quantconnect-stubs 17410__py3-none-any.whl → 17411__py3-none-any.whl

QuantConnect/Algorithm/__init__.pyi

@@ -4378,6 +4378,30 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
+    def nhnl(self, symbols: typing.List[QuantConnect.Symbol], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NewHighsNewLows:
+        """
+        Creates a new New Highs - New Lows indicator
+        
+        :param symbols: The symbols whose NHNL we want
+        :param period: The period over which to compute the NHNL
+        :param resolution: The resolution
+        :param selector: Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a IBaseDataBar
+        :returns: The NewHighsNewLows indicator for the requested symbols over the specified period.
+        """
+        ...
+
+    def nhnlv(self, symbols: typing.List[QuantConnect.Symbol], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.NewHighsNewLowsVolume:
+        """
+        Creates a new New Highs - New Lows Volume indicator
+        
+        :param symbols: The symbols whose NHNLV we want
+        :param period: The period over which to compute the NHNLV
+        :param resolution: The resolution
+        :param selector: Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar
+        :returns: The NewHighsNewLowsVolume indicator for the requested symbols over the specified period.
+        """
+        ...
+
     def obv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.OnBalanceVolume:
         """
         Creates a new On Balance Volume indicator. This will compute the cumulative total volume

QuantConnect/Api/__init__.pyi

@@ -24,7 +24,34 @@ import System.Text.RegularExpressions
 JsonConverter = typing.Any
 
 
-class ApiConnection(System.Object):
+class ApiUtils(System.Object):
+    """API utility methods"""
+
+    @staticmethod
+    def create_json_post_request(endpoint: str, payload: typing.Any = None, json_serializer_settings: typing.Any = None) -> typing.Any:
+        """
+        Creates a POST HttpRequestMessage with the specified endpoint and payload as json body
+        
+        :param endpoint: The request endpoint
+        :param payload: The request payload
+        :param json_serializer_settings: Settings for the json serializer
+        :returns: The POST request.
+        """
+        ...
+
+    @staticmethod
+    def create_post_request(endpoint: str, payload: typing.List[System.Collections.Generic.KeyValuePair[str, str]] = None) -> typing.Any:
+        """
+        Creates a POST HttpRequestMessage with the specified endpoint and payload as form url encoded content.
+        
+        :param endpoint: The request endpoint
+        :param payload: The request payload
+        :returns: The POST request.
+        """
+        ...
+
+
+class ApiConnection(System.Object, System.IDisposable):
     """API Connection and Hash Manager"""
 
     @property
@@ -69,6 +96,10 @@ class ApiConnection(System.Object):
         """
         ...
 
+    def dispose(self) -> None:
+        """Disposes of the HTTP client"""
+        ...
+
     def set_client(self, base_url: str, default_headers: System.Collections.Generic.Dictionary[str, str] = None, timeout: int = 0) -> None:
         """
         Overrides the current client

QuantConnect/Brokerages/Authentication/__init__.pyi

@@ -166,6 +166,15 @@ class OAuthTokenHandler(typing.Generic[QuantConnect_Brokerages_Authentication_OA
         """
         ...
 
+    def dispose(self, disposing: bool) -> None:
+        """
+        Disposes of resources
+        
+        
+        This codeEntityType is protected.
+        """
+        ...
+
     def get_access_token(self, cancellation_token: System.Threading.CancellationToken) -> QuantConnect.Brokerages.Authentication.TokenCredentials:
         """
         Retrieves a valid access token from the Lean platform.

QuantConnect/Indicators/__init__.pyi

@@ -19,6 +19,7 @@ QuantConnect_Indicators_IndicatorDataPoint = typing.Any
 QuantConnect_Indicators_IIndicator = typing.Any
 
 QuantConnect_Indicators_ConstantIndicator_T = typing.TypeVar("QuantConnect_Indicators_ConstantIndicator_T")
+QuantConnect_Indicators_NewHighsNewLows_T = typing.TypeVar("QuantConnect_Indicators_NewHighsNewLows_T")
 QuantConnect_Indicators_DualSymbolIndicator_TInput = typing.TypeVar("QuantConnect_Indicators_DualSymbolIndicator_TInput")
 QuantConnect_Indicators_IndicatorBase_T = typing.TypeVar("QuantConnect_Indicators_IndicatorBase_T")
 QuantConnect_Indicators_WindowIndicator_T = typing.TypeVar("QuantConnect_Indicators_WindowIndicator_T")
@@ -5425,6 +5426,108 @@ class ConnorsRelativeStrengthIndex(QuantConnect.Indicators.Indicator, QuantConne
         ...
 
