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

QuantConnect/Orders/__init__.pyi

@@ -19,8 +19,6 @@ import System
 import System.Collections.Generic
 import System.Threading
 
-JsonConverter = typing.Any
-
 
 class TimeInForce(System.Object, QuantConnect.Interfaces.ITimeInForceHandler, metaclass=abc.ABCMeta):
     """Time In Force - defines the length of time over which an order will continue working before it is canceled"""
@@ -804,7 +802,7 @@ class SubmitOrderRequest(QuantConnect.Orders.OrderRequest):
         ...
 
     @overload
-    def __init__(self, order_type: QuantConnect.Orders.OrderType, security_type: QuantConnect.SecurityType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, limit_price: float, trigger_price: float, trailing_amount: float, trailing_as_percentage: bool, time: typing.Union[datetime.datetime, datetime.date], tag: str, properties: QuantConnect.Interfaces.IOrderProperties = None, group_order_manager: QuantConnect.Orders.GroupOrderManager = None, asynchronous: bool = False) -> None:
+    def __init__(self, order_type: QuantConnect.Orders.OrderType, security_type: QuantConnect.SecurityType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, limit_price: float, trigger_price: float, trailing_amount: float, trailing_as_percentage: bool, time: typing.Union[datetime.datetime, datetime.date], tag: str, properties: QuantConnect.Interfaces.IOrderProperties = None, group_order_manager: QuantConnect.Orders.GroupOrderManager = None, asynchronous: bool = False) -> None:
         """
         Initializes a new instance of the SubmitOrderRequest class.
         The OrderRequest.order_id will default to OrderResponseErrorCode.UNABLE_TO_FIND_ORDER
@@ -828,7 +826,7 @@ class SubmitOrderRequest(QuantConnect.Orders.OrderRequest):
         ...
 
     @overload
-    def __init__(self, order_type: QuantConnect.Orders.OrderType, security_type: QuantConnect.SecurityType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, limit_price: float, trigger_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str, properties: QuantConnect.Interfaces.IOrderProperties = None, group_order_manager: QuantConnect.Orders.GroupOrderManager = None, asynchronous: bool = False) -> None:
+    def __init__(self, order_type: QuantConnect.Orders.OrderType, security_type: QuantConnect.SecurityType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, limit_price: float, trigger_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str, properties: QuantConnect.Interfaces.IOrderProperties = None, group_order_manager: QuantConnect.Orders.GroupOrderManager = None, asynchronous: bool = False) -> None:
         """
         Initializes a new instance of the SubmitOrderRequest class.
         The OrderRequest.order_id will default to OrderResponseErrorCode.UNABLE_TO_FIND_ORDER
@@ -850,7 +848,7 @@ class SubmitOrderRequest(QuantConnect.Orders.OrderRequest):
         ...
 
     @overload
-    def __init__(self, order_type: QuantConnect.Orders.OrderType, security_type: QuantConnect.SecurityType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str, properties: QuantConnect.Interfaces.IOrderProperties = None, group_order_manager: QuantConnect.Orders.GroupOrderManager = None, asynchronous: bool = False) -> None:
+    def __init__(self, order_type: QuantConnect.Orders.OrderType, security_type: QuantConnect.SecurityType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str, properties: QuantConnect.Interfaces.IOrderProperties = None, group_order_manager: QuantConnect.Orders.GroupOrderManager = None, asynchronous: bool = False) -> None:
         """
         Initializes a new instance of the SubmitOrderRequest class.
         The OrderRequest.order_id will default to OrderResponseErrorCode.UNABLE_TO_FIND_ORDER
@@ -1036,7 +1034,7 @@ class Order(System.Object, metaclass=abc.ABCMeta):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New order constructor
         
@@ -1053,7 +1051,7 @@ class Order(System.Object, metaclass=abc.ABCMeta):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New order constructor
         
@@ -1167,7 +1165,7 @@ class MarketOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], price: float, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], price: float, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New market order constructor
         
@@ -1181,7 +1179,7 @@ class MarketOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New market order constructor
         
@@ -1227,7 +1225,7 @@ class OptionExerciseOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New option exercise order constructor. We model option exercising as an underlying asset long/short order with strike equal to limit price.
         This means that by exercising a call we get into long asset position, by exercising a put we get into short asset position.
@@ -1365,7 +1363,7 @@ class ApiOrderResponse(QuantConnect.Api.StringRepresentation):
         ...
 
