.com account. Found at www.quantconnect.com/account
+        :param token: Access token for the QuantConnect account. Found at www.quantconnect.com/account
+        :param base_url: The client's base address
+        :param default_headers: Default headers for the client
+        :param timeout: The client timeout in seconds
+        """
+        ...
+
+    def set_client(self, base_url: str, default_headers: System.Collections.Generic.Dictionary[str, str] = None, timeout: int = 0) -> None:
+        """
+        Overrides the current client
+        
+        :param base_url: The client's base address
+        :param default_headers: Default headers for the client
+        :param timeout: The client timeout in seconds
+        """
+        ...
+
 
 class StringRepresentation(System.Object):
     """Class to return the string representation of an API response class"""

QuantConnect/Brokerages/__init__.pyi

@@ -2290,6 +2290,74 @@ class DefaultBrokerageModel(System.Object, QuantConnect.Brokerages.IBrokerageMod
         ...
 
 
+class dYdXBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel):
+    """This class has no documentation."""
+
+    @property
+    def default_markets(self) -> System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str]:
+        """Gets a map of the default markets to be used for each security type"""
+        ...
+
+    def __init__(self, account_type: QuantConnect.AccountType = ...) -> None:
+        """
+        Initializes a new instance of the dYdXBrokerageModel class
+        
+        :param account_type: The type of account to be modeled, defaults to AccountType.MARGIN
+        """
+        ...
+
+    def can_submit_order(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, message: typing.Optional[QuantConnect.Brokerages.BrokerageMessageEvent]) -> typing.Tuple[bool, QuantConnect.Brokerages.BrokerageMessageEvent]:
+        """
+        Returns true if the brokerage could accept this order. This takes into account
+        order type, security type, and order size limits.
+        
+        :param security: The security of the order
+        :param order: The order to be processed
+        :param message: If this function returns false, a brokerage message detailing why the order may not be submitted
+        :returns: True if the brokerage could process the order, false otherwise.
+        """
+        ...
+
+    def can_update_order(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, request: QuantConnect.Orders.UpdateOrderRequest, message: typing.Optional[QuantConnect.Brokerages.BrokerageMessageEvent]) -> typing.Tuple[bool, QuantConnect.Brokerages.BrokerageMessageEvent]:
+        """
+        Returns true if the brokerage could accept this order update. This takes into account
+        order type, security type, and order size limits. dYdX can only update inverse, linear, and option orders
+        
+        :param security: The security of the order
+        :param order: The order to be updated
+        :param request: The requested update to be made to the order
+        :param message: If this function returns false, a brokerage message detailing why the order may not be updated
+        :returns: True if the brokerage could update the order, false otherwise.
+        """
+        ...
+
+    def get_benchmark(self, securities: QuantConnect.Securities.SecurityManager) -> QuantConnect.Benchmarks.IBenchmark:
+        """
+        Get the benchmark for this model
+        
+        :param securities: SecurityService to create the security with if needed
+        :returns: The benchmark for this brokerage.
+        """
+        ...
+
+    def get_fee_model(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel:
+        """
+        Provides dYdX fee model
+        
+        :param security: 
+        """
+        ...
+
+    def get_margin_interest_rate_model(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.IMarginInterestRateModel:
+        """
+        Gets a new margin interest rate model for the security
+        
+        :param security: The security to get a margin interest rate model for
+        :returns: The margin interest rate model for this brokerage.
+        """
+        ...
+
+
 class BinanceBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel):
     """Provides Binance specific properties"""
 
@@ -2624,6 +2692,9 @@ class BrokerageName(IntEnum):
     INTERACTIVE_BROKERS_FIX = 33
     """Transaction and submit/execution rules will use interactive brokers Fix models"""
 
+    D_YD_X = 34
+    """Transaction and submit/execution rules will use dYdX models"""
+
 
 class BrokerageModel(System.Object):
     """Provides factory method for creating an IBrokerageModel from the BrokerageName enum"""

QuantConnect/Data/__init__.pyi

@@ -940,7 +940,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
     """Provides a data structure for all of an algorithm's data at a single time step"""
 
     @property
-    def all_data(self) -> typing.List[QuantConnect.Data.BaseData]:
+    def all_data(self) -> typing.Iterable[QuantConnect.Data.BaseData]:
         """All the data hold in this slice"""
         ...
 

