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

QuantConnect/Scheduling/__init__.pyi

@@ -195,7 +195,7 @@ class BaseScheduleRules(System.Object):
         """
         ...
 
-    def get_security_exchange_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityExchangeHours:
+    def get_security_exchange_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityExchangeHours:
         """
         Helper method to fetch the security exchange hours
         
@@ -300,7 +300,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], extended_market_hours: bool = False) -> QuantConnect.Scheduling.IDateRule:
+    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], extended_market_hours: bool = False) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire every day the symbol is trading
         
@@ -333,7 +333,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def month_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def month_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the last tradable date - offset for the specified symbol of each month
         
@@ -368,7 +368,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the first tradable date + offset for the specified symbol of each month
         
@@ -433,7 +433,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def week_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def week_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the last - offset tradable date for the specified
         symbol of each week
@@ -472,7 +472,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def week_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def week_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the first tradable date + offset for the specified
         symbol each week
@@ -509,7 +509,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def year_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def year_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the last tradable date - offset for the specified symbol of each year
         
@@ -544,7 +544,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def year_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def year_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the first tradable date + offset for the specified symbol of each year
         
@@ -619,7 +619,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def after_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_after_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def after_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_after_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at the market close +- minutes_after_close
         
@@ -643,7 +643,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at market open +- minutes_after_open
         
@@ -725,7 +725,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at the market close +- minutes_before_close
         
@@ -749,7 +749,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def before_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_before_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def before_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_before_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at market open +- minutes_before_open
         
@@ -781,7 +781,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
 class IFluentSchedulingRunnable(QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier, metaclass=abc.ABCMeta):
     """Specifies the callback component of a scheduled event, as well as final filters"""
 
-    def during_market_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], extended_market: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
+    def during_market_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], extended_market: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
         """Filters the event times to only include times where the symbol's market is considered open"""
         ...
 
@@ -804,7 +804,7 @@ class IFluentSchedulingRunnable(QuantConnect.Scheduling.IFluentSchedulingTimeSpe
 class IFluentSchedulingTimeSpecifier(metaclass=abc.ABCMeta):
     """Specifies the time rule component of a scheduled event"""
 
-    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
+    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
         """Creates events that fire a specified number of minutes after market open"""
         ...
 
@@ -833,7 +833,7 @@ class IFluentSchedulingTimeSpecifier(metaclass=abc.ABCMeta):
         """Creates events that fire at the specific time of day in the algorithm's time zone"""
         ...
 
-    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minute_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
+    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minute_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
         """Creates events that fire a specified numer of minutes before market close"""
         ...
 
@@ -859,7 +859,7 @@ class IFluentSchedulingDateSpecifier(metaclass=abc.ABCMeta):
         ...
 
     @overload
-    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
+    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
         """Creates events on every trading day of the year for the symbol"""
         ...
 
@@ -869,7 +869,7 @@ class IFluentSchedulingDateSpecifier(metaclass=abc.ABCMeta):
         ...
 
     @overload
-    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
+    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
         """Creates events on the first trading day of the month"""
         ...
 

QuantConnect/Securities/Cfd/__init__.pyi

@@ -38,7 +38,7 @@ class Cfd(QuantConnect.Securities.Security):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
         """
         Constructor for the CFD security
         
@@ -54,7 +54,7 @@ class Cfd(QuantConnect.Securities.Security):
         ...
 
     @staticmethod
-    def decompose_currency_pair(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], symbol_properties: QuantConnect.Securities.SymbolProperties, base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[None, str, str]:
+    def decompose_currency_pair(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], symbol_properties: QuantConnect.Securities.SymbolProperties, base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[None, str, str]:
         """
         Decomposes the specified currency pair into a base and quote currency provided as out parameters
         

QuantConnect/Securities/Crypto/__init__.pyi

@@ -43,7 +43,7 @@ class Crypto(QuantConnect.Securities.Security, QuantConnect.Securities.IBaseCurr
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, base_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, base_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
         """
         Constructor for the Crypto security
         
@@ -60,7 +60,7 @@ class Crypto(QuantConnect.Securities.Security, QuantConnect.Securities.IBaseCurr
         ...
 
