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

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (62) hide show
  1. Common/Data/Consolidators/__init__.pyi +1 -1
  2. QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
  3. QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
  4. QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
  5. QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
  6. QuantConnect/Algorithm/__init__.pyi +365 -310
  7. QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +12 -11
  8. QuantConnect/Api/Serialization/__init__.pyi +1 -3
  9. QuantConnect/Api/__init__.pyi +67 -8
  10. QuantConnect/Benchmarks/__init__.pyi +1 -1
  11. QuantConnect/Brokerages/Authentication/__init__.pyi +10 -2
  12. QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
  13. QuantConnect/Brokerages/__init__.pyi +82 -11
  14. QuantConnect/Commands/__init__.pyi +3 -2
  15. QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
  16. QuantConnect/Data/Common/__init__.pyi +1 -1
  17. QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
  18. QuantConnect/Data/Fundamental/__init__.pyi +11 -12
  19. QuantConnect/Data/Market/__init__.pyi +42 -42
  20. QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
  21. QuantConnect/Data/__init__.pyi +44 -45
  22. QuantConnect/DataSource/__init__.pyi +7 -7
  23. QuantConnect/Indicators/__init__.pyi +238 -98
  24. QuantConnect/Interfaces/__init__.pyi +24 -23
  25. QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
  26. QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
  27. QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
  28. QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
  29. QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
  30. QuantConnect/Lean/Engine/Results/__init__.pyi +0 -38
  31. QuantConnect/Notifications/__init__.pyi +1 -3
  32. QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
  33. QuantConnect/Orders/Fees/__init__.pyi +35 -0
  34. QuantConnect/Orders/__init__.pyi +75 -28
  35. QuantConnect/Python/__init__.pyi +1 -1
  36. QuantConnect/Report/__init__.pyi +3 -5
  37. QuantConnect/Research/__init__.pyi +17 -16
  38. QuantConnect/Scheduling/__init__.pyi +17 -17
  39. QuantConnect/Securities/Cfd/__init__.pyi +2 -2
  40. QuantConnect/Securities/Crypto/__init__.pyi +2 -2
  41. QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
  42. QuantConnect/Securities/Equity/__init__.pyi +1 -1
  43. QuantConnect/Securities/Forex/__init__.pyi +1 -1
  44. QuantConnect/Securities/Future/__init__.pyi +8 -8
  45. QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
  46. QuantConnect/Securities/Index/__init__.pyi +2 -2
  47. QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
  48. QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
  49. QuantConnect/Securities/Option/__init__.pyi +54 -54
  50. QuantConnect/Securities/Positions/__init__.pyi +6 -6
  51. QuantConnect/Securities/__init__.pyi +80 -81
  52. QuantConnect/Statistics/__init__.pyi +2 -2
  53. QuantConnect/Util/__init__.pyi +36 -37
  54. QuantConnect/__init__.pyi +69 -68
  55. System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
  56. System/ComponentModel/__init__.pyi +1 -1
  57. System/IO/__init__.pyi +12 -0
  58. System/Threading/__init__.pyi +3 -3
  59. {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/METADATA +1 -1
  60. {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/RECORD +62 -62
  61. {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/WHEEL +0 -0
  62. {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/top_level.txt +0 -0
@@ -35,7 +35,6 @@ import System.Collections.Specialized
35
35
  DynamicObject = typing.Any
36
36
  QuantConnect_Securities_MarketHoursDatabase = typing.Any
37
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  QuantConnect_Securities_MarketHoursDatabase_Entry = typing.Any
38
- IDynamicMetaObjectProvider = typing.Any
39
38
  QuantConnect_Securities_SymbolPropertiesDatabase = typing.Any
40
39
  QuantConnect_Securities_SecurityDatabaseKey = typing.Any
41
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  QuantConnect_Securities_OptionFilterUniverse = typing.Any
@@ -106,7 +105,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
106
105
  ...
107
106
 
108
107
  @overload
109
- def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
108
+ def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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109
  """
111
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  Check if this collection contains this symbol.
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@@ -116,7 +115,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
116
115
  ...
117
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118
117
  @overload
119
- def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
118
+ def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
120
119
  """
121
120
  Checks if the dictionary contains the specified key.
122
121
 
@@ -126,7 +125,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
126
125
  ...
127
126
 
128
127
  @overload
129
- def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
128
+ def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
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129
  """
131
130
  Indexer method for the security manager to access the securities objects by their symbol.
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@@ -136,7 +135,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
136
135
  ...
137
136
 
