quantconnect-stubs 17410__py3-none-any.whl → 17412__py3-none-any.whl

QuantConnect/Statistics/__init__.pyi

@@ -936,7 +936,7 @@ class TradeBuilder(System.Object, QuantConnect.Interfaces.ITradeBuilder):
         """
         ...
 
-    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
         
@@ -964,7 +964,7 @@ class TradeBuilder(System.Object, QuantConnect.Interfaces.ITradeBuilder):
         """
         ...
 
-    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
         

QuantConnect/Util/__init__.pyi

@@ -21,7 +21,6 @@ import System.Text
 import System.Text.RegularExpressions
 import System.Threading
 
-JsonConverter = typing.Any
 QuantConnect_Util_MarketHoursDatabaseJsonConverter_MarketHoursDatabaseJson = typing.Any
 Expression = typing.Any
 
@@ -132,7 +131,7 @@ class PerformanceTrackingTool(System.Object):
         ...
 
 
-class TypeChangeJsonConverter(typing.Generic[QuantConnect_Util_TypeChangeJsonConverter_T, QuantConnect_Util_TypeChangeJsonConverter_TResult], JsonConverter, metaclass=abc.ABCMeta):
+class TypeChangeJsonConverter(typing.Generic[QuantConnect_Util_TypeChangeJsonConverter_T, QuantConnect_Util_TypeChangeJsonConverter_TResult], metaclass=abc.ABCMeta):
     """
     Provides a base class for a JsonConverter that serializes a
     an input type as some other output type
@@ -542,7 +541,7 @@ class ConcurrentSet(typing.Generic[QuantConnect_Util_ConcurrentSet_T], System.Ob
         ...
 
 
-class DateTimeJsonConverter(JsonConverter):
+class DateTimeJsonConverter:
     """Provides a json converter that allows defining the date time format used"""
 
     @property
@@ -1340,7 +1339,7 @@ class CurrencyPairUtil(System.Object):
         """The two currency pairs are the inverse of each other"""
 
     @staticmethod
-    def compare_pair(pair_a: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], base_currency_b: str, quote_currency_b: str) -> QuantConnect.Util.CurrencyPairUtil.Match:
+    def compare_pair(pair_a: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], base_currency_b: str, quote_currency_b: str) -> QuantConnect.Util.CurrencyPairUtil.Match:
         """
         Returns how two currency pairs are related to each other
         
@@ -1353,7 +1352,7 @@ class CurrencyPairUtil(System.Object):
 
     @staticmethod
     @overload
-    def currency_pair_dual(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], known_symbol: str) -> str:
+    def currency_pair_dual(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], known_symbol: str) -> str:
         """
         You have currency_pair AB and one known symbol (A or B). This function returns the other symbol (B or A).
         
@@ -1377,7 +1376,7 @@ class CurrencyPairUtil(System.Object):
         ...
 
     @staticmethod
-    def decompose_currency_pair(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], base_currency: typing.Optional[str], quote_currency: typing.Optional[str], default_quote_currency: str = ...) -> typing.Tuple[None, str, str]:
+    def decompose_currency_pair(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], base_currency: typing.Optional[str], quote_currency: typing.Optional[str], default_quote_currency: str = ...) -> typing.Tuple[None, str, str]:
         """
         Decomposes the specified currency pair into a base and quote currency provided as out parameters
         
@@ -1389,7 +1388,7 @@ class CurrencyPairUtil(System.Object):
         ...
 
     @staticmethod
-    def is_decomposable(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_decomposable(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Checks whether a symbol is decomposable into a base and a quote currency
         
@@ -1413,7 +1412,7 @@ class CurrencyPairUtil(System.Object):
         ...
 
     @staticmethod
-    def try_decompose_currency_pair(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[bool, str, str]:
+    def try_decompose_currency_pair(currency_pair: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[bool, str, str]:
         """
         Tries to decomposes the specified currency pair into a base and quote currency provided as out parameters
         
@@ -1466,7 +1465,7 @@ class LeanDataPathComponents(System.Object):
         """Gets the tick type from the file name"""
         ...
 
-    def __init__(self, security_type: QuantConnect.SecurityType, market: str, resolution: QuantConnect.Resolution, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], filename: str, date: typing.Union[datetime.datetime, datetime.date], tick_type: QuantConnect.TickType) -> None:
+    def __init__(self, security_type: QuantConnect.SecurityType, market: str, resolution: QuantConnect.Resolution, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], filename: str, date: typing.Union[datetime.datetime, datetime.date], tick_type: QuantConnect.TickType) -> None:
         """Initializes a new instance of the LeanDataPathComponents class"""
         ...
 
