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

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (58) hide show
  1. Common/Data/Consolidators/__init__.pyi +1 -1
  2. QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
  3. QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
  4. QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
  5. QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
  6. QuantConnect/Algorithm/__init__.pyi +332 -308
  7. QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +10 -10
  8. QuantConnect/Api/Serialization/__init__.pyi +1 -3
  9. QuantConnect/Api/__init__.pyi +34 -5
  10. QuantConnect/Benchmarks/__init__.pyi +1 -1
  11. QuantConnect/Brokerages/Authentication/__init__.pyi +10 -2
  12. QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
  13. QuantConnect/Brokerages/__init__.pyi +11 -11
  14. QuantConnect/Commands/__init__.pyi +3 -2
  15. QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
  16. QuantConnect/Data/Common/__init__.pyi +1 -1
  17. QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
  18. QuantConnect/Data/Fundamental/__init__.pyi +11 -12
  19. QuantConnect/Data/Market/__init__.pyi +42 -42
  20. QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
  21. QuantConnect/Data/__init__.pyi +43 -44
  22. QuantConnect/DataSource/__init__.pyi +7 -7
  23. QuantConnect/Indicators/__init__.pyi +238 -98
  24. QuantConnect/Interfaces/__init__.pyi +22 -22
  25. QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
  26. QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
  27. QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
  28. QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
  29. QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
  30. QuantConnect/Notifications/__init__.pyi +1 -3
  31. QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
  32. QuantConnect/Orders/__init__.pyi +26 -28
  33. QuantConnect/Python/__init__.pyi +1 -1
  34. QuantConnect/Report/__init__.pyi +3 -5
  35. QuantConnect/Research/__init__.pyi +17 -16
  36. QuantConnect/Scheduling/__init__.pyi +17 -17
  37. QuantConnect/Securities/Cfd/__init__.pyi +2 -2
  38. QuantConnect/Securities/Crypto/__init__.pyi +2 -2
  39. QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
  40. QuantConnect/Securities/Equity/__init__.pyi +1 -1
  41. QuantConnect/Securities/Forex/__init__.pyi +1 -1
  42. QuantConnect/Securities/Future/__init__.pyi +8 -8
  43. QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
  44. QuantConnect/Securities/Index/__init__.pyi +2 -2
  45. QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
  46. QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
  47. QuantConnect/Securities/Option/__init__.pyi +54 -54
  48. QuantConnect/Securities/Positions/__init__.pyi +6 -6
  49. QuantConnect/Securities/__init__.pyi +79 -80
  50. QuantConnect/Statistics/__init__.pyi +2 -2
  51. QuantConnect/Util/__init__.pyi +36 -37
  52. QuantConnect/__init__.pyi +66 -68
  53. System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
  54. System/ComponentModel/__init__.pyi +1 -1
  55. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/METADATA +1 -1
  56. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/RECORD +58 -58
  57. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/WHEEL +0 -0
  58. {quantconnect_stubs-17410.dist-info → quantconnect_stubs-17412.dist-info}/top_level.txt +0 -0
QuantConnect/Algorithm/__init__.pyi CHANGED
@@ -63,7 +63,7 @@ class CandlestickPatterns(System.Object):
63
63
  """
64
64
  ...
65
65
 
66
- def abandoned_baby(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby:
66
+ def abandoned_baby(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby:
67
67
  """
68
68
  Creates a new Indicators.CandlestickPatterns.AbandonedBaby pattern indicator.
69
69
  The indicator will be automatically updated on the given resolution.
@@ -76,7 +76,7 @@ class CandlestickPatterns(System.Object):
76
76
  """
77
77
  ...
78
78
 
79
- def advance_block(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock:
79
+ def advance_block(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock:
80
80
  """
81
81
  Creates a new Indicators.CandlestickPatterns.AdvanceBlock pattern indicator.
82
82
  The indicator will be automatically updated on the given resolution.
@@ -88,7 +88,7 @@ class CandlestickPatterns(System.Object):
88
88
  """
89
89
  ...
90
90
 
91
- def belt_hold(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.BeltHold:
91
+ def belt_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.BeltHold:
92
92
  """
93
93
  Creates a new Indicators.CandlestickPatterns.BeltHold pattern indicator.
94
94
  The indicator will be automatically updated on the given resolution.
@@ -100,7 +100,7 @@ class CandlestickPatterns(System.Object):
100
100
  """
101
101
  ...
102
102
 
103
- def breakaway(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Breakaway:
103
+ def breakaway(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Breakaway:
104
104
  """
105
105
  Creates a new Indicators.CandlestickPatterns.Breakaway pattern indicator.
106
106
  The indicator will be automatically updated on the given resolution.
@@ -112,7 +112,7 @@ class CandlestickPatterns(System.Object):
112
112
  """
113
113
  ...
114
114
 
115
- def closing_marubozu(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu:
115
+ def closing_marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu:
116
116
  """
117
117
  Creates a new Indicators.CandlestickPatterns.ClosingMarubozu pattern indicator.
118
118
  The indicator will be automatically updated on the given resolution.
@@ -124,7 +124,7 @@ class CandlestickPatterns(System.Object):
124
124
  """
125
125
  ...
126
126
 
127
- def concealed_baby_swallow(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow:
127
+ def concealed_baby_swallow(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow:
128
128
  """
129
129
  Creates a new Indicators.CandlestickPatterns.ConcealedBabySwallow pattern indicator.
130
130
  The indicator will be automatically updated on the given resolution.
@@ -136,7 +136,7 @@ class CandlestickPatterns(System.Object):
136
136
  """
137
137
  ...
138
138
 
139
- def counterattack(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Counterattack:
139
+ def counterattack(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Counterattack:
140
140
  """
141
141
  Creates a new Indicators.CandlestickPatterns.Counterattack pattern indicator.
142
142
  The indicator will be automatically updated on the given resolution.
@@ -148,7 +148,7 @@ class CandlestickPatterns(System.Object):
148
148
  """
149
149
  ...
150
150
 
151
- def dark_cloud_cover(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover:
151
+ def dark_cloud_cover(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover:
152
152
  """
153
153
  Creates a new Indicators.CandlestickPatterns.DarkCloudCover pattern indicator.
154
154
  The indicator will be automatically updated on the given resolution.
@@ -161,7 +161,7 @@ class CandlestickPatterns(System.Object):
161
161
  """
162
162
  ...
163
163
 
164
- def doji(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Doji:
164
+ def doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Doji:
165
165
  """
166
166
  Creates a new Indicators.CandlestickPatterns.Doji pattern indicator.
167
167
  The indicator will be automatically updated on the given resolution.
@@ -173,7 +173,7 @@ class CandlestickPatterns(System.Object):
173
173
  """
174
174
  ...
175
175
 
176
- def doji_star(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DojiStar:
176
+ def doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DojiStar:
177
177
  """
178
178
  Creates a new Indicators.CandlestickPatterns.DojiStar pattern indicator.
179
179
  The indicator will be automatically updated on the given resolution.
@@ -185,7 +185,7 @@ class CandlestickPatterns(System.Object):
185
185
  """
186
186
  ...
187
187
 
188
- def dragonfly_doji(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji:
188
+ def dragonfly_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji:
189
189
  """
190
190
  Creates a new Indicators.CandlestickPatterns.DragonflyDoji pattern indicator.
191
191
  The indicator will be automatically updated on the given resolution.
@@ -197,7 +197,7 @@ class CandlestickPatterns(System.Object):
197
197
  """
198
198
  ...
199
199
 
200
- def engulfing(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Engulfing:
200
+ def engulfing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Engulfing:
201
201
  """
202
202
  Creates a new Indicators.CandlestickPatterns.Engulfing pattern indicator.
203
203
  The indicator will be automatically updated on the given resolution.
@@ -209,7 +209,7 @@ class CandlestickPatterns(System.Object):
209
209
  """
210
210
  ...
211
211
 
212
- def evening_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar:
212
+ def evening_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar:
213
213
  """
214
214
  Creates a new Indicators.CandlestickPatterns.EveningDojiStar pattern indicator.
215
215
  The indicator will be automatically updated on the given resolution.
@@ -222,7 +222,7 @@ class CandlestickPatterns(System.Object):
222
222
  """
223
223
  ...
224
224
 
225
- def evening_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningStar:
225
+ def evening_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningStar:
226
226
  """
227
227
  Creates a new Indicators.CandlestickPatterns.EveningStar pattern indicator.
228
228
  The indicator will be automatically updated on the given resolution.
@@ -235,7 +235,7 @@ class CandlestickPatterns(System.Object):
235
235
  """
236
236
  ...
237
237
 
238
- def gap_side_by_side_white(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite:
238
+ def gap_side_by_side_white(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite:
239
239
  """
240
240
  Creates a new Indicators.CandlestickPatterns.GapSideBySideWhite pattern indicator.
241
241
  The indicator will be automatically updated on the given resolution.
@@ -247,7 +247,7 @@ class CandlestickPatterns(System.Object):
247
247
  """
248
248
  ...
249
249
 
250
- def gravestone_doji(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji:
250
+ def gravestone_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji:
251
251
  """
252
252
  Creates a new Indicators.CandlestickPatterns.GravestoneDoji pattern indicator.
253
253
  The indicator will be automatically updated on the given resolution.
@@ -259,7 +259,7 @@ class CandlestickPatterns(System.Object):
259
259
  """
260
260
  ...
261
261
 
262
- def hammer(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hammer:
262
+ def hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hammer:
263
263
  """
264
264
  Creates a new Indicators.CandlestickPatterns.Hammer pattern indicator.
265
265
  The indicator will be automatically updated on the given resolution.
@@ -271,7 +271,7 @@ class CandlestickPatterns(System.Object):
271
271
  """
272
272
  ...
273
273
 
274
- def hanging_man(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HangingMan:
274
+ def hanging_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HangingMan:
275
275
  """
276
276
  Creates a new Indicators.CandlestickPatterns.HangingMan pattern indicator.
277
277
  The indicator will be automatically updated on the given resolution.
@@ -283,7 +283,7 @@ class CandlestickPatterns(System.Object):
283
283
  """
284
284
  ...
285
285
 
286
- def harami(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Harami:
286
+ def harami(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Harami:
287
287
  """
288
288
  Creates a new Indicators.CandlestickPatterns.Harami pattern indicator.
289
289
  The indicator will be automatically updated on the given resolution.
@@ -295,7 +295,7 @@ class CandlestickPatterns(System.Object):
295
295
  """
296
296
  ...
297
297
 
298
- def harami_cross(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HaramiCross:
298
+ def harami_cross(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HaramiCross:
299
299
  """
300
300
  Creates a new Indicators.CandlestickPatterns.HaramiCross pattern indicator.
301
301
  The indicator will be automatically updated on the given resolution.
@@ -307,7 +307,7 @@ class CandlestickPatterns(System.Object):
307
307
  """
308
308
  ...
309
309
 
310
- def high_wave_candle(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle:
310
+ def high_wave_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle:
311
311
  """
312
312
  Creates a new Indicators.CandlestickPatterns.HighWaveCandle pattern indicator.
313
313
  The indicator will be automatically updated on the given resolution.
@@ -319,7 +319,7 @@ class CandlestickPatterns(System.Object):
319
319
  """
320
320
  ...
321
321
 
322
- def hikkake(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hikkake:
322
+ def hikkake(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hikkake:
323
323
  """
324
324
  Creates a new Indicators.CandlestickPatterns.Hikkake pattern indicator.
325
325
  The indicator will be automatically updated on the given resolution.
@@ -331,7 +331,7 @@ class CandlestickPatterns(System.Object):
331
331
  """
332
332
  ...
333
333
 
334
- def hikkake_modified(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HikkakeModified:
334
+ def hikkake_modified(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HikkakeModified:
335
335
  """
336
336
  Creates a new Indicators.CandlestickPatterns.HikkakeModified pattern indicator.
337
337
  The indicator will be automatically updated on the given resolution.
@@ -343,7 +343,7 @@ class CandlestickPatterns(System.Object):
343
343
  """
344
344
  ...
345
345
 
346
- def homing_pigeon(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HomingPigeon:
346
+ def homing_pigeon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HomingPigeon:
347
347
  """
348
348
  Creates a new Indicators.CandlestickPatterns.HomingPigeon pattern indicator.
349
349
  The indicator will be automatically updated on the given resolution.
@@ -355,7 +355,7 @@ class CandlestickPatterns(System.Object):
355
355
  """
356
356
  ...
357
357
 
358
- def identical_three_crows(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows:
358
+ def identical_three_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows:
359
359
  """
360
360
  Creates a new Indicators.CandlestickPatterns.IdenticalThreeCrows pattern indicator.
361
361
  The indicator will be automatically updated on the given resolution.
@@ -367,7 +367,7 @@ class CandlestickPatterns(System.Object):
367
367
  """
368
368
  ...
369
369
 
