quantconnect-stubs 17411__py3-none-any.whl → 17413__py3-none-any.whl

QuantConnect/Securities/Option/__init__.pyi

@@ -324,7 +324,7 @@ class Option(QuantConnect.Securities.Security, QuantConnect.Securities.IDerivati
         ...
 
     @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.Option.OptionSymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, underlying: QuantConnect.Securities.Security) -> 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.Option.OptionSymbolProperties, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, security_cache: QuantConnect.Securities.SecurityCache, underlying: QuantConnect.Securities.Security) -> None:
         """
         Constructor for the option security
         
@@ -341,7 +341,7 @@ class Option(QuantConnect.Securities.Security, QuantConnect.Securities.IDerivati
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, exchange: QuantConnect.Securities.SecurityExchange, cache: QuantConnect.Securities.SecurityCache, portfolio_model: QuantConnect.Securities.ISecurityPortfolioModel, fill_model: QuantConnect.Orders.Fills.IFillModel, fee_model: QuantConnect.Orders.Fees.IFeeModel, slippage_model: QuantConnect.Orders.Slippage.ISlippageModel, settlement_model: QuantConnect.Securities.ISettlementModel, volatility_model: QuantConnect.Securities.IVolatilityModel, buying_power_model: QuantConnect.Securities.IBuyingPowerModel, data_filter: QuantConnect.Securities.Interfaces.ISecurityDataFilter, price_variation_model: QuantConnect.Securities.IPriceVariationModel, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types_provider: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, underlying: QuantConnect.Securities.Security) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quote_currency: QuantConnect.Securities.Cash, symbol_properties: QuantConnect.Securities.SymbolProperties, exchange: QuantConnect.Securities.SecurityExchange, cache: QuantConnect.Securities.SecurityCache, portfolio_model: QuantConnect.Securities.ISecurityPortfolioModel, fill_model: QuantConnect.Orders.Fills.IFillModel, fee_model: QuantConnect.Orders.Fees.IFeeModel, slippage_model: QuantConnect.Orders.Slippage.ISlippageModel, settlement_model: QuantConnect.Securities.ISettlementModel, volatility_model: QuantConnect.Securities.IVolatilityModel, buying_power_model: QuantConnect.Securities.IBuyingPowerModel, data_filter: QuantConnect.Securities.Interfaces.ISecurityDataFilter, price_variation_model: QuantConnect.Securities.IPriceVariationModel, currency_converter: QuantConnect.Securities.ICurrencyConverter, registered_types_provider: QuantConnect.Securities.IRegisteredSecurityDataTypesProvider, underlying: QuantConnect.Securities.Security) -> None:
         """
         Creates instance of the Option class.
         
@@ -610,7 +610,7 @@ class OptionSymbol(System.Object):
     """Static class contains common utility methods specific to symbols representing the option contracts"""
 
     @staticmethod
-    def get_last_day_of_trading(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> datetime.datetime:
+    def get_last_day_of_trading(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> datetime.datetime:
         """
         Returns the last trading date for the option contract
         
@@ -619,7 +619,7 @@ class OptionSymbol(System.Object):
         ...
 
     @staticmethod
-    def get_settlement_date_time(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> datetime.datetime:
+    def get_settlement_date_time(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> datetime.datetime:
         """
         Returns the settlement date time of the option contract.
         
@@ -629,7 +629,7 @@ class OptionSymbol(System.Object):
         ...
 
     @staticmethod
-    def is_option_contract_expired(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], current_time_utc: typing.Union[datetime.datetime, datetime.date]) -> bool:
+    def is_option_contract_expired(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], current_time_utc: typing.Union[datetime.datetime, datetime.date]) -> bool:
         """
         Returns true if the option contract is expired at the specified time
         
@@ -640,7 +640,7 @@ class OptionSymbol(System.Object):
         ...
 
     @staticmethod
-    def is_standard(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_standard(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Returns true if the option is a standard contract that expires 3rd Friday of the month
         
@@ -649,7 +649,7 @@ class OptionSymbol(System.Object):
         ...
 
     @staticmethod
-    def is_standard_contract(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_standard_contract(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Returns true if the option is a standard contract that expires 3rd Friday of the month
         
@@ -658,7 +658,7 @@ class OptionSymbol(System.Object):
         ...
 
     @staticmethod
-    def is_weekly(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_weekly(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Returns true if the option is a weekly contract that expires on Friday , except 3rd Friday of the month
         
@@ -719,7 +719,7 @@ class OptionStrategy(System.Object):
             ...
 