@@ -1610,7 +1609,7 @@ class LeanData(System.Object):
     """The different SecurityType used for data paths"""
 
     @staticmethod
-    def aggregate_quote_bars(bars: typing.List[QuantConnect.Data.Market.QuoteBar], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.QuoteBar]:
+    def aggregate_quote_bars(bars: typing.List[QuantConnect.Data.Market.QuoteBar], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.QuoteBar]:
         """
         Aggregates a list of second/minute bars at the requested resolution
         
@@ -1622,7 +1621,7 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def aggregate_ticks(ticks: typing.List[QuantConnect.Data.Market.Tick], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.QuoteBar]:
+    def aggregate_ticks(ticks: typing.List[QuantConnect.Data.Market.Tick], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.QuoteBar]:
         """
         Aggregates a list of ticks at the requested resolution
         
@@ -1634,7 +1633,7 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def aggregate_ticks_to_trade_bars(ticks: typing.List[QuantConnect.Data.Market.Tick], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
+    def aggregate_ticks_to_trade_bars(ticks: typing.List[QuantConnect.Data.Market.Tick], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
         """
         Aggregates a list of ticks at the requested resolution
         
@@ -1646,7 +1645,7 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def aggregate_trade_bars(bars: typing.List[QuantConnect.Data.Market.TradeBar], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
+    def aggregate_trade_bars(bars: typing.List[QuantConnect.Data.Market.TradeBar], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
         """
         Aggregates a list of second/minute bars at the requested resolution
         
@@ -1675,23 +1674,23 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def generate_relative_factor_file_path(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def generate_relative_factor_file_path(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """Generates relative factor file paths for equities"""
         ...
 
     @staticmethod
-    def generate_relative_universes_directory(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def generate_relative_universes_directory(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """Generates the relative directory to the universe files for the specified symbol"""
         ...
 
     @staticmethod
-    def generate_relative_zip_file_directory(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution) -> str:
+    def generate_relative_zip_file_directory(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution) -> str:
         """Generates the relative zip directory for the specified symbol/resolution"""
         ...
 
     @staticmethod
     @overload
-    def generate_relative_zip_file_path(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
+    def generate_relative_zip_file_path(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
         """Generates the relative zip file path rooted in the /Data directory"""
         ...
 
@@ -1702,18 +1701,18 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def generate_universes_directory(data_directory: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def generate_universes_directory(data_directory: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """Generates the directory to the universe files for the specified symbol"""
         ...
 
     @staticmethod
-    def generate_zip_entry_name(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
+    def generate_zip_entry_name(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
         """Generate's the zip entry name to hold the specified data."""
         ...
 
     @staticmethod
     @overload
-    def generate_zip_file_name(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
+    def generate_zip_file_name(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
         """Generates the zip file name for the specified date of data."""
         ...
 
@@ -1725,7 +1724,7 @@ class LeanData(System.Object):
 
     @staticmethod
     @overload
-    def generate_zip_file_path(data_directory: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
+    def generate_zip_file_path(data_directory: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], resolution: QuantConnect.Resolution, tick_type: QuantConnect.TickType) -> str:
         """Generates the full zip file path rooted in the data_directory"""
         ...
 
@@ -1800,7 +1799,7 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def get_next_daily_end_time(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_time_zone_date: typing.Union[datetime.datetime, datetime.date], exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> datetime.datetime:
+    def get_next_daily_end_time(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_time_zone_date: typing.Union[datetime.datetime, datetime.date], exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> datetime.datetime:
         """Helper method to get the next daily end time, taking into account strict end times if appropriate"""
         ...
 
@@ -1821,7 +1820,7 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def option_use_scale_factor(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def option_use_scale_factor(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """Helper method that defines the types of options that should use scale factor"""
         ...
 
@@ -1852,7 +1851,7 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def read_symbol_from_zip_entry(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, zip_entry_name: str) -> QuantConnect.Symbol:
+    def read_symbol_from_zip_entry(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, zip_entry_name: str) -> QuantConnect.Symbol:
         """
         Creates a symbol from the specified zip entry name
         
@@ -1885,7 +1884,7 @@ class LeanData(System.Object):
 
     @staticmethod
     @overload
-    def try_parse_path(file_path: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]], date: typing.Optional[typing.Union[datetime.datetime, datetime.date]], resolution: typing.Optional[QuantConnect.Resolution], tick_type: typing.Optional[QuantConnect.TickType], data_type: typing.Optional[typing.Type]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], typing.Union[datetime.datetime, datetime.date], QuantConnect.Resolution, QuantConnect.TickType, typing.Type]:
+    def try_parse_path(file_path: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]], date: typing.Optional[typing.Union[datetime.datetime, datetime.date]], resolution: typing.Optional[QuantConnect.Resolution], tick_type: typing.Optional[QuantConnect.TickType], data_type: typing.Optional[typing.Type]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], typing.Union[datetime.datetime, datetime.date], QuantConnect.Resolution, QuantConnect.TickType, typing.Type]:
         """
         Parses file name into a Security and DateTime
         
@@ -1900,7 +1899,7 @@ class LeanData(System.Object):
 