370
- def in_neck(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InNeck:
370
+ def in_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InNeck:
371
371
  """
372
372
  Creates a new Indicators.CandlestickPatterns.InNeck pattern indicator.
373
373
  The indicator will be automatically updated on the given resolution.
@@ -379,7 +379,7 @@ class CandlestickPatterns(System.Object):
379
379
  """
380
380
  ...
381
381
 
382
- def inverted_hammer(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InvertedHammer:
382
+ def inverted_hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InvertedHammer:
383
383
  """
384
384
  Creates a new Indicators.CandlestickPatterns.InvertedHammer pattern indicator.
385
385
  The indicator will be automatically updated on the given resolution.
@@ -391,7 +391,7 @@ class CandlestickPatterns(System.Object):
391
391
  """
392
392
  ...
393
393
 
394
- def kicking(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Kicking:
394
+ def kicking(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Kicking:
395
395
  """
396
396
  Creates a new Indicators.CandlestickPatterns.Kicking pattern indicator.
397
397
  The indicator will be automatically updated on the given resolution.
@@ -403,7 +403,7 @@ class CandlestickPatterns(System.Object):
403
403
  """
404
404
  ...
405
405
 
406
- def kicking_by_length(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.KickingByLength:
406
+ def kicking_by_length(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.KickingByLength:
407
407
  """
408
408
  Creates a new Indicators.CandlestickPatterns.KickingByLength pattern indicator.
409
409
  The indicator will be automatically updated on the given resolution.
@@ -415,7 +415,7 @@ class CandlestickPatterns(System.Object):
415
415
  """
416
416
  ...
417
417
 
418
- def ladder_bottom(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LadderBottom:
418
+ def ladder_bottom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LadderBottom:
419
419
  """
420
420
  Creates a new Indicators.CandlestickPatterns.LadderBottom pattern indicator.
421
421
  The indicator will be automatically updated on the given resolution.
@@ -427,7 +427,7 @@ class CandlestickPatterns(System.Object):
427
427
  """
428
428
  ...
429
429
 
430
- def long_legged_doji(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji:
430
+ def long_legged_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji:
431
431
  """
432
432
  Creates a new Indicators.CandlestickPatterns.LongLeggedDoji pattern indicator.
433
433
  The indicator will be automatically updated on the given resolution.
@@ -439,7 +439,7 @@ class CandlestickPatterns(System.Object):
439
439
  """
440
440
  ...
441
441
 
442
- def long_line_candle(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLineCandle:
442
+ def long_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLineCandle:
443
443
  """
444
444
  Creates a new Indicators.CandlestickPatterns.LongLineCandle pattern indicator.
445
445
  The indicator will be automatically updated on the given resolution.
@@ -451,7 +451,7 @@ class CandlestickPatterns(System.Object):
451
451
  """
452
452
  ...
453
453
 
454
- def marubozu(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Marubozu:
454
+ def marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Marubozu:
455
455
  """
456
456
  Creates a new Indicators.CandlestickPatterns.Marubozu pattern indicator.
457
457
  The indicator will be automatically updated on the given resolution.
@@ -463,7 +463,7 @@ class CandlestickPatterns(System.Object):
463
463
  """
464
464
  ...
465
465
 
466
- def matching_low(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatchingLow:
466
+ def matching_low(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatchingLow:
467
467
  """
468
468
  Creates a new Indicators.CandlestickPatterns.MatchingLow pattern indicator.
469
469
  The indicator will be automatically updated on the given resolution.
@@ -475,7 +475,7 @@ class CandlestickPatterns(System.Object):
475
475
  """
476
476
  ...
477
477
 
478
- def mat_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatHold:
478
+ def mat_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatHold:
479
479
  """
480
480
  Creates a new Indicators.CandlestickPatterns.MatHold pattern indicator.
481
481
  The indicator will be automatically updated on the given resolution.
@@ -488,7 +488,7 @@ class CandlestickPatterns(System.Object):
488
488
  """
489
489
  ...
490
490
 
491
- def morning_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar:
491
+ def morning_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar:
492
492
  """
493
493
  Creates a new Indicators.CandlestickPatterns.MorningDojiStar pattern indicator.
494
494
  The indicator will be automatically updated on the given resolution.
@@ -501,7 +501,7 @@ class CandlestickPatterns(System.Object):
501
501
  """
502
502
  ...
503
503
 
504
- def morning_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningStar:
504
+ def morning_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningStar:
505
505
  """
506
506
  Creates a new Indicators.CandlestickPatterns.MorningStar pattern indicator.
507
507
  The indicator will be automatically updated on the given resolution.
@@ -514,7 +514,7 @@ class CandlestickPatterns(System.Object):
514
514
  """
515
515
  ...
516
516
 
517
- def on_neck(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.OnNeck:
517
+ def on_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.OnNeck:
518
518
  """
519
519
  Creates a new Indicators.CandlestickPatterns.OnNeck pattern indicator.
520
520
  The indicator will be automatically updated on the given resolution.
@@ -526,7 +526,7 @@ class CandlestickPatterns(System.Object):
526
526
  """
527
527
  ...
528
528
 
529
- def piercing(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Piercing:
529
+ def piercing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Piercing:
530
530
  """
531
531
  Creates a new Indicators.CandlestickPatterns.Piercing pattern indicator.
532
532
  The indicator will be automatically updated on the given resolution.
@@ -538,7 +538,7 @@ class CandlestickPatterns(System.Object):
538
538
  """
539
539
  ...
540
540
 
541
- def rickshaw_man(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RickshawMan:
541
+ def rickshaw_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RickshawMan:
542
542
  """
543
543
  Creates a new Indicators.CandlestickPatterns.RickshawMan pattern indicator.
544
544
  The indicator will be automatically updated on the given resolution.
@@ -550,7 +550,7 @@ class CandlestickPatterns(System.Object):
550
550
  """
551
551
  ...
552
552
 
553
- def rise_fall_three_methods(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods:
553
+ def rise_fall_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods:
554
554
  """
555
555
  Creates a new Indicators.CandlestickPatterns.RiseFallThreeMethods pattern indicator.
556
556
  The indicator will be automatically updated on the given resolution.
@@ -562,7 +562,7 @@ class CandlestickPatterns(System.Object):
562
562
  """
563
563
  ...
564
564
 
565
- def separating_lines(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SeparatingLines:
565
+ def separating_lines(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SeparatingLines:
566
566
  """
567
567
  Creates a new Indicators.CandlestickPatterns.SeparatingLines pattern indicator.
568
568
  The indicator will be automatically updated on the given resolution.
@@ -574,7 +574,7 @@ class CandlestickPatterns(System.Object):
574
574
  """
575
575
  ...
576
576
 
577
- def shooting_star(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShootingStar:
577
+ def shooting_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShootingStar:
578
578
  """
579
579
  Creates a new Indicators.CandlestickPatterns.ShootingStar pattern indicator.
580
580
  The indicator will be automatically updated on the given resolution.
@@ -586,7 +586,7 @@ class CandlestickPatterns(System.Object):
586
586
  """
587
587
  ...
588
588
 
589
- def short_line_candle(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle:
589
+ def short_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle:
590
590
  """
591
591
  Creates a new Indicators.CandlestickPatterns.ShortLineCandle pattern indicator.
592
592
  The indicator will be automatically updated on the given resolution.
@@ -598,7 +598,7 @@ class CandlestickPatterns(System.Object):
598
598
  """
599
599
  ...
600
600
 
601
- def spinning_top(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SpinningTop:
601
+ def spinning_top(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SpinningTop:
602
602
  """
603
603
  Creates a new Indicators.CandlestickPatterns.SpinningTop pattern indicator.
604
604
  The indicator will be automatically updated on the given resolution.
@@ -610,7 +610,7 @@ class CandlestickPatterns(System.Object):
610
610
  """
611
611
  ...
612
612
 
613
- def stalled_pattern(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StalledPattern:
613
+ def stalled_pattern(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StalledPattern:
614
614
  """
615
615
  Creates a new Indicators.CandlestickPatterns.StalledPattern pattern indicator.
616
616
  The indicator will be automatically updated on the given resolution.
@@ -622,7 +622,7 @@ class CandlestickPatterns(System.Object):
622
622
  """
623
623
  ...
624
624
 
625
- def stick_sandwich(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StickSandwich:
625
+ def stick_sandwich(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StickSandwich:
626
626
  """
627
627
  Creates a new Indicators.CandlestickPatterns.StickSandwich pattern indicator.
628
628
  The indicator will be automatically updated on the given resolution.
@@ -634,7 +634,7 @@ class CandlestickPatterns(System.Object):
634
634
  """
635
635
  ...
636
636
 
637
- def takuri(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Takuri:
637
+ def takuri(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Takuri:
638
638
  """
639
639
  Creates a new Indicators.CandlestickPatterns.Takuri pattern indicator.
640
640
  The indicator will be automatically updated on the given resolution.
@@ -646,7 +646,7 @@ class CandlestickPatterns(System.Object):
646
646
  """
647
647
  ...
648
648
 
649
- def tasuki_gap(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TasukiGap:
649
+ def tasuki_gap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TasukiGap:
650
650
  """
651
651
  Creates a new Indicators.CandlestickPatterns.TasukiGap pattern indicator.
652
652
  The indicator will be automatically updated on the given resolution.
@@ -658,7 +658,7 @@ class CandlestickPatterns(System.Object):
658
658
  """
659
659
  ...
660
660
 
661
- def three_black_crows(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows:
661
+ def three_black_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows:
662
662
  """
663
663
  Creates a new Indicators.CandlestickPatterns.ThreeBlackCrows pattern indicator.
664
664
  The indicator will be automatically updated on the given resolution.
@@ -670,7 +670,7 @@ class CandlestickPatterns(System.Object):
670
670
  """
671
671
  ...
672
672
 
673
- def three_inside(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeInside:
673
+ def three_inside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeInside:
674
674
  """
675
675
  Creates a new Indicators.CandlestickPatterns.ThreeInside pattern indicator.
676
676
  The indicator will be automatically updated on the given resolution.
@@ -682,7 +682,7 @@ class CandlestickPatterns(System.Object):
682
682
  """
683
683
  ...
684
684
 
685
- def three_line_strike(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike:
685
+ def three_line_strike(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike:
686
686
  """
687
687
  Creates a new Indicators.CandlestickPatterns.ThreeLineStrike pattern indicator.
688
688
  The indicator will be automatically updated on the given resolution.
@@ -694,7 +694,7 @@ class CandlestickPatterns(System.Object):
694
694
  """
695
695
  ...
696
696
 
697
- def three_outside(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeOutside:
697
+ def three_outside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeOutside:
698
698
  """
699
699
  Creates a new Indicators.CandlestickPatterns.ThreeOutside pattern indicator.
700
700
  The indicator will be automatically updated on the given resolution.
@@ -706,7 +706,7 @@ class CandlestickPatterns(System.Object):
706
706
  """
707
707
  ...
708
708
 
709
- def three_stars_in_south(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth:
709
+ def three_stars_in_south(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth:
710
710
  """
711
711
  Creates a new Indicators.CandlestickPatterns.ThreeStarsInSouth pattern indicator.
712
712
  The indicator will be automatically updated on the given resolution.
@@ -718,7 +718,7 @@ class CandlestickPatterns(System.Object):
718
718
  """
719
719
  ...
720
720
 
721
- def three_white_soldiers(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers:
721
+ def three_white_soldiers(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers:
722
722
  """
723
723
  Creates a new Indicators.CandlestickPatterns.ThreeWhiteSoldiers pattern indicator.
724
724
  The indicator will be automatically updated on the given resolution.
@@ -730,7 +730,7 @@ class CandlestickPatterns(System.Object):
730
730
  """
731
731
  ...
732
732
 
733
- def thrusting(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Thrusting:
733
+ def thrusting(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Thrusting:
734
734
  """
735
735
  Creates a new Indicators.CandlestickPatterns.Thrusting pattern indicator.
736
736
  The indicator will be automatically updated on the given resolution.
@@ -742,7 +742,7 @@ class CandlestickPatterns(System.Object):
742
742
  """
743
743
  ...
744
744
 
745
- def tristar(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Tristar:
745
+ def tristar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Tristar:
746
746
  """
747
747
  Creates a new Indicators.CandlestickPatterns.Tristar pattern indicator.
748
748
  The indicator will be automatically updated on the given resolution.
@@ -754,7 +754,7 @@ class CandlestickPatterns(System.Object):
754
754
  """
755
755
  ...
756
756
 
757
- def two_crows(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TwoCrows:
757
+ def two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TwoCrows:
758
758
  """
759
759
  Creates a new Indicators.CandlestickPatterns.TwoCrows pattern indicator.
760
760
  The indicator will be automatically updated on the given resolution.
@@ -766,7 +766,7 @@ class CandlestickPatterns(System.Object):
766
766
  """
767
767
  ...
768
768
 