QuantConnect/Interfaces/__init__.pyi

@@ -5,6 +5,7 @@ import datetime
 import typing
 import warnings
 
+import Common.Util
 import QuantConnect
 import QuantConnect.Algorithm.Framework.Alphas
 import QuantConnect.Algorithm.Framework.Alphas.Analysis
@@ -2432,7 +2433,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def get_parameters(self) -> System.Collections.Generic.IReadOnlyDictionary[str, str]:
+    def get_parameters(self) -> Common.Util.ReadOnlyExtendedDictionary[str, str]:
         """Gets a read-only dictionary with all current parameters"""
         ...
 

QuantConnect/Lean/Engine/Results/__init__.pyi

@@ -1117,33 +1117,6 @@ class BacktestingResultHandler(QuantConnect.Lean.Engine.Results.BaseResultsHandl
         """Creates a new instance"""
         ...
 
-    def add_to_log_store(self, message: str) -> None:
-        """
-        Add message to LogStore
-        
-        
-        This codeEntityType is protected.
-        
-        :param message: Message to add
-        """
-        ...
-
-    def algorithm_name_updated(self, name: str) -> None:
-        """
-        Handles updates to the algorithm's name
-        
-        :param name: The new name
-        """
-        ...
-
-    def algorithm_tags_updated(self, tags: System.Collections.Generic.HashSet[str]) -> None:
-        """
-        Sends a packet communicating an update to the algorithm's tags
-        
-        :param tags: The new tags
-        """
-        ...
-
     def brokerage_message(self, brokerage_message_event: QuantConnect.Brokerages.BrokerageMessageEvent) -> None:
         """
         Process brokerage message events
@@ -1497,17 +1470,6 @@ class LiveTradingResultHandler(QuantConnect.Lean.Engine.Results.BaseResultsHandl
         """Creates a new instance"""
         ...
 
-    def add_to_log_store(self, message: str) -> None:
-        """
-        Save an algorithm message to the log store. Uses a different timestamped method of adding messaging to interweve debug and logging messages.
-        
-        
-        This codeEntityType is protected.
-        
-        :param message: String message to send to browser.
-        """
-        ...
-
     def brokerage_message(self, brokerage_message_event: QuantConnect.Brokerages.BrokerageMessageEvent) -> None:
         """
         Process brokerage message events

QuantConnect/Orders/Fees/__init__.pyi

@@ -676,6 +676,41 @@ class GDAXFeeModel(QuantConnect.Orders.Fees.CoinbaseFeeModel):
     """
 
 
+class dYdXFeeModel(QuantConnect.Orders.Fees.FeeModel):
+    """dYdX fee model implementation"""
+
+    def __init__(self, m_fee: float = ..., t_fee: float = ...) -> None:
+        """
+        Creates Binance fee model setting fees values
+        
+        :param m_fee: Maker fee value
+        :param t_fee: Taker fee value
+        """
+        ...
+
+    def get_fee(self, order: QuantConnect.Orders.Order) -> float:
+        """
+        Gets the fee factor for the given order
+        
+        
+        This codeEntityType is protected.
+        
+        :param order: The order to get the fee factor for
+        :returns: The fee factor for the given order.
+        """
+        ...
+
+    def get_order_fee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee:
+        """
+        Gets the order fee associated with the specified order.
+        
+        :param parameters: A OrderFeeParameters object
+        containing the security and order
+        :returns: The cost of the order in a CashAmount instance.
+        """
+        ...
+
+
 class TDAmeritradeFeeModel(QuantConnect.Orders.Fees.FeeModel):
     """Provides an implementation of FeeModel that models TDAmeritrade order fees"""
 

QuantConnect/Orders/__init__.pyi

@@ -151,6 +151,55 @@ class EzeOrderProperties(QuantConnect.Orders.OrderProperties):
         ...
 
