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

QuantConnect/Interfaces/__init__.pyi

@@ -5,6 +5,7 @@ import datetime
 import typing
 import warnings
 
+import Common.Util
 import QuantConnect
 import QuantConnect.Algorithm.Framework.Alphas
 import QuantConnect.Algorithm.Framework.Alphas.Analysis
@@ -684,7 +685,7 @@ class IJobQueueHandler(metaclass=abc.ABCMeta):
 class ISubscriptionDataConfigProvider(metaclass=abc.ABCMeta):
     """Reduced interface which provides access to registered SubscriptionDataConfig"""
 
-    def get_subscription_data_configs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, include_internal_configs: bool = False) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
+    def get_subscription_data_configs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, include_internal_configs: bool = False) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
         """
         Gets a list of all registered SubscriptionDataConfig for a given Symbol if any
         else will return the whole list of subscriptions
@@ -705,7 +706,7 @@ class ISubscriptionDataConfigService(QuantConnect.Interfaces.ISubscriptionDataCo
         ...
 
     @overload
-    def add(self, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> QuantConnect.Data.SubscriptionDataConfig:
+    def add(self, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> QuantConnect.Data.SubscriptionDataConfig:
         """
         Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration.
         Can optionally pass in desired subscription data type to use.
@@ -714,7 +715,7 @@ class ISubscriptionDataConfigService(QuantConnect.Interfaces.ISubscriptionDataCo
         ...
 
     @overload
-    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, subscription_data_types: typing.List[System.Tuple[typing.Type, QuantConnect.TickType]] = None, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
+    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, subscription_data_types: typing.List[System.Tuple[typing.Type, QuantConnect.TickType]] = None, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
         """
         Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration.
         Can optionally pass in desired subscription data types to use.
@@ -981,7 +982,7 @@ class IDataQueueUniverseProvider(metaclass=abc.ABCMeta):
         """
         ...
 
-    def lookup_symbols(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], include_expired: bool, security_currency: str = None) -> typing.Iterable[QuantConnect.Symbol]:
+    def lookup_symbols(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], include_expired: bool, security_currency: str = None) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Method returns a collection of Symbols that are available at the data source.
         
@@ -1697,7 +1698,7 @@ class IDataChannelProvider(metaclass=abc.ABCMeta):
 class IFutureChainProvider(metaclass=abc.ABCMeta):
     """Provides the full future chain for a given underlying."""
 
-    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of future contracts for a given underlying symbol
         
@@ -1774,7 +1775,7 @@ class ITradeBuilder(metaclass=abc.ABCMeta):
         """
         ...
 
-    def has_open_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def has_open_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Returns true if there is an open position for the symbol
         
@@ -1802,7 +1803,7 @@ class ITradeBuilder(metaclass=abc.ABCMeta):
         """
         ...
 
-    def set_market_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], price: float) -> None:
+    def set_market_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], price: float) -> None:
         """
         Sets the current market price for the symbol
         
@@ -1823,7 +1824,7 @@ class ITradeBuilder(metaclass=abc.ABCMeta):
 class IOptionChainProvider(metaclass=abc.ABCMeta):
     """Provides the full option chain for a given underlying."""
 
-    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of option contracts for a given underlying symbol
         
@@ -2268,7 +2269,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
+    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
         """
         Creates and adds a new single Future contract to the algorithm
         
@@ -2281,7 +2282,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
+    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
         """
         Creates and adds a new single Option contract to the algorithm
         
@@ -2312,7 +2313,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         ...
 
     @overload
-    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
+    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
         """
         Set a required SecurityType-symbol and resolution for algorithm
         
@@ -2362,7 +2363,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.BaseData:
+    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.BaseData:
         """
         Get the last known price using the history provider.
         Useful for seeding securities with the correct price
@@ -2373,7 +2374,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         ...
 
     @overload
-    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.BaseData]:
+    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.BaseData]:
         """
         Yields data to warmup a security for all it's subscribed data types
         
@@ -2432,7 +2433,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def get_parameters(self) -> System.Collections.Generic.IReadOnlyDictionary[str, str]:
+    def get_parameters(self) -> Common.Util.ReadOnlyExtendedDictionary[str, str]:
         """Gets a read-only dictionary with all current parameters"""
         ...
 
@@ -2440,7 +2441,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """Initialise the Algorithm and Prepare Required Data:"""
         ...
 
-    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, asynchronous: bool = False, tag: str = "Liquidated", order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
+    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, asynchronous: bool = False, tag: str = "Liquidated", order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
         """
         Liquidate your portfolio holdings
         
@@ -2599,7 +2600,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
+    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
         """
         Removes the security with the specified symbol. This will cancel all
         open orders and then liquidate any existing holdings
@@ -2845,7 +2846,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
+    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
         """
         Determines if the Symbol is shortable at the brokerage
         
@@ -2858,7 +2859,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> int:
+    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> int:
         """
         Gets the quantity shortable for the given asset
         
@@ -2887,7 +2888,7 @@ class IAlgorithm(QuantConnect.Interfaces.ISecurityInitializerProvider, QuantConn
         """
         ...
 
