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

QuantConnect/Data/__init__.pyi

@@ -23,7 +23,6 @@ import System.Reflection
 import System.Threading.Tasks
 
 IDynamicMetaObjectProvider = typing.Any
-DynamicMetaObject = typing.Any
 QuantConnect_Data_SubscriptionDataSource = typing.Any
 QuantConnect_Data_SubscriptionDataConfig = typing.Any
 
@@ -265,7 +264,7 @@ class SubscriptionDataConfig(System.Object, System.IEquatable[QuantConnect_Data_
             """The new symbol instance"""
             ...
 
-        def __init__(self, new: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], old: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+        def __init__(self, new: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], old: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
             """
             Create an instance of NewSymbolEventArgs
             
@@ -412,7 +411,7 @@ class SubscriptionDataConfig(System.Object, System.IEquatable[QuantConnect_Data_
         ...
 
     @overload
-    def __init__(self, object_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, data_time_zone: typing.Any, exchange_time_zone: typing.Any, fill_forward: bool, extended_hours: bool, is_internal_feed: bool, is_custom: bool = False, tick_type: typing.Optional[QuantConnect.TickType] = None, is_filtered_subscription: bool = True, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0, mapped_config: bool = False) -> None:
+    def __init__(self, object_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, data_time_zone: typing.Any, exchange_time_zone: typing.Any, fill_forward: bool, extended_hours: bool, is_internal_feed: bool, is_custom: bool = False, tick_type: typing.Optional[QuantConnect.TickType] = None, is_filtered_subscription: bool = True, data_normalization_mode: QuantConnect.DataNormalizationMode = ..., data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0, mapped_config: bool = False) -> None:
         """
         Constructor for Data Subscriptions
         
@@ -437,7 +436,7 @@ class SubscriptionDataConfig(System.Object, System.IEquatable[QuantConnect_Data_
         ...
 
     @overload
-    def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, object_type: typing.Type = None, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, data_time_zone: typing.Any = None, exchange_time_zone: typing.Any = None, fill_forward: typing.Optional[bool] = None, extended_hours: typing.Optional[bool] = None, is_internal_feed: typing.Optional[bool] = None, is_custom: typing.Optional[bool] = None, tick_type: typing.Optional[QuantConnect.TickType] = None, is_filtered_subscription: typing.Optional[bool] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, contract_depth_offset: typing.Optional[int] = None, mapped_config: typing.Optional[bool] = None) -> None:
+    def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, object_type: typing.Type = None, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, data_time_zone: typing.Any = None, exchange_time_zone: typing.Any = None, fill_forward: typing.Optional[bool] = None, extended_hours: typing.Optional[bool] = None, is_internal_feed: typing.Optional[bool] = None, is_custom: typing.Optional[bool] = None, tick_type: typing.Optional[QuantConnect.TickType] = None, is_filtered_subscription: typing.Optional[bool] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, contract_depth_offset: typing.Optional[int] = None, mapped_config: typing.Optional[bool] = None) -> None:
         """
         Copy constructor with overrides
         
@@ -1040,7 +1039,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    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:
         """
         Determines whether this instance contains data for the specified symbol
         
@@ -1050,7 +1049,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Checks if the dictionary contains the specified key.
         
@@ -1060,7 +1059,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Union[QuantConnect.Data.Market.TradeBar, QuantConnect.Data.Market.QuoteBar, System.Collections.Generic.List[QuantConnect.Data.Market.Tick], typing.Any]:
+    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Union[QuantConnect.Data.Market.TradeBar, QuantConnect.Data.Market.QuoteBar, System.Collections.Generic.List[QuantConnect.Data.Market.Tick], typing.Any]:
         """
         Gets the data corresponding to the specified symbol. If the requested data
         is of MarketDataType.TICK, then a List{Tick} will
@@ -1073,7 +1072,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Any:
+    def __getitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Any:
         """
         Indexer method for the base dictioanry to access the objects by their symbol.
         
