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

QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi

@@ -373,7 +373,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
+    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
         """
         Creates and adds a new single Future contract to the algorithm
         
@@ -386,7 +386,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
+    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
         """
         Creates and adds a new single Option contract to the algorithm
         
@@ -417,7 +417,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         ...
 
     @overload
-    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
+    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
         """
         Set a required SecurityType-symbol and resolution for algorithm
         
@@ -471,7 +471,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.BaseData:
+    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.BaseData:
         """
         Get the last known price using the history provider.
         Useful for seeding securities with the correct price
@@ -482,7 +482,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         ...
 
     @overload
-    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.BaseData]:
+    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.BaseData]:
         """
         Yields data to warmup a security for all it's subscribed data types
         
@@ -549,7 +549,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """Initialise the Algorithm and Prepare Required Data:"""
         ...
 
-    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, asynchronous: bool = False, tag: str = "Liquidated", order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
+    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, asynchronous: bool = False, tag: str = "Liquidated", order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
         """
         Liquidate your portfolio holdings
         
@@ -712,7 +712,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
+    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
         """
         Removes the security with the specified symbol. This will cancel all
         open orders and then liquidate any existing holdings
@@ -958,7 +958,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
+    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
         """
         Determines if the Symbol is shortable at the brokerage
         
@@ -971,7 +971,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> int:
+    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> int:
         """
         Gets the quantity shortable for the given asset
         
@@ -1000,7 +1000,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         For the given symbol will resolve the ticker it used at the current algorithm date
         

QuantConnect/Api/Serialization/__init__.pyi

@@ -6,10 +6,8 @@ import QuantConnect.Api
 import QuantConnect.Api.Serialization
 import System
 
-JsonConverter = typing.Any
 
-
-class ProductJsonConverter(JsonConverter):
+class ProductJsonConverter:
     """Provides an implementation of JsonConverter that can deserialize Product"""
 
     @property

QuantConnect/Api/__init__.pyi

@@ -21,10 +21,35 @@ import System.Collections.Generic
 import System.Collections.Specialized
 import System.Text.RegularExpressions
 
-JsonConverter = typing.Any
 
+class ApiUtils(System.Object):
+    """API utility methods"""
 
-class ApiConnection(System.Object):
+    @staticmethod
+    def create_json_post_request(endpoint: str, payload: typing.Any = None, json_serializer_settings: typing.Any = None) -> typing.Any:
+        """
+        Creates a POST HttpRequestMessage with the specified endpoint and payload as json body
+        
+        :param endpoint: The request endpoint
+        :param payload: The request payload
+        :param json_serializer_settings: Settings for the json serializer
+        :returns: The POST request.
+        """
+        ...
+
+    @staticmethod
+    def create_post_request(endpoint: str, payload: typing.List[System.Collections.Generic.KeyValuePair[str, str]] = None) -> typing.Any:
+        """
+        Creates a POST HttpRequestMessage with the specified endpoint and payload as form url encoded content.
+        
+        :param endpoint: The request endpoint
+        :param payload: The request payload
+        :returns: The POST request.
+        """
+        ...
+
+
+class ApiConnection(System.Object, System.IDisposable):
     """API Connection and Hash Manager"""
 
     @property
@@ -69,6 +94,10 @@ class ApiConnection(System.Object):
         """
         ...
 
+    def dispose(self) -> None:
+        """Disposes of the HTTP client"""
+        ...
+
     def set_client(self, base_url: str, default_headers: System.Collections.Generic.Dictionary[str, str] = None, timeout: int = 0) -> None:
         """
         Overrides the current client
@@ -3591,7 +3620,7 @@ class Authentication(System.Object):
         ...
 
 
-class LiveAlgorithmResultsJsonConverter(JsonConverter):
+class LiveAlgorithmResultsJsonConverter:
     """Custom JsonConverter for LiveResults data for live algorithms"""
 
     @property
@@ -3635,7 +3664,7 @@ class AuthenticationResponse(QuantConnect.Api.RestResponse):
     """Verify if the credentials are OK."""
 
 
-class ParameterSetJsonConverter(JsonConverter):
+class ParameterSetJsonConverter:
     """Json converter for ParameterSet which creates a light weight easy to consume serialized version"""
 
     def can_convert(self, object_type: typing.Type) -> bool:
@@ -3664,7 +3693,7 @@ class ParameterSetJsonConverter(JsonConverter):
         ...
 
