quantconnect-stubs 17397__py3-none-any.whl → 17412__py3-none-any.whl

Common/Data/Consolidators/__init__.pyi

@@ -24,7 +24,7 @@ class DollarVolumeRenkoConsolidator(QuantConnect.Data.Consolidators.VolumeRenkoC
 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]) -> None:
+    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:

QuantConnect/Algorithm/Framework/Alphas/__init__.pyi

@@ -264,7 +264,7 @@ class Insight(System.Object):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, tag: str = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, tag: str = ...) -> None:
         """
         Initializes a new instance of the Insight class
         
@@ -277,7 +277,7 @@ class Insight(System.Object):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float], confidence: typing.Optional[float], source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float], confidence: typing.Optional[float], source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> None:
         """
         Initializes a new instance of the Insight class
         
@@ -294,7 +294,7 @@ class Insight(System.Object):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], expiry_func: typing.Callable[[datetime.datetime], datetime.datetime], type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, tag: str = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], expiry_func: typing.Callable[[datetime.datetime], datetime.datetime], type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, tag: str = ...) -> None:
         """
         Initializes a new instance of the Insight class
         
@@ -307,7 +307,7 @@ class Insight(System.Object):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], expiry_func: typing.Callable[[datetime.datetime], datetime.datetime], type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float], confidence: typing.Optional[float], source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], expiry_func: typing.Callable[[datetime.datetime], datetime.datetime], type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float], confidence: typing.Optional[float], source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> None:
         """
         Initializes a new instance of the Insight class
         
@@ -324,7 +324,7 @@ class Insight(System.Object):
         ...
 
     @overload
-    def __init__(self, generated_time_utc: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float], confidence: typing.Optional[float], source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> None:
+    def __init__(self, generated_time_utc: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, type: QuantConnect.Algorithm.Framework.Alphas.InsightType, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float], confidence: typing.Optional[float], source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> None:
         """
         Initializes a new instance of the Insight class.
         This constructor is provided mostly for testing purposes. When running inside an algorithm,
@@ -445,7 +445,7 @@ class Insight(System.Object):
 
     @staticmethod
     @overload
-    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, bar_count: int, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
+    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, bar_count: int, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
         """
         Creates a new insight for predicting the percent change in price over the specified period
         
@@ -464,7 +464,7 @@ class Insight(System.Object):
 
     @staticmethod
     @overload
-    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], close_time_local: typing.Union[datetime.datetime, datetime.date], direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
+    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], close_time_local: typing.Union[datetime.datetime, datetime.date], direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
         """
         Creates a new insight for predicting the percent change in price over the specified period
         
@@ -482,7 +482,7 @@ class Insight(System.Object):
 
     @staticmethod
     @overload
-    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
+    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
         """
         Creates a new insight for predicting the percent change in price over the specified period
         
@@ -500,7 +500,7 @@ class Insight(System.Object):
 
     @staticmethod
     @overload
-    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], expiry_func: typing.Callable[[datetime.datetime], datetime.datetime], direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
+    def price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], expiry_func: typing.Callable[[datetime.datetime], datetime.datetime], direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, magnitude: typing.Optional[float] = None, confidence: typing.Optional[float] = None, source_model: str = None, weight: typing.Optional[float] = None, tag: str = ...) -> QuantConnect.Algorithm.Framework.Alphas.Insight:
         """
         Creates a new insight for predicting the percent change in price over the specified period
         
@@ -835,7 +835,7 @@ class BasePairsTradingAlphaModel(QuantConnect.Algorithm.Framework.Alphas.AlphaMo
         """
         ...
 
-    def has_passed_test(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, asset_1: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], asset_2: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def has_passed_test(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, asset_1: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], asset_2: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Check whether the assets pass a pairs trading test
         
@@ -885,7 +885,7 @@ class PearsonCorrelationPairsTradingAlphaModel(QuantConnect.Algorithm.Framework.
         """
         ...
 