 
+class dYdXOrderProperties(QuantConnect.Orders.OrderProperties):
+    """Contains additional properties and settings for an order submitted to Binance brokerage"""
+
+    @property
+    def post_only(self) -> bool:
+        """
+        This flag will ensure the order executes only as a maker (no fee) order.
+        If part of the order results in taking liquidity rather than providing,
+        it will be rejected and no part of the order will execute.
+        Note: this flag is only applied to Limit orders.
+        """
+        ...
+
+    @post_only.setter
+    def post_only(self, value: bool) -> None:
+        ...
+
+    @property
+    def gas_limit(self) -> int:
+        """The maximum amount of gas to use for the order."""
+        ...
+
+    @gas_limit.setter
+    def gas_limit(self, value: int) -> None:
+        ...
+
+    @property
+    def reduce_only(self) -> bool:
+        """If you send a reduce-only order, it will only trade if it decreases your position size."""
+        ...
+
+    @reduce_only.setter
+    def reduce_only(self, value: bool) -> None:
+        ...
+
+    @property
+    def good_til_block_offset(self) -> int:
+        """The block height at which the order expires."""
+        ...
+
+    @good_til_block_offset.setter
+    def good_til_block_offset(self, value: int) -> None:
+        ...
+
+    def clone(self) -> QuantConnect.Interfaces.IOrderProperties:
+        """Returns a new instance clone of this object"""
+        ...
+
+
 class InteractiveBrokersOrderProperties(QuantConnect.Orders.OrderProperties):
     """Contains additional properties and settings for an order submitted to Interactive Brokers"""
 

QuantConnect/Securities/__init__.pyi

@@ -6342,7 +6342,7 @@ class UniverseManager(Common.Util.BaseExtendedDictionary[QuantConnect.Symbol, Qu
         ...
 
     @property
-    def active_securities(self) -> System.Collections.Generic.IReadOnlyDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
+    def active_securities(self) -> Common.Util.ReadOnlyExtendedDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
         """
         Read-only dictionary containing all active securities. An active security is
         a security that is currently selected by the universe or has holdings or open orders.

QuantConnect/__init__.pyi

@@ -4666,6 +4666,9 @@ class Market(System.Object):
     INTERACTIVE_BROKERS: str = "interactivebrokers"
     """InteractiveBrokers market"""
 
+    D_YD_X: str = "dydx"
+    """dYdX market"""
+
     @staticmethod
     def add(market: str, identifier: int) -> None:
         """

System/IO/__init__.pyi

@@ -744,6 +744,10 @@ class TextWriter(System.MarshalByRefObject, System.IDisposable, System.IAsyncDis
     def write_async(self, value: System.Text.Rune) -> System.Threading.Tasks.Task:
         ...
 
+    @overload
+    def write_async(self, value: str, cancellation_token: System.Threading.CancellationToken) -> System.Threading.Tasks.Task:
+        ...
+
     @overload
     def write_async(self, value: System.Text.StringBuilder, cancellation_token: System.Threading.CancellationToken = ...) -> System.Threading.Tasks.Task:
         ...
@@ -828,6 +832,10 @@ class TextWriter(System.MarshalByRefObject, System.IDisposable, System.IAsyncDis
     def write_line_async(self, value: System.Text.Rune) -> System.Threading.Tasks.Task:
         ...
 
+    @overload
+    def write_line_async(self, value: str, cancellation_token: System.Threading.CancellationToken) -> System.Threading.Tasks.Task:
+        ...
+
     @overload
     def write_line_async(self, value: System.Text.StringBuilder, cancellation_token: System.Threading.CancellationToken = ...) -> System.Threading.Tasks.Task:
         ...
@@ -848,6 +856,10 @@ class TextWriter(System.MarshalByRefObject, System.IDisposable, System.IAsyncDis
     def write_line_async(self) -> System.Threading.Tasks.Task:
         ...
 
