quantconnect-stubs 17411__py3-none-any.whl → 17413__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- Common/Data/Consolidators/__init__.pyi +1 -1
- QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
- QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
- QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
- QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
- QuantConnect/Algorithm/__init__.pyi +308 -308
- QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +10 -10
- QuantConnect/Api/Serialization/__init__.pyi +1 -3
- QuantConnect/Api/__init__.pyi +3 -5
- QuantConnect/Benchmarks/__init__.pyi +1 -1
- QuantConnect/Brokerages/Authentication/__init__.pyi +1 -2
- QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
- QuantConnect/Brokerages/__init__.pyi +11 -11
- QuantConnect/Commands/__init__.pyi +3 -2
- QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
- QuantConnect/Data/Common/__init__.pyi +1 -1
- QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
- QuantConnect/Data/Fundamental/__init__.pyi +11 -12
- QuantConnect/Data/Market/__init__.pyi +42 -42
- QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
- QuantConnect/Data/__init__.pyi +43 -44
- QuantConnect/DataSource/__init__.pyi +741 -7
- QuantConnect/Indicators/__init__.pyi +101 -100
- QuantConnect/Interfaces/__init__.pyi +22 -22
- QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
- QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
- QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
- QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
- QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
- QuantConnect/Notifications/__init__.pyi +1 -3
- QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
- QuantConnect/Orders/__init__.pyi +26 -28
- QuantConnect/Python/__init__.pyi +1 -1
- QuantConnect/Report/__init__.pyi +3 -5
- QuantConnect/Research/__init__.pyi +17 -16
- QuantConnect/Scheduling/__init__.pyi +17 -17
- QuantConnect/Securities/Cfd/__init__.pyi +2 -2
- QuantConnect/Securities/Crypto/__init__.pyi +2 -2
- QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
- QuantConnect/Securities/Equity/__init__.pyi +1 -1
- QuantConnect/Securities/Forex/__init__.pyi +1 -1
- QuantConnect/Securities/Future/__init__.pyi +8 -8
- QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
- QuantConnect/Securities/Index/__init__.pyi +2 -2
- QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
- QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
- QuantConnect/Securities/Option/__init__.pyi +54 -54
- QuantConnect/Securities/Positions/__init__.pyi +6 -6
- QuantConnect/Securities/__init__.pyi +79 -80
- QuantConnect/Statistics/__init__.pyi +2 -2
- QuantConnect/Util/__init__.pyi +36 -37
- QuantConnect/__init__.pyi +66 -68
- System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
- System/ComponentModel/__init__.pyi +1 -1
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/METADATA +1 -1
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/RECORD +58 -58
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/WHEEL +0 -0
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/top_level.txt +0 -0
QuantConnect/__init__.pyi
CHANGED
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@@ -39,10 +39,8 @@ import System.Threading
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import System.Threading.Tasks
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import System.Timers
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JsonConverter = typing.Any
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QuantConnect_Symbol = typing.Any
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DateTimeZone = typing.Any
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IsoDateTimeConverter = typing.Any
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QuantConnect_SecurityIdentifier = typing.Any
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ZipArchiveMode = typing.Any
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CompressionLevel = typing.Any
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"""Gets a selector that selectors the Volume value"""
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class DefaultConverter
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class DefaultConverter:
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"""Helper json converter to use the default json converter, breaking inheritance json converter"""
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@property
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@staticmethod
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def ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date]) -> str:
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def ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date]) -> str:
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"""
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For the given symbol will resolve the ticker it used at the requested date
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@overload
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def __eq__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def __eq__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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@overload
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def __eq__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def __eq__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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@overload
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def __ne__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def __ne__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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def __ne__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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def __ne__(self, right: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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@overload
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def create_base(base_type: typing.Any, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], market: str = None) -> QuantConnect.Symbol:
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def create_base(base_type: typing.Any, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], market: str = None) -> QuantConnect.Symbol:
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"""