         @staticmethod
-        def create(quantity: int, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], order_price: typing.Optional[float] = None) -> QuantConnect.Securities.Option.OptionStrategy.OptionLegData:
+        def create(quantity: int, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], order_price: typing.Optional[float] = None) -> QuantConnect.Securities.Option.OptionStrategy.OptionLegData:
             """Creates a new instance of OptionLegData from the specified parameters"""
             ...
 
@@ -732,7 +732,7 @@ class OptionStrategy(System.Object):
 
         @staticmethod
         @overload
-        def create(quantity: int, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], order_price: typing.Optional[float] = None) -> QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData:
+        def create(quantity: int, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], order_price: typing.Optional[float] = None) -> QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData:
             """Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares."""
             ...
 
@@ -803,7 +803,7 @@ class OptionStrategies(System.Object):
     """
 
     @staticmethod
-    def bear_call_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], lower_strike: float, middle_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bear_call_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], lower_strike: float, middle_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bear Call Ladder strategy, that consists of three calls with the same expiration but different strikes.
         The strike price of the short call is below the strikes of the two long calls.
@@ -818,7 +818,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def bear_call_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bear_call_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bear Call Spread strategy, that consists of two calls with the same expiration but different strikes.
         The strike price of the short call is below the strike of the long call. This is a credit spread.
@@ -832,7 +832,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def bear_put_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bear_put_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bear Put Ladder strategy, that consists of three puts with the same expiration but different strikes.
         The strike price of the long put is above the strikes of the two short puts.
@@ -847,7 +847,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def bear_put_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bear_put_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bear Put Spread strategy, that consists of two puts with the same expiration but different strikes.
         The strike price of the short put is below the strike of the long put. This is a debit spread.
@@ -861,7 +861,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def box_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def box_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Box Spread strategy which consists of a long call and a short put (buy side) of the same strikes,
         coupled with a short call and a long put (sell side) of higher but same strikes. All options have the same expiry.
@@ -875,7 +875,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def bull_call_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], lower_strike: float, middle_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bull_call_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], lower_strike: float, middle_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bull Call Ladder strategy, that consists of three calls with the same expiration but different strikes.
         The strike price of the long call is below the strikes of the two short calls.
@@ -890,7 +890,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def bull_call_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bull_call_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bull Call Spread strategy, that consists of two calls with the same expiration but different strikes.
         The strike price of the short call is higher than the strike of the long call. This is a debit spread.
@@ -904,7 +904,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def bull_put_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bull_put_ladder(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bull Put Ladder strategy, that consists of three puts with the same expiration but different strikes.
         The strike price of the short put is above the strikes of the two long puts.
@@ -919,7 +919,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def bull_put_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def bull_put_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], leg_1_strike: float, leg_2_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Bull Put Spread strategy, that consists of two puts with the same expiration but different strikes.
         The strike price of the short put is above the strike of the long put. This is a credit spread.
@@ -933,7 +933,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def butterfly_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def butterfly_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Butterfly Call strategy that consists of two short calls at a middle strike,
         and one long call each at a lower and upper strike.
@@ -949,7 +949,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def butterfly_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def butterfly_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Butterfly Put strategy that consists of two short puts at a middle strike,
         and one long put each at a lower and upper strike.
@@ -965,7 +965,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def call_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], lower_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def call_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], lower_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Long Call Backspread strategy, that consists of two calls with the same expiration but different strikes.
         It involves selling the lower strike call, while buying twice the number of the higher strike call.
@@ -979,7 +979,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def call_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def call_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Call Butterfly strategy, that consists of two short calls at a middle strike, and one long call each at a lower and upper strike.
         The upper and lower strikes must both be equidistant from the middle strike.
@@ -994,7 +994,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def call_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def call_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates new Call Calendar Spread strategy which consists of a short and a long call
         with the same strikes but with the long call having a further expiration date.
@@ -1008,7 +1008,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def conversion(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def conversion(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Conversion strategy that consists of buying 1 put contract, 1 lot of the underlying and selling 1 call contract.
         Put and call must have the same expiration date, underlying (multiplier), and strike price.
@@ -1021,7 +1021,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def covered_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def covered_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Covered Call strategy that consists of selling one call contract and buying 1 lot of the underlying.
         
@@ -1033,7 +1033,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def covered_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def covered_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Covered Put strategy that consists of selling 1 put contract and 1 lot of the underlying.
         