+    @overload
+    def write_line_async(self, cancellation_token: System.Threading.CancellationToken) -> System.Threading.Tasks.Task:
+        ...
+
 
 class StreamWriter(System.IO.TextWriter):
     """This class has no documentation."""

System/Threading/__init__.pyi

@@ -960,15 +960,15 @@ class Thread(System.Runtime.ConstrainedExecution.CriticalFinalizerObject):
         ...
 
     @overload
-    def join(self) -> None:
+    def join(self, milliseconds_timeout: int) -> bool:
         ...
 
     @overload
-    def join(self, timeout: datetime.timedelta) -> bool:
+    def join(self) -> None:
         ...
 
     @overload
-    def join(self, milliseconds_timeout: int) -> bool:
+    def join(self, timeout: datetime.timedelta) -> bool:
         ...
 
     @staticmethod

{quantconnect_stubs-17397.dist-info → quantconnect_stubs-17410.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantconnect-stubs
-Version: 17397
+Version: 17410
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect

{quantconnect_stubs-17397.dist-info → quantconnect_stubs-17410.dist-info}/RECORD

@@ -27,10 +27,10 @@ Microsoft/Win32/__init__.py,sha256=8X_8pQHcKAumodSYajDoAQOJpdq8N0ETUtbLbQLLte4,1
 Microsoft/Win32/SafeHandles/__init__.py,sha256=C8zIF49CXwkenDpzBvYsqmUB0MS0fNa264YZHmInHJc,1235
 Microsoft/Win32/SafeHandles/__init__.pyi,sha256=U9EUVE4_EZF8FAUfMb5bh-UQnj6SkmDnfZtuRNKQP-s,2065
 QuantConnect/__init__.py,sha256=midIrNbX2TrTKCS981vuDbV9yxeoQH-q0XiO0-If0M8,1200
-QuantConnect/__init__.pyi,sha256=1M1etQJfmdPKx-zl6normmj3YMiZY0EDYm7Q47tWYqc,431501
+QuantConnect/__init__.pyi,sha256=C-sfiCEo0KDh6dpicdAI3Kc_HBM0rHIK1QXBJB9LPqA,431549
 QuantConnect/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 QuantConnect/Algorithm/__init__.py,sha256=Djvj5MZNx_nHNC9op6yKxB4fdq4ko0xkYM7RNItdbW8,1223
-QuantConnect/Algorithm/__init__.pyi,sha256=WuRNKRKooBcNFZuRUBOTbYejHx5DnASNFwN8B5S0kHY,436058
+QuantConnect/Algorithm/__init__.pyi,sha256=GUifoHAULr0gJKozSdL13CQ7l3TpEg7ezb0TFYFP_iY,438147
 QuantConnect/Algorithm/Framework/__init__.py,sha256=vf82jxO59Yuotr2SVI1XuEtZh0iVhRUaglZdGcnsmyk,1253
 QuantConnect/Algorithm/Framework/__init__.pyi,sha256=3XALw5sRXw35hHnDufe6j-3vuWhSiU9zG7mL_4A97Lw,2054
 QuantConnect/Algorithm/Framework/Alphas/__init__.py,sha256=P7DeE_faVccNqZjE0W518NlC9UTY-r2QXriYt3w0qsw,1274