@@ -1135,7 +1134,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Any) -> None:
+    def __setitem__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Any) -> None:
         """
         Indexer method for the base dictioanry to access the objects by their symbol.
         
@@ -1145,7 +1144,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Union[QuantConnect.Data.Market.TradeBar, QuantConnect.Data.Market.QuoteBar, System.Collections.Generic.List[QuantConnect.Data.Market.Tick], typing.Any]) -> None:
+    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Union[QuantConnect.Data.Market.TradeBar, QuantConnect.Data.Market.QuoteBar, System.Collections.Generic.List[QuantConnect.Data.Market.Tick], typing.Any]) -> None:
         """
         Gets the data corresponding to the specified symbol. If the requested data
         is of MarketDataType.TICK, then a List{Tick} will
@@ -1158,7 +1157,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def contains_key(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Determines whether this instance contains data for the specified symbol
         
@@ -1168,7 +1167,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Checks if the dictionary contains the specified key.
         
@@ -1178,7 +1177,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Any) -> typing.Any:
+    def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Any) -> typing.Any:
         """
         Returns the value for the specified key if key is in dictionary.
         
@@ -1190,7 +1189,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Any:
+    def get(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Any:
         """
         Returns the value for the specified key if key is in dictionary.
         
@@ -1201,7 +1200,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def get(self, type: typing.Any, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Any:
+    def get(self, type: typing.Any, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Any:
         """
         Gets the data of the specified symbol and type.
         
@@ -1256,7 +1255,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], default_value: typing.Any) -> typing.Any:
+    def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: typing.Any) -> typing.Any:
         """
         Removes and returns an element from a dictionary having the given key.
         
@@ -1268,7 +1267,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Any:
+    def pop(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Any:
         """
         Removes and returns an element from a dictionary having the given key.
         
@@ -1278,7 +1277,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         """
         ...
 
-    def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Removes the value with the specified key
         
@@ -1288,7 +1287,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], default_value: typing.Any) -> typing.Any:
+    def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], default_value: typing.Any) -> typing.Any:
         """
         Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.
         
@@ -1300,7 +1299,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Any:
+    def setdefault(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Any:
         """
         Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.
         
@@ -1311,7 +1310,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data: typing.Optional[typing.Any]) -> typing.Tuple[bool, typing.Any]:
+    def try_get_value(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data: typing.Optional[typing.Any]) -> typing.Tuple[bool, typing.Any]:
         """
         Gets the data associated with the specified symbol
         
@@ -1322,7 +1321,7 @@ class Slice(QuantConnect.ExtendedDictionary[QuantConnect.Symbol, typing.Any], ty
         ...
 
     @overload
-    def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Optional[typing.Any]) -> typing.Tuple[bool, typing.Any]:
+    def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Optional[typing.Any]) -> typing.Tuple[bool, typing.Any]:
         """
         Gets the value associated with the specified key.
         
@@ -1429,7 +1428,7 @@ class HistoryRequest(QuantConnect.Data.BaseDataRequest):
         ...
 
     @overload
-    def __init__(self, start_time_utc: typing.Union[datetime.datetime, datetime.date], end_time_utc: typing.Union[datetime.datetime, datetime.date], data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, data_time_zone: typing.Any, fill_forward_resolution: typing.Optional[QuantConnect.Resolution], include_extended_market_hours: bool, is_custom_data: bool, data_normalization_mode: QuantConnect.DataNormalizationMode, tick_type: QuantConnect.TickType, data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> None:
+    def __init__(self, start_time_utc: typing.Union[datetime.datetime, datetime.date], end_time_utc: typing.Union[datetime.datetime, datetime.date], data_type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, data_time_zone: typing.Any, fill_forward_resolution: typing.Optional[QuantConnect.Resolution], include_extended_market_hours: bool, is_custom_data: bool, data_normalization_mode: QuantConnect.DataNormalizationMode, tick_type: QuantConnect.TickType, data_mapping_mode: QuantConnect.DataMappingMode = ..., contract_depth_offset: int = 0) -> None:
         """
         Initializes a new instance of the HistoryRequest class from the specified parameters
         
@@ -1464,7 +1463,7 @@ class HistoryRequest(QuantConnect.Data.BaseDataRequest):
         ...
 