     @staticmethod
-    def decompose_currency_pair(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], symbol_properties: QuantConnect.Securities.SymbolProperties, base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[None, str, str]:
+    def decompose_currency_pair(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], symbol_properties: QuantConnect.Securities.SymbolProperties, base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[None, str, str]:
         """
         Decomposes the specified currency pair into a base and quote currency provided as out parameters
         

QuantConnect/Securities/CryptoFuture/__init__.pyi

@@ -106,7 +106,7 @@ class CryptoFuture(QuantConnect.Securities.Security, QuantConnect.Securities.IBa
     def base_currency(self, value: QuantConnect.Securities.Cash) -> None:
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, base_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, cache: QuantConnect.Securities.SecurityCache) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, base_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, cache: QuantConnect.Securities.SecurityCache) -> None:
         """
         Constructor for the Crypto Future security
         

QuantConnect/Securities/Equity/__init__.pyi

@@ -44,7 +44,7 @@ class Equity(QuantConnect.Securities.Security):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, primary_exchange: QuantConnect.Exchange = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, primary_exchange: QuantConnect.Exchange = None) -> None:
         """Construct the Equity Object"""
         ...
 

QuantConnect/Securities/Forex/__init__.pyi

@@ -90,7 +90,7 @@ class Forex(QuantConnect.Securities.Security, QuantConnect.Securities.IBaseCurre
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, base_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, base_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
         """
         Constructor for the forex security
         

QuantConnect/Securities/Future/__init__.pyi

@@ -227,7 +227,7 @@ class Future(QuantConnect.Securities.Security, QuantConnect.Securities.IContinuo
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
         """
         Constructor for the Future security
         
@@ -427,7 +427,7 @@ class FuturesExpiryUtilityFunctions(System.Object):
         ...
 
     @staticmethod
-    def get_future_contract_month(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> datetime.datetime:
+    def get_future_contract_month(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> datetime.datetime:
         """Helper method to retrieve the futures contract month"""
         ...
 
@@ -439,7 +439,7 @@ class FuturesExpiryUtilityFunctions(System.Object):
 
     @staticmethod
     @overload
-    def get_future_expiration_from_contract_month(future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], contract_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
+    def get_future_expiration_from_contract_month(future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], contract_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
         """Helper method to resolve a future expiration from it's contract month"""
         ...
 
@@ -566,7 +566,7 @@ class FuturesExpiryUtilityFunctions(System.Object):
 
     @staticmethod
     @overload
-    def third_friday(time: typing.Union[datetime.datetime, datetime.date], contract: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> datetime.datetime:
+    def third_friday(time: typing.Union[datetime.datetime, datetime.date], contract: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> datetime.datetime:
         """This function returns the third Friday of the month, adjusted for holidays and weekends."""
         ...
 
@@ -603,7 +603,7 @@ class FutureSymbol(System.Object):
     """Static class contains common utility methods specific to symbols representing the future contracts"""
 
     @staticmethod
-    def is_standard(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_standard(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determine if a given Futures contract is a standard contract.
         
@@ -613,7 +613,7 @@ class FutureSymbol(System.Object):
         ...
 
     @staticmethod
-    def is_weekly(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_weekly(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Returns true if the future contract is a weekly contract
         
@@ -634,7 +634,7 @@ class FuturesExpiryFunctions(System.Object):
     """
 
     @staticmethod
-    def futures_expiry_function(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Callable[[datetime.datetime], datetime.datetime]:
+    def futures_expiry_function(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Callable[[datetime.datetime], datetime.datetime]:
         """Method to retrieve the Function for a specific future symbol"""
         ...
 