769
- def unique_three_river(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver:
769
+ def unique_three_river(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver:
770
770
  """
771
771
  Creates a new Indicators.CandlestickPatterns.UniqueThreeRiver pattern indicator.
772
772
  The indicator will be automatically updated on the given resolution.
@@ -778,7 +778,7 @@ class CandlestickPatterns(System.Object):
778
778
  """
779
779
  ...
780
780
 
781
- def up_down_gap_three_methods(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods:
781
+ def up_down_gap_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods:
782
782
  """
783
783
  Creates a new Indicators.CandlestickPatterns.UpDownGapThreeMethods pattern indicator.
784
784
  The indicator will be automatically updated on the given resolution.
@@ -790,7 +790,7 @@ class CandlestickPatterns(System.Object):
790
790
  """
791
791
  ...
792
792
 
793
- def upside_gap_two_crows(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.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows:
793
+ def upside_gap_two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows:
794
794
  """
795
795
  Creates a new Indicators.CandlestickPatterns.UpsideGapTwoCrows pattern indicator.
796
796
  The indicator will be automatically updated on the given resolution.
@@ -829,15 +829,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
829
829
  ...
830
830
 
831
831
  @overload
832
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
832
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
833
833
  ...
834
834
 
835
835
  @overload
836
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
836
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
837
837
  ...
838
838
 
839
839
  @overload
840
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
840
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
841
841
  ...
842
842
 
843
843
  @overload
@@ -885,15 +885,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
885
885
  ...
886
886
 
887
887
  @overload
888
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
888
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
889
889
  ...
890
890
 
891
891
  @overload
892
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
892
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
893
893
  ...
894
894
 
895
895
  @overload
896
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
896
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
897
897
  ...
898
898
 
899
899
  @overload
@@ -917,15 +917,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
917
917
  ...
918
918
 
919
919
  @overload
920
- def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
920
+ def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
921
921
  ...
922
922
 
923
923
  @overload
924
- def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
924
+ def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
925
925
  ...
926
926
 
927
927
  @overload
928
- def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
928
+ def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
929
929
  ...
930
930
 
931
931
  def __getitem__(self, type: typing.Type[QuantConnect_Algorithm_QCAlgorithm_History_T]) -> History[QuantConnect_Algorithm_QCAlgorithm_History_T]:
@@ -1439,7 +1439,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1439
1439
  """
1440
1440
  ...
1441
1441
 
1442
- def a(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int = 1, beta_period: int = 252, resolution: typing.Optional[QuantConnect.Resolution] = None, risk_free_rate: typing.Optional[float] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Alpha:
1442
+ def a(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int = 1, beta_period: int = 252, resolution: typing.Optional[QuantConnect.Resolution] = None, risk_free_rate: typing.Optional[float] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Alpha:
1443
1443
  """
1444
1444
  Creates a Alpha indicator for the given target symbol in relation with the reference used.
1445
1445
  The indicator will be automatically updated on the given resolution.
@@ -1455,7 +1455,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1455
1455
  """
1456
1456
  ...
1457
1457
 
1458
- def abands(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, width: float = 4, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccelerationBands:
1458
+ def abands(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, width: float = 4, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccelerationBands:
1459
1459
  """
1460
1460
  Creates a new Acceleration Bands indicator.
1461
1461
 
@@ -1468,7 +1468,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1468
1468
  """
1469
1469
  ...
1470
1470
 
1471
- def ad(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.AccumulationDistribution:
1471
+ def ad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistribution:
1472
1472
  """
1473
1473
  Creates a new AccumulationDistribution indicator.
1474
1474
 
@@ -1550,7 +1550,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1550
1550
  ...
1551
1551
 
1552
1552
  @overload
1553
- def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution], time_zone: typing.Any, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1553
+ def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution], time_zone: typing.Any, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1554
1554
  """
1555
1555
  AddData a new user defined data source, requiring only the minimum config options.
1556
1556
  This adds a Symbol to the `Underlying` property in the custom data Symbol object.
@@ -1586,7 +1586,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1586
1586
  ...
1587
1587
 
1588
1588
  @overload
1589
- def add_data(self, data_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, time_zone: typing.Any = None, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1589
+ def add_data(self, data_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, time_zone: typing.Any = None, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1590
1590
  """
1591
1591
  AddData a new user defined data source, requiring only the minimum config options.
1592
1592
  This adds a Symbol to the `Underlying` property in the custom data Symbol object.
@@ -1620,7 +1620,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1620
1620
  ...
1621
1621
 
1622
1622
  @overload
1623
- def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Securities.Security:
1623
+ def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Securities.Security:
1624
1624
  """
1625
1625
  AddData a new user defined data source, requiring only the minimum config options.
1626
1626
  The data is added with a default time zone of NewYork (Eastern Daylight Savings Time).
@@ -1685,7 +1685,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1685
1685
  def add_future(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = 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.Future.Future:
1686
1686
  ...
1687
1687
 
1688
- 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 = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
1688
+ 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 = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
1689
1689
  """
1690
1690
  Creates and adds a new single Future contract to the algorithm
1691
1691
 
@@ -1698,7 +1698,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1698
1698
  """
1699
1699
  ...
1700
1700
 
1701
- def add_future_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse] = None) -> None:
1701
+ def add_future_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse] = None) -> None:
1702
1702
  """
1703
1703
  Creates and adds a new Future Option contract to the algorithm.
1704
1704
 
@@ -1708,7 +1708,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1708
1708
  """
1709
1709
  ...
1710
1710
 
1711
- def add_future_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 = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1711
+ def add_future_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 = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1712
1712
  """
1713
1713
  Adds a future option contract to the algorithm.
1714
1714
 
@@ -1749,7 +1749,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1749
1749
  ...
1750
1750
 
1751
1751
  @overload
1752
- def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1752
+ def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1753
1753
  """
1754
1754
  Creates and adds index options to the algorithm.
1755
1755
 
@@ -1761,7 +1761,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1761
1761
  ...
1762
1762
 
1763
1763
  @overload
1764
- def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1764
+ def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1765
1765
  """
1766
1766
  Creates and adds index options to the algorithm.
1767
1767
 
@@ -1777,7 +1777,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1777
1777
  def add_index_option(self, underlying: str, target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1778
1778
  ...
1779
1779
 
1780
- def add_index_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1780
+ def add_index_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) -> QuantConnect.Securities.IndexOption.IndexOption:
1781
1781
  """
1782
1782
  Adds an index option contract to the algorithm.
1783
1783
 
@@ -1803,7 +1803,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1803
1803
  ...
1804
1804
 
1805
1805
  @overload
1806
- def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1806
+ def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1807
1807
  """
1808
1808
  Creates and adds a new Option security to the algorithm.
1809
1809
  This method can be used to add options with non-equity asset classes
@@ -1819,7 +1819,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1819
1819
  ...
1820
1820
 
1821
1821
  @overload
1822
- def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1822
+ def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1823
1823
  """
1824
1824
  Creates and adds a new Option security to the algorithm.
1825
1825
  This method can be used to add options with non-equity asset classes
@@ -1835,7 +1835,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1835
1835
  """
1836
1836
  ...
1837
1837
 
1838
- 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 = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1838
+ 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 = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1839
1839
  """
1840
1840
  Creates and adds a new single Option contract to the algorithm
1841
1841
 
@@ -1905,7 +1905,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1905
1905
  ...
1906
1906
 
1907
1907
  @overload
1908
- 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:
1908
+ 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:
1909
1909
  """
1910
1910
  Set a required SecurityType-symbol and resolution for algorithm
1911
1911
 
@@ -2157,7 +2157,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2157
2157
  ...
2158
2158
 
2159
2159
  @overload
2160
- def add_universe_options(self, underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse]) -> None:
2160
+ def add_universe_options(self, underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse]) -> None:
2161
2161
  """
2162
2162
  Adds a new universe that creates options of the security by monitoring any changes in the Universe the provided security is in.
2163
2163
  Additionally, a filter can be applied to the options generated when the universe of the security changes.
@@ -2186,7 +2186,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2186
2186
  """
2187
2187
  ...
2188
2188
 
2189
- def adosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
2189
+ def adosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
2190
2190
  """
2191
2191
  Creates a new AccumulationDistributionOscillator indicator.
2192
2192
 
@@ -2221,7 +2221,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2221
2221
  """
2222
2222
  ...
2223
2223
 
2224
- def adx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalIndex:
2224
+ def adx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalIndex:
2225
2225
  """
2226
2226
  Creates a new Average Directional Index indicator.
2227
2227
  The indicator will be automatically updated on the given resolution.
@@ -2234,7 +2234,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2234
2234
  """
2235
2235
  ...
2236
2236
 
2237
- def adxr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalMovementIndexRating:
2237
+ def adxr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalMovementIndexRating:
2238
2238
  """
2239
2239
  Creates a new AverageDirectionalMovementIndexRating indicator.
2240
2240
 
@@ -2246,7 +2246,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2246
2246
  """
2247
2247
  ...
2248
2248
 
2249
- def alma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, sigma: int = 6, offset: float = 0.85, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ArnaudLegouxMovingAverage:
2249
+ def alma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, sigma: int = 6, offset: float = 0.85, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ArnaudLegouxMovingAverage:
2250
2250
  """
2251
2251
  Creates a new ArnaudLegouxMovingAverage indicator.
2252
2252
 
@@ -2261,7 +2261,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2261
2261
  """
2262
2262
  ...
2263
2263
 
2264
- def ao(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AwesomeOscillator:
2264
+ def ao(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AwesomeOscillator:
2265
2265
  """
2266
2266
  Creates a new Awesome Oscillator from the specified periods.
2267
2267
 
@@ -2274,7 +2274,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2274
2274
  """
2275
2275
  ...
2276
2276
 
2277
- def apo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AbsolutePriceOscillator:
2277
+ def apo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AbsolutePriceOscillator:
2278
2278
  """
2279
2279
  Creates a new AbsolutePriceOscillator indicator.
2280
2280
 
@@ -2288,7 +2288,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2288
2288
  """
2289
2289
  ...
2290
2290
 
2291
- def aps(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AugenPriceSpike:
2291
+ def aps(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AugenPriceSpike:
2292
2292
  """
2293
2293
  Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically
2294
2294
  updated on the given resolution.
@@ -2301,7 +2301,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2301
2301
  """
2302
2302
  ...
2303
2303
 
2304
- def ar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageRange:
2304
+ def ar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageRange:
2305
2305
  """
2306
2306
  Creates a new Average Range (AR) indicator.
2307
2307
 
@@ -2314,7 +2314,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2314
2314
  ...
2315
2315
 
2316
2316
  @overload
2317
- def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ar_order: int, diff_order: int, ma_order: int, period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2317
+ def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ar_order: int, diff_order: int, ma_order: int, period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2318
2318
  """
2319
2319
  Creates a new ARIMA indicator.
2320
2320
 
@@ -2330,7 +2330,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2330
2330
  ...
2331
2331
 
2332
2332
  @overload
2333
- def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ar_order: int, diff_order: int, ma_order: int, period: int, intercept: bool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2333
+ def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ar_order: int, diff_order: int, ma_order: int, period: int, intercept: bool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2334
2334
  """
2335
2335
  Creates a new ARIMA indicator.
2336
2336
 
@@ -2347,7 +2347,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2347
2347
  ...
2348
2348
 
2349
2349
  @overload
2350
- def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2350
+ def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2351
2351
  """
2352
2352
  Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
2353
2353
 
@@ -2360,7 +2360,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2360
2360
  ...
2361
2361
 
2362
2362
  @overload
2363
- def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], up_period: int, down_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2363
+ def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], up_period: int, down_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2364
2364
  """
2365
2365
  Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
2366
2366
 
@@ -2373,7 +2373,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2373
2373
  """
2374
2374
  ...
2375
2375
 
2376
- def asi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderAccumulativeSwingIndex:
2376
+ def asi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderAccumulativeSwingIndex:
2377
2377
  """
2378
2378
  Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol.
2379
2379
  The indicator will be automatically updated on the given resolution.
@@ -2386,7 +2386,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2386
2386
  """
2387
2387
  ...
2388
2388
 
2389
- def atr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageTrueRange:
2389
+ def atr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageTrueRange:
2390
2390
  """
2391
2391
  Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically
2392
2392
  updated on the given resolution.
@@ -2400,7 +2400,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2400
2400
  """
2401
2401
  ...
2402
2402
 
2403
- def b(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Beta:
2403
+ def b(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Beta:
2404
2404
  """
2405
2405
  Creates a Beta indicator for the given target symbol in relation with the reference used.
2406
2406
  The indicator will be automatically updated on the given resolution.
@@ -2414,7 +2414,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2414
2414
  """
2415
2415
  ...
2416
2416
 
2417
- def bb(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.BollingerBands:
2417
+ def bb(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.BollingerBands:
2418
2418
  """
2419
2419
  Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation
2420
2420
 
@@ -2428,7 +2428,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2428
2428
  """
2429
2429
  ...
2430
2430
 