     @overload
-    def __init__(self, request: QuantConnect.Data.HistoryRequest, new_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], new_start_time_utc: typing.Union[datetime.datetime, datetime.date], new_end_time_utc: typing.Union[datetime.datetime, datetime.date]) -> None:
+    def __init__(self, request: QuantConnect.Data.HistoryRequest, new_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], new_start_time_utc: typing.Union[datetime.datetime, datetime.date], new_end_time_utc: typing.Union[datetime.datetime, datetime.date]) -> None:
         """
         Initializes a new instance of the HistoryRequest class with new Symbol, StartTimeUtc, EndTimeUtc
         
@@ -1670,7 +1669,7 @@ class DataAggregatorInitializeParameters(System.Object):
         ...
 
 
-class GetSetPropertyDynamicMetaObject(DynamicMetaObject):
+class GetSetPropertyDynamicMetaObject:
     """
     Provides an implementation of DynamicMetaObject that uses get/set methods to update
     values in the dynamic object.
@@ -1763,7 +1762,7 @@ class SubscriptionDataConfigList(typing.List[QuantConnect.Data.SubscriptionDataC
         """Assume that the InternalDataFeed is the same for both SubscriptionDataConfig"""
         ...
 
-    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:
         """
         Default constructor that specifies the symbol that the SubscriptionDataConfig represent
         
@@ -1785,7 +1784,7 @@ class SliceExtensions(System.Object):
 
     @staticmethod
     @overload
-    def get(slices: typing.List[QuantConnect.Data.Slice], type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> typing.Iterable[typing.Any]:
+    def get(slices: typing.List[QuantConnect.Data.Slice], type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> typing.Iterable[typing.Any]:
         """
         Gets the data dictionaries or points of the requested type in each slice
         
@@ -1798,7 +1797,7 @@ class SliceExtensions(System.Object):
 
     @staticmethod
     @overload
-    def get(slices: typing.List[QuantConnect.Data.Slice], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
+    def get(slices: typing.List[QuantConnect.Data.Slice], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
         """
         Gets an enumerable of TradeBar for the given symbol. This method does not verify
         that the specified symbol points to a TradeBar
@@ -1811,7 +1810,7 @@ class SliceExtensions(System.Object):
 
     @staticmethod
     @overload
-    def get(slices: typing.List[QuantConnect.Data.Slice], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], field: typing.Callable[[QuantConnect.Data.BaseData], float]) -> typing.Iterable[float]:
+    def get(slices: typing.List[QuantConnect.Data.Slice], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], field: typing.Callable[[QuantConnect.Data.BaseData], float]) -> typing.Iterable[float]:
         """
         Gets an enumerable of decimal by accessing the slice for the symbol and then retrieving the specified
         field on each piece of data
@@ -1900,7 +1899,7 @@ class SliceExtensions(System.Object):
         ...
 
     @staticmethod
-    def try_get(slice: QuantConnect.Data.Slice, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data: typing.Optional[typing.Any]) -> typing.Tuple[bool, typing.Any]:
+    def try_get(slice: QuantConnect.Data.Slice, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data: typing.Optional[typing.Any]) -> typing.Tuple[bool, typing.Any]:
         """
         Tries to get the data for the specified symbol and type
         
@@ -2076,7 +2075,7 @@ class HistoryRequestFactory(System.Object):
         ...
 
     @overload
-    def get_start_time_algo_tz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: QuantConnect.Resolution, exchange: QuantConnect.Securities.SecurityExchangeHours, data_time_zone: typing.Any, data_type: typing.Type, extended_market_hours: typing.Optional[bool] = None) -> datetime.datetime:
+    def get_start_time_algo_tz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: QuantConnect.Resolution, exchange: QuantConnect.Securities.SecurityExchangeHours, data_time_zone: typing.Any, data_type: typing.Type, extended_market_hours: typing.Optional[bool] = None) -> datetime.datetime:
         """
         Gets the start time required for the specified bar count in terms of the algorithm's time zone
         
@@ -2093,7 +2092,7 @@ class HistoryRequestFactory(System.Object):
         ...
 