 
+class NewHighsNewLows(typing.Generic[QuantConnect_Indicators_NewHighsNewLows_T], QuantConnect.Indicators.IndicatorBase[QuantConnect_Indicators_NewHighsNewLows_T], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, metaclass=abc.ABCMeta):
+    """
+    The New Highs - New Lows indicator displays the daily difference or ratio between
+    the number of assets reaching new highs and the number of stocks reaching new lows
+    in defined time period.
+    """
+
+    @property
+    def difference(self) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar]:
+        """
+        Difference between the number of assets reaching new highs and the number of assets
+        reaching new lows in defined time period.
+        """
+        ...
+
+    @property
+    def ratio(self) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar]:
+        """
+        Ratio between the number of assets reaching new highs and the number of assets
+        reaching new lows in defined time period.
+        """
+        ...
+
+    @property
+    def new_highs(self) -> System.Collections.Generic.ICollection[QuantConnect_Indicators_NewHighsNewLows_T]:
+        """
+        List of assets that reached new high
+        
+        
+        This codeEntityType is protected.
+        """
+        ...
+
+    @property
+    def new_lows(self) -> System.Collections.Generic.ICollection[QuantConnect_Indicators_NewHighsNewLows_T]:
+        """
+        List of assets that reached new high
+        
+        
+        This codeEntityType is protected.
+        """
+        ...
+
+    @property
+    def is_ready(self) -> bool:
+        """Gets a flag indicating when this indicator is ready and fully initialized"""
+        ...
+
+    @property
+    def warm_up_period(self) -> int:
+        """Required period, in data points, for the indicator to be ready and fully initialized."""
+        ...
+
+    def __init__(self, name: str, period: int) -> None:
+        """Initializes a new instance of the NewHighsNewLows class"""
+        ...
+
+    def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+        """
+        Add tracking asset issue
+        
+        :param asset: tracking asset issue
+        """
+        ...
+
+    def compute_next_value(self, input: QuantConnect_Indicators_NewHighsNewLows_T) -> float:
+        """
+        Computes the next value of this indicator from the given state
+        
+        
+        This codeEntityType is protected.
+        
+        :param input: The input given to the indicator
+        :returns: A new value for this indicator.
+        """
+        ...
+
+    def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+        """
+        Remove tracking asset issue
+        
+        :param asset: tracking asset issue
+        """
+        ...
+
+    def reset(self) -> None:
+        """Resets this indicator to its initial state"""
+        ...
+
+    def validate_and_compute_next_value(self, input: QuantConnect_Indicators_NewHighsNewLows_T) -> QuantConnect.Indicators.IndicatorResult:
+        """
+        Computes the next value of this indicator from the given state
+        
+        
+        This codeEntityType is protected.
+        
+        :param input: The input given to the indicator
+        :returns: A new value for this indicator.
+        """
+        ...
+
+
 class DualSymbolIndicator(typing.Generic[QuantConnect_Indicators_DualSymbolIndicator_TInput], QuantConnect.Indicators.MultiSymbolIndicator[QuantConnect_Indicators_DualSymbolIndicator_TInput], metaclass=abc.ABCMeta):
     """Base class for indicators that work with two different symbols and calculate an indicator based on them."""
 
@@ -10649,6 +10752,42 @@ class Vortex(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndi
         ...
 