@@ -55,15 +55,15 @@ QuantConnect/AlgorithmFactory/__init__.py,sha256=FktH2wEoh6428LM3Guxmd_uOeTCC1hY
 QuantConnect/AlgorithmFactory/__init__.pyi,sha256=XqArMTg8A2vjybu7vzwrze-AdWfPfAopB7FJ2LxeXLs,5427
 QuantConnect/AlgorithmFactory/Python/__init__.py,sha256=qfqTno5V4yyBr9nKwrGV3AjD5NNMHubeq60AiLOz7SY,1265
 QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.py,sha256=Jn99uwgA99uqOBNophlXrnhBgqEN9AHi_PP4yWQ7K7c,1292
-QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi,sha256=61l-QgNLwyKgE65mPil2kkKHh6xgsgSZkn2l5hO72wI,38969
+QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi,sha256=nbG05en73bX48QuFIbtxow82gAMJl7NnfeRvZlP4PiI,38980
 QuantConnect/Api/__init__.py,sha256=vAJlpIoxQmzGaDmd4otSvUCWGOgMwlJZh-3GkUanY0U,1205
-QuantConnect/Api/__init__.pyi,sha256=aRjL-MxxMxDj0SgPXHdR5bZSs2tfe9_cIP4EFRT9rR0,115816
+QuantConnect/Api/__init__.pyi,sha256=fE_vYUEA3NcpZ-_tkdi4F5kWfLeWFnqaKV9kH-kJPiE,117456
 QuantConnect/Api/Serialization/__init__.py,sha256=grT3r1iCyKXKpvhVOU9ilAQdR1AkVmSumlH6xBqrCAQ,1247
 QuantConnect/Api/Serialization/__init__.pyi,sha256=XUXAXXsUkXAiPoOw_Z98RAARYQpZPPbFZWc6ZWcuQeY,1849
 QuantConnect/Benchmarks/__init__.py,sha256=R88R40175vAvKWO1FE5DBtSow5VJ53ElRMOVRBqhzuI,1226
 QuantConnect/Benchmarks/__init__.pyi,sha256=qPhzpw4EzE8UrKoNPhqvh8MbBGmHv8HGJwgfkTb3qyM,3011
 QuantConnect/Brokerages/__init__.py,sha256=KZQ1Lua5IgmaUv8xJ-styLeGrIR4hX1LiBiNasKdvYY,1226
-QuantConnect/Brokerages/__init__.pyi,sha256=7eCN79elK3Wz5FBsoGhqx2hTX-UdH-zO205RZQrZIYI,171452
+QuantConnect/Brokerages/__init__.pyi,sha256=amx5W4Mhx6cZ3_H5C-JgpjlLp4asxgElY-tBMKY1Rg4,174784
 QuantConnect/Brokerages/Authentication/__init__.py,sha256=4QsOVrHtOapg0AWqnB8ub_6FkqXH_En8h7pDoywdcek,1271
 QuantConnect/Brokerages/Authentication/__init__.pyi,sha256=BnH9RaKwfbxO5KJ5b7_LdtSi-igwgliKsjNtr7OnfYg,8678
 QuantConnect/Brokerages/Backtesting/__init__.py,sha256=eey6rPGZqPTgs5OOlxJEUc-oLXtULP33yL6vmq43suM,1262
@@ -79,7 +79,7 @@ QuantConnect/Commands/__init__.pyi,sha256=dxZ2NNV5t8c4z879rfbXV082psgTalAYLoIrzM
 QuantConnect/Configuration/__init__.py,sha256=xVRn46oSL7Vgg6WHlqw6nWdeBVo9ZJbQwXEFMEoz_dw,1235
 QuantConnect/Configuration/__init__.pyi,sha256=ijeb5YIHMpkeNpnXwuR9x0jlyj9hK9NhsAaoB9IQJgI,8132
 QuantConnect/Data/__init__.py,sha256=_g-rTzKe1VE0t4E5V9NgBKm6aovBnzV7Xy4RvU5jLkI,1208