     @overload
-    def __init__(self, order: QuantConnect.Orders.Order, events: typing.List[QuantConnect.Orders.Serialization.SerializedOrderEvent], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, order: QuantConnect.Orders.Order, events: typing.List[QuantConnect.Orders.Serialization.SerializedOrderEvent], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """Creates an instance of an ApiOrderResponse class using the given arguments"""
         ...
 
@@ -1411,7 +1409,7 @@ class ComboOrder(QuantConnect.Orders.Order, metaclass=abc.ABCMeta):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New market order constructor
         
@@ -1447,7 +1445,7 @@ class ComboMarketOrder(QuantConnect.Orders.ComboOrder):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New market order constructor
         
@@ -1755,7 +1753,7 @@ class LimitOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New limit order constructor
         
@@ -2108,7 +2106,7 @@ class OrderEvent(System.Object):
         ...
 
     @overload
-    def __init__(self, order_id: int, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], utc_time: typing.Union[datetime.datetime, datetime.date], status: QuantConnect.Orders.OrderStatus, direction: QuantConnect.Orders.OrderDirection, fill_price: float, fill_quantity: float, order_fee: QuantConnect.Orders.Fees.OrderFee, message: str = ...) -> None:
+    def __init__(self, order_id: int, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], utc_time: typing.Union[datetime.datetime, datetime.date], status: QuantConnect.Orders.OrderStatus, direction: QuantConnect.Orders.OrderDirection, fill_price: float, fill_quantity: float, order_fee: QuantConnect.Orders.Fees.OrderFee, message: str = ...) -> None:
         """
         Order Event Constructor.
         
@@ -2424,7 +2422,7 @@ class MarketOnOpenOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         Intiializes a new instance of the MarketOnOpenOrder class.
         
@@ -2616,7 +2614,7 @@ class ComboLegLimitOrder(QuantConnect.Orders.ComboOrder):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New limit order constructor
         
@@ -2731,7 +2729,7 @@ class GroupOrderExtensions(System.Object):
         ...
 
 
-class ReadOrdersResponseJsonConverter(JsonConverter):
+class ReadOrdersResponseJsonConverter:
     """Api orders read response json converter"""
 
     def can_convert(self, object_type: typing.Type) -> bool:
@@ -2776,7 +2774,7 @@ class StopLimitOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New Stop Market Order constructor -
         
@@ -2857,7 +2855,7 @@ class StopMarketOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New Stop Market Order constructor -
         
@@ -2958,7 +2956,7 @@ class LimitIfTouchedOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trigger_price: typing.Optional[float], limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trigger_price: typing.Optional[float], limit_price: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New LimitIfTouchedOrder constructor.
         
@@ -3215,7 +3213,7 @@ class TerminalLinkOrderProperties(QuantConnect.Orders.OrderProperties):
         ...
 