138
137
  @overload
139
- def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
138
+ def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
140
139
  """
141
140
  Indexer method for the base dictioanry to access the objects by their symbol.
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@@ -160,7 +159,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
160
159
  ...
161
160
 
162
161
  @overload
163
- def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.Security) -> None:
162
+ def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.Security) -> None:
164
163
  """
165
164
  Indexer method for the security manager to access the securities objects by their symbol.
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@@ -170,7 +169,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
170
169
  ...
171
170
 
172
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  @overload
173
- def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.Security) -> None:
172
+ def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.Security) -> None:
174
173
  """
175
174
  Indexer method for the base dictioanry to access the objects by their symbol.
176
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@@ -180,7 +179,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
180
179
  ...
181
180
 
182
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  @overload
183
- def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security: QuantConnect.Securities.Security) -> None:
182
+ def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security: QuantConnect.Securities.Security) -> None:
184
183
  """
185
184
  Add a new security with this symbol to the collection.
186
185
 
@@ -221,7 +220,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
221
220
  ...
222
221
 
223
222
  @overload
224
- def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
223
+ def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
225
224
  """
226
225
  Check if this collection contains this symbol.
227
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@@ -231,7 +230,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
231
230
  ...
232
231
 
233
232
  @overload
234
- def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
233
+ def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
235
234
  """
236
235
  Checks if the dictionary contains the specified key.
237
236
 
@@ -249,22 +248,22 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
249
248
  """
250
249
  ...
251
250
 
252
- def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
251
+ def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
253
252
  """Creates a new benchmark security"""
254
253
  ...
255
254
 
256
255
  @overload
257
- def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], subscription_data_config_list: typing.List[QuantConnect.Data.SubscriptionDataConfig], leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None) -> QuantConnect.Securities.Security:
256
+ def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], subscription_data_config_list: typing.List[QuantConnect.Data.SubscriptionDataConfig], leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None) -> QuantConnect.Securities.Security:
258
257
  """Creates a new security"""
259
258
  ...
260
259
 
261
260
  @overload
262
- def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], subscription_data_config: QuantConnect.Data.SubscriptionDataConfig, leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None) -> QuantConnect.Securities.Security:
261
+ def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], subscription_data_config: QuantConnect.Data.SubscriptionDataConfig, leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None) -> QuantConnect.Securities.Security:
263
262
  """Creates a new security"""
264
263
  ...
265
264
 
266
265
  @overload
267
- def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
266
+ def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
268
267
  """
269
268
  Returns the value for the specified key if key is in dictionary.
270
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@@ -275,7 +274,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
275
274
  ...
276
275
 
277
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  @overload
278
- def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
277
+ def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
279
278
  """
280
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  Returns the value for the specified key if key is in dictionary.
281
280
 
@@ -306,7 +305,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
306
305
  ...
307
306
 
308
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  @overload
309
- def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
308
+ def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
310
309
  """
311
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  Removes and returns an element from a dictionary having the given key.
312
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@@ -317,7 +316,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
317
316
  ...
318
317
 
319
318
  @overload
320
- def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], default_value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
319
+ def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
321
320
  """
322
321
  Removes and returns an element from a dictionary having the given key.
323
322
 
@@ -339,7 +338,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
339
338
  ...
340
339
 
341
340
  @overload
342
- def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
341
+ def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
343
342
  """
344
343
  Remove this symbol security: Dictionary interface implementation.
345
344
 
@@ -349,7 +348,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
349
348
  ...
350
349
 
351
350
  @overload
352
- def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
351
+ def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
353
352
  """
354
353
  Removes the value with the specified key
355
354
 
@@ -359,7 +358,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
359
358
  ...
360
359
 
361
360
  @overload
362
- def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
361
+ def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
363
362
  """
364
363
  Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.
365
364
 
@@ -370,7 +369,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
370
369
  ...
371
370
 
372
371
  @overload
373
- def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], default_value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
372
+ def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
374
373
  """
375
374
  Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.
376
375
 
@@ -394,7 +393,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
394
393
  ...
395
394
 
396
395
  @overload
397
- def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security: typing.Optional[QuantConnect.Securities.Security]) -> typing.Tuple[bool, QuantConnect.Securities.Security]:
396
+ def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security: typing.Optional[QuantConnect.Securities.Security]) -> typing.Tuple[bool, QuantConnect.Securities.Security]:
398
397
  """
399
398
  Try and get this security object with matching symbol and return true on success.
400
399
 