-QuantConnect/Data/__init__.pyi,sha256=frnOo4nhSSdEBOym2gVoHe2DdYlhCp-X9cNQqAD0vmE,123346
+QuantConnect/Data/__init__.pyi,sha256=dvM3yFpnwyGAmXWYnWAZan_MP6FDbYD8aNEVtBzTzdc,123350
 QuantConnect/Data/Auxiliary/__init__.py,sha256=9Cv0Bpnkcqga8TBXTl7vi4A8X67R_waUxXr24FOr7wg,1238
 QuantConnect/Data/Auxiliary/__init__.pyi,sha256=DgcZF-cezXu8yQNlz91WA4b6tvFZKnP6Pitl54yllbk,55182
 QuantConnect/Data/Common/__init__.py,sha256=CXPneDeSjrRxUguJGLZYCWjSyoVKXPOAQCnN8wZnhgk,1229
@@ -120,7 +120,7 @@ QuantConnect/Indicators/__init__.pyi,sha256=LVmB4I_7eZ-3OOJlxvOUUw7RVA3iZj2xL6Eg
 QuantConnect/Indicators/CandlestickPatterns/__init__.py,sha256=mSc8zF8vmEjhwfw9ewPhqPEPqtyMgiGCzmXK_Qr_os8,1286
 QuantConnect/Indicators/CandlestickPatterns/__init__.pyi,sha256=YWb34qFgwVywMUrnzfmeMZswqYJn6qVdzzcmS19Xdw8,88293
 QuantConnect/Interfaces/__init__.py,sha256=3tBhp3W4AMCFvrmCITRoLfPTWxckdX9spMD8XTmcsfY,1226
-QuantConnect/Interfaces/__init__.pyi,sha256=cootv97GBqde0FcHkkV5OvFYpMKvnQ96d8X-UxxOiUo,129657
+QuantConnect/Interfaces/__init__.pyi,sha256=urEJMIWfpts5jS5ilbVZQPJkhWcNBTAX0PJx3fwWuTA,129668
 QuantConnect/Lean/__init__.py,sha256=m2TwrLCCK6OnS1twBd0XO7N1h7es4LWC6NF3S5gaW80,1208
 QuantConnect/Lean/Engine/__init__.py,sha256=s82xqMT75h16KwCy-111skTcxUEFam3zp7lYKCMeum0,1229
 QuantConnect/Lean/Engine/__init__.pyi,sha256=3jCaiyvJdotxgO0hF_98iQRw0DIORxTfG3TXFLtBCDE,17540
@@ -141,7 +141,7 @@ QuantConnect/Lean/Engine/HistoricalData/__init__.pyi,sha256=COrFjUMa3BqRlbQf1JCU
 QuantConnect/Lean/Engine/RealTime/__init__.py,sha256=kjYfQsxvViA0ILxYaXX69HWkUNM61cvfCSMei3XDcW4,1256
 QuantConnect/Lean/Engine/RealTime/__init__.pyi,sha256=x4dflCohMdU8cxotDZPljk9BsmrAYKW0WtOBC4z1IjM,15718
 QuantConnect/Lean/Engine/Results/__init__.py,sha256=4zVcjioAQ7OZcjAtctC7SVbhx7XbMo4ANQJTWJUjjUg,1253
-QuantConnect/Lean/Engine/Results/__init__.pyi,sha256=QPrIXabn26BLJKK7q_cdhaGJaTzJyb4N72LqituPFgw,55398
+QuantConnect/Lean/Engine/Results/__init__.pyi,sha256=VY2UG2iPEud8KeE99xhgzYWP2MIqtUJFKILLDK8GXLQ,54370
 QuantConnect/Lean/Engine/Server/__init__.py,sha256=OJ2TqQ_kxCKrrijuEgc_B45BH7cHyDvoeg7sCSjFomA,1250
 QuantConnect/Lean/Engine/Server/__init__.pyi,sha256=MW4jk0KVvlwhCTGNprPmebPTLBIkKFfkUqhV-5epuzI,4971
 QuantConnect/Lean/Engine/Setup/__init__.py,sha256=-CeE22GZBog-CfGn8YmPwwPKDWxN78bcFsxxQ-YIi8o,1247