2431
- def bop(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.IBaseDataBar] = None) -> QuantConnect.Indicators.BalanceOfPower:
2431
+ def bop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.BalanceOfPower:
2432
2432
  """
2433
2433
  Creates a new Balance Of Power indicator.
2434
2434
  The indicator will be automatically updated on the given resolution.
@@ -2450,7 +2450,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2450
2450
  ...
2451
2451
 
2452
2452
  @overload
2453
- def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
2453
+ def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
2454
2454
  """
2455
2455
  Buy Stock (Alias of Order)
2456
2456
 
@@ -2461,7 +2461,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2461
2461
  ...
2462
2462
 
2463
2463
  @overload
2464
- def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
2464
+ def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
2465
2465
  """
2466
2466
  Buy Stock (Alias of Order)
2467
2467
 
@@ -2485,7 +2485,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2485
2485
  """
2486
2486
  ...
2487
2487
 
2488
- def c(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Correlation:
2488
+ def c(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Correlation:
2489
2489
  """
2490
2490
  Creates a Correlation indicator for the given target symbol in relation with the reference used.
2491
2491
  The indicator will be automatically updated on the given resolution.
@@ -2500,7 +2500,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2500
2500
  """
2501
2501
  ...
2502
2502
 
2503
- def calculate_order_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target: float) -> float:
2503
+ def calculate_order_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target: float) -> float:
2504
2504
  """
2505
2505
  Calculate the order quantity to achieve target-percent holdings.
2506
2506
 
@@ -2510,7 +2510,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2510
2510
  """
2511
2511
  ...
2512
2512
 
2513
- def cc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_roc_period: int = 11, long_roc_period: int = 14, lwma_period: int = 10, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.CoppockCurve:
2513
+ def cc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_roc_period: int = 11, long_roc_period: int = 14, lwma_period: int = 10, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.CoppockCurve:
2514
2514
  """
2515
2515
  Initializes a new instance of the CoppockCurve indicator
2516
2516
 
@@ -2524,7 +2524,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2524
2524
  """
2525
2525
  ...
2526
2526
 
2527
- def cci(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CommodityChannelIndex:
2527
+ def cci(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CommodityChannelIndex:
2528
2528
  """
2529
2529
  Creates a new CommodityChannelIndex indicator. The indicator will be automatically
2530
2530
  updated on the given resolution.
@@ -2538,7 +2538,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2538
2538
  """
2539
2539
  ...
2540
2540
 
2541
- def chop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChoppinessIndex:
2541
+ def chop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChoppinessIndex:
2542
2542
  """
2543
2543
  Creates a new ChoppinessIndex indicator for the symbol. The indicator will be automatically
2544
2544
  updated on the given resolution.
@@ -2564,7 +2564,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2564
2564
  ...
2565
2565
 
2566
2566
  @overload
2567
- def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Optional[int]:
2567
+ def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Optional[int]:
2568
2568
  """
2569
2569
  Converts a symbol into a CIK identifier
2570
2570
 
@@ -2573,7 +2573,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2573
2573
  """
2574
2574
  ...
2575
2575
 
2576
- def cks(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], atr_period: int, atr_mult: float, period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChandeKrollStop:
2576
+ def cks(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], atr_period: int, atr_mult: float, period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChandeKrollStop:
2577
2577
  """
2578
2578
  Creates a new Chande Kroll Stop indicator which will compute the short and lower stop.
2579
2579
  The indicator will be automatically updated on the given resolution.
@@ -2589,7 +2589,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2589
2589
  """
2590
2590
  ...
2591
2591
 
2592
- def cmf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinMoneyFlow:
2592
+ def cmf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinMoneyFlow:
2593
2593
  """
2594
2594
  Creates a new ChaikinMoneyFlow indicator.
2595
2595
 
@@ -2601,7 +2601,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2601
2601
  """
2602
2602
  ...
2603
2603
 
2604
- def cmo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ChandeMomentumOscillator:
2604
+ def cmo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ChandeMomentumOscillator:
2605
2605
  """
2606
2606
  Creates a new ChandeMomentumOscillator indicator.
2607
2607
 
@@ -2613,7 +2613,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2613
2613
  """
2614
2614
  ...
2615
2615
 
2616
- def co(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinOscillator:
2616
+ def co(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinOscillator:
2617
2617
  """
2618
2618
  Creates a new Chaikin Oscillator indicator.
2619
2619
 
@@ -2680,7 +2680,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2680
2680
  ...
2681
2681
 
2682
2682
  @overload
2683
- def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
2683
+ def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
2684
2684
  """
2685
2685
  Converts a symbol into a composite FIGI identifier
2686
2686
 
@@ -2690,7 +2690,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2690
2690
  ...
2691
2691
 
2692
2692
  @overload
2693
- def consolidate(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], size: float, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2693
+ def consolidate(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], size: float, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2694
2694
  """
2695
2695
  Creates and registers a consolidator for the following bar types: RenkoBar, VolumeRenkoBar, or RangeBar
2696
2696
  for the specified symbol and threshold. The specified handler will be invoked with each new consolidated bar.
@@ -2705,7 +2705,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2705
2705
  ...
2706
2706
 
2707
2707
  @overload
2708
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2708
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2709
2709
  """
2710
2710
  Registers the handler to receive consolidated data for the specified symbol
2711
2711
 
@@ -2717,7 +2717,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2717
2717
  ...
2718
2718
 
2719
2719
  @overload
2720
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2720
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2721
2721
  """
2722
2722
  Registers the handler to receive consolidated data for the specified symbol
2723
2723
 
@@ -2730,7 +2730,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2730
2730
  ...
2731
2731
 
2732
2732
  @overload
2733
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2733
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2734
2734
  """
2735
2735
  Registers the handler to receive consolidated data for the specified symbol
2736
2736
 
@@ -2742,7 +2742,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2742
2742
  ...
2743
2743
 
2744
2744
  @overload
2745
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2745
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2746
2746
  """
2747
2747
  Registers the handler to receive consolidated data for the specified symbol
2748
2748
 
@@ -2755,7 +2755,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2755
2755
  ...
2756
2756
 
2757
2757
  @overload
2758
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2758
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2759
2759
  """
2760
2760
  Registers the handler to receive consolidated data for the specified symbol
2761
2761
 
@@ -2767,7 +2767,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2767
2767
  ...
2768
2768
 
2769
2769
  @overload
2770
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2770
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2771
2771
  """
2772
2772
  Registers the handler to receive consolidated data for the specified symbol
2773
2773
 
@@ -2780,7 +2780,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2780
2780
  ...
2781
2781
 
2782
2782
  @overload
2783
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2783
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2784
2784
  """
2785
2785
  Registers the handler to receive consolidated data for the specified symbol
2786
2786
 
@@ -2792,7 +2792,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2792
2792
  ...
2793
2793
 
2794
2794
  @overload
2795
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2795
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2796
2796
  """
2797
2797
  Registers the handler to receive consolidated data for the specified symbol
2798
2798
 
@@ -2804,7 +2804,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2804
2804
  ...
2805
2805
 
2806
2806
  @overload
2807
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2807
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2808
2808
  """
2809
2809
  Registers the handler to receive consolidated data for the specified symbol
2810
2810
 
@@ -2816,7 +2816,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2816
2816
  ...
2817
2817
 
2818
2818
  @overload
2819
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2819
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2820
2820
  """
2821
2821
  Registers the handler to receive consolidated data for the specified symbol
2822
2822
 
@@ -2828,7 +2828,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2828
2828
  ...
2829
2829
 
2830
2830
  @overload
2831
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2831
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2832
2832
  """
2833
2833
  Registers the handler to receive consolidated data for the specified symbol
2834
2834
 
@@ -2840,7 +2840,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2840
2840
  ...
2841
2841
 
2842
2842
  @overload
2843
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2843
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2844
2844
  """
2845
2845
  Registers the handler to receive consolidated data for the specified symbol
2846
2846
 
@@ -2884,7 +2884,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2884
2884
  ...
2885
2885
 
2886
2886
  @overload
2887
- def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], type: System.FormattableString, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2887
+ def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], type: System.FormattableString, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2888
2888
  """
2889
2889
  Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
2890
2890
 
@@ -2896,7 +2896,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2896
2896
  ...
2897
2897
 
2898
2898
  @overload
2899
- def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], type: str, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2899
+ def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], type: str, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2900
2900
  """
2901
2901
  Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
2902
2902
 
@@ -2907,7 +2907,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2907
2907
  """
2908
2908
  ...
2909
2909
 
2910
- def crsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, rsi_period_streak: int, look_back_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ConnorsRelativeStrengthIndex:
2910
+ def crsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, rsi_period_streak: int, look_back_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ConnorsRelativeStrengthIndex:
2911
2911
  """
2912
2912
  Creates a new Connors Relative Strength Index (CRSI) indicator, which combines the traditional Relative Strength Index (RSI),
2913
2913
  Streak RSI (SRSI), and Percent Rank to provide a more robust measure of market strength.
@@ -2936,7 +2936,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2936
2936
  ...
2937
2937
 
2938
2938
  @overload
2939
- def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
2939
+ def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
2940
2940
  """
2941
2941
  Converts a symbol into a CUSIP identifier
2942
2942
 
@@ -2945,7 +2945,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2945
2945
  """
2946
2946
  ...
2947
2947
 
2948
- def d(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
2948
+ def d(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
2949
2949
  """
2950
2950
  Creates a new Delta indicator for the symbol The indicator will be automatically
2951
2951
  updated on the symbol's subscription resolution
@@ -2962,7 +2962,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2962
2962
  ...
2963
2963
 
2964
2964
  @overload
2965
- def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], upper_period: int, lower_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2965
+ def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], upper_period: int, lower_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2966
2966
  """
2967
2967
  Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band.
2968
2968
  The indicator will be automatically updated on the given resolution.
@@ -2977,7 +2977,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2977
2977
  ...
2978
2978
 
2979
2979
  @overload
2980
- def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2980
+ def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2981
2981
  """
2982
2982
  Overload shorthand to create a new symmetric Donchian Channel indicator which
2983
2983
  has the upper and lower channels set to the same period length.
@@ -3026,7 +3026,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3026
3026
  """
3027
3027
  ...
3028
3028
 
3029
- def dem(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.DeMarkerIndicator:
3029
+ def dem(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.DeMarkerIndicator:
3030
3030
  """
3031
3031
  Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's
3032
3032
  High and Low tradebar values.
@@ -3040,7 +3040,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3040
3040
  """
3041
3041
  ...
3042
3042
 
3043
- def dema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DoubleExponentialMovingAverage:
3043
+ def dema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DoubleExponentialMovingAverage:
3044
3044
  """
3045
3045
  Creates a new DoubleExponentialMovingAverage indicator.
3046
3046
 
@@ -3060,7 +3060,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3060
3060
  """
3061
3061
  ...
3062
3062
 
3063
- def do(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, smoothing_rsi_period: int, double_smoothing_rsi_period: int, signal_line_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DerivativeOscillator:
3063
+ def do(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, smoothing_rsi_period: int, double_smoothing_rsi_period: int, signal_line_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DerivativeOscillator:
3064
3064
  """
3065
3065
  Creates a new DerivativeOscillator indicator.
3066
3066
 
@@ -3112,7 +3112,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3112
3112
  """
3113
3113
  ...
3114
3114
 
3115
- def dpo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DetrendedPriceOscillator:
3115
+ def dpo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DetrendedPriceOscillator:
3116
3116
  """
3117
3117
  Creates a new DetrendedPriceOscillator indicator.
3118
3118
 
@@ -3125,7 +3125,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3125
3125
  ...
3126
3126
 
3127
3127
  @overload
3128
- def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3128
+ def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3129
3129
  """
3130
3130
  Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
3131
3131
  updated on the given resolution.
@@ -3139,7 +3139,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3139
3139
  ...
3140
3140
 
3141
3141
  @overload
3142
- def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, smoothing_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3142
+ def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, smoothing_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3143
3143
  """
3144
3144
  Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
3145
3145
  updated on the given resolution.
@@ -3175,7 +3175,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3175
3175
  """
3176
3176
  ...
3177
3177
 
3178
- def emv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 1, scale: int = 10000, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.EaseOfMovementValue:
3178
+ def emv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 1, scale: int = 10000, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.EaseOfMovementValue:
3179
3179
  """
3180
3180
  Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically
3181
3181
  updated on the given resolution.
@@ -3234,7 +3234,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3234
3234
  """
3235
3235
  ...
3236
3236
 
3237
- def exercise_option(self, option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3237
+ def exercise_option(self, option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3238
3238
  """
3239
3239
  Send an exercise order to the transaction handler
3240
3240
 
@@ -3247,7 +3247,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3247
3247
  """
3248
3248
  ...
3249
3249
 
3250
- def fi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ForceIndex:
3250
+ def fi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ForceIndex:
3251
3251
  """
3252
3252
  Creates a new ForceIndex indicator for the symbol. The indicator will be automatically
3253
3253
  updated on the given resolution.
@@ -3262,7 +3262,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3262
3262
  ...
3263
3263
 