-    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         For the given symbol will resolve the ticker it used at the current algorithm date
         
@@ -3250,17 +3251,17 @@ class ITimeInForceHandler(metaclass=abc.ABCMeta):
 class ISecurityService(metaclass=abc.ABCMeta):
     """This interface exposes methods for creating a new Security"""
 
-    def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Security:
+    def create_benchmark_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Security:
         """Creates a new benchmark security"""
         ...
 
     @overload
-    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:
+    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:
         """Creates a new security"""
         ...
 
     @overload
-    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:
+    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:
         """Creates a new security"""
         ...
 
@@ -3300,7 +3301,7 @@ class IDataCacheProvider(System.IDisposable, metaclass=abc.ABCMeta):
 class IFactorFileProvider(metaclass=abc.ABCMeta):
     """Provides instances of FactorFile{T} at run time"""
 
-    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
+    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
         """
         Gets a FactorFile{T} instance for the specified symbol, or null if not found
         

QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi

@@ -1374,7 +1374,7 @@ class BaseDataCollectionAggregatorEnumerator(System.Object, System.Collections.G
         """Gets the element in the collection at the current position of the enumerator."""
         ...
 
-    def __init__(self, enumerator: System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], live_mode: bool = False) -> None:
+    def __init__(self, enumerator: System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], live_mode: bool = False) -> None:
         """
         Initializes a new instance of the BaseDataCollectionAggregatorEnumerator class
         This will aggregate instances emitted from the underlying enumerator and tag them with the

QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi

@@ -8,6 +8,7 @@ import QuantConnect.Data.Market
 import QuantConnect.Interfaces
 import QuantConnect.Lean.Engine.DataFeeds.Queues
 import QuantConnect.Packets
+import QuantConnect.Securities
 import System
 import System.Collections.Generic
 
@@ -77,7 +78,7 @@ class FakeDataQueue(System.Object, QuantConnect.Interfaces.IDataQueueHandler, Qu
         """Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources."""
         ...
 
-    def lookup_symbols(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], include_expired: bool, security_currency: str = None) -> typing.Iterable[QuantConnect.Symbol]:
+    def lookup_symbols(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], include_expired: bool, security_currency: str = None) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Method returns a collection of Symbols that are available at the data source.
         

QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi

@@ -6,6 +6,7 @@ import typing
 import QuantConnect
 import QuantConnect.Data.Market
 import QuantConnect.Lean.Engine.DataFeeds.WorkScheduling
+import QuantConnect.Securities
 import System
 
 
@@ -15,7 +16,7 @@ class WorkScheduler(System.Object, metaclass=abc.ABCMeta):
     workers_count: int = ...
     """The quantity of workers to be used"""
 
-    def queue_work(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], work_func: typing.Callable[[int], bool], weight_func: typing.Callable[[], int]) -> None:
+    def queue_work(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], work_func: typing.Callable[[int], bool], weight_func: typing.Callable[[], int]) -> None:
         """
         Add a new work item to the queue
         
@@ -49,7 +50,7 @@ class WeightedWorkScheduler(QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.Wo
         """Execute the given action in all workers once"""
         ...
 
-    def queue_work(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], work_func: typing.Callable[[int], bool], weight_func: typing.Callable[[], int]) -> None:
+    def queue_work(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], work_func: typing.Callable[[int], bool], weight_func: typing.Callable[[], int]) -> None:
         """
         Add a new work item to the queue
         

QuantConnect/Lean/Engine/DataFeeds/__init__.pyi

@@ -634,7 +634,7 @@ class CachingFutureChainProvider(System.Object, QuantConnect.Interfaces.IFutureC
         """
         ...
 
-    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of future contracts for a given underlying symbol
         
@@ -749,7 +749,7 @@ class BacktestingChainProvider(System.Object, metaclass=abc.ABCMeta):
         """
         ...
 
-    def get_symbols(self, canonical_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_symbols(self, canonical_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Get the contract symbols associated with the given canonical symbol and date
         
@@ -770,7 +770,7 @@ class BacktestingChainProvider(System.Object, metaclass=abc.ABCMeta):
         ...
 