@@ -169,9 +169,9 @@ QuantConnect/Optimizer/Parameters/__init__.pyi,sha256=9gbGrIg8JMiaCxbc2eCx5zj_pO
 QuantConnect/Optimizer/Strategies/__init__.py,sha256=YbaSlUBULMrLr-KmGZ-4nJ6jM3L9APVWdTg6CWGQI7A,1256
 QuantConnect/Optimizer/Strategies/__init__.pyi,sha256=OChxe2gEUgFEBeN7-5VERTmu1_FKdyJLNKAohx-GSMk,11086
 QuantConnect/Orders/__init__.py,sha256=WE59vNuxNQhoBFWPW2Dhyx2nHXFYP5DV2jDKIMg7H4o,1214
-QuantConnect/Orders/__init__.pyi,sha256=6oayMJTpie1v9Cv4P7mKEGJbrIIeR-lX1C9WVXf4e7s,127891
+QuantConnect/Orders/__init__.pyi,sha256=ADirfZX3sAMW27pZugJ99bG9CG7fsJurGt4SPnntqLc,129325
 QuantConnect/Orders/Fees/__init__.py,sha256=15ZvyliLAKz2lH7lmZzUg30bt3JQCSssEsqwY43kaiw,1229
-QuantConnect/Orders/Fees/__init__.pyi,sha256=Xi_GZuQRSCUu7o0VgVf_CKf6jamBMXGXdJlhntcAG9M,33572
+QuantConnect/Orders/Fees/__init__.pyi,sha256=ymVkRHVvluZESoRoOyQmHFcW9z8TTOxoVDUNhWdnmyM,34645
 QuantConnect/Orders/Fills/__init__.py,sha256=g8IQPj7NvWW-KlZR-uVzabEvpYGhG3BXowuZ5eFGbjc,1232
 QuantConnect/Orders/Fills/__init__.pyi,sha256=CA7hKvUUuqcaZ4wHTEv_8m-0hur8yzFo3XnueAAmRqg,20912
 QuantConnect/Orders/OptionExercise/__init__.py,sha256=kwLuKu-FXc0sO2sU_lnfh1gRkK1hD5dmB7HF-1-6o-g,1259
@@ -199,7 +199,7 @@ QuantConnect/Research/__init__.pyi,sha256=AOPUv9zOOI8CgaUQk-42L3d6SNVaQ7TCXnE7oV
 QuantConnect/Scheduling/__init__.py,sha256=1ZvfxXluXvxEH9xK3robe37w5ao5kiI3ilWSzo7frpI,1226
 QuantConnect/Scheduling/__init__.pyi,sha256=6EZKjIjcdnwbvCrML1Gge-XJBkCXXuVXAhpWs5wXGvc,56335
 QuantConnect/Securities/__init__.py,sha256=gu5pJdrrhApIw3ngUPqYZJvAas2v0zB9t6LNUutr-KI,1226
-QuantConnect/Securities/__init__.pyi,sha256=aKQsS2C2ToT8acUy_iqEqlJ-KaIFRlSR8_FsLM7YeBQ,358573
+QuantConnect/Securities/__init__.pyi,sha256=RPio0YCeHRrY4rNehxC4lnagXbCmyINDFqsShuOjdLk,358565
 QuantConnect/Securities/Cfd/__init__.py,sha256=3itlvcL6DM4-hujnrzJoCkqa23k5aXew-F_VugCwte0,1238
 QuantConnect/Securities/Cfd/__init__.pyi,sha256=K3r-XXFdICOy4lVjsx4GnQkW7liOEpUopJN9f12QI-4,4858
 QuantConnect/Securities/Crypto/__init__.py,sha256=G5uEfMrpVR3tdmLSbRScw6iGkRtohDIKGLTKi3_AH6Q,1247
@@ -294,7 +294,7 @@ System/Drawing/__init__.pyi,sha256=tkEWOtysPC40BeS7XByJa3gChycqI2RBt25gF9zZHh0,3
 System/Globalization/__init__.py,sha256=tu0vXf08RD8xbSJfbf51S87c9N-QEtz5HEMzyzLAgzs,1211
 System/Globalization/__init__.pyi,sha256=gRVUvyeQk66LEkuvCu0yuFQr5qx8TZdcZVABlnQ5MD0,72133