 
-class TimeInForceJsonConverter(JsonConverter):
+class TimeInForceJsonConverter:
     """Provides an implementation of JsonConverter that can deserialize TimeInForce objects"""
 
     @property
@@ -3314,7 +3312,7 @@ class TastytradeOrderProperties(QuantConnect.Orders.OrderProperties):
     """Contains additional properties and settings for an order submitted to Tastytrade brokerage"""
 
 
-class OrderJsonConverter(JsonConverter):
+class OrderJsonConverter:
     """Provides an implementation of JsonConverter that can deserialize Orders"""
 
     @property
@@ -3392,7 +3390,7 @@ class TrailingStopOrder(QuantConnect.Orders.StopMarketOrder):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(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, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New Trailing Stop Market Order constructor
         
@@ -3408,7 +3406,7 @@ class TrailingStopOrder(QuantConnect.Orders.StopMarketOrder):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trailing_amount: float, trailing_as_percentage: bool, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trailing_amount: float, trailing_as_percentage: bool, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New Trailing Stop Market Order constructor.
         It creates a new Trailing Stop Market Order with an initial stop price calculated by subtracting (for a sell) or adding (for a buy) the
@@ -3562,7 +3560,7 @@ class Leg(System.Object):
         ...
 
     @staticmethod
-    def create(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, limit_price: typing.Optional[float] = None) -> QuantConnect.Orders.Leg:
+    def create(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, limit_price: typing.Optional[float] = None) -> QuantConnect.Orders.Leg:
         """
         Creates a new instance
         
@@ -3636,7 +3634,7 @@ class ComboLimitOrder(QuantConnect.Orders.ComboOrder):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, limit_price: float, time: typing.Union[datetime.datetime, datetime.date], group_order_manager: QuantConnect.Orders.GroupOrderManager, tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         New limit order constructor
         
@@ -3740,7 +3738,7 @@ class MarketOnCloseOrder(QuantConnect.Orders.Order):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, time: typing.Union[datetime.datetime, datetime.date], tag: str = ..., properties: QuantConnect.Interfaces.IOrderProperties = None) -> None:
         """
         Intiializes a new instance of the MarketOnCloseOrder class.
         

QuantConnect/Python/__init__.pyi

@@ -869,7 +869,7 @@ class BrokerageModelPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantCon
         """
         ...
 
-    def shortable(self, algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> bool:
+    def shortable(self, algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> bool:
         """
         Determine if this symbol is shortable
         

QuantConnect/Report/__init__.pyi

@@ -18,8 +18,6 @@ import QuantConnect.Securities
 import System
 import System.Collections.Generic
 
-JsonConverter = typing.Any
-
 QuantConnect_Report_NullResultValueTypeJsonConverter_T = typing.TypeVar("QuantConnect_Report_NullResultValueTypeJsonConverter_T")
 
 
@@ -138,7 +136,7 @@ class Crisis(System.Object):
         ...
 
 
-class OrderTypeNormalizingJsonConverter(JsonConverter):
+class OrderTypeNormalizingJsonConverter:
     """
     Normalizes the "Type" field to a value that will allow for
     successful deserialization in the OrderJsonConverter class.
@@ -258,7 +256,7 @@ class PointInTimePortfolio(System.Object):
             """Absolute value of the quantity"""
             ...
 
-        def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], holdings_value: float, holdings_quantity: float) -> None:
+        def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], holdings_value: float, holdings_quantity: float) -> None:
             """
             Creates an instance of PointInTimeHolding, representing a holding at a given point in time
             
@@ -355,7 +353,7 @@ class Rolling(System.Object):
         ...
 
 
-class NullResultValueTypeJsonConverter(typing.Generic[QuantConnect_Report_NullResultValueTypeJsonConverter_T], JsonConverter):
+class NullResultValueTypeJsonConverter(typing.Generic[QuantConnect_Report_NullResultValueTypeJsonConverter_T]):
     """
     Removes null values in the Result object's x,y values so that
     deserialization can occur without exceptions.

QuantConnect/Research/__init__.pyi

@@ -12,6 +12,7 @@ import QuantConnect.Data.UniverseSelection
 import QuantConnect.Indicators
 import QuantConnect.Research
 import QuantConnect.Scheduling
+import QuantConnect.Securities
 import pandas
 
 
@@ -79,7 +80,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         """
         ...
 