@@ -669,7 +669,7 @@ class FutureHolding(QuantConnect.Securities.SecurityHolding):
 class EmptyFutureChainProvider(System.Object, QuantConnect.Interfaces.IFutureChainProvider):
     """An implementation of IFutureChainProvider that always returns an empty list of contracts"""
 
-    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of future contracts for a given underlying symbol
         

QuantConnect/Securities/FutureOption/__init__.pyi

@@ -14,7 +14,7 @@ import System
 class FutureOption(QuantConnect.Securities.Option.Option):
     """Futures Options security"""
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.Option.OptionSymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, underlying: QuantConnect.Securities.Security) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.Option.OptionSymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, underlying: QuantConnect.Securities.Security) -> None:
         """
         Constructor for the future option security
         
@@ -34,7 +34,7 @@ class FutureOptionSymbol(System.Object):
     """Static helper methods to resolve Futures Options Symbol-related tasks."""
 
     @staticmethod
-    def get_last_day_of_trading(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> datetime.datetime:
+    def get_last_day_of_trading(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> datetime.datetime:
         """
         Gets the last day of trading, aliased to be the Futures options' expiry
         
@@ -44,7 +44,7 @@ class FutureOptionSymbol(System.Object):
         ...
 
     @staticmethod
-    def is_standard(_: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_standard(_: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Detects if the future option contract is standard, i.e. not weekly, not short-term, not mid-sized, etc.
         
@@ -58,7 +58,7 @@ class FuturesOptionsUnderlyingMapper(System.Object):
     """Creates the underlying Symbol that corresponds to a futures options contract"""
 
     @staticmethod
-    def get_future_contract_month_no_rules_applied(canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], future_option_expiration_date: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
+    def get_future_contract_month_no_rules_applied(canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], future_option_expiration_date: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
         """
         Gets the theoretical (i.e. intermediate/naive) future contract month if we assumed a 1-1 mapping
         between FOPs contract months and Futures contract months, i.e. they share the same contract month.
@@ -88,12 +88,12 @@ class FuturesOptionsExpiryFunctions(System.Object):
     """Futures options expiry lookup utility class"""
 
     @staticmethod
-    def first_friday_of_contract_month(underlying_future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], expiry_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
+    def first_friday_of_contract_month(underlying_future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], expiry_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
         """First friday of the contract month"""
         ...
 
     @staticmethod
-    def futures_option_expiry(canonical_future_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], future_contract_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
+    def futures_option_expiry(canonical_future_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], future_contract_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
         """
         Gets the Futures Options' expiry for the given contract month.
         
@@ -104,7 +104,7 @@ class FuturesOptionsExpiryFunctions(System.Object):
         ...
 
     @staticmethod
-    def get_future_option_expiry_from_future_expiry(future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], canonical_future_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> datetime.datetime:
+    def get_future_option_expiry_from_future_expiry(future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], canonical_future_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> datetime.datetime:
         """
         Gets the Future Option's expiry from the Future Symbol provided
         
@@ -115,7 +115,7 @@ class FuturesOptionsExpiryFunctions(System.Object):
         ...
 
     @staticmethod
-    def tenth_business_day_of_contract_month(underlying_future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], expiry_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
+    def tenth_business_day_of_contract_month(underlying_future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], expiry_month: typing.Union[datetime.datetime, datetime.date]) -> datetime.datetime:
         """Tenth business day of the month"""
         ...
 