 System/IO/__init__.py,sha256=zQozFt317VqXGbAq4_4SRs_b1Lvm44vQwlvvbtm3QO8,1178
-System/IO/__init__.pyi,sha256=pkfrBDscqo-divHpWOdE578wFBTQJA8pUISCsizNWro,100131
+System/IO/__init__.pyi,sha256=YEHik34JStOnC08FcOibTs-pn10wnwhqjnGZm1g1z0Q,100588
 System/IO/Enumeration/__init__.py,sha256=ufCWdiWRnkEwrKu4CvBVKJfx0eu-LZTzmhdnN3edpdg,1214
 System/IO/Enumeration/__init__.pyi,sha256=afpm6eVTU18QOZ466V2cOxqPJ7TX1i9iPbuZl6Be-TQ,4985
 System/IO/Strategies/__init__.py,sha256=qEEZVyrMooBV5rDJfPf31ibTB737uO_LFstXSDD8mKw,1211
@@ -377,7 +377,7 @@ System/Text/RegularExpressions/Symbolic/__init__.py,sha256=nG7NuyvvYs_jL3srR4qiV
 System/Text/Unicode/__init__.py,sha256=qDYv50z_Cwxb9mqG4zGgBPCOzFJEY_qMDLE8LaQ9okY,1208
 System/Text/Unicode/__init__.pyi,sha256=oWgGCcoYWozJJKfc_wxUAvaHhIXcTENEPPUh76FsMPA,923
 System/Threading/__init__.py,sha256=8fP5FmMEYh2pudPnHTEkaVP39M4j2IvfhKMBjtMIHY8,1199
-System/Threading/__init__.pyi,sha256=Yh05SeM5YtWACkwdz1DwO8l_2HI2DGKnf9MJhTJcVfE,57097
+System/Threading/__init__.pyi,sha256=rlBXW5WNO6JygfYv04XhDfIv-QZ20Lrb_Mg1SJntJLM,57097
 System/Threading/Tasks/__init__.py,sha256=LOxY-1Vt7UnMlDV8H98ktjZfUBZ5lkxLZIKT8YlEpQ4,1217
 System/Threading/Tasks/__init__.pyi,sha256=CwIAmbd3GyVBOFRBjLReP7RmLOkxwZGbEU8jPPzDjE4,43341
 System/Threading/Tasks/Sources/__init__.py,sha256=fTBx0mKz5-pFBv4NJGqjNStlhJt9Fu_IvOu1dwbMo04,1241
@@ -402,7 +402,7 @@ clr/__init__.pyi,sha256=21MB2O5_ACzDS7l56ETyFFH9c0TOSGov39Xs1a1r6ik,418
 clr/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 exports/__init__.py,sha256=ioORXBph-UrMrE_0Rghav2MU6fWzjozXikRm9MmxAkw,1173
 exports/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-quantconnect_stubs-17397.dist-info/METADATA,sha256=8UPCPnrqtp5YusyoADnstrrI5ULjOliMpBbLvyJ_-lY,1332
-quantconnect_stubs-17397.dist-info/WHEEL,sha256=Mdi9PDNwEZptOjTlUcAth7XJDFtKrHYaQMPulZeBCiQ,91
-quantconnect_stubs-17397.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
-quantconnect_stubs-17397.dist-info/RECORD,,
+quantconnect_stubs-17410.dist-info/METADATA,sha256=VaSB8y1Oz2bygZMdyUiRypUKtSHvb7N3hwFliyMu_2A,1332
+quantconnect_stubs-17410.dist-info/WHEEL,sha256=Mdi9PDNwEZptOjTlUcAth7XJDFtKrHYaQMPulZeBCiQ,91
+quantconnect_stubs-17410.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
+quantconnect_stubs-17410.dist-info/RECORD,,