 
-class OptimizationBacktestJsonConverter(JsonConverter):
+class OptimizationBacktestJsonConverter:
     """Json converter for OptimizationBacktest which creates a light weight easy to consume serialized version"""
 
     def can_convert(self, object_type: typing.Type) -> bool:

QuantConnect/Benchmarks/__init__.pyi

@@ -37,7 +37,7 @@ class SecurityBenchmark(System.Object, QuantConnect.Benchmarks.IBenchmark):
         ...
 
     @staticmethod
-    def create_instance(securities: QuantConnect.Securities.SecurityManager, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Benchmarks.SecurityBenchmark:
+    def create_instance(securities: QuantConnect.Securities.SecurityManager, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Benchmarks.SecurityBenchmark:
         """
         Helper function that will create a security with the given SecurityManager
         for a specific symbol and then create a SecurityBenchmark for it

QuantConnect/Brokerages/Authentication/__init__.pyi

@@ -10,7 +10,6 @@ import System
 import System.Threading
 import System.Threading.Tasks
 
-DelegatingHandler = typing.Any
 AuthenticationHeaderValue = typing.Any
 HttpResponseMessage = typing.Any
 
@@ -91,7 +90,7 @@ class TokenCredentials(System.Object):
         ...
 
 
-class TokenHandler(DelegatingHandler, metaclass=abc.ABCMeta):
+class TokenHandler(metaclass=abc.ABCMeta):
     """
     Provides base functionality for token-based HTTP request handling,
     including automatic retries and token refresh on unauthorized responses.
@@ -166,6 +165,15 @@ class OAuthTokenHandler(typing.Generic[QuantConnect_Brokerages_Authentication_OA
         """
         ...
 
+    def dispose(self, disposing: bool) -> None:
+        """
+        Disposes of resources
+        
+        
+        This codeEntityType is protected.
+        """
+        ...
+
     def get_access_token(self, cancellation_token: System.Threading.CancellationToken) -> QuantConnect.Brokerages.Authentication.TokenCredentials:
         """
         Retrieves a valid access token from the Lean platform.

QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi

@@ -7,6 +7,7 @@ import QuantConnect
 import QuantConnect.Brokerages.LevelOneOrderBook
 import QuantConnect.Data
 import QuantConnect.Data.Market
+import QuantConnect.Securities
 import System
 
 QuantConnect_Brokerages_LevelOneOrderBook__EventContainer_Callable = typing.TypeVar("QuantConnect_Brokerages_LevelOneOrderBook__EventContainer_Callable")
@@ -51,7 +52,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def handle_last_trade(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], trade_date_time_utc: typing.Optional[datetime.datetime], last_quantity: typing.Optional[float], last_price: typing.Optional[float], sale_condition: str = ..., exchange: str = ...) -> None:
+    def handle_last_trade(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], trade_date_time_utc: typing.Optional[datetime.datetime], last_quantity: typing.Optional[float], last_price: typing.Optional[float], sale_condition: str = ..., exchange: str = ...) -> None:
         """
         Handles incoming last trade data for a symbol and routes it to the corresponding LevelOneMarketData instance.
         
@@ -64,7 +65,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def handle_open_interest(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open_interest_date_time_utc: typing.Optional[datetime.datetime], open_interest: typing.Optional[float]) -> None:
+    def handle_open_interest(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open_interest_date_time_utc: typing.Optional[datetime.datetime], open_interest: typing.Optional[float]) -> None:
         """
         Handles open interest updates for the specified symbol.
         If the symbol is subscribed, forwards the open interest data to the corresponding
@@ -76,7 +77,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def handle_quote(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quote_date_time_utc: typing.Optional[datetime.datetime], bid_price: typing.Optional[float], bid_size: typing.Optional[float], ask_price: typing.Optional[float], ask_size: typing.Optional[float]) -> None:
+    def handle_quote(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quote_date_time_utc: typing.Optional[datetime.datetime], bid_price: typing.Optional[float], bid_size: typing.Optional[float], ask_price: typing.Optional[float], ask_size: typing.Optional[float]) -> None:
         """
         Handles incoming quote data for a symbol.
         Deduplicates updates and routes changes to the relevant LevelOneMarketData instance.
@@ -90,7 +91,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def set_ignore_zero_size_updates(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ignore_zero_size_updates: bool) -> None:
+    def set_ignore_zero_size_updates(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ignore_zero_size_updates: bool) -> None:
         """
         Sets the LevelOneMarketData.ignore_zero_size_updates flag for the specified symbol,
         controlling how zero-sized quote updates are handled for that symbol's market data stream.
@@ -216,7 +217,7 @@ class LevelOneMarketData(System.Object):
     def ignore_zero_size_updates(self, value: bool) -> None:
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the LevelOneMarketData class for a given symbol.
         