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using the first ticker and the first traded date from the provided underlying Symbol. This avoids
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def create_base(base_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], market: str = None) -> QuantConnect.Symbol:
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def create_base(base_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], market: str = None) -> QuantConnect.Symbol:
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"""
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@staticmethod
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def create_canonical_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], market: str = None, alias: str = None) -> QuantConnect.Symbol:
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def create_canonical_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], market: str = None, alias: str = None) -> QuantConnect.Symbol:
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"""
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def create_canonical_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, market: str = None, alias: str = None) -> QuantConnect.Symbol:
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def create_canonical_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, market: str = None, alias: str = None) -> QuantConnect.Symbol:
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def create_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], market: str, style: QuantConnect.OptionStyle, right: QuantConnect.OptionRight, strike: float, expiry: typing.Union[datetime.datetime, datetime.date], alias: str = None) -> QuantConnect.Symbol:
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def create_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], market: str, style: QuantConnect.OptionStyle, right: QuantConnect.OptionRight, strike: float, expiry: typing.Union[datetime.datetime, datetime.date], alias: str = None) -> QuantConnect.Symbol:
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def create_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, market: str, style: QuantConnect.OptionStyle, right: QuantConnect.OptionRight, strike: float, expiry: typing.Union[datetime.datetime, datetime.date], alias: str = None) -> QuantConnect.Symbol:
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def create_option(underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, market: str, style: QuantConnect.OptionStyle, right: QuantConnect.OptionRight, strike: float, expiry: typing.Union[datetime.datetime, datetime.date], alias: str = None) -> QuantConnect.Symbol:
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def create_option(sid: QuantConnect.SecurityIdentifier, value: str, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> QuantConnect.Symbol:
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def create_option(sid: QuantConnect.SecurityIdentifier, value: str, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> QuantConnect.Symbol:
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def get_alias(security_identifier: QuantConnect.SecurityIdentifier, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> str:
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def get_alias(security_identifier: QuantConnect.SecurityIdentifier, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> str:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], message: str, stack_trace: str = ...) -> None:
|
|
2273
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], message: str, stack_trace: str = ...) -> None:
|
|
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|
"""
|
|
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|
Initializes a new instance of the ReaderErrorDetectedEventArgs class
|
|
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|
|
|
@@ -2291,7 +2289,7 @@ class StartDateLimitedEventArgs(QuantConnect.DataProviderEventArgs):
|
|
|
2291
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"""Gets the error message"""
|
|
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|
...
|
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|
|
|
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-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], message: str) -> None:
|
|
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+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], message: str) -> None:
|
|
2295
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|
"""
|
|
2296
2294
|
Initializes a new instance of the StartDateLimitedEventArgs class
|
|
2297
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|
|
|
@@ -2322,7 +2320,7 @@ class NewTradableDateEventArgs(QuantConnect.DataProviderEventArgs):
|
|
|
2322
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|
"""The last raw security price we have"""
|
|
2323
2321
|
...
|
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2324
2322
|
|
|
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|
-
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], last_base_data: QuantConnect.Data.BaseData, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], last_raw_price: typing.Optional[float]) -> None:
|
|
2323
|
+
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], last_base_data: QuantConnect.Data.BaseData, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], last_raw_price: typing.Optional[float]) -> None:
|
|
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|
"""
|
|
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2325
|
Initializes a new instance of the NewTradableDateEventArgs class
|
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@@ -2775,7 +2773,7 @@ class TradingCalendar(System.Object):
|
|
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|
...
|
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|
|
|
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-
class SymbolJsonConverter
|
|
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+
class SymbolJsonConverter:
|
|
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|
"""
|
|
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|
Defines a JsonConverter to be used when deserializing to
|
|
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|
the Symbol class.
|
|
@@ -4363,7 +4361,7 @@ class SymbolRepresentation(System.Object):
|
|
|
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|
...
|
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|
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|
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|
@staticmethod
|
|
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|
-
def generate_option_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
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+
def generate_option_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
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"""
|
|
4368
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|
Function returns option ticker from IQFeed option ticker
|
|
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|
For example CSCO1220V19 Cisco October Put at 19.00 Expiring on 10/20/12
|
|
@@ -4376,7 +4374,7 @@ class SymbolRepresentation(System.Object):
|
|
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|
|
|
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|
@staticmethod
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|
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@overload
|
|
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|
-
def generate_option_ticker_osi(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
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|
+
def generate_option_ticker_osi(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
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"""
|
|
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Returns option symbol ticker in accordance with OSI symbology
|
|
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|
More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf
|
|
@@ -4403,7 +4401,7 @@ class SymbolRepresentation(System.Object):
|
|
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|
|
|
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@staticmethod
|
|
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@overload
|
|
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|
-
def generate_option_ticker_osi_compact(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
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|
+
def generate_option_ticker_osi_compact(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
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|
"""
|
|
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Returns option symbol ticker in accordance with OSI symbology
|
|
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|
More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf
|
|
@@ -4532,7 +4530,7 @@ class SymbolRepresentation(System.Object):
|
|
|
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4530
|
...
|
|
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|
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|
|
|
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|
-
class ChartSeriesJsonConverter
|
|
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|
+
class ChartSeriesJsonConverter:
|
|
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|
"""Convert a Chart Series to and from JSON"""
|
|
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4535
|
|
|
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@property
|
|
@@ -4873,7 +4871,7 @@ class Time(System.Object):
|
|
|
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|
"""
|
|
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|
...
|
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4873
|
|
|
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|
-
class MonthYearJsonConverter
|
|
4874
|
+
class MonthYearJsonConverter:
|
|
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4875
|
"""Helper method to deserialize month/year"""
|
|
4878
4876
|
|
|
4879
4877
|
def __init__(self) -> None:
|
|
@@ -5515,7 +5513,7 @@ class ExtendedDictionary(typing.Generic[QuantConnect_ExtendedDictionary_TKey, Qu
|
|
|
5515
5513
|
"""
|
|
5516
5514
|
...
|
|
5517
5515
|
|
|
5518
|
-
def check_for_implicitly_created_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
|
|
5516
|
+
def check_for_implicitly_created_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
|
|
5519
5517
|
"""
|
|
5520
5518
|
Checks if the symbol is implicitly created from a string, in which case it is not in the symbol cache,
|
|
5521
5519
|
and throws a KeyNotFoundException.
|
|
@@ -5840,7 +5838,7 @@ class Chart(System.Object):
|
|
|
5840
5838
|
...
|
|
5841
5839
|
|
|
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5840
|
@overload
|
|
5843
|
-
def __init__(self, name: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
|
|
5841
|
+
def __init__(self, name: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
|
|
5844
5842
|
"""
|
|
5845
5843
|
Constructor for a chart
|
|
5846
5844
|
|
|
@@ -6062,7 +6060,7 @@ class DataDownloaderGetParameters(System.Object):
|
|
|
6062
6060
|
def tick_type(self, value: QuantConnect.TickType) -> None:
|
|
6063
6061
|
...
|
|
6064
6062
|
|
|
6065
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, start_utc: typing.Union[datetime.datetime, datetime.date], end_utc: typing.Union[datetime.datetime, datetime.date], tick_type: typing.Optional[QuantConnect.TickType] = None) -> None:
|
|
6063
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, start_utc: typing.Union[datetime.datetime, datetime.date], end_utc: typing.Union[datetime.datetime, datetime.date], tick_type: typing.Optional[QuantConnect.TickType] = None) -> None:
|
|
6066
6064
|
"""
|
|
6067
6065
|
Initialize model class for passing in parameters for historical data
|
|
6068
6066
|
|
|
@@ -6845,7 +6843,7 @@ class DataUniverseDownloaderGetParameters(QuantConnect.DataDownloaderGetParamete
|
|
|
6845
6843
|
"""Gets the underlying symbol associated with the universe."""
|
|
6846
6844
|
...
|
|
6847
6845
|
|
|
6848
|
-
def __init__(self, canonical_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start_date: typing.Union[datetime.datetime, datetime.date], end_date: typing.Union[datetime.datetime, datetime.date], security_exchange_hours: QuantConnect.Securities.SecurityExchangeHours = ...) -> None:
|
|
6846
|
+
def __init__(self, canonical_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start_date: typing.Union[datetime.datetime, datetime.date], end_date: typing.Union[datetime.datetime, datetime.date], security_exchange_hours: QuantConnect.Securities.SecurityExchangeHours = ...) -> None:
|
|
6849
6847
|
"""
|
|
6850
6848
|
Initializes a new instance of the DataUniverseDownloaderGetParameters class.
|
|
6851
6849
|
|
|
@@ -6911,7 +6909,7 @@ class RegressionTestException(System.Exception):
|
|
|
6911
6909
|
...
|
|
6912
6910
|
|
|
6913
6911
|
|
|
6914
|
-
class ScatterChartPointJsonConverter
|
|
6912
|
+
class ScatterChartPointJsonConverter:
|
|
6915
6913
|
"""ScatterChartPoint json converter"""
|
|
6916
6914
|
|
|
6917
6915
|
@property
|
|
@@ -6960,7 +6958,7 @@ class SymbolCache(System.Object):
|
|
|
6960
6958
|
...
|
|
6961
6959
|
|
|
6962
6960
|
@staticmethod
|
|
6963
|
-
def get_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
6961
|
+
def get_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
6964
6962
|
"""
|
|
6965
6963
|
Gets the string ticker symbol that is mapped to the specified Symbol
|
|
6966
6964
|
|
|
@@ -6970,7 +6968,7 @@ class SymbolCache(System.Object):
|
|
|
6970
6968
|
...
|
|
6971
6969
|
|
|
6972
6970
|
@staticmethod
|
|
6973
|
-
def set(ticker: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
|
|
6971
|
+
def set(ticker: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
|
|
6974
6972
|
"""
|
|
6975
6973
|
Adds a mapping for the specified ticker
|
|
6976
6974
|
|
|
@@ -6980,7 +6978,7 @@ class SymbolCache(System.Object):
|
|
|
6980
6978
|
...
|
|
6981
6979
|
|
|
6982
6980
|
@staticmethod
|
|
6983
|
-
def try_get_symbol(ticker: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]]:
|
|
6981
|
+
def try_get_symbol(ticker: str, symbol: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]]:
|
|
6984
6982
|
"""
|
|
6985
6983
|
Gets the Symbol object that is mapped to the specified string ticker symbol
|
|
6986
6984
|
|
|
@@ -6991,7 +6989,7 @@ class SymbolCache(System.Object):
|
|
|
6991
6989
|
...
|
|
6992
6990
|
|
|
6993
6991
|
@staticmethod
|
|
6994
|
-
def try_get_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ticker: typing.Optional[str]) -> typing.Tuple[bool, str]:
|
|
6992
|
+
def try_get_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ticker: typing.Optional[str]) -> typing.Tuple[bool, str]:
|
|
6995
6993
|
"""
|
|
6996
6994
|
Gets the string ticker symbol that is mapped to the specified Symbol
|
|
6997
6995
|
|
|
@@ -7003,7 +7001,7 @@ class SymbolCache(System.Object):
|
|
|
7003
7001
|
|
|
7004
7002
|
@staticmethod
|
|
7005
7003
|
@overload
|
|
7006
|
-
def try_remove(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
|
|
7004
|
+
def try_remove(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
|
|
7007
7005
|
"""
|
|
7008
7006
|
Removes the mapping for the specified symbol from the cache
|
|
7009
7007
|
|
|
@@ -7031,7 +7029,7 @@ class Extensions(System.Object):
|
|
|
7031
7029
|
"""The offset span from the market close to liquidate or exercise a security on the delisting date"""
|
|
7032
7030
|
|
|
7033
7031
|
@staticmethod
|
|
7034
|
-
def add(dictionary: QuantConnect.Data.Market.Ticks, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tick: QuantConnect.Data.Market.Tick) -> None:
|
|
7032
|
+
def add(dictionary: QuantConnect.Data.Market.Ticks, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tick: QuantConnect.Data.Market.Tick) -> None:
|
|
7035
7033
|
"""
|
|
7036
7034
|
Adds the specified Tick to the Ticks collection. If an entry does not exist for the specified key then one will be created.
|
|
7037
7035
|
|
|
@@ -7042,7 +7040,7 @@ class Extensions(System.Object):
|
|
|
7042
7040
|
...
|
|
7043
7041
|
|
|
7044
7042
|
@staticmethod
|
|
7045
|
-
def adjust_symbol_by_offset(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], offset: int) -> QuantConnect.Symbol:
|
|
7043
|
+
def adjust_symbol_by_offset(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], offset: int) -> QuantConnect.Symbol:
|
|
7046
7044
|
"""
|
|
7047
7045
|
Helper method that will return a back month, with future expiration, future contract based on the given offset
|
|
7048
7046
|
|
|
@@ -7135,7 +7133,7 @@ class Extensions(System.Object):
|
|
|
7135
7133
|
|
|
7136
7134
|
@staticmethod
|
|
7137
7135
|
@overload
|
|
7138
|
-
def create_future_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], filter: typing.Any, universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> typing.Iterable[QuantConnect.Data.UniverseSelection.Universe]:
|
|
7136
|
+
def create_future_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], filter: typing.Any, universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> typing.Iterable[QuantConnect.Data.UniverseSelection.Universe]:
|
|
7139
7137
|
"""
|
|
7140
7138
|
Creates a FuturesChainUniverse for a given symbol
|
|
7141
7139
|
|
|
@@ -7148,7 +7146,7 @@ class Extensions(System.Object):
|
|
|
7148
7146
|
|
|
7149
7147
|
@staticmethod
|
|
7150
7148
|
@overload
|
|
7151
|
-
def create_future_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], filter: typing.Callable[[QuantConnect.Securities.FutureFilterUniverse], QuantConnect.Securities.FutureFilterUniverse], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> typing.Iterable[QuantConnect.Data.UniverseSelection.Universe]:
|
|
7149
|
+
def create_future_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], filter: typing.Callable[[QuantConnect.Securities.FutureFilterUniverse], QuantConnect.Securities.FutureFilterUniverse], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> typing.Iterable[QuantConnect.Data.UniverseSelection.Universe]:
|
|
7152
7150
|
"""
|
|
7153
7151
|
Creates a FuturesChainUniverse for a given symbol
|
|
7154
7152
|
|
|
@@ -7161,7 +7159,7 @@ class Extensions(System.Object):
|
|
|
7161
7159
|
|
|
7162
7160
|
@staticmethod
|
|
7163
7161
|
@overload
|
|
7164
|
-
def create_option_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], filter: typing.Any, universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
|
|
7162
|
+
def create_option_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], filter: typing.Any, universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
|
|
7165
7163
|
"""
|
|
7166
7164
|
Creates a OptionChainUniverse for a given symbol
|
|
7167
7165
|
|
|
@@ -7175,7 +7173,7 @@ class Extensions(System.Object):
|
|
|
7175
7173
|
|
|
7176
7174
|
@staticmethod
|
|
7177
7175
|
@overload
|
|
7178
|
-
def create_option_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
|
|
7176
|
+
def create_option_chain(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None) -> QuantConnect.Data.UniverseSelection.OptionChainUniverse:
|
|
7179
7177
|
"""
|
|
7180
7178
|
Creates a OptionChainUniverse for a given symbol
|
|
7181
7179
|
|
|
@@ -7415,7 +7413,7 @@ class Extensions(System.Object):
|
|
|
7415
7413
|
...
|
|
7416
7414
|
|
|
7417
7415
|
@staticmethod
|
|
7418
|
-
def get_delisting_date(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], map_file: QuantConnect.Data.Auxiliary.MapFile = None) -> datetime.datetime:
|
|
7416
|
+
def get_delisting_date(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], map_file: QuantConnect.Data.Auxiliary.MapFile = None) -> datetime.datetime:
|
|
7419
7417
|
"""
|
|
7420
7418
|
Gets the delisting date for the provided Symbol
|
|
7421
7419
|
|
|
@@ -7425,7 +7423,7 @@ class Extensions(System.Object):
|
|
|
7425
7423
|
...