@@ -405,7 +404,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
405
404
  ...
406
405
 
407
406
  @overload
408
- def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Optional[QuantConnect.Securities.Security]) -> typing.Tuple[bool, QuantConnect.Securities.Security]:
407
+ def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Optional[QuantConnect.Securities.Security]) -> typing.Tuple[bool, QuantConnect.Securities.Security]:
409
408
  """
410
409
  Gets the value associated with the specified key.
411
410
 
@@ -1960,7 +1959,7 @@ class IRegisteredSecurityDataTypesProvider(metaclass=abc.ABCMeta):
1960
1959
  ...
1961
1960
 
1962
1961
 
1963
- class DynamicSecurityData(IDynamicMetaObjectProvider):
1962
+ class DynamicSecurityData:
1964
1963
  """
1965
1964
  Provides access to a security's data via it's type. This implementation supports dynamic access
1966
1965
  by type name.
@@ -2385,12 +2384,12 @@ class Security(DynamicObject, QuantConnect.Interfaces.ISecurityPrice):
2385
2384
  ...
2386
2385
 
2387
2386
  @overload
2388
- 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_provider: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, cache: QuantConnect.Securities.SecurityCache) -> None:
2387
+ 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_provider: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, cache: QuantConnect.Securities.SecurityCache) -> None:
2389
2388
  """Construct a new security vehicle based on the user options."""
2390
2389
  ...
2391
2390
 
2392
2391
  @overload
2393
- def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, exchange: QuantConnect.Securities.SecurityExchange, cache: QuantConnect.Securities.SecurityCache, portfolio_model: QuantConnect.Securities.ISecurityPortfolioModel, fill_model: QuantConnect.Orders.Fills.IFillModel, fee_model: QuantConnect.Orders.Fees.IFeeModel, slippage_model: QuantConnect.Orders.Slippage.ISlippageModel, settlement_model: QuantConnect.Securities.ISettlementModel, volatility_model: QuantConnect.Securities.IVolatilityModel, buying_power_model: QuantConnect.Securities.IBuyingPowerModel, data_filter: QuantConnect.Securities.Interfaces.ISecurityDataFilter, price_variation_model: QuantConnect.Securities.IPriceVariationModel, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types_provider: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, margin_interest_rate_model: QuantConnect.Securities.IMarginInterestRateModel) -> None:
2392
+ def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, exchange: QuantConnect.Securities.SecurityExchange, cache: QuantConnect.Securities.SecurityCache, portfolio_model: QuantConnect.Securities.ISecurityPortfolioModel, fill_model: QuantConnect.Orders.Fills.IFillModel, fee_model: QuantConnect.Orders.Fees.IFeeModel, slippage_model: QuantConnect.Orders.Slippage.ISlippageModel, settlement_model: QuantConnect.Securities.ISettlementModel, volatility_model: QuantConnect.Securities.IVolatilityModel, buying_power_model: QuantConnect.Securities.IBuyingPowerModel, data_filter: QuantConnect.Securities.Interfaces.ISecurityDataFilter, price_variation_model: QuantConnect.Securities.IPriceVariationModel, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types_provider: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, margin_interest_rate_model: QuantConnect.Securities.IMarginInterestRateModel) -> None:
2394
2393
  """
2395
2394
  Construct a new security vehicle based on the user options.
2396
2395
 
@@ -3114,7 +3113,7 @@ class MarginInterestRateModel(System.Object):
3114
3113
  class ISecurityProvider(metaclass=abc.ABCMeta):
3115
3114
  """Represents a type capable of fetching the holdings for the specified symbol"""
3116
3115
 
3117
- def get_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
3116
+ def get_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
3118
3117
  """
3119
3118
  Retrieves a summary of the holdings for the specified symbol
3120
3119
 
@@ -3367,7 +3366,7 @@ class SecurityTransactionManager(System.Object, QuantConnect.Securities.IOrderPr
3367
3366
  ...
3368
3367
 
3369
3368
  @overload
3370
- def cancel_open_orders(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
3369
+ def cancel_open_orders(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
3371
3370
  """
3372
3371
  Cancels all open orders for the specified symbol
3373
3372
 
@@ -3416,7 +3415,7 @@ class SecurityTransactionManager(System.Object, QuantConnect.Securities.IOrderPr
3416
3415
  ...
3417
3416
 