3264
3264
  @overload
3265
- def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3265
+ def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3266
3266
  """
3267
3267
  Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
3268
3268
  updated on the symbol's subscription resolution
@@ -3276,7 +3276,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3276
3276
  ...
3277
3277
 
3278
3278
  @overload
3279
- def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3279
+ def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3280
3280
  """
3281
3281
  Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
3282
3282
  updated on the symbol's subscription resolution
@@ -3291,7 +3291,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3291
3291
  ...
3292
3292
 
3293
3293
  @overload
3294
- def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3294
+ def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3295
3295
  """
3296
3296
  Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
3297
3297
  updated on the symbol's subscription resolution
@@ -3305,7 +3305,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3305
3305
  """
3306
3306
  ...
3307
3307
 
3308
- def fish(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.FisherTransform:
3308
+ def fish(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.FisherTransform:
3309
3309
  """
3310
3310
  Creates an FisherTransform indicator for the symbol.
3311
3311
  The indicator will be automatically updated on the given resolution.
@@ -3318,7 +3318,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3318
3318
  """
3319
3319
  ...
3320
3320
 
3321
- def frama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, long_period: int = 198, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.FractalAdaptiveMovingAverage:
3321
+ def frama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, long_period: int = 198, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.FractalAdaptiveMovingAverage:
3322
3322
  """
3323
3323
  Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically
3324
3324
  updated on the given resolution.
@@ -3340,7 +3340,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3340
3340
  ...
3341
3341
 
3342
3342
  @overload
3343
- def fundamentals(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Fundamental.Fundamental:
3343
+ def fundamentals(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Fundamental.Fundamental:
3344
3344
  """
3345
3345
  Get the fundamental data for the requested symbol at the current time
3346
3346
 
@@ -3359,7 +3359,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3359
3359
  """
3360
3360
  ...
3361
3361
 
3362
- def future_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3362
+ def future_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3363
3363
  """
3364
3364
  Get the futures chain for the specified symbol at the current time (time)
3365
3365
 
@@ -3383,7 +3383,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3383
3383
  """
3384
3384
  ...
3385
3385
 
3386
- def futures_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3386
+ def futures_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3387
3387
  """
3388
3388
  Get the futures chain for the specified symbol at the current time (time)
3389
3389
 
@@ -3407,7 +3407,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3407
3407
  """
3408
3408
  ...
3409
3409
 
3410
- def g(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
3410
+ def g(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
3411
3411
  """
3412
3412
  Creates a new Gamma indicator for the symbol The indicator will be automatically
3413
3413
  updated on the symbol's subscription resolution
@@ -3447,7 +3447,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3447
3447
  ...
3448
3448
 
3449
3449
  @overload
3450
- def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.BaseData:
3450
+ def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.BaseData:
3451
3451
  """
3452
3452
  Get the last known price using the history provider.
3453
3453
  Useful for seeding securities with the correct price
@@ -3471,7 +3471,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3471
3471
  ...
3472
3472
 
3473
3473
  @overload
3474
- def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.BaseData]:
3474
+ def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.BaseData]:
3475
3475
  """
3476
3476
  Yields data to warm up a security for all its subscribed data types
3477
3477
 
@@ -3544,7 +3544,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3544
3544
  """Gets a read-only dictionary with all current parameters"""
3545
3545
  ...
3546
3546
 
3547
- def he(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, max_lag: int = 20, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HurstExponent:
3547
+ def he(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, max_lag: int = 20, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HurstExponent:
3548
3548
  """
3549
3549
  Creates a new Hurst Exponent indicator for the specified symbol.
3550
3550
  The Hurst Exponent measures the long-term memory or self-similarity in a time series.
@@ -3559,7 +3559,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3559
3559
  """
3560
3560
  ...
3561
3561
 
3562
- def heikin_ashi(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.HeikinAshi:
3562
+ def heikin_ashi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.HeikinAshi:
3563
3563
  """
3564
3564
  Creates a new Heikin-Ashi indicator.
3565
3565
 
@@ -3570,7 +3570,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3570
3570
  """
3571
3571
  ...
3572
3572
 
3573
- def hma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HullMovingAverage:
3573
+ def hma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HullMovingAverage:
3574
3574
  """
3575
3575
  Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
3576
3576
 
@@ -3581,7 +3581,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3581
3581
  """
3582
3582
  ...
3583
3583
 
3584
- def ht(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length: int, in_phase_multiplication_factor: float, quadrature_multiplication_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HilbertTransform:
3584
+ def ht(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length: int, in_phase_multiplication_factor: float, quadrature_multiplication_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HilbertTransform:
3585
3585
  """
3586
3586
  Creates a new Hilbert Transform indicator
3587
3587
 
@@ -3599,7 +3599,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3599
3599
  """
3600
3600
  ...
3601
3601
 
3602
- def ibs(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.InternalBarStrength:
3602
+ def ibs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.InternalBarStrength:
3603
3603
  """
3604
3604
  Creates a new InternalBarStrength indicator for the symbol. The indicator will be automatically
3605
3605
  updated on the given resolution.
@@ -3611,7 +3611,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3611
3611
  """
3612
3612
  ...
3613
3613
 
3614
- def ichimoku(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tenkan_period: int, kijun_period: int, senkou_a_period: int, senkou_b_period: int, senkou_a_delay_period: int, senkou_b_delay_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.IchimokuKinkoHyo:
3614
+ def ichimoku(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tenkan_period: int, kijun_period: int, senkou_a_period: int, senkou_b_period: int, senkou_a_delay_period: int, senkou_b_delay_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.IchimokuKinkoHyo:
3615
3615
  """
3616
3616
  Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically
3617
3617
  updated on the given resolution.
@@ -3630,7 +3630,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3630
3630
  ...
3631
3631
 
3632
3632
  @overload
3633
- def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3633
+ def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3634
3634
  """
3635
3635
  Creates a new Identity indicator for the symbol The indicator will be automatically
3636
3636
  updated on the symbol's subscription resolution
@@ -3643,7 +3643,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3643
3643
  ...
3644
3644
 
3645
3645
  @overload
3646
- def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3646
+ def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3647
3647
  """
3648
3648
  Creates a new Identity indicator for the symbol The indicator will be automatically
3649
3649
  updated on the symbol's subscription resolution
@@ -3657,7 +3657,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3657
3657
  ...
3658
3658
 
3659
3659
  @overload
3660
- def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3660
+ def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3661
3661
  """
3662
3662
  Creates a new Identity indicator for the symbol The indicator will be automatically
3663
3663
  updated on the symbol's subscription resolution
@@ -3671,7 +3671,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3671
3671
  ...
3672
3672
 
3673
3673
  @overload
3674
- def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3674
+ def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3675
3675
  """
3676
3676
  Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
3677
3677
  The symbol must exist in the Securities collection.
@@ -3701,7 +3701,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3701
3701
  ...
3702
3702
 
3703
3703
  @overload
3704
- def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3704
+ def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3705
3705
  """
3706
3706
  Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
3707
3707
  The symbol must exist in the Securities collection.
@@ -3747,7 +3747,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3747
3747
  ...
3748
3748
 
3749
3749
  @overload
3750
- def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3750
+ def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3751
3751
  """
3752
3752
  Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
3753
3753
  The symbol must exist in the Securities collection.
@@ -3791,7 +3791,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3791
3791
  ...
3792
3792
 
3793
3793
  @overload
3794
- def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
3794
+ def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
3795
3795
  """
3796
3796
  Converts a symbol into an ISIN identifier
3797
3797
 
@@ -3800,7 +3800,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3800
3800
  """
3801
3801
  ...
3802
3802
 
3803
- def is_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
3803
+ def is_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
3804
3804
  """
3805
3805
  Determines if the exchange for the specified symbol is open at the current time.
3806
3806
 
@@ -3809,7 +3809,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3809
3809
  """
3810
3810
  ...
3811
3811
 
3812
- def iv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.ImpliedVolatility:
3812
+ def iv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.ImpliedVolatility:
3813
3813
  """
3814
3814
  Creates a new ImpliedVolatility indicator for the symbol The indicator will be automatically
3815
3815
  updated on the symbol's subscription resolution
@@ -3825,7 +3825,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3825
3825
  ...
3826
3826
 
3827
3827
  @overload
3828
- def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3828
+ def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3829
3829
  """
3830
3830
  Creates a new KaufmanAdaptiveMovingAverage indicator.
3831
3831
 
@@ -3838,7 +3838,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3838
3838
  ...
3839
3839
 
3840
3840
  @overload
3841
- def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, fast_ema_period: int, slow_ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3841
+ def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, fast_ema_period: int, slow_ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3842
3842
  """
3843
3843
  Creates a new KaufmanAdaptiveMovingAverage indicator.
3844
3844
 
@@ -3852,7 +3852,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3852
3852
  """
3853
3853
  ...
3854
3854
 
3855
- def kch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.KeltnerChannels:
3855
+ def kch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.KeltnerChannels:
3856
3856
  """
3857
3857
  Creates a new Keltner Channels indicator.
3858
3858
  The indicator will be automatically updated on the given resolution.
@@ -3867,7 +3867,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3867
3867
  """
3868
3868
  ...
3869
3869
 
3870
- def ker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanEfficiencyRatio:
3870
+ def ker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanEfficiencyRatio:
3871
3871
  """
3872
3872
  Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically
3873
3873
  updated on the given resolution.
@@ -3880,7 +3880,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3880
3880
  """
3881
3881
  ...
3882
3882
 
3883
- def kst(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], roc_1_period: int = 10, roc_1_ma_period: int = 10, roc_2_period: int = 15, roc_2_ma_period: int = 10, roc_3_period: int = 20, roc_3_ma_period: int = 10, roc_4_period: int = 30, roc_4_ma_period: int = 15, signal_period: int = 9, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KnowSureThing:
3883
+ def kst(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], roc_1_period: int = 10, roc_1_ma_period: int = 10, roc_2_period: int = 15, roc_2_ma_period: int = 10, roc_3_period: int = 20, roc_3_ma_period: int = 10, roc_4_period: int = 30, roc_4_ma_period: int = 15, signal_period: int = 9, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KnowSureThing:
3884
3884
  """
3885
3885
  Creates a new KnowSureThing indicator for the symbol. The indicator will be automatically
3886
3886
  updated on the given resolution.
@@ -3902,7 +3902,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3902
3902
  """
3903
3903
  ...
3904
3904
 
3905
- def kvo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, signal_period: int = 13, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.KlingerVolumeOscillator:
3905
+ def kvo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, signal_period: int = 13, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.KlingerVolumeOscillator:
3906
3906
  """
3907
3907
  Creates a new Klinger Volume Oscillator (KVO) indicator
3908
3908
 
@@ -3917,7 +3917,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3917
3917
  ...
3918
3918
 
3919
3919
  @overload
3920
- def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3920
+ def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3921
3921
  """
3922
3922
  Send a limit if touched order to the transaction handler:
3923
3923
 
@@ -3933,7 +3933,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3933
3933
  ...
3934
3934
 
3935
3935
  @overload
3936
- def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3936
+ def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3937
3937
  """
3938
3938
  Send a limit if touched order to the transaction handler:
3939
3939
 
@@ -3949,7 +3949,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3949
3949
  ...
3950
3950
 
3951
3951
  @overload
3952
- def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3952
+ def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3953
3953
  """
3954
3954
  Send a limit order to the transaction handler:
3955
3955
 
@@ -3964,7 +3964,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3964
3964
  ...
3965
3965
 
3966
3966
  @overload
3967
- def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3967
+ def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3968
3968
  """
3969
3969
  Send a limit order to the transaction handler:
3970
3970
 
@@ -3988,7 +3988,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3988
3988
  ...
3989
3989
 
3990
3990
  @overload
3991
- def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
3991
+ def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
3992
3992
  """
3993
3993
  Liquidate your portfolio holdings
3994
3994
 
@@ -4012,7 +4012,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4012
4012
  ...
4013
4013
 
4014
4014
  @overload
4015
- def liquidate(self, symbol_to_liquidate: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str) -> typing.List[QuantConnect.Orders.OrderTicket]:
4015
+ def liquidate(self, symbol_to_liquidate: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str) -> typing.List[QuantConnect.Orders.OrderTicket]:
4016
4016
  """
4017
4017
  Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies.
4018
4018
 
@@ -4061,7 +4061,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4061
4061
  """
4062
4062
  ...
4063
4063
 
4064
- def logr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LogReturn:
4064
+ def logr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LogReturn:
4065
4065
  """
4066
4066
  Creates a new LogReturn indicator.
4067
4067
 
@@ -4073,7 +4073,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4073
4073
  """
4074
4074
  ...
4075
4075
 
4076
- def lsma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LeastSquaresMovingAverage:
4076
+ def lsma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LeastSquaresMovingAverage:
4077
4077
  """
4078
4078
  Creates and registers a new Least Squares Moving Average instance.
4079
4079
 
@@ -4085,7 +4085,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4085
4085
  """
4086
4086
  ...
4087
4087
 