     @overload
-    def get_start_time_algo_tz(self, reference_utc_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: QuantConnect.Resolution, exchange: QuantConnect.Securities.SecurityExchangeHours, data_time_zone: typing.Any, data_type: typing.Type, extended_market_hours: typing.Optional[bool] = None) -> datetime.datetime:
+    def get_start_time_algo_tz(self, reference_utc_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: QuantConnect.Resolution, exchange: QuantConnect.Securities.SecurityExchangeHours, data_time_zone: typing.Any, data_type: typing.Type, extended_market_hours: typing.Optional[bool] = None) -> datetime.datetime:
         """
         Gets the start time required for the specified bar count in terms of the algorithm's time zone
         
@@ -2175,7 +2174,7 @@ class Channel(System.Object):
         """The ticker symbol of the channel"""
         ...
 
-    def __init__(self, channel_name: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, channel_name: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Creates an instance of subscription channel
         
@@ -2241,7 +2240,7 @@ class SubscriptionManager(System.Object):
         ...
 
     @overload
-    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, time_zone: typing.Any, exchange_time_zone: typing.Any, is_custom_data: bool = False, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Data.SubscriptionDataConfig:
+    def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, time_zone: typing.Any, exchange_time_zone: typing.Any, is_custom_data: bool = False, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Data.SubscriptionDataConfig:
         """
         Add Market Data Required (Overloaded method for backwards compatibility).
         
@@ -2258,7 +2257,7 @@ class SubscriptionManager(System.Object):
         ...
 
     @overload
-    def add(self, data_type: typing.Type, tick_type: QuantConnect.TickType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, data_time_zone: typing.Any, exchange_time_zone: typing.Any, is_custom_data: bool, fill_forward: bool = True, extended_market_hours: bool = False, is_internal_feed: bool = False, is_filtered_subscription: bool = True, data_normalization_mode: QuantConnect.DataNormalizationMode = ...) -> QuantConnect.Data.SubscriptionDataConfig:
+    def add(self, data_type: typing.Type, tick_type: QuantConnect.TickType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, data_time_zone: typing.Any, exchange_time_zone: typing.Any, is_custom_data: bool, fill_forward: bool = True, extended_market_hours: bool = False, is_internal_feed: bool = False, is_filtered_subscription: bool = True, data_normalization_mode: QuantConnect.DataNormalizationMode = ...) -> QuantConnect.Data.SubscriptionDataConfig:
         """
         Add Market Data Required - generic data typing support as long as Type implements BaseData.
         
@@ -2282,7 +2281,7 @@ class SubscriptionManager(System.Object):
         ...
 
     @overload
-    def add_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], py_consolidator: typing.Any) -> None:
+    def add_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], py_consolidator: typing.Any) -> None:
         """
         Add a custom python consolidator for the symbol
         
@@ -2292,7 +2291,7 @@ class SubscriptionManager(System.Object):
         ...
 
     @overload
-    def add_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], tick_type: typing.Optional[QuantConnect.TickType] = None) -> None:
+    def add_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], tick_type: typing.Optional[QuantConnect.TickType] = None) -> None:
         """
         Add a consolidator for the symbol
         
@@ -2335,7 +2334,7 @@ class SubscriptionManager(System.Object):
         ...
 
     @overload
-    def remove_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], py_consolidator: typing.Any) -> None:
+    def remove_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], py_consolidator: typing.Any) -> None:
         """
         Removes the specified python consolidator for the symbol
         
@@ -2345,7 +2344,7 @@ class SubscriptionManager(System.Object):
         ...
 
     @overload
-    def remove_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta]) -> None:
+    def remove_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta]) -> None:
         """
         Removes the specified consolidator for the symbol
         
@@ -2409,12 +2408,12 @@ class DividendYieldProvider(System.Object, QuantConnect.Data.IDividendYieldModel
         ...
 