3418
3417
  @overload
3419
- def get_open_orders(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.List[QuantConnect.Orders.Order]:
3418
+ def get_open_orders(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.List[QuantConnect.Orders.Order]:
3420
3419
  """
3421
3420
  Get a list of all open orders for a symbol.
3422
3421
 
@@ -3460,7 +3459,7 @@ class SecurityTransactionManager(System.Object, QuantConnect.Securities.IOrderPr
3460
3459
  ...
3461
3460
 
3462
3461
  @overload
3463
- def get_open_orders_remaining_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> float:
3462
+ def get_open_orders_remaining_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> float:
3464
3463
  """
3465
3464
  Gets the remaining quantity to be filled from open orders for a Symbol, i.e. order size minus quantity filled
3466
3465
 
@@ -3483,7 +3482,7 @@ class SecurityTransactionManager(System.Object, QuantConnect.Securities.IOrderPr
3483
3482
  ...
3484
3483
 
3485
3484
  @overload
3486
- def get_open_order_tickets(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Orders.OrderTicket]:
3485
+ def get_open_order_tickets(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Orders.OrderTicket]:
3487
3486
  """
3488
3487
  Get an enumerable of open OrderTicket for the specified symbol
3489
3488
 
@@ -4108,7 +4107,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4108
4107
  ...
4109
4108
 
4110
4109
  @overload
4111
- def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
4110
+ def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
4112
4111
  """
4113
4112
  Check if the portfolio contains this symbol string.
4114
4113
 
@@ -4118,7 +4117,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4118
4117
  ...
4119
4118
 
4120
4119
  @overload
4121
- def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
4120
+ def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
4122
4121
  """
4123
4122
  Checks if the dictionary contains the specified key.
4124
4123
 
@@ -4128,7 +4127,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4128
4127
  ...
4129
4128
 
4130
4129
  @overload
4131
- def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityHolding:
4130
+ def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityHolding:
4132
4131
  """
4133
4132
  Indexer for the PortfolioManager class to access the underlying security holdings objects.
4134
4133
 
@@ -4138,7 +4137,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4138
4137
  ...
4139
4138
 
4140
4139
  @overload
4141
- def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityHolding:
4140
+ def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityHolding:
4142
4141
  """
4143
4142
  Indexer method for the base dictioanry to access the objects by their symbol.
4144
4143
 
@@ -4158,7 +4157,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4158
4157
  ...
4159
4158
 
4160
4159
  @overload
4161
- def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.SecurityHolding) -> None:
4160
+ def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.SecurityHolding) -> None:
4162
4161
  """
4163
4162
  Indexer for the PortfolioManager class to access the underlying security holdings objects.
4164
4163
 
@@ -4168,7 +4167,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4168
4167
  ...
4169
4168
 
4170
4169
  @overload
4171
- def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.SecurityHolding) -> None:
4170
+ def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.SecurityHolding) -> None:
4172
4171
  """
4173
4172
  Indexer method for the base dictioanry to access the objects by their symbol.
4174
4173
 
@@ -4178,7 +4177,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4178
4177
  ...
4179
4178
 
4180
4179
  @overload
4181
- def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], holding: QuantConnect.Securities.SecurityHolding) -> None:
4180
+ def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], holding: QuantConnect.Securities.SecurityHolding) -> None:
4182
4181
  """
4183
4182
  Add a new securities string-security to the portfolio.
4184
4183
 
@@ -4242,7 +4241,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4242
4241
  ...
4243
4242
 
4244
4243
  @overload
4245
- def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
4244
+ def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
4246
4245
  """
4247
4246
  Check if the portfolio contains this symbol string.
4248
4247
 
@@ -4252,7 +4251,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4252
4251
  ...
4253
4252
 
4254
4253
  @overload
4255
- def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
4254
+ def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
4256
4255
  """
4257
4256
  Checks if the dictionary contains the specified key.
4258
4257
 
@@ -4271,7 +4270,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4271
4270
  ...
4272
4271
 
4273
4272
  @overload
4274
- def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityHolding:
4273
+ def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityHolding:
4275
4274
  """
4276
4275
  Returns the value for the specified key if key is in dictionary.
4277
4276
 
@@ -4282,7 +4281,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4282
4281
  ...
4283
4282
 
4284
4283
  @overload
4285
- def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.SecurityHolding) -> QuantConnect.Securities.SecurityHolding:
4284
+ def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.SecurityHolding) -> QuantConnect.Securities.SecurityHolding:
4286
4285
  """
4287
4286
  Returns the value for the specified key if key is in dictionary.
4288
4287
 