     @staticmethod
     @overload
-    def try_parse_path(file_name: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]], date: typing.Optional[typing.Union[datetime.datetime, datetime.date]], resolution: typing.Optional[QuantConnect.Resolution]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], typing.Union[datetime.datetime, datetime.date], QuantConnect.Resolution]:
+    def try_parse_path(file_name: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]], date: typing.Optional[typing.Union[datetime.datetime, datetime.date]], resolution: typing.Optional[QuantConnect.Resolution]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], typing.Union[datetime.datetime, datetime.date], QuantConnect.Resolution]:
         """
         Parses file name into a Security and DateTime
         
@@ -1913,7 +1912,7 @@ class LeanData(System.Object):
 
     @staticmethod
     @overload
-    def try_parse_path(file_name: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]], date: typing.Optional[typing.Union[datetime.datetime, datetime.date]], resolution: typing.Optional[QuantConnect.Resolution], is_universes: typing.Optional[bool]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], typing.Union[datetime.datetime, datetime.date], QuantConnect.Resolution, bool]:
+    def try_parse_path(file_name: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]], date: typing.Optional[typing.Union[datetime.datetime, datetime.date]], resolution: typing.Optional[QuantConnect.Resolution], is_universes: typing.Optional[bool]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], typing.Union[datetime.datetime, datetime.date], QuantConnect.Resolution, bool]:
         """
         Parses file name into a Security and DateTime
         
@@ -1938,19 +1937,19 @@ class LeanData(System.Object):
 
     @staticmethod
     @overload
-    def use_daily_strict_end_times(settings: QuantConnect.Interfaces.IAlgorithmSettings, request: QuantConnect.Data.BaseDataRequest, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours = None) -> bool:
+    def use_daily_strict_end_times(settings: QuantConnect.Interfaces.IAlgorithmSettings, request: QuantConnect.Data.BaseDataRequest, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours = None) -> bool:
         """Helper method to determine if we should use strict end time"""
         ...
 
     @staticmethod
     @overload
-    def use_daily_strict_end_times(settings: QuantConnect.Interfaces.IAlgorithmSettings, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> bool:
+    def use_daily_strict_end_times(settings: QuantConnect.Interfaces.IAlgorithmSettings, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> bool:
         """Helper method to determine if we should use strict end time"""
         ...
 
     @staticmethod
     @overload
-    def use_daily_strict_end_times(daily_strict_end_time_enabled: bool, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> bool:
+    def use_daily_strict_end_times(daily_strict_end_time_enabled: bool, data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> bool:
         """Helper method to determine if we should use strict end time"""
         ...
 
@@ -1961,7 +1960,7 @@ class LeanData(System.Object):
         ...
 
     @staticmethod
-    def use_strict_end_time(daily_strict_end_time_enabled: bool, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> bool:
+    def use_strict_end_time(daily_strict_end_time_enabled: bool, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], increment: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> bool:
         """
         Helper method to determine if we should use strict end time
         
@@ -1971,7 +1970,7 @@ class LeanData(System.Object):
         ...
 
 
-class ChartPointJsonConverter(JsonConverter):
+class ChartPointJsonConverter:
     """Json Converter for ChartPoint which handles special reading"""
 
     def can_convert(self, object_type: typing.Type) -> bool:
@@ -1992,7 +1991,7 @@ class ChartPointJsonConverter(JsonConverter):
         ...
 
 
-class JsonRoundingConverter(JsonConverter):
+class JsonRoundingConverter:
     """
     Helper JsonConverter that will round decimal and double types,
     to FRACTIONAL_DIGITS fractional digits
@@ -2080,7 +2079,7 @@ class ObjectActivator(System.Object):
         ...
 
 
-class SingleValueListConverter(typing.Generic[QuantConnect_Util_SingleValueListConverter_T], JsonConverter):
+class SingleValueListConverter(typing.Generic[QuantConnect_Util_SingleValueListConverter_T]):
     """Reads json and always produces a List, even if the input has just an object"""
 
     def can_convert(self, object_type: typing.Type) -> bool:
@@ -2151,7 +2150,7 @@ class ComparisonOperator(System.Object):
     """Utility Comparison Operator class"""
 
 
-class NullStringValueConverter(typing.Generic[QuantConnect_Util_NullStringValueConverter_T], JsonConverter):
+class NullStringValueConverter(typing.Generic[QuantConnect_Util_NullStringValueConverter_T]):
     """
     Converts the string "null" into a new instance of T.
     This converter only handles deserialization concerns.
@@ -2238,7 +2237,7 @@ class OptionPayoff(System.Object):
         ...
 
 
-class CandlestickJsonConverter(JsonConverter):
+class CandlestickJsonConverter:
     """Candlestick Json Converter"""
 
     @property
@@ -2270,7 +2269,7 @@ class CandlestickJsonConverter(JsonConverter):
         ...
 
 
-class SeriesJsonConverter(JsonConverter):
+class SeriesJsonConverter:
     """Json Converter for Series which handles special Pie Series serialization case"""
 
     def can_convert(self, object_type: typing.Type) -> bool: