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.
- Common/Data/Consolidators/__init__.pyi +1 -1
- QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
- QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
- QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
- QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
- QuantConnect/Algorithm/__init__.pyi +365 -310
- QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +12 -11
- QuantConnect/Api/Serialization/__init__.pyi +1 -3
- QuantConnect/Api/__init__.pyi +67 -8
- QuantConnect/Benchmarks/__init__.pyi +1 -1
- QuantConnect/Brokerages/Authentication/__init__.pyi +10 -2
- QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
- QuantConnect/Brokerages/__init__.pyi +82 -11
- QuantConnect/Commands/__init__.pyi +3 -2
- QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
- QuantConnect/Data/Common/__init__.pyi +1 -1
- QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
- QuantConnect/Data/Fundamental/__init__.pyi +11 -12
- QuantConnect/Data/Market/__init__.pyi +42 -42
- QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
- QuantConnect/Data/__init__.pyi +44 -45
- QuantConnect/DataSource/__init__.pyi +7 -7
- QuantConnect/Indicators/__init__.pyi +238 -98
- QuantConnect/Interfaces/__init__.pyi +24 -23
- QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
- QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
- QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
- QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
- QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
- QuantConnect/Lean/Engine/Results/__init__.pyi +0 -38
- QuantConnect/Notifications/__init__.pyi +1 -3
- QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
- QuantConnect/Orders/Fees/__init__.pyi +35 -0
- QuantConnect/Orders/__init__.pyi +75 -28
- QuantConnect/Python/__init__.pyi +1 -1
- QuantConnect/Report/__init__.pyi +3 -5
- QuantConnect/Research/__init__.pyi +17 -16
- QuantConnect/Scheduling/__init__.pyi +17 -17
- QuantConnect/Securities/Cfd/__init__.pyi +2 -2
- QuantConnect/Securities/Crypto/__init__.pyi +2 -2
- QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
- QuantConnect/Securities/Equity/__init__.pyi +1 -1
- QuantConnect/Securities/Forex/__init__.pyi +1 -1
- QuantConnect/Securities/Future/__init__.pyi +8 -8
- QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
- QuantConnect/Securities/Index/__init__.pyi +2 -2
- QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
- QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
- QuantConnect/Securities/Option/__init__.pyi +54 -54
- QuantConnect/Securities/Positions/__init__.pyi +6 -6
- QuantConnect/Securities/__init__.pyi +80 -81
- QuantConnect/Statistics/__init__.pyi +2 -2
- QuantConnect/Util/__init__.pyi +36 -37
- QuantConnect/__init__.pyi +69 -68
- System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
- System/ComponentModel/__init__.pyi +1 -1
- System/IO/__init__.pyi +12 -0
- System/Threading/__init__.pyi +3 -3
- {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/METADATA +1 -1
- {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/RECORD +62 -62
- {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/WHEEL +0 -0
- {quantconnect_stubs-17397.dist-info → quantconnect_stubs-17412.dist-info}/top_level.txt +0 -0
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@@ -35,7 +35,6 @@ import System.Collections.Specialized
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DynamicObject = typing.Any
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QuantConnect_Securities_MarketHoursDatabase = typing.Any
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QuantConnect_Securities_MarketHoursDatabase_Entry = typing.Any
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IDynamicMetaObjectProvider = typing.Any
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QuantConnect_Securities_SymbolPropertiesDatabase = typing.Any
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QuantConnect_Securities_SecurityDatabaseKey = typing.Any
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QuantConnect_Securities_OptionFilterUniverse = typing.Any
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@@ -106,7 +105,7 @@ class SecurityManager(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, Quant
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@overload
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def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def __contains__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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@overload
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def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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@overload
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def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
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def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
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"""
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Indexer method for the security manager to access the securities objects by their symbol.
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@overload
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def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
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def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
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"""
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@overload
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def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.Security) -> None:
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def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.Security) -> None:
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"""
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Indexer method for the security manager to access the securities objects by their symbol.
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@overload
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def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.Security) -> None:
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def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.Security) -> None:
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"""
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@overload
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def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security: QuantConnect.Securities.Security) -> None:
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def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security: QuantConnect.Securities.Security) -> None:
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"""
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Add a new security with this symbol to the collection.
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def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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@overload
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def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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"""
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def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
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def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
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"""Creates a new benchmark security"""
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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:
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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:
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"""Creates a new security"""
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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:
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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:
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"""Creates a new security"""
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def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
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def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
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"""
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@overload
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def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
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def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
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"""
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def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
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def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
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"""
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def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], default_value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
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def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
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def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: QuantConnect.Securities.Security) -> QuantConnect.Securities.Security:
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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]:
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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]:
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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]:
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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]:
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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:
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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:
|
|
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|
"""Construct a new security vehicle based on the user options."""
|
|
2390
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|
...
|
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2391
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|
|
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2392
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|
@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:
|
|
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|
"""
|
|
2395
2394
|
Construct a new security vehicle based on the user options.
|
|
2396
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|
|
|
@@ -3114,7 +3113,7 @@ class MarginInterestRateModel(System.Object):
|
|
|
3114
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|
class ISecurityProvider(metaclass=abc.ABCMeta):
|
|
3115
3114
|
"""Represents a type capable of fetching the holdings for the specified symbol"""
|
|
3116
3115
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|
|
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
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|
"""
|
|
3119
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|
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
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|
@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
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|
"""
|
|
3372
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|
Cancels all open orders for the specified symbol
|
|
3373
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|
|
|
@@ -3416,7 +3415,7 @@ class SecurityTransactionManager(System.Object, QuantConnect.Securities.IOrderPr
|
|
|
3416
3415
|
...
|
|
3417
3416
|
|
|
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|
@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
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|
"""
|
|
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
|
|
|
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|
@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
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|
"""
|
|
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) ->
|
|
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
|
|