4088
- def lwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LinearWeightedMovingAverage:
4088
+ def lwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LinearWeightedMovingAverage:
4089
4089
  """
4090
4090
  Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute
4091
4091
  the weights across the periods.
@@ -4097,7 +4097,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4097
4097
  """
4098
4098
  ...
4099
4099
 
4100
- def macd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, signal_period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
4100
+ def macd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, signal_period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
4101
4101
  """
4102
4102
  Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.
4103
4103
 
@@ -4112,7 +4112,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4112
4112
  """
4113
4113
  ...
4114
4114
 
4115
- def mad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MeanAbsoluteDeviation:
4115
+ def mad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MeanAbsoluteDeviation:
4116
4116
  """
4117
4117
  Creates a new MeanAbsoluteDeviation indicator.
4118
4118
 
@@ -4124,7 +4124,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4124
4124
  """
4125
4125
  ...
4126
4126
 
4127
- def mama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_limit: float = 0.5, slow_limit: float = 0.05, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MesaAdaptiveMovingAverage:
4127
+ def mama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_limit: float = 0.5, slow_limit: float = 0.05, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MesaAdaptiveMovingAverage:
4128
4128
  """
4129
4129
  Creates a new Mesa Adaptive Moving Average (MAMA) indicator.
4130
4130
  The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average.
@@ -4139,11 +4139,11 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4139
4139
  ...
4140
4140
 
4141
4141
  @overload
4142
- def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4142
+ def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4143
4143
  ...
4144
4144
 
4145
4145
  @overload
4146
- def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4146
+ def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4147
4147
  """
4148
4148
  Market on close order implementation: Send a market order when the exchange closes
4149
4149
 
@@ -4157,7 +4157,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4157
4157
  ...
4158
4158
 
4159
4159
  @overload
4160
- def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4160
+ def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4161
4161
  """
4162
4162
  Market on open order implementation: Send a market order when the exchange opens
4163
4163
 
@@ -4171,7 +4171,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4171
4171
  ...
4172
4172
 
4173
4173
  @overload
4174
- def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4174
+ def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4175
4175
  """
4176
4176
  Market on open order implementation: Send a market order when the exchange opens
4177
4177
 
@@ -4185,7 +4185,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4185
4185
  ...
4186
4186
 
4187
4187
  @overload
4188
- def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4188
+ def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4189
4189
  """
4190
4190
  Market order implementation: Send a market order and wait for it to be filled.
4191
4191
 
@@ -4199,7 +4199,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4199
4199
  ...
4200
4200
 
4201
4201
  @overload
4202
- def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4202
+ def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4203
4203
  """
4204
4204
  Market order implementation: Send a market order and wait for it to be filled.
4205
4205
 
@@ -4212,7 +4212,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4212
4212
  """
4213
4213
  ...
4214
4214
 
4215
- def mass(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ema_period: int = 9, sum_period: int = 25, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MassIndex:
4215
+ def mass(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ema_period: int = 9, sum_period: int = 25, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MassIndex:
4216
4216
  """
4217
4217
  Creates a new Mass Index indicator. The indicator will be automatically
4218
4218
  updated on the given resolution.
@@ -4226,7 +4226,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4226
4226
  """
4227
4227
  ...
4228
4228
 
4229
- def max(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Maximum:
4229
+ def max(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Maximum:
4230
4230
  """
4231
4231
  Creates a new Maximum indicator to compute the maximum value
4232
4232
 
@@ -4239,7 +4239,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4239
4239
  """
4240
4240
  ...
4241
4241
 
4242
- def mfi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MoneyFlowIndex:
4242
+ def mfi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MoneyFlowIndex:
4243
4243
  """
4244
4244
  Creates a new MoneyFlowIndex indicator. The indicator will be automatically
4245
4245
  updated on the given resolution.
@@ -4252,7 +4252,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4252
4252
  """
4253
4253
  ...
4254
4254
 
4255
- def mgd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.McGinleyDynamic:
4255
+ def mgd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.McGinleyDynamic:
4256
4256
  """
4257
4257
  Creates a new McGinley Dynamic indicator
4258
4258
 
@@ -4264,7 +4264,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4264
4264
  """
4265
4265
  ...
4266
4266
 
4267
- def midpoint(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MidPoint:
4267
+ def midpoint(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MidPoint:
4268
4268
  """
4269
4269
  Creates a new MidPoint indicator.
4270
4270
 
@@ -4276,7 +4276,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4276
4276
  """
4277
4277
  ...
4278
4278
 
4279
- def midprice(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MidPrice:
4279
+ def midprice(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MidPrice:
4280
4280
  """
4281
4281
  Creates a new MidPrice indicator.
4282
4282
 
@@ -4288,7 +4288,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4288
4288
  """
4289
4289
  ...
4290
4290
 
4291
- def min(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Minimum:
4291
+ def min(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Minimum:
4292
4292
  """
4293
4293
  Creates a new Minimum indicator to compute the minimum value
4294
4294
 
@@ -4301,7 +4301,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4301
4301
  """
4302
4302
  ...
4303
4303
 
4304
- def mom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momentum:
4304
+ def mom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momentum:
4305
4305
  """
4306
4306
  Creates a new Momentum indicator. This will compute the absolute n-period change in the security.
4307
4307
  The indicator will be automatically updated on the given resolution.
@@ -4314,7 +4314,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4314
4314
  """
4315
4315
  ...
4316
4316
 
4317
- def momersion(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], min_period: typing.Optional[int], full_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momersion:
4317
+ def momersion(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], min_period: typing.Optional[int], full_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momersion:
4318
4318
  """
4319
4319
  Creates a new Momersion indicator.
4320
4320
 
@@ -4327,7 +4327,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4327
4327
  """
4328
4328
  ...
4329
4329
 
4330
- def momp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MomentumPercent:
4330
+ def momp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MomentumPercent:
4331
4331
  """
4332
4332
  Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security.
4333
4333
  The indicator will be automatically updated on the given resolution.
@@ -4366,7 +4366,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4366
4366
  """
4367
4367
  ...
4368
4368
 
4369
- def natr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
4369
+ def natr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
4370
4370
  """
4371
4371
  Creates a new NormalizedAverageTrueRange indicator.
4372
4372
 
@@ -4378,7 +4378,31 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4378
4378
  """
4379
4379
  ...
4380
4380
 
4381
- 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:
4381
+ 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:
4382
+ """
4383
+ Creates a new New Highs - New Lows indicator
4384
+
4385
+ :param symbols: The symbols whose NHNL we want
4386
+ :param period: The period over which to compute the NHNL
4387
+ :param resolution: The resolution
4388
+ :param selector: Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a IBaseDataBar
4389
+ :returns: The NewHighsNewLows indicator for the requested symbols over the specified period.
4390
+ """
4391
+ ...
4392
+
4393
+ 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:
4394
+ """
4395
+ Creates a new New Highs - New Lows Volume indicator
4396
+
4397
+ :param symbols: The symbols whose NHNLV we want
4398
+ :param period: The period over which to compute the NHNLV
4399
+ :param resolution: The resolution
4400
+ :param selector: Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar
4401
+ :returns: The NewHighsNewLowsVolume indicator for the requested symbols over the specified period.
4402
+ """
4403
+ ...
4404
+
4405
+ def obv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.OnBalanceVolume:
4382
4406
  """
4383
4407
  Creates a new On Balance Volume indicator. This will compute the cumulative total volume
4384
4408
  based on whether the close price being higher or lower than the previous period.
@@ -4531,7 +4555,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4531
4555
  """Called when the algorithm has completed initialization and warm up."""
4532
4556
  ...
4533
4557
 
4534
- def option_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.OptionChain:
4558
+ def option_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.OptionChain:
4535
4559
  """
4536
4560
  Get the option chain for the specified symbol at the current time (time)
4537
4561
 
@@ -4556,7 +4580,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4556
4580
  ...
4557
4581
 
4558
4582
  @overload
4559
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
4583
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
4560
4584
  """
4561
4585
  Issue an order/trade for asset: Alias wrapper for Order(string, int);
4562
4586
 
@@ -4567,7 +4591,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4567
4591
  ...
4568
4592
 
4569
4593
  @overload
4570
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
4594
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
4571
4595
  """
4572
4596
  Issue an order/trade for asset
4573
4597
 
@@ -4578,7 +4602,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4578
4602
  ...
4579
4603
 
4580
4604
  @overload
4581
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4605
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4582
4606
  """
4583
4607
  Wrapper for market order method: submit a new order for quantity of symbol using type order.
4584
4608
 
@@ -4606,7 +4630,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4606
4630
  ...
4607
4631
 
4608
4632
  @overload
4609
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, type: QuantConnect.Orders.OrderType, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4633
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, type: QuantConnect.Orders.OrderType, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4610
4634
  """
4611
4635
  Obsolete implementation of Order method accepting a OrderType. This was deprecated since it
4612
4636
  was impossible to generate other orders via this method. Any calls to this method will always default to a Market Order.
@@ -4625,7 +4649,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4625
4649
  ...
4626
4650
 
4627
4651
  @overload
4628
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4652
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4629
4653
  """
4630
4654
  Obsolete method for placing orders.
4631
4655
 
@@ -4640,7 +4664,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4640
4664
  ...
4641
4665
 
4642
4666
  @overload
4643
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4667
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4644
4668
  """
4645
4669
  Obsolete method for placing orders.
4646
4670
 
@@ -4782,7 +4806,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4782
4806
  ...
4783
4807
 
4784
4808
  @overload
4785
- def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length_high: int, length_low: int, last_stored_values: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4809
+ def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length_high: int, length_low: int, last_stored_values: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4786
4810
  """
4787
4811
  Creates a new PivotPointsHighLow indicator which will compute the high and low pivot points based on the configurable surrounding bars count.
4788
4812
 
@@ -4797,7 +4821,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4797
4821
  ...
4798
4822
 
4799
4823
  @overload
4800
- def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length_high: int, length_low: int, last_stored_values: int = 100, strict: bool = True, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4824
+ def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length_high: int, length_low: int, last_stored_values: int = 100, strict: bool = True, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4801
4825
  """
4802
4826
  Creates a new PivotPointsHighLow indicator which will compute the high and low pivot points based on the configurable surrounding bars count.
4803
4827
 
@@ -4812,7 +4836,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4812
4836
  """
4813
4837
  ...
4814
4838
 
4815
- def ppo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.PercentagePriceOscillator:
4839
+ def ppo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.PercentagePriceOscillator:
4816
4840
  """
4817
4841
  Creates a new PercentagePriceOscillator indicator.
4818
4842
 
@@ -4826,7 +4850,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4826
4850
  """
4827
4851
  ...
4828
4852
 
4829
- def psar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], af_start: float = 0.02, af_increment: float = 0.02, af_max: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverse:
4853
+ def psar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], af_start: float = 0.02, af_increment: float = 0.02, af_max: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverse:
4830
4854
  """
4831
4855
  Creates a new Parabolic SAR indicator
4832
4856
 
@@ -4840,7 +4864,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4840
4864
  """
4841
4865
  ...
4842
4866
 
4843
- def pso(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.PremierStochasticOscillator:
4867
+ def pso(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.PremierStochasticOscillator:
4844
4868
  """
4845
4869
  Creates a new instance of the Premier Stochastic Oscillator for the specified symbol.
4846
4870
 
@@ -4871,7 +4895,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4871
4895
  """
4872
4896
  ...
4873
4897
 
4874
- def r(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
4898
+ def r(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
4875
4899
  """
4876
4900
  Creates a new Rho indicator for the symbol The indicator will be automatically
4877
4901
  updated on the symbol's subscription resolution
@@ -4887,7 +4911,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4887
4911
  """
4888
4912
  ...
4889
4913
 
4890
- def rc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RegressionChannel:
4914
+ def rc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RegressionChannel:
4891
4915
  """
4892
4916
  Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope
4893
4917
 
@@ -4900,7 +4924,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4900
4924
  """
4901
4925
  ...
4902
4926
 
4903
- def rdv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeDailyVolume:
4927
+ def rdv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeDailyVolume:
4904
4928
  """
4905
4929
  Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically
4906
4930
  updated on the given resolution.
@@ -4924,7 +4948,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4924
4948
  ...
4925
4949
 
4926
4950
  @overload
4927
- def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4951
+ def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4928
4952
  """
4929
4953
  Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
4930
4954
  the indicator to receive updates from the consolidator.
@@ -4937,7 +4961,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4937
4961
  ...
4938
4962
 
4939
4963
  @overload
4940
- def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[datetime.timedelta] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4964
+ def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[datetime.timedelta] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4941
4965
  """
4942
4966
  Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
4943
4967
  the indicator to receive updates from the consolidator.
@@ -4950,7 +4974,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4950
4974
  ...
4951
4975
 
4952
4976
  @overload
4953
- def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4977
+ def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4954
4978
  """
4955
4979
  Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
4956
4980
  from the consolidator.
@@ -4962,7 +4986,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4962
4986
  """
4963
4987
  ...
4964
4988
 