     @overload
-    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:
         """Instantiates a DividendYieldProvider with the specified Symbol"""
         ...
 
     @staticmethod
-    def create_for_option(option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.IDividendYieldModel:
+    def create_for_option(option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.IDividendYieldModel:
         """Creates a new instance for the given option symbol"""
         ...
 
@@ -2452,7 +2451,7 @@ class DividendYieldProvider(System.Object, QuantConnect.Data.IDividendYieldModel
         """
         ...
 
-    def load_corporate_events(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.List[QuantConnect.Data.BaseData]:
+    def load_corporate_events(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.List[QuantConnect.Data.BaseData]:
         """
         Generate the corporate events from the corporate factor file for the specified symbol
         
@@ -2623,7 +2622,7 @@ class DataQueueHandlerSubscriptionManager(System.Object, System.IDisposable, met
         """
         ...
 
-    def is_subscribed(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tick_type: QuantConnect.TickType) -> bool:
+    def is_subscribed(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tick_type: QuantConnect.TickType) -> bool:
         """
         Checks if there is existing subscriber for current channel
         
@@ -2941,7 +2940,7 @@ class LeanDataWriter(System.Object):
     """The map file provider instance to use"""
 
     @overload
-    def __init__(self, resolution: QuantConnect.Resolution, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data_directory: str, tick_type: QuantConnect.TickType = ..., data_cache_provider: QuantConnect.Interfaces.IDataCacheProvider = None, write_policy: typing.Optional[QuantConnect.WritePolicy] = None, map_symbol: bool = False) -> None:
+    def __init__(self, resolution: QuantConnect.Resolution, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data_directory: str, tick_type: QuantConnect.TickType = ..., data_cache_provider: QuantConnect.Interfaces.IDataCacheProvider = None, write_policy: typing.Optional[QuantConnect.WritePolicy] = None, map_symbol: bool = False) -> None:
         """
         Create a new lean data writer to this base data directory.
         

QuantConnect/DataSource/__init__.pyi

@@ -12,11 +12,11 @@ import QuantConnect.Data.Market
 import QuantConnect.Data.UniverseSelection
 import QuantConnect.DataSource
 import QuantConnect.Orders
+import QuantConnect.Securities
 import QuantConnect.Util
 import System
 import System.Collections.Generic
 
-JsonConverter = typing.Any
 QuantConnect_DataSource_BrainStockRanking3Day = typing.Any
 QuantConnect_DataSource_BrainSentimentIndicator7Day = typing.Any
 QuantConnect_DataSource_BrainStockRanking10Day = typing.Any
@@ -11665,7 +11665,7 @@ class TradingEconomicsIndicator(QuantConnect.Data.BaseData):
         ...
 
 
-class TradingEconomicsDateTimeConverter(JsonConverter):
+class TradingEconomicsDateTimeConverter:
     """DateTime JSON Converter that handles null value"""
 
     def can_convert(self, object_type: typing.Type) -> bool:
@@ -13525,7 +13525,7 @@ class BenzingaNews(QuantConnect.Data.IndexedBaseData):
         ...
 
 
-class BenzingaNewsJsonConverter(JsonConverter):
+class BenzingaNewsJsonConverter:
     """
     Helper json converter class used to convert Benzinga news data
     into BenzingaNews
@@ -13546,7 +13546,7 @@ class BenzingaNewsJsonConverter(JsonConverter):
     a different company not associated with the ticker being referenced.
     """
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, live_mode: bool = False) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, live_mode: bool = False) -> None:
         """
         Creates a new instance of the json converter
         
@@ -16922,7 +16922,7 @@ 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"""
         ...
 
@@ -17078,13 +17078,13 @@ class TiingoNews(QuantConnect.Data.IndexedBaseData):
         ...
 
 
-class TiingoNewsJsonConverter(JsonConverter):
+class TiingoNewsJsonConverter:
     """
     Helper json converter class used to convert a list of Tiingo news data
     into List{TiingoNews}
     """
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> None:
         """
         Creates a new instance of the json converter