@@ -4293,7 +4292,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4293
4292
  """
4294
4293
  ...
4295
4294
 
4296
- def get_buying_power(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], direction: QuantConnect.Orders.OrderDirection = ...) -> float:
4295
+ def get_buying_power(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], direction: QuantConnect.Orders.OrderDirection = ...) -> float:
4297
4296
  """
4298
4297
  Gets the margin available for trading a specific symbol in a specific direction.
4299
4298
  Alias for get_margin_remaining(Symbol, OrderDirection)
@@ -4323,7 +4322,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4323
4322
  ...
4324
4323
 
4325
4324
  @overload
4326
- def get_margin_remaining(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], direction: QuantConnect.Orders.OrderDirection = ...) -> float:
4325
+ def get_margin_remaining(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], direction: QuantConnect.Orders.OrderDirection = ...) -> float:
4327
4326
  ...
4328
4327
 
4329
4328
  def has_sufficient_buying_power_for_order(self, orders: typing.List[QuantConnect.Orders.Order]) -> QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult:
@@ -4347,7 +4346,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4347
4346
  ...
4348
4347
 
4349
4348
  @overload
4350
- def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityHolding:
4349
+ def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityHolding:
4351
4350
  """
4352
4351
  Removes and returns an element from a dictionary having the given key.
4353
4352
 
@@ -4358,7 +4357,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4358
4357
  ...
4359
4358
 
4360
4359
  @overload
4361
- def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], default_value: QuantConnect.Securities.SecurityHolding) -> QuantConnect.Securities.SecurityHolding:
4360
+ def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: QuantConnect.Securities.SecurityHolding) -> QuantConnect.Securities.SecurityHolding:
4362
4361
  """
4363
4362
  Removes and returns an element from a dictionary having the given key.
4364
4363
 
@@ -4383,7 +4382,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4383
4382
  ...
4384
4383
 
4385
4384
  @overload
4386
- def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
4385
+ def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
4387
4386
  """
4388
4387
  Remove this symbol from the portfolio.
4389
4388
 
@@ -4392,7 +4391,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4392
4391
  ...
4393
4392
 
4394
4393
  @overload
4395
- def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
4394
+ def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
4396
4395
  """
4397
4396
  Removes the value with the specified key
4398
4397
 
@@ -4432,7 +4431,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4432
4431
  ...
4433
4432
 
4434
4433
  @overload
4435
- def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityHolding:
4434
+ def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityHolding:
4436
4435
  """
4437
4436
  Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.
4438
4437
 
@@ -4443,7 +4442,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4443
4442
  ...
4444
4443
 
4445
4444
  @overload
4446
- def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], default_value: QuantConnect.Securities.SecurityHolding) -> QuantConnect.Securities.SecurityHolding:
4445
+ def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: QuantConnect.Securities.SecurityHolding) -> QuantConnect.Securities.SecurityHolding:
4447
4446
  """
4448
4447
  Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.
4449
4448
 
@@ -4481,7 +4480,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4481
4480
  ...
4482
4481
 
4483
4482
  @overload
4484
- def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], holding: typing.Optional[QuantConnect.Securities.SecurityHolding]) -> typing.Tuple[bool, QuantConnect.Securities.SecurityHolding]:
4483
+ def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], holding: typing.Optional[QuantConnect.Securities.SecurityHolding]) -> typing.Tuple[bool, QuantConnect.Securities.SecurityHolding]:
4485
4484
  """
4486
4485
  Attempt to get the value of the securities holding class if this symbol exists.
4487
4486
 
@@ -4492,7 +4491,7 @@ class SecurityPortfolioManager(QuantConnect.ExtendedDictionary[QuantConnect.Symb
4492
4491
  ...
4493
4492
 
4494
4493
  @overload
4495
- def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Optional[QuantConnect.Securities.SecurityHolding]) -> typing.Tuple[bool, QuantConnect.Securities.SecurityHolding]:
4494
+ def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Optional[QuantConnect.Securities.SecurityHolding]) -> typing.Tuple[bool, QuantConnect.Securities.SecurityHolding]:
4496
4495
  """
4497
4496
  Gets the value associated with the specified key.
4498
4497
 
@@ -5505,7 +5504,7 @@ class BaseSecurityDatabase(typing.Generic[QuantConnect_Securities_BaseSecurityDa
5505
5504
  ...
5506
5505
 