     @staticmethod
-    def is_contract_expired(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> bool:
+    def is_contract_expired(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> bool:
         """
         Helper method to determine if a contract is expired for the requested date
         
@@ -783,7 +783,7 @@ class BacktestingChainProvider(System.Object, metaclass=abc.ABCMeta):
 class BacktestingOptionChainProvider(QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider, QuantConnect.Interfaces.IOptionChainProvider):
     """An implementation of IOptionChainProvider that reads the list of contracts from open interest zip data files"""
 
-    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of option contracts for a given underlying symbol
         
@@ -801,7 +801,7 @@ class LiveOptionChainProvider(QuantConnect.Lean.Engine.DataFeeds.BacktestingOpti
     from the Options Clearing Corporation (OCC) website
     """
 
-    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the option chain associated with the underlying Symbol
         
@@ -1408,7 +1408,7 @@ class DataManager(System.Object, QuantConnect.Interfaces.IAlgorithmSubscriptionM
         ...
 
     @overload
-    def add(self, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> QuantConnect.Data.SubscriptionDataConfig:
+    def add(self, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> QuantConnect.Data.SubscriptionDataConfig:
         """
         Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration.
         Can optionally pass in desired subscription data type to use.
@@ -1417,7 +1417,7 @@ class DataManager(System.Object, QuantConnect.Interfaces.IAlgorithmSubscriptionM
         ...
 
     @overload
-    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, subscription_data_types: typing.List[System.Tuple[typing.Type, QuantConnect.TickType]] = None, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
+    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False, is_filtered_subscription: bool = True, is_internal_feed: bool = False, is_custom_data: bool = False, subscription_data_types: typing.List[System.Tuple[typing.Type, QuantConnect.TickType]] = None, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
         """
         Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration.
         Can optionally pass in desired subscription data types to use.
@@ -1434,7 +1434,7 @@ class DataManager(System.Object, QuantConnect.Interfaces.IAlgorithmSubscriptionM
         """
         ...
 
-    def get_subscription_data_configs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, include_internal_configs: bool = False) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
+    def get_subscription_data_configs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, include_internal_configs: bool = False) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
         """Gets a list of all registered SubscriptionDataConfig for a given Symbol"""
         ...
 
@@ -1595,7 +1595,7 @@ class ZipDataCacheProvider(System.Object, QuantConnect.Interfaces.IDataCacheProv
 class BacktestingFutureChainProvider(QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider, QuantConnect.Interfaces.IFutureChainProvider):
     """An implementation of IFutureChainProvider that reads the list of contracts from open interest zip data files"""
 
-    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of future contracts for a given underlying symbol
         
@@ -1606,7 +1606,7 @@ class BacktestingFutureChainProvider(QuantConnect.Lean.Engine.DataFeeds.Backtest
         ...
 
     @staticmethod
-    def get_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Symbol:
+    def get_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Symbol:
         """
         Helper method to get the symbol to use
         
@@ -1646,7 +1646,7 @@ class CurrencySubscriptionDataConfigManager(System.Object):
         """
         ...
 
-    def get_subscription_data_config_to_remove(self, added_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.SubscriptionDataConfig:
+    def get_subscription_data_config_to_remove(self, added_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.SubscriptionDataConfig:
         """
         Will verify if there are any SubscriptionDataConfig to be removed
         for a given added Symbol.
@@ -1711,7 +1711,7 @@ class DownloaderDataProvider(QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDa
         ...
 
     @staticmethod
-    def filter_and_group_download_data_by_symbol(download_data: typing.List[QuantConnect.Data.BaseData], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data_type: typing.Type, exchange_time_zone: typing.Any, data_time_zone: typing.Any, downloader_start_time_utc: typing.Union[datetime.datetime, datetime.date], downloader_end_time_utc: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[System.Linq.IGrouping[QuantConnect.Symbol, QuantConnect.Data.BaseData]]:
+    def filter_and_group_download_data_by_symbol(download_data: typing.List[QuantConnect.Data.BaseData], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data_type: typing.Type, exchange_time_zone: typing.Any, data_time_zone: typing.Any, downloader_start_time_utc: typing.Union[datetime.datetime, datetime.date], downloader_end_time_utc: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[System.Linq.IGrouping[QuantConnect.Symbol, QuantConnect.Data.BaseData]]:
         """
         Filters and groups the provided download data by symbol, based on specified criteria.
         
@@ -1726,7 +1726,7 @@ class DownloaderDataProvider(QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDa
         """
         ...
 
-    def get_downloaded_data(self, downloader_data_parameters: typing.List[QuantConnect.DataDownloaderGetParameters], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_time_zone: typing.Any, data_time_zone: typing.Any, data_type: typing.Type) -> typing.Iterable[System.Linq.IGrouping[QuantConnect.Symbol, QuantConnect.Data.BaseData]]:
+    def get_downloaded_data(self, downloader_data_parameters: typing.List[QuantConnect.DataDownloaderGetParameters], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_time_zone: typing.Any, data_time_zone: typing.Any, data_type: typing.Type) -> typing.Iterable[System.Linq.IGrouping[QuantConnect.Symbol, QuantConnect.Data.BaseData]]:
         """
         Retrieves downloaded data grouped by symbol based on IDownloadProvider.
         