-    def has_passed_test(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, asset_1: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], asset_2: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def has_passed_test(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, asset_1: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], asset_2: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Check whether the assets pass a pairs trading test
         
@@ -964,7 +964,7 @@ class ConstantAlphaModel(QuantConnect.Algorithm.Framework.Alphas.AlphaModel):
         """
         ...
 
-    def should_emit_insight(self, utc_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def should_emit_insight(self, utc_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determine if its time to emit insight for this symbol
         
@@ -1176,7 +1176,7 @@ class InsightCollection(System.Object, typing.Iterable[QuantConnect.Algorithm.Fr
         """The total insight count"""
         ...
 
-    def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines whether insights exist in this collection for the specified symbol
         
@@ -1185,7 +1185,7 @@ class InsightCollection(System.Object, typing.Iterable[QuantConnect.Algorithm.Fr
         """
         ...
 
-    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]:
+    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]:
         """
         Dictionary accessor returns a list of insights for the specified symbol
         
@@ -1200,7 +1200,7 @@ class InsightCollection(System.Object, typing.Iterable[QuantConnect.Algorithm.Fr
     def __len__(self) -> int:
         ...
 
-    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]) -> None:
+    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]) -> None:
         """
         Dictionary accessor returns a list of insights for the specified symbol
         
@@ -1242,7 +1242,7 @@ class InsightCollection(System.Object, typing.Iterable[QuantConnect.Algorithm.Fr
         """
         ...
 
-    def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines whether insights exist in this collection for the specified symbol
         
@@ -1291,7 +1291,7 @@ class InsightCollection(System.Object, typing.Iterable[QuantConnect.Algorithm.Fr
         """Gets the next expiry time UTC"""
         ...
 
-    def has_active_insights(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], utc_time: typing.Union[datetime.datetime, datetime.date]) -> bool:
+    def has_active_insights(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], utc_time: typing.Union[datetime.datetime, datetime.date]) -> bool:
         """
         Returns true if there are active insights for a given symbol and time
         
@@ -1326,7 +1326,7 @@ class InsightCollection(System.Object, typing.Iterable[QuantConnect.Algorithm.Fr
         """
         ...
 
-    def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], insights: typing.Optional[typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]]) -> typing.Tuple[bool, typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]]:
+    def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], insights: typing.Optional[typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]]) -> typing.Tuple[bool, typing.List[QuantConnect.Algorithm.Framework.Alphas.Insight]]:
         """
         Attempts to get the list of insights with the specified symbol key
         

QuantConnect/Algorithm/Framework/Execution/__init__.pyi

@@ -156,7 +156,7 @@ class VolumeWeightedAveragePriceExecutionModel(QuantConnect.Algorithm.Framework.
         """
         ...
 
-    def is_safe_to_remove(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_safe_to_remove(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines if it's safe to remove the associated symbol data
         
@@ -294,7 +294,7 @@ class StandardDeviationExecutionModel(QuantConnect.Algorithm.Framework.Execution
         """
         ...
 
-    def is_safe_to_remove(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_safe_to_remove(self, algorithm: QuantConnect.Algorithm.QCAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines if it's safe to remove the associated symbol data
         

QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi

@@ -35,7 +35,7 @@ class ReturnsSymbolData(System.Object):
         """Historical returns"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], lookback: int, period: int) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], lookback: int, period: int) -> None:
         """
         Initializes a new instance of the ReturnsSymbolData class
         
@@ -1848,7 +1848,7 @@ class PortfolioTarget(System.Object, QuantConnect.Algorithm.Framework.Portfolio.
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, tag: str = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, tag: str = ...) -> None:
         """
         Initializes a new instance of the PortfolioTarget class
         
@@ -1859,7 +1859,7 @@ class PortfolioTarget(System.Object, QuantConnect.Algorithm.Framework.Portfolio.
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, tag: str = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, tag: str = ...) -> None:
         """
         Initializes a new instance of the PortfolioTarget class
         
@@ -1870,7 +1870,7 @@ class PortfolioTarget(System.Object, QuantConnect.Algorithm.Framework.Portfolio.
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], insight_direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, tag: str = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], insight_direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection, tag: str = ...) -> None:
         """
         Initializes a new instance of the PortfolioTarget class
         
@@ -1883,7 +1883,7 @@ class PortfolioTarget(System.Object, QuantConnect.Algorithm.Framework.Portfolio.
 