5507
5506
  @overload
5508
- def contains_key(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security_type: QuantConnect.SecurityType) -> bool:
5507
+ def contains_key(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security_type: QuantConnect.SecurityType) -> bool:
5509
5508
  """
5510
5509
  Check whether an entry exists for the specified market/symbol/security-type
5511
5510
 
@@ -5516,7 +5515,7 @@ class BaseSecurityDatabase(typing.Generic[QuantConnect_Securities_BaseSecurityDa
5516
5515
  ...
5517
5516
 
5518
5517
  @staticmethod
5519
- def get_database_symbol_key(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
5518
+ def get_database_symbol_key(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
5520
5519
  """
5521
5520
  Gets the correct string symbol to use as a database key
5522
5521
 
@@ -5620,7 +5619,7 @@ class MarketHoursDatabase(QuantConnect.Securities.BaseSecurityDatabase[QuantConn
5620
5619
  """
5621
5620
  ...
5622
5621
 
5623
- def get_data_time_zone(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security_type: QuantConnect.SecurityType) -> typing.Any:
5622
+ def get_data_time_zone(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security_type: QuantConnect.SecurityType) -> typing.Any:
5624
5623
  """
5625
5624
  Performs a lookup using the specified information and returns the data's time zone if found,
5626
5625
  if an entry is not found, an exception is thrown
@@ -5645,7 +5644,7 @@ class MarketHoursDatabase(QuantConnect.Securities.BaseSecurityDatabase[QuantConn
5645
5644
  ...
5646
5645
 
5647
5646
  @overload
5648
- def get_entry(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security_type: QuantConnect.SecurityType) -> QuantConnect.Securities.MarketHoursDatabase.Entry:
5647
+ def get_entry(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security_type: QuantConnect.SecurityType) -> QuantConnect.Securities.MarketHoursDatabase.Entry:
5649
5648
  """
5650
5649
  Gets the entry for the specified market/symbol/security-type
5651
5650
 
@@ -5667,7 +5666,7 @@ class MarketHoursDatabase(QuantConnect.Securities.BaseSecurityDatabase[QuantConn
5667
5666
  ...
5668
5667
 
5669
5668
  @overload
5670
- def get_exchange_hours(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security_type: QuantConnect.SecurityType) -> QuantConnect.Securities.SecurityExchangeHours:
5669
+ def get_exchange_hours(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security_type: QuantConnect.SecurityType) -> QuantConnect.Securities.SecurityExchangeHours:
5671
5670
  """
5672
5671
  Convenience method for retrieving exchange hours from market hours database using a subscription config
5673
5672
 
@@ -5709,7 +5708,7 @@ class MarketHoursDatabase(QuantConnect.Securities.BaseSecurityDatabase[QuantConn
5709
5708
  ...
5710
5709
 
5711
5710
  @overload
5712
- def try_get_entry(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security_type: QuantConnect.SecurityType, entry: typing.Optional[QuantConnect.Securities.MarketHoursDatabase.Entry]) -> typing.Tuple[bool, QuantConnect.Securities.MarketHoursDatabase.Entry]:
5711
+ def try_get_entry(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security_type: QuantConnect.SecurityType, entry: typing.Optional[QuantConnect.Securities.MarketHoursDatabase.Entry]) -> typing.Tuple[bool, QuantConnect.Securities.MarketHoursDatabase.Entry]:
5713
5712
  """
5714
5713
  Tries to get the entry for the specified market/symbol/security-type
5715
5714
 
@@ -5739,7 +5738,7 @@ class SecurityProviderExtensions(System.Object):
5739
5738
  """Provides extension methods for the ISecurityProvider interface."""
5740
5739
 
5741
5740
  @staticmethod
5742
- def get_holdings_quantity(provider: QuantConnect.Securities.ISecurityProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> float:
5741
+ def get_holdings_quantity(provider: QuantConnect.Securities.ISecurityProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> float:
5743
5742
  """
5744
5743
  Extension method to return the quantity of holdings, if no holdings are present, then zero is returned.
5745
5744
 
@@ -5984,7 +5983,7 @@ class SymbolPropertiesDatabase(QuantConnect.Securities.BaseSecurityDatabase[Quan
5984
5983
  """
5985
5984
  ...
5986
5985
 