@@ -1045,7 +1045,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def iron_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], otm_put_strike: float, atm_strike: float, otm_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def iron_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], otm_put_strike: float, atm_strike: float, otm_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Iron Butterfly strategy which consists of a short ATM call, a short ATM put, a long OTM call, and a long OTM put.
         all with the same expiration date and with increasing strikes prices in the mentioned order.
@@ -1060,7 +1060,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def iron_condor(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], long_put_strike: float, short_put_strike: float, short_call_strike: float, long_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def iron_condor(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], long_put_strike: float, short_put_strike: float, short_call_strike: float, long_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Iron Condor strategy which consists of a long put, a short put, a short call and a long option,
         all with the same expiration date and with increasing strikes prices in the mentioned order.
@@ -1076,7 +1076,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def jelly_roll(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def jelly_roll(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates new Jelly Roll strategy which combines a long call calendar spread and a short put calendar spread
         with the same strikes and the same pair of expiration dates.
@@ -1090,7 +1090,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def naked_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def naked_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Naked Call strategy that consists of selling 1 call contract.
         
@@ -1102,7 +1102,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def naked_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def naked_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Naked Put strategy that consists of selling 1 put contract.
         
@@ -1114,7 +1114,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def protective_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def protective_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Protective Call strategy that consists of buying one call contract and selling 1 lot of the underlying.
         
@@ -1126,7 +1126,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def protective_collar(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], call_strike: float, put_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def protective_collar(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], call_strike: float, put_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Protective Collar strategy that consists of buying 1 put contract and 1 lot of the underlying.
         
@@ -1139,7 +1139,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def protective_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def protective_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Protective Put strategy that consists of buying 1 put contract and 1 lot of the underlying.
         
@@ -1151,7 +1151,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def put_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def put_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Long Put Backspread strategy, that consists of two puts with the same expiration but different strikes.
         It involves selling the higher strike put, while buying twice the number of the lower strike put.
@@ -1165,7 +1165,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def put_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def put_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Put Butterfly strategy, that consists of two short puts at a middle strike, and one long put each at a lower and upper strike.
         The upper and lower strikes must both be equidistant from the middle strike.
@@ -1180,7 +1180,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def put_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def put_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates new Put Calendar Spread strategy which consists of a short and a long put
         with the same strikes but with the long put having a further expiration date.
@@ -1194,7 +1194,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def reverse_conversion(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def reverse_conversion(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Reverse Conversion strategy that consists of buying 1 put contract and 1 lot of the underlying.
         
@@ -1206,7 +1206,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_box_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_box_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Short Box Spread strategy which consists of a long call and a short put (buy side) of the same strikes,
         coupled with a short call and a long put (sell side) of lower but same strikes. All options have the same expiry.
@@ -1220,7 +1220,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_butterfly_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_butterfly_call(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Butterfly Call strategy that consists of two long calls at a middle strike,
         and one short call each at a lower and upper strike.
@@ -1236,7 +1236,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_butterfly_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_butterfly_put(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, middle_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Butterfly Put strategy that consists of two long puts at a middle strike,
         and one short put each at a lower and upper strike.
@@ -1252,7 +1252,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_call_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], lower_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_call_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], lower_strike: float, higher_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Short Call Backspread strategy, that consists of two calls with the same expiration but different strikes.
         It involves buying the lower strike call, while shorting twice the number of the higher strike call.
@@ -1265,7 +1265,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_call_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_call_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates new Short Call Calendar Spread strategy which consists of a short and a long call
         with the same strikes but with the short call having a further expiration date.
@@ -1279,7 +1279,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_iron_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], otm_put_strike: float, atm_strike: float, otm_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_iron_butterfly(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], otm_put_strike: float, atm_strike: float, otm_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Short Iron Butterfly strategy which consists of a long ATM call, a long ATM put, a short OTM call, and a short OTM put,
         all with the same expiration date and with increasing strikes prices in the mentioned order.
@@ -1295,7 +1295,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_iron_condor(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_put_strike: float, long_put_strike: float, long_call_strike: float, short_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_iron_condor(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_put_strike: float, long_put_strike: float, long_call_strike: float, short_call_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a new Short Iron Condor strategy which consists of a short put, a long put, a long call and a short call,
         all with the same expiration date and with increasing strikes prices in the mentioned order.
@@ -1311,7 +1311,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_jelly_roll(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_jelly_roll(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates new Short Jelly Roll strategy which combines a long call calendar spread and a short put calendar spread
         with the same strikes and the same pair of expiration dates.
@@ -1325,7 +1325,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_put_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_put_backspread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], higher_strike: float, lower_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Short Put Backspread strategy, that consists of two puts with the same expiration but different strikes.
         It involves buying the higher strike put, while selling twice the number of the lower strike put.
@@ -1339,7 +1339,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_put_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_put_calendar_spread(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, near_expiration: typing.Union[datetime.datetime, datetime.date], far_expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates new Short Put Calendar Spread strategy which consists of a short and a long put
         with the same strikes but with the short put having a further expiration date.
@@ -1353,7 +1353,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_straddle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_straddle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Short Straddle strategy that consists of selling a call and a put, both with the same strike price and expiration.
         