     @staticmethod
     @overload
-    def percent(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percent: float) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
+    def percent(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percent: float) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
         """
         Creates a new target for the specified percent
         
@@ -1896,7 +1896,7 @@ class PortfolioTarget(System.Object, QuantConnect.Algorithm.Framework.Portfolio.
 
     @staticmethod
     @overload
-    def percent(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percent: float, tag: str) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
+    def percent(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percent: float, tag: str) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
         """
         Creates a new target for the specified percent
         
@@ -1910,7 +1910,7 @@ class PortfolioTarget(System.Object, QuantConnect.Algorithm.Framework.Portfolio.
 
     @staticmethod
     @overload
-    def percent(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percent: float, return_delta_quantity: bool = False, tag: str = ...) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
+    def percent(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percent: float, return_delta_quantity: bool = False, tag: str = ...) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
         """
         Creates a new target for the specified percent
         
@@ -1964,7 +1964,7 @@ class PortfolioTargetCollection(System.Object, System.Collections.Generic.IDicti
         """
         ...
 
-    def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines whether the specified symbol exists as a key in this collection
         
@@ -1973,7 +1973,7 @@ class PortfolioTargetCollection(System.Object, System.Collections.Generic.IDicti
         """
         ...
 
-    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
+    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget:
         """
         Gets or sets the portfolio target for the specified symbol
         
@@ -1988,7 +1988,7 @@ class PortfolioTargetCollection(System.Object, System.Collections.Generic.IDicti
     def __len__(self) -> int:
         ...
 
-    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget) -> None:
+    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget) -> None:
         """
         Gets or sets the portfolio target for the specified symbol
         
@@ -2018,7 +2018,7 @@ class PortfolioTargetCollection(System.Object, System.Collections.Generic.IDicti
         ...
 
     @overload
-    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget) -> None:
+    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget) -> None:
         """
         Adds the specified target to the collection. If a target for the same symbol
         already exists it wil be overwritten.
@@ -2070,7 +2070,7 @@ class PortfolioTargetCollection(System.Object, System.Collections.Generic.IDicti
         """
         ...
 
-    def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines whether the specified symbol exists as a key in this collection
         
@@ -2120,7 +2120,7 @@ class PortfolioTargetCollection(System.Object, System.Collections.Generic.IDicti
         ...
 
     @overload
-    def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Removes the target for the specified symbol if it exists in this collection.
         
@@ -2149,7 +2149,7 @@ class PortfolioTargetCollection(System.Object, System.Collections.Generic.IDicti
         """
         ...
 
-    def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target: typing.Optional[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.Tuple[bool, QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
+    def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target: typing.Optional[QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]) -> typing.Tuple[bool, QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget]:
         """
         Attempts to retrieve the target for the specified symbol
         

QuantConnect/Algorithm/Framework/Selection/__init__.pyi

@@ -598,7 +598,7 @@ class ETFConstituentsUniverseSelectionModel(QuantConnect.Algorithm.Framework.Sel
     """Universe selection model that selects the constituents of an ETF."""
 
     @overload
-    def __init__(self, etf_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> None:
+    def __init__(self, etf_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> None:
         """
         Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
         
@@ -620,7 +620,7 @@ class ETFConstituentsUniverseSelectionModel(QuantConnect.Algorithm.Framework.Sel
         ...
 
     @overload
-    def __init__(self, etf_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> None:
+    def __init__(self, etf_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> None:
         """
         Initializes a new instance of the ETFConstituentsUniverseSelectionModel class
         
@@ -631,7 +631,7 @@ class ETFConstituentsUniverseSelectionModel(QuantConnect.Algorithm.Framework.Sel
         ...
 
     @overload
-    def __init__(self, etf_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> None:
+    def __init__(self, etf_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> None:
         """
         Initializes a new instance of the ETFConstituentsUniverseSelectionModel class