5987
- def get_symbol_properties(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security_type: QuantConnect.SecurityType, default_quote_currency: str) -> QuantConnect.Securities.SymbolProperties:
5986
+ def get_symbol_properties(self, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security_type: QuantConnect.SecurityType, default_quote_currency: str) -> QuantConnect.Securities.SymbolProperties:
5988
5987
  """
5989
5988
  Gets the symbol properties for the specified market/symbol/security-type
5990
5989
 
@@ -6201,7 +6200,7 @@ class ContractSecurityFilterUniverse(typing.Generic[QuantConnect_Securities_Cont
6201
6200
  """
6202
6201
  ...
6203
6202
 
6204
- def create_data_instance(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect_Securities_ContractSecurityFilterUniverse_TData:
6203
+ def create_data_instance(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect_Securities_ContractSecurityFilterUniverse_TData:
6205
6204
  """
6206
6205
  Creates a new instance of the data type for the given symbol
6207
6206
 
@@ -6262,7 +6261,7 @@ class ContractSecurityFilterUniverse(typing.Generic[QuantConnect_Securities_Cont
6262
6261
  """
6263
6262
  ...
6264
6263
 
6265
- def is_standard(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
6264
+ def is_standard(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
6266
6265
  """
6267
6266
  Function to determine if the given symbol is a standard contract
6268
6267
 
@@ -6342,14 +6341,14 @@ class UniverseManager(Common.Util.BaseExtendedDictionary[QuantConnect.Symbol, Qu
6342
6341
  ...
6343
6342
 
6344
6343
  @property
6345
- def active_securities(self) -> System.Collections.Generic.IReadOnlyDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
6344
+ def active_securities(self) -> Common.Util.ReadOnlyExtendedDictionary[QuantConnect.Symbol, QuantConnect.Securities.Security]:
6346
6345
  """
6347
6346
  Read-only dictionary containing all active securities. An active security is
6348
6347
  a security that is currently selected by the universe or has holdings or open orders.
6349
6348
  """
6350
6349
  ...
6351
6350
 
6352
- def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.UniverseSelection.Universe:
6351
+ def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.UniverseSelection.Universe:
6353
6352
  """Gets or sets the element with the specified key"""
6354
6353
  ...
6355
6354
 
@@ -6357,11 +6356,11 @@ class UniverseManager(Common.Util.BaseExtendedDictionary[QuantConnect.Symbol, Qu
6357
6356
  """Initializes a new instance of the UniverseManager class"""
6358
6357
  ...
6359
6358
 
6360
- def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Data.UniverseSelection.Universe) -> None:
6359
+ def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Data.UniverseSelection.Universe) -> None:
6361
6360
  """Gets or sets the element with the specified key"""
6362
6361
  ...
6363
6362
 
6364
- def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Data.UniverseSelection.Universe) -> None:
6363
+ def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Data.UniverseSelection.Universe) -> None:
6365
6364
  """Adds an element with the provided key and value to the dictionary"""
6366
6365
  ...
6367
6366
 
@@ -6378,11 +6377,11 @@ class UniverseManager(Common.Util.BaseExtendedDictionary[QuantConnect.Symbol, Qu
6378
6377
  """Will trigger collection changed event if required"""
6379
6378
  ...
6380
6379
 
6381
- def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
6380
+ def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
6382
6381
  """Removes the element with the specified key from the dictionary"""
6383
6382
  ...
6384
6383
 
6385
- def update(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Data.UniverseSelection.Universe, action: System.Collections.Specialized.NotifyCollectionChangedAction) -> None:
6384
+ def update(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Data.UniverseSelection.Universe, action: System.Collections.Specialized.NotifyCollectionChangedAction) -> None:
6386
6385
  """Updates an element with the provided key and value to the dictionary"""
6387
6386
  ...
6388
6387
 
@@ -6417,7 +6416,7 @@ class SecurityCacheProvider(System.Object):
6417
6416
  """
6418
6417
  ...
6419
6418
 
6420
- def get_security_cache(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityCache:
6419
+ def get_security_cache(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityCache:
6421
6420
  """
6422
6421
  Will return the SecurityCache instance to use for a give Symbol.
6423
6422
  If the provided Symbol is a custom type which has an underlying we will try to use the
@@ -6436,17 +6435,17 @@ class SecurityService(System.Object, QuantConnect.Interfaces.ISecurityService):
6436
6435
  """Creates a new instance of the SecurityService class"""
6437
6436
  ...
6438
6437
 
6439
- def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
6438
+ def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
6440
6439
  """Creates a new security"""
6441
6440
  ...
6442
6441
 