@@ -2187,7 +2187,7 @@ class DataQueueHandlerManager(System.Object, QuantConnect.Interfaces.IDataQueueH
         """
         ...
 
-    def lookup_symbols(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], include_expired: bool, security_currency: str = None) -> typing.Iterable[QuantConnect.Symbol]:
+    def lookup_symbols(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], include_expired: bool, security_currency: str = None) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Method returns a collection of Symbols that are available at the data source.
         
@@ -2259,7 +2259,7 @@ class LiveFutureChainProvider(QuantConnect.Lean.Engine.DataFeeds.BacktestingFutu
     from an external source
     """
 
-    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_future_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of future contracts for a given underlying symbol
         
@@ -2674,7 +2674,7 @@ class CachingOptionChainProvider(System.Object, QuantConnect.Interfaces.IOptionC
         """
         ...
 
-    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of option contracts for a given underlying symbol
         
@@ -2711,7 +2711,7 @@ class BaseDataExchange(System.Object):
             """The enumerator this handler handles"""
             ...
 
-        def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], enumerator: System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData], should_move_next: typing.Callable[[], bool] = None, handle_data: typing.Callable[[QuantConnect.Data.BaseData], typing.Any] = None) -> None:
+        def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], enumerator: System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData], should_move_next: typing.Callable[[], bool] = None, handle_data: typing.Callable[[QuantConnect.Data.BaseData], typing.Any] = None) -> None:
             """
             Initializes a new instance of the EnumeratorHandler class
             
@@ -2772,7 +2772,7 @@ class BaseDataExchange(System.Object):
         ...
 
     @overload
-    def add_enumerator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], enumerator: System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData], should_move_next: typing.Callable[[], bool] = None, enumerator_finished: typing.Callable[[QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler], typing.Any] = None, handle_data: typing.Callable[[QuantConnect.Data.BaseData], typing.Any] = None) -> None:
+    def add_enumerator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], enumerator: System.Collections.Generic.IEnumerator[QuantConnect.Data.BaseData], should_move_next: typing.Callable[[], bool] = None, enumerator_finished: typing.Callable[[QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler], typing.Any] = None, handle_data: typing.Callable[[QuantConnect.Data.BaseData], typing.Any] = None) -> None:
         """
         Adds the enumerator to this exchange. If it has already been added
         then it will remain registered in the exchange only once
@@ -2786,7 +2786,7 @@ class BaseDataExchange(System.Object):
         """
         ...
 
-    def remove_enumerator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler:
+    def remove_enumerator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler:
         """
         Removes and returns enumerator handler with the specified symbol.
         The removed handler is returned, null if not found

QuantConnect/Lean/Engine/HistoricalData/__init__.pyi

@@ -95,7 +95,7 @@ class SynchronizingHistoryProvider(QuantConnect.Data.HistoryProviderBase, metacl
         ...
 
     @staticmethod
-    def get_security_exchange(exchange: QuantConnect.Securities.SecurityExchange, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityExchange:
+    def get_security_exchange(exchange: QuantConnect.Securities.SecurityExchange, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityExchange:
         """
         Retrieves the appropriate SecurityExchange based on the data type and symbol.
         

QuantConnect/Lean/Engine/Results/__init__.pyi

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

QuantConnect/Notifications/__init__.pyi

@@ -8,8 +8,6 @@ import System
 import System.Collections.Concurrent
 import System.Collections.Generic
 
-JsonConverter = typing.Any
-
 
 class Notification(System.Object, metaclass=abc.ABCMeta):
     """Local/desktop implementation of messaging system for Lean Engine."""
@@ -325,7 +323,7 @@ class NotificationExtensions(System.Object):
         ...
 
 
-class NotificationJsonConverter(JsonConverter):
+class NotificationJsonConverter:
     """Defines a JsonConverter to be used when deserializing to the Notification class."""
 
     @property

QuantConnect/Optimizer/Parameters/__init__.pyi

@@ -7,8 +7,6 @@ import QuantConnect.Optimizer.Parameters
 import System
 import System.Collections.Generic
 
-JsonConverter = typing.Any
-
 QuantConnect_Optimizer_Parameters_OptimizationParameterEnumerator_T = typing.TypeVar("QuantConnect_Optimizer_Parameters_OptimizationParameterEnumerator_T")
 
 
@@ -206,7 +204,7 @@ class OptimizationParameterEnumerator(typing.Generic[QuantConnect_Optimizer_Para
         ...
 
 
-class OptimizationParameterJsonConverter(JsonConverter):
+class OptimizationParameterJsonConverter:
     """
     Override OptimizationParameter deserialization method.
     Can handle OptimizationStepParameter instances

QuantConnect/Orders/Fees/__init__.pyi

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