-    def future_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.FutureHistory:
+    def future_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.FutureHistory:
         """
         Gets future_history object for a given symbol, date and resolution
         
@@ -126,7 +127,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def get_fundamental(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], selector: str = None, start: typing.Optional[datetime.datetime] = None, end: typing.Optional[datetime.datetime] = None) -> typing.Iterable[QuantConnect.Data.Market.DataDictionary[typing.Any]]:
+    def get_fundamental(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], selector: str = None, start: typing.Optional[datetime.datetime] = None, end: typing.Optional[datetime.datetime] = None) -> typing.Iterable[QuantConnect.Data.Market.DataDictionary[typing.Any]]:
         """
         Get fundamental data for a given symbol
         
@@ -172,7 +173,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         """
         ...
 
-    def get_future_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.FutureHistory:
+    def get_future_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.FutureHistory:
         """
         Gets future_history object for a given symbol, date and resolution
         
@@ -190,7 +191,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         warnings.warn("Please use the 'FutureHistory()' API", DeprecationWarning)
 
     @overload
-    def get_option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
+    def get_option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
         """
         Gets option_history object for a given symbol, date and resolution
         
@@ -209,7 +210,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def get_option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
+    def get_option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
         """
         Gets option_history object for a given symbol, date and resolution
         
@@ -236,7 +237,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(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:
+    def indicator(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:
         """
         Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -252,7 +253,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar], 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) -> pandas.DataFrame:
+    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar], 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) -> pandas.DataFrame:
         """
         Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -268,7 +269,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar], 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) -> pandas.DataFrame:
+    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar], 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) -> pandas.DataFrame:
         """
         Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -284,7 +285,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(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:
+    def indicator(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:
         """
         Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -302,7 +303,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar], 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], QuantConnect.Data.Market.IBaseDataBar] = None) -> pandas.DataFrame:
+    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar], 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], QuantConnect.Data.Market.IBaseDataBar] = None) -> pandas.DataFrame:
         """
         Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -320,7 +321,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar], 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], QuantConnect.Data.Market.TradeBar] = None) -> pandas.DataFrame:
+    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar], 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], QuantConnect.Data.Market.TradeBar] = None) -> pandas.DataFrame:
         """
         Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -338,7 +339,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(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:
+    def indicator(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:
         """
         Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -357,7 +358,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar], 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], QuantConnect.Data.Market.IBaseDataBar] = None) -> pandas.DataFrame:
+    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.IBaseDataBar], 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], QuantConnect.Data.Market.IBaseDataBar] = None) -> pandas.DataFrame:
         """
         Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -376,7 +377,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar], 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], QuantConnect.Data.Market.TradeBar] = None) -> pandas.DataFrame:
+    def indicator(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Data.Market.TradeBar], 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], QuantConnect.Data.Market.TradeBar] = None) -> pandas.DataFrame:
         """
         Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
         The symbol must exist in the Securities collection.
@@ -395,7 +396,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
+    def option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
         """
         Gets option_history object for a given symbol, date and resolution
         
@@ -411,7 +412,7 @@ class QuantBook(QuantConnect.Algorithm.QCAlgorithm):
         ...
 
     @overload
-    def option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
+    def option_history(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Optional[datetime.datetime] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, extended_market_hours: bool = False) -> QuantConnect.Research.OptionHistory:
         """
         Gets option_history object for a given symbol, date and resolution
         

QuantConnect/Scheduling/__init__.pyi

@@ -195,7 +195,7 @@ class BaseScheduleRules(System.Object):
         """
         ...
 