6443
6442
  @overload
6444
- def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], subscription_data_config_list: typing.List[QuantConnect.Data.SubscriptionDataConfig], leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None, seed_security: bool = True) -> QuantConnect.Securities.Security:
6443
+ def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], subscription_data_config_list: typing.List[QuantConnect.Data.SubscriptionDataConfig], leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None, seed_security: bool = True) -> QuantConnect.Securities.Security:
6445
6444
  """Creates a new security"""
6446
6445
  ...
6447
6446
 
6448
6447
  @overload
6449
- def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], subscription_data_config: QuantConnect.Data.SubscriptionDataConfig, leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None, seed_security: bool = True) -> QuantConnect.Securities.Security:
6448
+ def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], subscription_data_config: QuantConnect.Data.SubscriptionDataConfig, leverage: float = 0, add_to_symbol_cache: bool = True, underlying: QuantConnect.Securities.Security = None, seed_security: bool = True) -> QuantConnect.Securities.Security:
6450
6449
  """Creates a new security"""
6451
6450
  ...
6452
6451
 
@@ -7161,7 +7160,7 @@ class SecurityDefinitionSymbolResolver(System.Object):
7161
7160
  """
7162
7161
 
7163
7162
  @overload
7164
- def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Optional[int]:
7163
+ def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Optional[int]:
7165
7164
  """
7166
7165
  Get's the CIK value associated with the given Symbol
7167
7166
 
@@ -7195,7 +7194,7 @@ class SecurityDefinitionSymbolResolver(System.Object):
7195
7194
  ...
7196
7195
 
7197
7196
  @overload
7198
- def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
7197
+ def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
7199
7198
  """
7200
7199
  Converts a Lean Symbol to its composite FIGI representation
7201
7200
 
@@ -7217,7 +7216,7 @@ class SecurityDefinitionSymbolResolver(System.Object):
7217
7216
  ...
7218
7217
 
7219
7218
  @overload
7220
- def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
7219
+ def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
7221
7220
  """
7222
7221
  Converts a Lean Symbol to its CUSIP number
7223
7222
 
@@ -7250,7 +7249,7 @@ class SecurityDefinitionSymbolResolver(System.Object):
7250
7249
  ...
7251
7250
 
7252
7251
  @overload
7253
- def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
7252
+ def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
7254
7253
  """
7255
7254
  Converts a Lean Symbol to its ISIN representation
7256
7255
 
@@ -7281,7 +7280,7 @@ class SecurityDefinitionSymbolResolver(System.Object):
7281
7280
  ...
7282
7281
 
7283
7282
  @overload
7284
- def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
7283
+ def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
7285
7284
  """
7286
7285
  Converts a Lean Symbol to its SEDOL representation
7287
7286
 
@@ -7569,7 +7568,7 @@ class OptionFilterUniverse(QuantConnect.Securities.ContractSecurityFilterUnivers
7569
7568
  """
7570
7569
  ...
7571
7570
 
7572
- def create_data_instance(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.UniverseSelection.OptionUniverse:
7571
+ def create_data_instance(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.UniverseSelection.OptionUniverse:
7573
7572
  """
7574
7573
  Creates a new instance of the data type for the given symbol
7575
7574
 
@@ -7654,7 +7653,7 @@ class OptionFilterUniverse(QuantConnect.Securities.ContractSecurityFilterUnivers
7654
7653
  """
7655
7654
  ...
7656
7655
 
7657
- def is_standard(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
7656
+ def is_standard(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
7658
7657
  """
7659
7658
  Determine if the given Option contract symbol is standard
7660
7659
 
@@ -8002,7 +8001,7 @@ class FutureFilterUniverse(QuantConnect.Securities.ContractSecurityFilterUnivers
8002
8001
  """Constructs FutureFilterUniverse"""
8003
8002
  ...
8004
8003
 
8005
- def create_data_instance(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.UniverseSelection.FutureUniverse:
8004
+ def create_data_instance(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.UniverseSelection.FutureUniverse:
8006
8005
  """
8007
8006
  Creates a new instance of the data type for the given symbol
8008
8007
 
@@ -8022,7 +8021,7 @@ class FutureFilterUniverse(QuantConnect.Securities.ContractSecurityFilterUnivers
8022
8021
  """
8023
8022
  ...
8024
8023
 
8025
- def is_standard(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
8024
+ def is_standard(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
8026
8025
  """
8027
8026
  Determine if the given Future contract symbol is standard
8028
8027