 
+class NewHighsNewLowsVolume(QuantConnect.Indicators.NewHighsNewLows[QuantConnect.Data.Market.TradeBar]):
+    """
+    The New Highs - New Lows Volume Ratio is a Breadth indicator calculated as ratio of
+    summary volume of stocks reaching new high to summary volume of stocks reaching new
+    low compared to high and low values in defined time period.
+    """
+
+    @property
+    def volume_ratio(self) -> QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar]:
+        """
+        Volume ratio between the number of assets reaching new highs and the number of assets
+        reaching new lows in defined time period.
+        """
+        ...
+
+    def __init__(self, name: str, period: int) -> None:
+        """Initializes a new instance of the NewHighsNewLowsVolume class"""
+        ...
+
+    def compute_next_value(self, input: QuantConnect.Data.Market.TradeBar) -> float:
+        """
+        Computes the next value of this indicator from the given state
+        
+        
+        This codeEntityType is protected.
+        
+        :param input: The input given to the indicator
+        :returns: A new value for this indicator.
+        """
+        ...
+
+    def reset(self) -> None:
+        """Resets tracked assets to its initial state"""
+        ...
+
+
 class InternalBarStrength(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider):
     """
     The InternalBarStrenght indicator is a measure of the relative position of a period's closing price

{quantconnect_stubs-17410.dist-info → quantconnect_stubs-17411.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantconnect-stubs
-Version: 17410
+Version: 17411
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect

{quantconnect_stubs-17410.dist-info → quantconnect_stubs-17411.dist-info}/RECORD

@@ -30,7 +30,7 @@ QuantConnect/__init__.py,sha256=midIrNbX2TrTKCS981vuDbV9yxeoQH-q0XiO0-If0M8,1200
 QuantConnect/__init__.pyi,sha256=C-sfiCEo0KDh6dpicdAI3Kc_HBM0rHIK1QXBJB9LPqA,431549
 QuantConnect/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 QuantConnect/Algorithm/__init__.py,sha256=Djvj5MZNx_nHNC9op6yKxB4fdq4ko0xkYM7RNItdbW8,1223
-QuantConnect/Algorithm/__init__.pyi,sha256=GUifoHAULr0gJKozSdL13CQ7l3TpEg7ezb0TFYFP_iY,438147
+QuantConnect/Algorithm/__init__.pyi,sha256=nQyvOL0Swg_2Bj8mpLT9NlCfLNqsWNtgaLJhTzsA10s,439751
 QuantConnect/Algorithm/Framework/__init__.py,sha256=vf82jxO59Yuotr2SVI1XuEtZh0iVhRUaglZdGcnsmyk,1253
 QuantConnect/Algorithm/Framework/__init__.pyi,sha256=3XALw5sRXw35hHnDufe6j-3vuWhSiU9zG7mL_4A97Lw,2054
 QuantConnect/Algorithm/Framework/Alphas/__init__.py,sha256=P7DeE_faVccNqZjE0W518NlC9UTY-r2QXriYt3w0qsw,1274
@@ -57,7 +57,7 @@ QuantConnect/AlgorithmFactory/Python/__init__.py,sha256=qfqTno5V4yyBr9nKwrGV3AjD
 QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.py,sha256=Jn99uwgA99uqOBNophlXrnhBgqEN9AHi_PP4yWQ7K7c,1292
 QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi,sha256=nbG05en73bX48QuFIbtxow82gAMJl7NnfeRvZlP4PiI,38980
 QuantConnect/Api/__init__.py,sha256=vAJlpIoxQmzGaDmd4otSvUCWGOgMwlJZh-3GkUanY0U,1205
-QuantConnect/Api/__init__.pyi,sha256=fE_vYUEA3NcpZ-_tkdi4F5kWfLeWFnqaKV9kH-kJPiE,117456
+QuantConnect/Api/__init__.pyi,sha256=LwGhvGYiHTb5lR-4TIHRNrLMH3NOc6OvwIqe6RglBbg,118559
 QuantConnect/Api/Serialization/__init__.py,sha256=grT3r1iCyKXKpvhVOU9ilAQdR1AkVmSumlH6xBqrCAQ,1247
 QuantConnect/Api/Serialization/__init__.pyi,sha256=XUXAXXsUkXAiPoOw_Z98RAARYQpZPPbFZWc6ZWcuQeY,1849
 QuantConnect/Benchmarks/__init__.py,sha256=R88R40175vAvKWO1FE5DBtSow5VJ53ElRMOVRBqhzuI,1226
@@ -65,7 +65,7 @@ QuantConnect/Benchmarks/__init__.pyi,sha256=qPhzpw4EzE8UrKoNPhqvh8MbBGmHv8HGJwgf
 QuantConnect/Brokerages/__init__.py,sha256=KZQ1Lua5IgmaUv8xJ-styLeGrIR4hX1LiBiNasKdvYY,1226
 QuantConnect/Brokerages/__init__.pyi,sha256=amx5W4Mhx6cZ3_H5C-JgpjlLp4asxgElY-tBMKY1Rg4,174784
 QuantConnect/Brokerages/Authentication/__init__.py,sha256=4QsOVrHtOapg0AWqnB8ub_6FkqXH_En8h7pDoywdcek,1271
-QuantConnect/Brokerages/Authentication/__init__.pyi,sha256=BnH9RaKwfbxO5KJ5b7_LdtSi-igwgliKsjNtr7OnfYg,8678
+QuantConnect/Brokerages/Authentication/__init__.pyi,sha256=WALEHb9Vg-v4Zvu85UUJmsnkzGcdBoNAZR64LYn9BJM,8853
 QuantConnect/Brokerages/Backtesting/__init__.py,sha256=eey6rPGZqPTgs5OOlxJEUc-oLXtULP33yL6vmq43suM,1262
 QuantConnect/Brokerages/Backtesting/__init__.pyi,sha256=SINYxE2YnG5tkSsF7NxQ7Ul_LsyF2FoGOQp6Dt5SDVk,5395
 QuantConnect/Brokerages/CrossZero/__init__.py,sha256=3xxnGST0qYy7V8LtYWlfNNwen9FQfaAdWLGbL10-dUw,1256
@@ -116,7 +116,7 @@ QuantConnect/DownloaderDataProvider/Launcher/Models/Constants/__init__.pyi,sha25
 QuantConnect/Exceptions/__init__.py,sha256=eroOo3uFSnCLyCFxFILbVasfBKywdqD8GU9gcZEueY8,1226
 QuantConnect/Exceptions/__init__.pyi,sha256=UyILClSNP0-V3pn3BDQWw4m7VlinYnWV-9dMAsvVsrI,14201
 QuantConnect/Indicators/__init__.py,sha256=gmLswCCq796vpUry-AmQT9UbrEw7S7WgvB-dRTucn-o,1226
-QuantConnect/Indicators/__init__.pyi,sha256=LVmB4I_7eZ-3OOJlxvOUUw7RVA3iZj2xL6Egx3nxKRY,468217
+QuantConnect/Indicators/__init__.pyi,sha256=2kQld4cX74khLZdlt_txqTq0pYhHwRorDHW1e9rBo4A,472997
 QuantConnect/Indicators/CandlestickPatterns/__init__.py,sha256=mSc8zF8vmEjhwfw9ewPhqPEPqtyMgiGCzmXK_Qr_os8,1286
 QuantConnect/Indicators/CandlestickPatterns/__init__.pyi,sha256=YWb34qFgwVywMUrnzfmeMZswqYJn6qVdzzcmS19Xdw8,88293
 QuantConnect/Interfaces/__init__.py,sha256=3tBhp3W4AMCFvrmCITRoLfPTWxckdX9spMD8XTmcsfY,1226
@@ -402,7 +402,7 @@ clr/__init__.pyi,sha256=21MB2O5_ACzDS7l56ETyFFH9c0TOSGov39Xs1a1r6ik,418
 clr/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 exports/__init__.py,sha256=ioORXBph-UrMrE_0Rghav2MU6fWzjozXikRm9MmxAkw,1173
 exports/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-quantconnect_stubs-17410.dist-info/METADATA,sha256=VaSB8y1Oz2bygZMdyUiRypUKtSHvb7N3hwFliyMu_2A,1332
-quantconnect_stubs-17410.dist-info/WHEEL,sha256=Mdi9PDNwEZptOjTlUcAth7XJDFtKrHYaQMPulZeBCiQ,91
-quantconnect_stubs-17410.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
-quantconnect_stubs-17410.dist-info/RECORD,,
+quantconnect_stubs-17411.dist-info/METADATA,sha256=1EXd-WBNz6aH0CTVwnI5HNYkTlTtuSzi0VOtzv8ETfg,1332
+quantconnect_stubs-17411.dist-info/WHEEL,sha256=Mdi9PDNwEZptOjTlUcAth7XJDFtKrHYaQMPulZeBCiQ,91
+quantconnect_stubs-17411.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
+quantconnect_stubs-17411.dist-info/RECORD,,