|
|
7426
7424
|
|
|
7427
7425
|
@staticmethod
|
|
7428
|
-
def get_entry(market_hours_database: QuantConnect.Securities.MarketHoursDatabase, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data_types: typing.List[typing.Type]) -> QuantConnect.Securities.MarketHoursDatabase.Entry:
|
|
7426
|
+
def get_entry(market_hours_database: QuantConnect.Securities.MarketHoursDatabase, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data_types: typing.List[typing.Type]) -> QuantConnect.Securities.MarketHoursDatabase.Entry:
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"""
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Helper method to get a market hours entry
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@@ -7543,7 +7541,7 @@ class Extensions(System.Object):
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...
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@staticmethod
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-
def get_or_add_unrequested_security(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], security: typing.Optional[QuantConnect.Securities.Security], on_error: typing.Callable[[typing.Sequence[QuantConnect.SecurityType]], typing.Any] = None) -> typing.Tuple[bool, QuantConnect.Securities.Security]:
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+
def get_or_add_unrequested_security(algorithm: QuantConnect.Interfaces.IAlgorithm, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], security: typing.Optional[QuantConnect.Securities.Security], on_error: typing.Callable[[typing.Sequence[QuantConnect.SecurityType]], typing.Any] = None) -> typing.Tuple[bool, QuantConnect.Securities.Security]:
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"""
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Gets the security for the specified symbol from the algorithm's securities collection.
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In case the security is not found, it will be created using the IAlgorithm.universe_settings
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@@ -7655,7 +7653,7 @@ class Extensions(System.Object):
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...
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@staticmethod
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-
def get_zero_price_message(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
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|
7656
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+
def get_zero_price_message(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
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|
"""Extension method to get security price is 0 messages for users"""
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...
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@@ -7724,7 +7722,7 @@ class Extensions(System.Object):
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...
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@staticmethod
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-
def is_custom_data_type(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], type: typing.Type) -> bool:
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+
def is_custom_data_type(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], type: typing.Type) -> bool:
|
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|
"""
|
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Determines if certain data type is custom
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@@ -7772,7 +7770,7 @@ class Extensions(System.Object):
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@staticmethod
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|
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|
@overload
|
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|
-
def is_market_open(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], utc_time: typing.Union[datetime.datetime, datetime.date], extended_market_hours: bool) -> bool:
|
|
7773
|
+
def is_market_open(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], utc_time: typing.Union[datetime.datetime, datetime.date], extended_market_hours: bool) -> bool:
|
|
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"""
|
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Helper method to determine if a specific market is open
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@@ -8079,7 +8077,7 @@ class Extensions(System.Object):
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|
...
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@staticmethod
|
|
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|
-
def requires_mapping(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
|
|
8080
|
+
def requires_mapping(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
|
|
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"""
|
|
8084
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Determine if this SecurityType requires mapping
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@@ -8670,7 +8668,7 @@ class Extensions(System.Object):
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...
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@staticmethod
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|
8673
|
-
def try_get_live_subscription_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mapped: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]]:
|
|
8671
|
+
def try_get_live_subscription_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mapped: typing.Optional[typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]]) -> typing.Tuple[bool, typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]]:
|
|
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"""Helper method to determine symbol for a live subscription"""
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...
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@@ -9488,7 +9486,7 @@ class Messages(System.Object):
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...
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@staticmethod
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|
9491
|
-
def zero_price_for_security(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
9489
|
+
def zero_price_for_security(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
9492
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|
"""
|
|
9493
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Returns a string message saying the security does not have an accurate price as it has not yet received
|
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|
a bar of data, as well as some recommendations
|
|
@@ -9688,7 +9686,7 @@ class Messages(System.Object):
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|
...