4965
- def remove_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
4989
+ def remove_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
4966
4990
  """
4967
4991
  Removes the security with the specified symbol. This will cancel all
4968
4992
  open orders and then liquidate any existing holdings
@@ -4972,7 +4996,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4972
4996
  """
4973
4997
  ...
4974
4998
 
4975
- def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
4999
+ def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
4976
5000
  """
4977
5001
  Removes the security with the specified symbol. This will cancel all
4978
5002
  open orders and then liquidate any existing holdings
@@ -4983,7 +5007,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4983
5007
  ...
4984
5008
 
4985
5009
  @overload
4986
- def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
5010
+ def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
4987
5011
  """
4988
5012
  Gets the default consolidator for the specified symbol and resolution
4989
5013
 
@@ -4995,7 +5019,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4995
5019
  ...
4996
5020
 
4997
5021
  @overload
4998
- def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time_span: typing.Optional[datetime.timedelta], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
5022
+ def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time_span: typing.Optional[datetime.timedelta], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
4999
5023
  """
5000
5024
  Gets the default consolidator for the specified symbol and resolution
5001
5025
 
@@ -5006,7 +5030,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5006
5030
  """
5007
5031
  ...
5008
5032
 
5009
- def rma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeMovingAverage:
5033
+ def rma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeMovingAverage:
5010
5034
  """
5011
5035
  Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.
5012
5036
 
@@ -5018,7 +5042,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5018
5042
  """
5019
5043
  ...
5020
5044
 
5021
- def roc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChange:
5045
+ def roc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChange:
5022
5046
  """
5023
5047
  Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security.
5024
5048
  The indicator will be automatically updated on the given resolution.
@@ -5031,7 +5055,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5031
5055
  """
5032
5056
  ...
5033
5057
 
5034
- def rocp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangePercent:
5058
+ def rocp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangePercent:
5035
5059
  """
5036
5060
  Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security.
5037
5061
  The indicator will be automatically updated on the given resolution.
@@ -5044,7 +5068,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5044
5068
  """
5045
5069
  ...
5046
5070
 
5047
- def rocr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangeRatio:
5071
+ def rocr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangeRatio:
5048
5072
  """
5049
5073
  Creates a new RateOfChangeRatio indicator.
5050
5074
 
@@ -5056,7 +5080,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5056
5080
  """
5057
5081
  ...
5058
5082
 
5059
- def rsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeStrengthIndex:
5083
+ def rsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeStrengthIndex:
5060
5084
  """
5061
5085
  Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based
5062
5086
  on the ratio of average gains to average losses over the specified period.
@@ -5070,7 +5094,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5070
5094
  """
5071
5095
  ...
5072
5096
 
5073
- def rsv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.RogersSatchellVolatility:
5097
+ def rsv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.RogersSatchellVolatility:
5074
5098
  """
5075
5099
  Creates a new RogersSatchellVolatility indicator for the symbol. The indicator will be automatically
5076
5100
  updated on the given resolution.
@@ -5092,7 +5116,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5092
5116
  """
5093
5117
  ...
5094
5118
 
5095
- def rvi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeVigorIndex:
5119
+ def rvi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeVigorIndex:
5096
5120
  """
5097
5121
  Creates a new RelativeVigorIndex indicator.
5098
5122
 
@@ -5105,7 +5129,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5105
5129
  """
5106
5130
  ...
5107
5131
 
5108
- def sarext(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sar_start: float = 0.0, offset_on_reverse: float = 0.0, af_start_short: float = 0.02, af_increment_short: float = 0.02, af_max_short: float = 0.2, af_start_long: float = 0.02, af_increment_long: float = 0.02, af_max_long: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverseExtended:
5132
+ def sarext(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sar_start: float = 0.0, offset_on_reverse: float = 0.0, af_start_short: float = 0.02, af_increment_short: float = 0.02, af_max_short: float = 0.2, af_start_long: float = 0.02, af_increment_long: float = 0.02, af_max_long: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverseExtended:
5109
5133
  """
5110
5134
  Creates a new Parabolic SAR Extended indicator
5111
5135
 
@@ -5137,7 +5161,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5137
5161
  ...
5138
5162
 
5139
5163
  @overload
5140
- def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
5164
+ def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
5141
5165
  """
5142
5166
  Converts a symbol into a SEDOL identifier
5143
5167
 
@@ -5147,7 +5171,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5147
5171
  ...
5148
5172
 
5149
5173
  @overload
5150
- def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
5174
+ def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
5151
5175
  """
5152
5176
  Sell stock (alias of Order)
5153
5177
 
@@ -5158,7 +5182,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5158
5182
  ...
5159
5183
 
5160
5184
  @overload
5161
- def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
5185
+ def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
5162
5186
  """
5163
5187
  Sell stock (alias of Order)
5164
5188
 
@@ -5253,7 +5277,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5253
5277
  ...
5254
5278
 
5255
5279
  @overload
5256
- def set_benchmark(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5280
+ def set_benchmark(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5257
5281
  """
5258
5282
  Sets the benchmark used for computing statistics of the algorithm to the specified symbol
5259
5283
 
@@ -5436,7 +5460,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5436
5460
  ...
5437
5461
 
5438
5462
  @overload
5439
- def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percentage: float, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5463
+ def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percentage: float, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5440
5464
  """
5441
5465
  Alias for SetHoldings to avoid the M-decimal errors.
5442
5466
 
@@ -5451,7 +5475,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5451
5475
  ...
5452
5476
 
5453
5477
  @overload
5454
- def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percentage: int, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5478
+ def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percentage: int, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5455
5479
  """
5456
5480
  Alias for SetHoldings to avoid the M-decimal errors.
5457
5481
 
@@ -5805,7 +5829,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5805
5829
  ...
5806
5830
 
5807
5831
  @overload
5808
- def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
5832
+ def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
5809
5833
  """
5810
5834
  Determines if the Symbol is shortable at the brokerage
5811
5835
 
@@ -5815,7 +5839,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5815
5839
  ...
5816
5840
 
5817
5841
  @overload
5818
- def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
5842
+ 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:
5819
5843
  """
5820
5844
  Determines if the Symbol is shortable at the brokerage
5821
5845
 
@@ -5828,7 +5852,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5828
5852
  """
5829
5853
  ...
5830
5854
 
5831
- def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> int:
5855
+ def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> int:
5832
5856
  """
5833
5857
  Gets the quantity shortable for the given asset
5834
5858
 
@@ -5837,7 +5861,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5837
5861
  """
5838
5862
  ...
5839
5863
 
5840
- def si(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderSwingIndex:
5864
+ def si(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderSwingIndex:
5841
5865
  """
5842
5866
  Creates a Wilder Swing Index (SI) indicator for the symbol.
5843
5867
  The indicator will be automatically updated on the given resolution.
@@ -5850,7 +5874,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5850
5874
  """
5851
5875
  ...
5852
5876
 
5853
- def sm(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bollinger_period: int = 20, bollinger_multiplier: float = 2, keltner_period: int = 20, keltner_multiplier: float = 1.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SqueezeMomentum:
5877
+ def sm(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bollinger_period: int = 20, bollinger_multiplier: float = 2, keltner_period: int = 20, keltner_multiplier: float = 1.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SqueezeMomentum:
5854
5878
  """
5855
5879
  Creates a Squeeze Momentum indicator to identify market squeezes and potential breakouts.
5856
5880
  Compares Bollinger Bands and Keltner Channels to signal low or high volatility periods.
@@ -5866,7 +5890,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5866
5890
  """
5867
5891
  ...
5868
5892
 
5869
- def sma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SimpleMovingAverage:
5893
+ def sma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SimpleMovingAverage:
5870
5894
  """
5871
5895
  Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically
5872
5896
  updated on the given resolution.
@@ -5879,7 +5903,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5879
5903
  """
5880
5904
  ...
5881
5905
 
5882
- def sobv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SmoothedOnBalanceVolume:
5906
+ def sobv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SmoothedOnBalanceVolume:
5883
5907
  """
5884
5908
  Creates a new SmoothedOnBalanceVolume indicator for the symbol. The indicator will be automatically
5885
5909
  updated on the given resolution.
@@ -5893,7 +5917,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5893
5917
  """
5894
5918
  ...
5895
5919
 
5896
- def sortino(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sortino_period: int, minimum_acceptable_return: float = 0.0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SortinoRatio:
5920
+ def sortino(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sortino_period: int, minimum_acceptable_return: float = 0.0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SortinoRatio:
5897
5921
  """
5898
5922
  Creates a new Sortino indicator.
5899
5923
 
@@ -5906,7 +5930,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5906
5930
  """
5907
5931
  ...
5908
5932
 
5909
- def sr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sharpe_period: int, risk_free_rate: typing.Optional[float] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SharpeRatio:
5933
+ def sr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sharpe_period: int, risk_free_rate: typing.Optional[float] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SharpeRatio:
5910
5934
  """
5911
5935
  Creates a new SharpeRatio indicator.
5912
5936
 
@@ -5919,7 +5943,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5919
5943
  """
5920
5944
  ...
5921
5945
 
5922
- def srsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, stoch_period: int, k_smoothing_period: int, d_smoothing_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StochasticRelativeStrengthIndex:
5946
+ def srsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, stoch_period: int, k_smoothing_period: int, d_smoothing_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StochasticRelativeStrengthIndex:
5923
5947
  """
5924
5948
  Creates a new Stochastic RSI indicator which will compute the %K and %D
5925
5949
 
@@ -5935,7 +5959,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5935
5959
  """
5936
5960
  ...
5937
5961
 
5938
- def stc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], cycle_period: int, fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SchaffTrendCycle:
5962
+ def stc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], cycle_period: int, fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SchaffTrendCycle:
5939
5963
  """
5940
5964
  Creates a new Schaff Trend Cycle indicator
5941
5965
 
@@ -5950,7 +5974,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5950
5974
  """
5951
5975
  ...
5952
5976
 
5953
- def std(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StandardDeviation:
5977
+ def std(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StandardDeviation:
5954
5978
  """
5955
5979
  Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
5956
5980
 
@@ -5963,7 +5987,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5963
5987
  ...
5964
5988
 
5965
5989
  @overload
5966
- def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k_period: int, d_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
5990
+ def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k_period: int, d_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
5967
5991
  """
5968
5992
  Creates a new Stochastic indicator.
5969
5993
 
@@ -5978,7 +6002,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5978
6002
  ...
5979
6003
 
5980
6004
  @overload
5981
- def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
6005
+ def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
5982
6006
  """
5983
6007
  Overload short hand to create a new Stochastic indicator; defaulting to the 3 period for dStoch
5984
6008
 
@@ -5991,7 +6015,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5991
6015
  ...
5992
6016
 
5993
6017
  @overload
5994
- def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6018
+ def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
5995
6019
  """
5996
6020
  Send a stop limit order to the transaction handler:
5997
6021
 
@@ -6007,7 +6031,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6007
6031
  ...
6008
6032
 
6009
6033
  @overload
6010
- def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6034
+ def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6011
6035
  """
6012
6036
  Send a stop limit order to the transaction handler:
6013
6037
 
@@ -6023,7 +6047,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6023
6047
  ...
6024
6048
 
6025
6049
  @overload
6026
- def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6050
+ def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6027
6051
  """
6028
6052
  Create a stop market order and return the newly created order id; or negative if the order is invalid
6029
6053
 
@@ -6038,7 +6062,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6038
6062
  ...
6039
6063
 
6040
6064
  @overload
6041
- def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6065
+ def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6042
6066
  """
6043
6067
  Create a stop market order and return the newly created order id; or negative if the order is invalid
6044
6068
 
@@ -6052,7 +6076,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6052
6076
  """
6053
6077
  ...
6054
6078
 
6055
- def str(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, multiplier: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SuperTrend:
6079
+ def str(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, multiplier: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SuperTrend:
6056
6080
  """
6057
6081
  Creates a new SuperTrend indicator.
6058
6082
 
@@ -6074,7 +6098,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6074
6098
  """
6075
6099
  ...
6076
6100
 
6077
- def sum(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Sum:
6101
+ def sum(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Sum:
6078
6102
  """
6079
6103
  Creates a new Sum indicator.
6080
6104
 
@@ -6086,7 +6110,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6086
6110
  """
6087
6111
  ...
6088
6112
 
6089
- def swiss(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SwissArmyKnife:
6113
+ def swiss(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SwissArmyKnife:
6090
6114
  """
6091
6115
  Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically
6092
6116
  updated on the given resolution.
@@ -6112,7 +6136,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6112
6136
  """
6113
6137
  ...
6114
6138
 
6115
- def t(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6139
+ def t(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6116
6140
  """
6117
6141
  Creates a new Theta indicator for the symbol The indicator will be automatically
6118
6142
  updated on the symbol's subscription resolution
@@ -6128,7 +6152,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6128
6152
  """
6129
6153
  ...
6130
6154
 