QuantConnect/Brokerages/__init__.pyi

@@ -34,7 +34,7 @@ QuantConnect_Brokerages__EventContainer_ReturnType = typing.TypeVar("QuantConnec
 class ISymbolMapper(metaclass=abc.ABCMeta):
     """Provides the mapping between Lean symbols and brokerage specific symbols."""
 
-    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a Lean symbol instance to a brokerage symbol
         
@@ -86,7 +86,7 @@ class BestBidAskUpdatedEventArgs(System.EventArgs):
         """Gets the new best ask size"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], best_bid_price: float, best_bid_size: float, best_ask_price: float, best_ask_size: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], best_bid_price: float, best_bid_size: float, best_ask_price: float, best_ask_size: float) -> None:
         """
         Initializes a new instance of the BestBidAskUpdatedEventArgs class
         
@@ -522,7 +522,7 @@ class DefaultOrderBook(System.Object, QuantConnect.Brokerages.IOrderBookUpdater[
         """The best ask size"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the DefaultOrderBook class
         
@@ -1214,7 +1214,7 @@ class OptionNotificationEventArgs(System.EventArgs):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: float) -> None:
         """
         Initializes a new instance of the OptionNotificationEventArgs class
         
@@ -1224,7 +1224,7 @@ class OptionNotificationEventArgs(System.EventArgs):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: float, tag: str) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: float, tag: str) -> None:
         """
         Initializes a new instance of the OptionNotificationEventArgs class
         
@@ -1247,7 +1247,7 @@ class DelistingNotificationEventArgs(System.Object):
         """Gets the option symbol which has received a notification"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the DelistingNotificationEventArgs class
         
@@ -1947,7 +1947,7 @@ class BrokerageMultiWebSocketEntry(System.Object):
         """
         ...
 
-    def add_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def add_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Adds a symbol to the entry
         
@@ -1955,7 +1955,7 @@ class BrokerageMultiWebSocketEntry(System.Object):
         """
         ...
 
-    def contains(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def contains(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Returns whether the symbol is subscribed
         
@@ -1963,7 +1963,7 @@ class BrokerageMultiWebSocketEntry(System.Object):
         """
         ...
 
-    def remove_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def remove_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Removes a symbol from the entry
         
@@ -2041,7 +2041,7 @@ class SymbolPropertiesDatabaseSymbolMapper(System.Object, QuantConnect.Brokerage
         """
         ...
 
-    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a Lean symbol instance to a brokerage symbol
         
@@ -2073,7 +2073,7 @@ class SymbolPropertiesDatabaseSymbolMapper(System.Object, QuantConnect.Brokerage
         """
         ...
 
-    def is_known_lean_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_known_lean_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Checks if the Lean symbol is supported by the brokerage
         

QuantConnect/Commands/__init__.pyi

@@ -9,6 +9,7 @@ import QuantConnect.Data.Market
 import QuantConnect.Interfaces
 import QuantConnect.Orders
 import QuantConnect.Packets
+import QuantConnect.Securities
 import System
 import System.IO
 
@@ -172,7 +173,7 @@ class BaseCommand(System.Object, QuantConnect.Commands.ICommand, metaclass=abc.A
     def id(self, value: str) -> None:
         ...
 
-    def get_symbol(self, ticker: str, security_type: QuantConnect.SecurityType, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> QuantConnect.Symbol:
+    def get_symbol(self, ticker: str, security_type: QuantConnect.SecurityType, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> QuantConnect.Symbol:
         """
         Creats symbol using symbol properties.
         
@@ -552,7 +553,7 @@ class AddSecurityCommand(QuantConnect.Commands.BaseCommand):
         def symbol(self, value: QuantConnect.Symbol) -> None:
             ...
 
-        def __init__(self, command: QuantConnect.Commands.AddSecurityCommand, success: bool, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+        def __init__(self, command: QuantConnect.Commands.AddSecurityCommand, success: bool, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
             """Initializes a new instance of the Result class"""
             ...
 

QuantConnect/Data/Auxiliary/__init__.pyi

@@ -317,7 +317,7 @@ class FactorFile(typing.Generic[QuantConnect_Data_Auxiliary_FactorFile_T], Syste
         """Gets the price scale factor for the specified search date"""
         ...
 
-    def write_to_file(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def write_to_file(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Write the factor file to the correct place in the default Data folder
         
@@ -392,7 +392,7 @@ class CorporateFactorRow(System.Object, QuantConnect.Data.Auxiliary.IFactorRow):
         """
         ...
 