@@ -124,7 +124,7 @@ class CMEStrikePriceScalingFactors(System.Object):
     """Provides a means to get the scaling factor for CME's quotes API"""
 
     @staticmethod
-    def get_scale_factor(underlying_future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> float:
+    def get_scale_factor(underlying_future: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> float:
         """
         Gets the option chain strike price scaling factor for the quote response from CME
         

QuantConnect/Securities/Index/__init__.pyi

@@ -56,7 +56,7 @@ class Index(QuantConnect.Securities.Security):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
         """
         Constructor for the INDEX security
         
@@ -104,7 +104,7 @@ class IndexSymbol(System.Object):
     """Helper methods for Index Symbols"""
 
     @staticmethod
-    def get_index_exchange(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def get_index_exchange(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Gets the actual exchange the index lives on
         

QuantConnect/Securities/IndexOption/__init__.pyi

@@ -44,7 +44,7 @@ class IndexOptionSymbolProperties(QuantConnect.Securities.Option.OptionSymbolPro
         ...
 
     @staticmethod
-    def minimum_price_variation_for_price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_price: typing.Optional[float]) -> float:
+    def minimum_price_variation_for_price(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_price: typing.Optional[float]) -> float:
         """Minimum price variation, subject to variability due to contract price"""
         ...
 
@@ -76,7 +76,7 @@ class IndexOptionSymbol(System.Object):
         ...
 
     @staticmethod
-    def is_standard(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_standard(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines if the Index Option Symbol is for a monthly contract
         
@@ -99,7 +99,7 @@ class IndexOptionSymbol(System.Object):
 class IndexOption(QuantConnect.Securities.Option.Option):
     """Index Options security"""
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.IndexOption.IndexOptionSymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, underlying: QuantConnect.Securities.Security, settlement_type: QuantConnect.SettlementType = ...) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.IndexOption.IndexOptionSymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, underlying: QuantConnect.Securities.Security, settlement_type: QuantConnect.SettlementType = ...) -> None:
         """
         Constructor for the index option security
         

QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi

@@ -123,7 +123,7 @@ class OptionPosition(System.IEquatable[QuantConnect_Securities_Option_StrategyMa
         """
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> None:
         """
         Initializes a new instance of the OptionPosition structure
         
@@ -177,7 +177,7 @@ class OptionPosition(System.IEquatable[QuantConnect_Securities_Option_StrategyMa
         ...
 
     @staticmethod
-    def empty(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Option.StrategyMatcher.OptionPosition:
+    def empty(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Option.StrategyMatcher.OptionPosition:
         """Gets a new OptionPosition with zero quantity"""
         ...
 
@@ -359,7 +359,7 @@ class OptionPositionCollection(System.Object, typing.Iterable[QuantConnect.Secur
         ...
 
     @staticmethod
-    def create(underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], contract_multiplier: float, holdings: typing.List[QuantConnect.Securities.SecurityHolding]) -> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection:
+    def create(underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], contract_multiplier: float, holdings: typing.List[QuantConnect.Securities.SecurityHolding]) -> QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection:
         """
         Creates a new OptionPositionCollection from the specified holdings,
         filtering based on the underlying
@@ -406,7 +406,7 @@ class OptionPositionCollection(System.Object, typing.Iterable[QuantConnect.Secur
         """
         ...
 
-    def has_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def has_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """Determines if a position is held in the specified symbol"""
         ...
 
@@ -458,7 +458,7 @@ class OptionPositionCollection(System.Object, typing.Iterable[QuantConnect.Secur
         """
         ...
 
-    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: typing.Optional[QuantConnect.Securities.Option.StrategyMatcher.OptionPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Option.StrategyMatcher.OptionPosition]:
+    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: typing.Optional[QuantConnect.Securities.Option.StrategyMatcher.OptionPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Option.StrategyMatcher.OptionPosition]:
         """
         Retrieves the OptionPosition for the specified symbol
         if one exists in this collection.
@@ -1168,7 +1168,7 @@ class OptionStrategyLegDefinition(System.Object, typing.Iterable[QuantConnect.Se
 
     @staticmethod
     @overload
-    def create_leg_data(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Securities.Option.OptionStrategy.LegData:
+    def create_leg_data(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Securities.Option.OptionStrategy.LegData:
         """Creates the appropriate OptionStrategy.LegData with the specified quantity"""
         ...