6131
- def t_3(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, volume_factor: float = 0.7, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.T3MovingAverage:
6155
+ def t_3(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, volume_factor: float = 0.7, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.T3MovingAverage:
6132
6156
  """
6133
6157
  Creates a new T3MovingAverage indicator.
6134
6158
 
@@ -6141,7 +6165,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6141
6165
  """
6142
6166
  ...
6143
6167
 
6144
- def tdd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, minimum_acceptable_return: float = 0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TargetDownsideDeviation:
6168
+ def tdd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, minimum_acceptable_return: float = 0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TargetDownsideDeviation:
6145
6169
  """
6146
6170
  Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the
6147
6171
  realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.
@@ -6155,7 +6179,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6155
6179
  """
6156
6180
  ...
6157
6181
 
6158
- def tds(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.IBaseDataBar] = None) -> QuantConnect.Indicators.TomDemarkSequential:
6182
+ def tds(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TomDemarkSequential:
6159
6183
  """
6160
6184
  Creates a new TomDemark Sequential candlestick indicator for the symbol. The indicator will be automatically
6161
6185
  updated on the symbol's subscription resolution.
@@ -6167,7 +6191,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6167
6191
  """
6168
6192
  ...
6169
6193
 
6170
- def tema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
6194
+ def tema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
6171
6195
  """
6172
6196
  Creates a new TripleExponentialMovingAverage indicator.
6173
6197
 
@@ -6179,7 +6203,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6179
6203
  """
6180
6204
  ...
6181
6205
 
6182
- def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
6206
+ def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
6183
6207
  """
6184
6208
  For the given symbol will resolve the ticker it used at the current algorithm date
6185
6209
 
@@ -6188,7 +6212,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6188
6212
  """
6189
6213
  ...
6190
6214
 
6191
- def tp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.TimeProfile:
6215
+ def tp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.TimeProfile:
6192
6216
  """
6193
6217
  Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically
6194
6218
  updated on the given resolution.
@@ -6203,7 +6227,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6203
6227
  """
6204
6228
  ...
6205
6229
 
6206
- def tr(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.IBaseDataBar] = None) -> QuantConnect.Indicators.TrueRange:
6230
+ def tr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TrueRange:
6207
6231
  """
6208
6232
  Creates a new TrueRange indicator.
6209
6233
 
@@ -6215,7 +6239,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6215
6239
  ...
6216
6240
 
6217
6241
  @overload
6218
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6242
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6219
6243
  """
6220
6244
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid.
6221
6245
  It will calculate the stop price using the trailing amount and the current market price.
@@ -6232,7 +6256,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6232
6256
  ...
6233
6257
 
6234
6258
  @overload
6235
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6259
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6236
6260
  """
6237
6261
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid.
6238
6262
  It will calculate the stop price using the trailing amount and the current market price.
@@ -6249,7 +6273,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6249
6273
  ...
6250
6274
 
6251
6275
  @overload
6252
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6276
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6253
6277
  """
6254
6278
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid
6255
6279
 
@@ -6266,7 +6290,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6266
6290
  ...
6267
6291
 
6268
6292
  @overload
6269
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6293
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6270
6294
  """
6271
6295
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid
6272
6296
 
@@ -6302,7 +6326,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6302
6326
  """
6303
6327
  ...
6304
6328
 
6305
- def trima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TriangularMovingAverage:
6329
+ def trima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TriangularMovingAverage:
6306
6330
  """
6307
6331
  Creates a new TriangularMovingAverage indicator.
6308
6332
 
@@ -6325,7 +6349,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6325
6349
  """
6326
6350
  ...
6327
6351
 
6328
- def trix(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Trix:
6352
+ def trix(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Trix:
6329
6353
  """
6330
6354
  Creates a new Trix indicator.
6331
6355
 
@@ -6337,7 +6361,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6337
6361
  """
6338
6362
  ...
6339
6363
 
6340
- def tsf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TimeSeriesForecast:
6364
+ def tsf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TimeSeriesForecast:
6341
6365
  """
6342
6366
  Creates a new Time Series Forecast indicator
6343
6367
 
@@ -6349,7 +6373,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6349
6373
  """
6350
6374
  ...
6351
6375
 
6352
- def tsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], long_term_period: int = 25, short_term_period: int = 13, signal_period: int = 7, signal_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TrueStrengthIndex:
6376
+ def tsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], long_term_period: int = 25, short_term_period: int = 13, signal_period: int = 7, signal_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TrueStrengthIndex:
6353
6377
  """
6354
6378
  Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically
6355
6379
  updated on the given resolution.
@@ -6365,7 +6389,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6365
6389
  """
6366
6390
  ...
6367
6391
 
6368
- def ultosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period_1: int, period_2: int, period_3: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.UltimateOscillator:
6392
+ def ultosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period_1: int, period_2: int, period_3: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.UltimateOscillator:
6369
6393
  """
6370
6394
  Creates a new UltimateOscillator indicator.
6371
6395
 
@@ -6388,7 +6412,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6388
6412
  ...
6389
6413
 
6390
6414
  @overload
6391
- def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Vega:
6415
+ def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Vega:
6392
6416
  """
6393
6417
  Creates a new Vega indicator for the symbol The indicator will be automatically
6394
6418
  updated on the symbol's subscription resolution
@@ -6405,7 +6429,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6405
6429
  ...
6406
6430
 
6407
6431
  @overload
6408
- def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6432
+ def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6409
6433
  """
6410
6434
  Creates a new Variance indicator. This will return the population variance of samples over the specified period.
6411
6435
 
@@ -6418,7 +6442,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6418
6442
  ...
6419
6443
 
6420
6444
  @overload
6421
- def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, confidence_level: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ValueAtRisk:
6445
+ def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, confidence_level: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ValueAtRisk:
6422
6446
  """
6423
6447
  Creates a new ValueAtRisk indicator.
6424
6448
 
@@ -6432,7 +6456,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6432
6456
  ...
6433
6457
 
6434
6458
  @overload
6435
- def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6459
+ def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6436
6460
  """
6437
6461
  Creates a new Variance indicator. This will return the population variance of samples over the specified period.
6438
6462
 
@@ -6447,7 +6471,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6447
6471
  """
6448
6472
  ...
6449
6473
 
6450
- def vidya(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.VariableIndexDynamicAverage:
6474
+ def vidya(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.VariableIndexDynamicAverage:
6451
6475
  """
6452
6476
  Creates a new Chande's Variable Index Dynamic Average indicator.
6453
6477
 
@@ -6459,7 +6483,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6459
6483
  """
6460
6484
  ...
6461
6485
 
6462
- def vp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeProfile:
6486
+ def vp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeProfile:
6463
6487
  """
6464
6488
  Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically
6465
6489
  updated on the given resolution.
@@ -6474,7 +6498,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6474
6498
  """
6475
6499
  ...
6476
6500
 
6477
- def vtx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Vortex:
6501
+ def vtx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Vortex:
6478
6502
  """
6479
6503
  Creates a new Vortex indicator for the symbol. The indicator will be automatically
6480
6504
  updated on the given resolution.
@@ -6488,7 +6512,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6488
6512
  ...
6489
6513
 
6490
6514
  @overload
6491
- def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
6515
+ def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
6492
6516
  """
6493
6517
  Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically
6494
6518
  updated on the given resolution.
@@ -6502,7 +6526,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6502
6526
  ...
6503
6527
 
6504
6528
  @overload
6505
- def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Indicators.IntradayVwap:
6529
+ def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Indicators.IntradayVwap:
6506
6530
  """
6507
6531
  Creates the canonical VWAP indicator that resets each day. The indicator will be automatically
6508
6532
  updated on the security's configured resolution.
@@ -6512,7 +6536,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6512
6536
  """
6513
6537
  ...
6514
6538
 
6515
- def vwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedMovingAverage:
6539
+ def vwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedMovingAverage:
6516
6540
  """
6517
6541
  Creates a new VolumeWeightedMovingAverage indicator for the symbol. The indicator will be automatically
6518
6542
  updated on the given resolution.
@@ -6526,7 +6550,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6526
6550
  ...
6527
6551
 
6528
6552
  @overload
6529
- def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6553
+ def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6530
6554
  """
6531
6555
  Warms up a given indicator with historical data
6532
6556
 
@@ -6550,7 +6574,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6550
6574
  ...
6551
6575
 
6552
6576
  @overload
6553
- def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6577
+ def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6554
6578
  """
6555
6579
  Warms up a given indicator with historical data
6556
6580
 
@@ -6573,7 +6597,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6573
6597
  """
6574
6598
  ...
6575
6599
 
6576
- def wilr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.WilliamsPercentR:
6600
+ def wilr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.WilliamsPercentR:
6577
6601
  """
6578
6602
  Creates a new Williams %R indicator. This will compute the percentage change of
6579
6603
  the current closing price in relation to the high and low of the past N periods.
@@ -6587,7 +6611,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6587
6611
  """
6588
6612
  ...
6589
6613
 
6590
- def wwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.WilderMovingAverage:
6614
+ def wwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.WilderMovingAverage:
6591
6615
  """
6592
6616
  Creates a WilderMovingAverage indicator for the symbol.
6593
6617
  The indicator will be automatically updated on the given resolution.
@@ -6600,7 +6624,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6600
6624
  """
6601
6625
  ...
6602
6626
 
6603
- def zlema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ZeroLagExponentialMovingAverage:
6627
+ def zlema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ZeroLagExponentialMovingAverage:
6604
6628
  """
6605
6629
  Creates a ZeroLagExponentialMovingAverage indicator for the symbol. The indicator will be automatically
6606
6630
  updated on the given resolution.
@@ -6613,7 +6637,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6613
6637
  """
6614
6638
  ...
6615
6639
 
6616
- def zz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sensitivity: float = 0.05, min_trend_length: int = 1, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ZigZag:
6640
+ def zz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sensitivity: float = 0.05, min_trend_length: int = 1, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ZigZag:
6617
6641
  """
6618
6642
  Creates a ZigZag indicator for the specified symbol, with adjustable sensitivity and minimum trend length.
6619
6643
 
@@ -6626,7 +6650,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6626
6650
  """
6627
6651
  ...
6628
6652
 
6629
- def γ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
6653
+ def γ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
6630
6654
  """
6631
6655
  Creates a new Gamma indicator for the symbol The indicator will be automatically
6632
6656
  updated on the symbol's subscription resolution
@@ -6642,7 +6666,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6642
6666
  """
6643
6667
  ...
6644
6668
 
6645
- def δ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
6669
+ def δ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
6646
6670
  """
6647
6671
  Creates a new Delta indicator for the symbol The indicator will be automatically
6648
6672
  updated on the symbol's subscription resolution
@@ -6658,7 +6682,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6658
6682
  """
6659
6683
  ...
6660
6684
 
6661
- def θ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6685
+ def θ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6662
6686
  """
6663
6687
  Creates a new Theta indicator for the symbol The indicator will be automatically
6664
6688
  updated on the symbol's subscription resolution
@@ -6674,7 +6698,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6674
6698
  """
6675
6699
  ...
6676
6700
 
6677
- def ρ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
6701
+ def ρ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
6678
6702
  """
6679
6703
  Creates a new Rho indicator for the symbol The indicator will be automatically
6680
6704
  updated on the symbol's subscription resolution
@@ -6778,7 +6802,7 @@ class UniverseDefinitions(System.Object):
6778
6802
  ...
6779
6803
 
6780
6804
  @overload
6781
- def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6805
+ def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6782
6806
  """
6783
6807
  Creates a universe for the constituents of the provided ETF symbol
6784
6808
 
@@ -6838,7 +6862,7 @@ class UniverseDefinitions(System.Object):
6838
6862
  ...
6839
6863
 
6840
6864
  @overload
6841
- def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6865
+ def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6842
6866
  """
6843
6867
  Creates a universe for the constituents of the provided ETF symbol
6844
6868
 
@@ -6850,7 +6874,7 @@ class UniverseDefinitions(System.Object):
6850
6874
  ...
6851
6875
 
6852
6876
  @overload
6853
- def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6877
+ def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6854
6878
  """
6855
6879
  Creates a universe for the constituents of the provided ETF symbol
6856
6880
 
@@ -6886,7 +6910,7 @@ class UniverseDefinitions(System.Object):
6886
6910
  ...
6887
6911
 
6888
6912
  @overload
6889
- def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6913
+ def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6890
6914
  """
6891
6915
  Creates a universe for the constituents of the provided index_symbol
6892
6916
 
@@ -6946,7 +6970,7 @@ class UniverseDefinitions(System.Object):
6946
6970
  ...
6947
6971
 
6948
6972
  @overload
6949
- def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6973
+ def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6950
6974
  """
6951
6975
  Creates a universe for the constituents of the provided index_symbol
6952
6976
 
@@ -6958,7 +6982,7 @@ class UniverseDefinitions(System.Object):
6958
6982
  ...
6959
6983
 
6960
6984
  @overload
6961
- def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6985
+ def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6962
6986
  """
6963
6987
  Creates a universe for the constituents of the provided index_symbol
6964
6988