-    def get_dividend(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> QuantConnect.Data.Market.Dividend:
+    def get_dividend(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> QuantConnect.Data.Market.Dividend:
         """
         Creates a new dividend from this factor file row and the one chronologically in front of it
         This dividend may have a distribution of zero if this row doesn't represent a dividend
@@ -409,7 +409,7 @@ class CorporateFactorRow(System.Object, QuantConnect.Data.Auxiliary.IFactorRow):
         """Writes factor file row into it's file format"""
         ...
 
-    def get_split(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> QuantConnect.Data.Market.Split:
+    def get_split(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> QuantConnect.Data.Market.Split:
         """
         Creates a new split from this factor file row and the one chronologically in front of it
         This split may have a split factor of one if this row doesn't represent a split
@@ -468,7 +468,7 @@ class CorporateFactorProvider(QuantConnect.Data.Auxiliary.FactorFile[QuantConnec
         """Gets price and split factors to be applied at the specified date"""
         ...
 
-    def get_splits_and_dividends(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> typing.List[QuantConnect.Data.BaseData]:
+    def get_splits_and_dividends(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> typing.List[QuantConnect.Data.BaseData]:
         """
         Gets all of the splits and dividends represented by this factor file
         
@@ -513,7 +513,7 @@ class LocalDiskFactorFileProvider(System.Object, QuantConnect.Interfaces.IFactor
         """Creates a new instance of the LocalDiskFactorFileProvider"""
         ...
 
-    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
+    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
         """
         Gets a FactorFile{T} instance for the specified symbol, or null if not found
         
@@ -659,12 +659,12 @@ class PriceScalingExtensions(System.Object):
     """Set of helper methods for factor files and price scaling operations"""
 
     @staticmethod
-    def get_empty_factor_file(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
+    def get_empty_factor_file(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
         """Helper method to return an empty factor file"""
         ...
 
     @staticmethod
-    def get_factor_file_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Symbol:
+    def get_factor_file_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Symbol:
         """Determines the symbol to use to fetch it's factor file"""
         ...
 
@@ -788,7 +788,7 @@ class AuxiliaryDataKey(System.Object):
 
     @staticmethod
     @overload
-    def create(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.AuxiliaryDataKey:
+    def create(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.AuxiliaryDataKey:
         """Helper method to create a new instance from a Symbol"""
         ...
 
@@ -915,7 +915,7 @@ class SymbolDateRange:
         """Ticker End Date Time in Local"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start_date_time_local: typing.Union[datetime.datetime, datetime.date], end_date_time_local: typing.Union[datetime.datetime, datetime.date]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start_date_time_local: typing.Union[datetime.datetime, datetime.date], end_date_time_local: typing.Union[datetime.datetime, datetime.date]) -> None:
         """
         Create the instance of SymbolDateRange struct.
         
@@ -943,7 +943,7 @@ class MappingExtensions(System.Object):
 
     @staticmethod
     @overload
-    def resolve_map_file(map_file_resolver: QuantConnect.Data.Auxiliary.MapFileResolver, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data_type: str = None) -> QuantConnect.Data.Auxiliary.MapFile:
+    def resolve_map_file(map_file_resolver: QuantConnect.Data.Auxiliary.MapFileResolver, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data_type: str = None) -> QuantConnect.Data.Auxiliary.MapFile:
         """
         Helper method to resolve the mapping file to use.
         
@@ -955,7 +955,7 @@ class MappingExtensions(System.Object):
         ...
 
     @staticmethod
-    def retrieve_all_mapped_symbol_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.Auxiliary.SymbolDateRange]:
+    def retrieve_all_mapped_symbol_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.Auxiliary.SymbolDateRange]:
         """
         Retrieves all Symbol from map files based on specific Symbol.
         
@@ -966,7 +966,7 @@ class MappingExtensions(System.Object):
         ...
 
     @staticmethod
-    def retrieve_symbol_historical_definitions_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start_date_time: typing.Union[datetime.datetime, datetime.date], end_date_time: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Data.Auxiliary.TickerDateRange]:
+    def retrieve_symbol_historical_definitions_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start_date_time: typing.Union[datetime.datetime, datetime.date], end_date_time: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Data.Auxiliary.TickerDateRange]:
         """
         Some historical provider supports ancient data. In fact, the ticker could be restructured to new one.
         
@@ -1052,7 +1052,7 @@ class LocalZipFactorFileProvider(System.Object, QuantConnect.Interfaces.IFactorF
         """Creates a new instance of the LocalZipFactorFileProvider class."""
         ...
 