-    def get_security_exchange_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.SecurityExchangeHours:
+    def get_security_exchange_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.SecurityExchangeHours:
         """
         Helper method to fetch the security exchange hours
         
@@ -300,7 +300,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], extended_market_hours: bool = False) -> QuantConnect.Scheduling.IDateRule:
+    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], extended_market_hours: bool = False) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire every day the symbol is trading
         
@@ -333,7 +333,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def month_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def month_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the last tradable date - offset for the specified symbol of each month
         
@@ -368,7 +368,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the first tradable date + offset for the specified symbol of each month
         
@@ -433,7 +433,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def week_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def week_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the last - offset tradable date for the specified
         symbol of each week
@@ -472,7 +472,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def week_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def week_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the first tradable date + offset for the specified
         symbol each week
@@ -509,7 +509,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def year_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def year_end(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the last tradable date - offset for the specified symbol of each year
         
@@ -544,7 +544,7 @@ class DateRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def year_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
+    def year_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], days_offset: int = 0, extended_market_hours: bool = True) -> QuantConnect.Scheduling.IDateRule:
         """
         Specifies an event should fire on the first tradable date + offset for the specified symbol of each year
         
@@ -619,7 +619,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def after_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_after_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def after_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_after_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at the market close +- minutes_after_close
         
@@ -643,7 +643,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at market open +- minutes_after_open
         
@@ -725,7 +725,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at the market close +- minutes_before_close
         
@@ -749,7 +749,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
         ...
 
     @overload
-    def before_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_before_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
+    def before_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_before_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.ITimeRule:
         """
         Specifies an event should fire at market open +- minutes_before_open
         
@@ -781,7 +781,7 @@ class TimeRules(QuantConnect.Scheduling.BaseScheduleRules):
 class IFluentSchedulingRunnable(QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier, metaclass=abc.ABCMeta):
     """Specifies the callback component of a scheduled event, as well as final filters"""
 
-    def during_market_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], extended_market: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
+    def during_market_hours(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], extended_market: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
         """Filters the event times to only include times where the symbol's market is considered open"""
         ...
 
@@ -804,7 +804,7 @@ class IFluentSchedulingRunnable(QuantConnect.Scheduling.IFluentSchedulingTimeSpe
 class IFluentSchedulingTimeSpecifier(metaclass=abc.ABCMeta):
     """Specifies the time rule component of a scheduled event"""
 
-    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
+    def after_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minutes_after_open: float = 0, extended_market_open: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
         """Creates events that fire a specified number of minutes after market open"""
         ...
 
@@ -833,7 +833,7 @@ class IFluentSchedulingTimeSpecifier(metaclass=abc.ABCMeta):
         """Creates events that fire at the specific time of day in the algorithm's time zone"""
         ...
 
-    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], minute_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
+    def before_market_close(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], minute_before_close: float = 0, extended_market_close: bool = False) -> QuantConnect.Scheduling.IFluentSchedulingRunnable:
         """Creates events that fire a specified numer of minutes before market close"""
         ...
 
@@ -859,7 +859,7 @@ class IFluentSchedulingDateSpecifier(metaclass=abc.ABCMeta):
         ...
 
     @overload
-    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
+    def every_day(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
         """Creates events on every trading day of the year for the symbol"""
         ...
 
@@ -869,7 +869,7 @@ class IFluentSchedulingDateSpecifier(metaclass=abc.ABCMeta):
         ...
 
     @overload
-    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
+    def month_start(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier:
         """Creates events on the first trading day of the month"""
         ...
 

QuantConnect/Securities/Cfd/__init__.pyi

@@ -38,7 +38,7 @@ class Cfd(QuantConnect.Securities.Security):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache) -> None:
         """
         Constructor for the CFD security
         
@@ -54,7 +54,7 @@ class Cfd(QuantConnect.Securities.Security):
         ...
 
     @staticmethod
-    def decompose_currency_pair(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], symbol_properties: QuantConnect.Securities.SymbolProperties, base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[None, str, str]:
+    def decompose_currency_pair(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], symbol_properties: QuantConnect.Securities.SymbolProperties, base_currency: typing.Optional[str], quote_currency: typing.Optional[str]) -> typing.Tuple[None, str, str]:
         """
         Decomposes the specified currency pair into a base and quote currency provided as out parameters