@@ -1365,7 +1365,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def short_strangle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], call_leg_strike: float, put_leg_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def short_strangle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], call_leg_strike: float, put_leg_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Creates a Short Strangle strategy that consists of selling a call and a put, with the same expiration date and
         the call strike being above the put strike.
@@ -1379,7 +1379,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def straddle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def straddle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Straddle strategy, that is a combination of buying a call and buying a put, both with the same strike price and expiration.
         
@@ -1391,7 +1391,7 @@ class OptionStrategies(System.Object):
         ...
 
     @staticmethod
-    def strangle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], call_leg_strike: float, put_leg_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
+    def strangle(canonical_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], call_leg_strike: float, put_leg_strike: float, expiration: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Securities.Option.OptionStrategy:
         """
         Method creates new Strangle strategy, that buying a call option and a put option with the same expiration date
         The strike price of the call is above the strike of the put.
@@ -1774,7 +1774,7 @@ class ConstantQLRiskFreeRateEstimator(System.Object, QuantConnect.Securities.Opt
 class EmptyOptionChainProvider(System.Object, QuantConnect.Interfaces.IOptionChainProvider):
     """An implementation of IOptionChainProvider that always returns an empty list of contracts"""
 
-    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
+    def get_option_contract_list(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Symbol]:
         """
         Gets the list of option contracts for a given underlying symbol
         

QuantConnect/Securities/Positions/__init__.pyi

@@ -203,7 +203,7 @@ class IPositionGroup(typing.Sequence[QuantConnect.Securities.Positions.IPosition
         """Gets the buying power model defining how margin works in this group"""
         ...
 
-    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: typing.Optional[QuantConnect.Securities.Positions.IPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Positions.IPosition]:
+    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: typing.Optional[QuantConnect.Securities.Positions.IPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Positions.IPosition]:
         """
         Attempts to retrieve the position with the specified symbol
         
@@ -907,7 +907,7 @@ class PositionGroupCollection(System.Object, typing.Sequence[QuantConnect.Securi
         """
         ...
 
-    def try_get_groups(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], groups: typing.Optional[typing.Sequence[QuantConnect.Securities.Positions.IPositionGroup]]) -> typing.Tuple[bool, typing.Sequence[QuantConnect.Securities.Positions.IPositionGroup]]:
+    def try_get_groups(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], groups: typing.Optional[typing.Sequence[QuantConnect.Securities.Positions.IPositionGroup]]) -> typing.Tuple[bool, typing.Sequence[QuantConnect.Securities.Positions.IPositionGroup]]:
         """
         Attempts to retrieve all groups that contain the provided symbol
         
@@ -973,7 +973,7 @@ class PositionCollection(System.Object, typing.Iterable[QuantConnect.Securities.
         """
         ...
 
-    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: typing.Optional[QuantConnect.Securities.Positions.IPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Positions.IPosition]:
+    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: typing.Optional[QuantConnect.Securities.Positions.IPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Positions.IPosition]:
         """
         Attempts to retrieve the position with the specified symbol from this collection
         
@@ -1267,7 +1267,7 @@ class PositionGroup(System.Object, QuantConnect.Securities.Positions.IPositionGr
         """
         ...
 
-    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: typing.Optional[QuantConnect.Securities.Positions.IPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Positions.IPosition]:
+    def try_get_position(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: typing.Optional[QuantConnect.Securities.Positions.IPosition]) -> typing.Tuple[bool, QuantConnect.Securities.Positions.IPosition]:
         """
         Attempts to retrieve the position with the specified symbol
         
@@ -1337,7 +1337,7 @@ class Position(System.Object, QuantConnect.Securities.Positions.IPosition):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, unit_quantity: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, unit_quantity: float) -> None:
         """
         Initializes a new instance of the Position class
         
@@ -1886,7 +1886,7 @@ class PositionGroupExtensions(System.Object):
         ...
 
     @staticmethod
-    def get_position(group: QuantConnect.Securities.Positions.IPositionGroup, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Securities.Positions.IPosition:
+    def get_position(group: QuantConnect.Securities.Positions.IPositionGroup, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Securities.Positions.IPosition:
         """
         Gets the position in the group matching the provided