-    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
+    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
         """
         Gets a FactorFile{T} instance for the specified symbol, or null if not found
         

QuantConnect/Data/Common/__init__.pyi

@@ -160,7 +160,7 @@ class MarketHourAwareConsolidator(System.Object, QuantConnect.Data.Consolidators
         """
         ...
 
-    def use_strict_end_time(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def use_strict_end_time(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Useful for testing
         

QuantConnect/Data/Custom/Tiingo/__init__.pyi

@@ -7,6 +7,7 @@ import QuantConnect
 import QuantConnect.Data
 import QuantConnect.Data.Custom.Tiingo
 import QuantConnect.Data.Market
+import QuantConnect.Securities
 import System
 
 
@@ -245,7 +246,7 @@ class TiingoSymbolMapper(System.Object):
         ...
 
     @staticmethod
-    def get_tiingo_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def get_tiingo_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """Maps a given Symbol instance to it's Tiingo equivalent"""
         ...
 

QuantConnect/Data/Fundamental/__init__.pyi

@@ -9,15 +9,14 @@ import QuantConnect.Data
 import QuantConnect.Data.Fundamental
 import QuantConnect.Data.Market
 import QuantConnect.Data.UniverseSelection
+import QuantConnect.Securities
 import System
 import System.Collections.Generic
 
-ReusuableCLRObject = typing.Any
-
 QuantConnect_Data_Fundamental_MultiPeriodField_T = typing.TypeVar("QuantConnect_Data_Fundamental_MultiPeriodField_T")
 
 
-class FundamentalTimeDependentProperty(ReusuableCLRObject, metaclass=abc.ABCMeta):
+class FundamentalTimeDependentProperty(metaclass=abc.ABCMeta):
     """Simple base class shared by top layer fundamental properties which depend on a time provider"""
 
     @property
@@ -14745,7 +14744,7 @@ class EffectiveTaxRateAsReportedIncomeStatement(QuantConnect.Data.Fundamental.Mu
         ...
 
 
-class IncomeStatement(ReusuableCLRObject):
+class IncomeStatement:
     """Definition of the IncomeStatement class"""
 
     @property
@@ -36917,7 +36916,7 @@ class TotalEquityAsReportedBalanceSheet(QuantConnect.Data.Fundamental.MultiPerio
         ...
 
 
-class BalanceSheet(ReusuableCLRObject):
+class BalanceSheet:
     """Definition of the BalanceSheet class"""
 
     @property
@@ -53202,7 +53201,7 @@ class ChangeinCashSupplementalAsReportedCashFlowStatement(QuantConnect.Data.Fund
         ...
 
 
-class CashFlowStatement(ReusuableCLRObject):
+class CashFlowStatement:
     """Definition of the CashFlowStatement class"""
 
     @property
@@ -63462,7 +63461,7 @@ class FundamentalInstanceProvider(System.Object):
     """Per symbol we will have a fundamental class provider so the instances can be reused"""
 
     @staticmethod
-    def get(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Fundamental.FundamentalInstanceProvider:
+    def get(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Fundamental.FundamentalInstanceProvider:
         """
         Get's the fundamental instance provider for the requested symbol
         
@@ -63580,12 +63579,12 @@ class FineFundamental(QuantConnect.Data.UniverseSelection.CoarseFundamental):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """Creates a new instance for the given time and security"""
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fundamental_instance_provider: QuantConnect.Data.Fundamental.FundamentalInstanceProvider) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fundamental_instance_provider: QuantConnect.Data.Fundamental.FundamentalInstanceProvider) -> None:
         """Creates a new instance for the given time and security"""
         ...
 
@@ -63652,7 +63651,7 @@ class Fundamental(QuantConnect.Data.Fundamental.FineFundamental):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Creates a new instance
         
@@ -63699,7 +63698,7 @@ class FundamentalUniverse(QuantConnect.Data.UniverseSelection.BaseDataCollection
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Creates a new instance
         
@@ -71075,7 +71074,7 @@ class Period(System.Object):
     """Period constant for ten years"""
 
 
-class MultiPeriodField(typing.Generic[QuantConnect_Data_Fundamental_MultiPeriodField_T], ReusuableCLRObject, metaclass=abc.ABCMeta):
+class MultiPeriodField(typing.Generic[QuantConnect_Data_Fundamental_MultiPeriodField_T], metaclass=abc.ABCMeta):
     """Abstract base class for multi-period fields"""
 
     NO_VALUE: QuantConnect_Data_Fundamental_MultiPeriodField_T