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|
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9690
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|
@staticmethod
|
|
9691
|
-
def underlying_sid_does_not_match(sid: QuantConnect.SecurityIdentifier, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
9689
|
+
def underlying_sid_does_not_match(sid: QuantConnect.SecurityIdentifier, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
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|
...
|
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|
class SymbolCache(System.Object):
|
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@@ -9938,7 +9936,7 @@ class Messages(System.Object):
|
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"""Provides user-facing messages for the ReadOnlySecurityValuesCollection class and its consumers or related classes"""
|
|
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|
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|
@staticmethod
|
|
9941
|
-
def security_values_for_symbol_not_found(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
9939
|
+
def security_values_for_symbol_not_found(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
9942
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|
"""Returns a string message saying no SecurityValues were found for the given symbol"""
|
|
9943
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|
...
|
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9944
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|
|
|
@@ -10404,7 +10402,7 @@ class Messages(System.Object):
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|
"""Provides user-facing messages for the Commands.OrderCommand class and its consumers or related classes"""
|
|
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|
|
|
10406
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|
@staticmethod
|
|
10407
|
-
def command_info(order_type: QuantConnect.Orders.OrderType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, response: QuantConnect.Orders.OrderResponse) -> str:
|
|
10405
|
+
def command_info(order_type: QuantConnect.Orders.OrderType, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, response: QuantConnect.Orders.OrderResponse) -> str:
|
|
10408
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|
"""
|
|
10409
10407
|
Returns a string message with basic information about a command, such us:
|
|
10410
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|
order type, symbol, quantity and response
|
|
@@ -10897,7 +10895,7 @@ class Messages(System.Object):
|
|
|
10897
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|
"""Provides user-facing messages for the Algorithm.Framework.Portfolio.PortfolioTarget class and its consumers or related classes"""
|
|
10898
10896
|
|
|
10899
10897
|
@staticmethod
|
|
10900
|
-
def invalid_insight_direction(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], insight_direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection) -> str:
|
|
10898
|
+
def invalid_insight_direction(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], insight_direction: QuantConnect.Algorithm.Framework.Alphas.InsightDirection) -> str:
|
|
10901
10899
|
"""Returns a string message saying the insight direction is invalid for the given symbol"""
|
|
10902
10900
|
...
|
|
10903
10901
|
|
|
@@ -10907,7 +10905,7 @@ class Messages(System.Object):
|
|
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10907
10905
|
...
|
|
10908
10906
|
|
|
10909
10907
|
@staticmethod
|
|
10910
|
-
def symbol_not_found(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
10908
|
+
def symbol_not_found(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
10911
10909
|
"""Returns a string message saying the given symbol was not found in the portfolio"""
|
|
10912
10910
|
...
|
|
10913
10911
|
|
|
@@ -10917,7 +10915,7 @@ class Messages(System.Object):
|
|
|
10917
10915
|
...
|
|
10918
10916
|
|
|
10919
10917
|
@staticmethod
|
|
10920
|
-
def unable_to_compute_order_quantity_due_to_null_result(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], result: QuantConnect.Securities.Positions.GetMaximumLotsResult) -> str:
|
|
10918
|
+
def unable_to_compute_order_quantity_due_to_null_result(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], result: QuantConnect.Securities.Positions.GetMaximumLotsResult) -> str:
|
|
10921
10919
|
"""
|
|
10922
10920
|
Returns a string message saying it was impossible to compute the order quantity of the given symbol. It also
|
|
10923
10921
|
explains the reason why it was impossible
|
|
@@ -11046,7 +11044,7 @@ class Messages(System.Object):
|
|
|
11046
11044
|
"""String message saying: Cash symbols cannot be null or empty"""
|
|
11047
11045
|
|
|
11048
11046
|
@staticmethod
|
|
11049
|
-
def adding_security_symbol_for_cash_currency_feed(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], cash_currency_symbol: str) -> str:
|
|
11047
|
+
def adding_security_symbol_for_cash_currency_feed(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], cash_currency_symbol: str) -> str:
|
|
11050
11048
|
"""
|
|
11051
11049
|
Returns a string message saying the security symbol is being added for cash currency feed (this comes from the
|
|
11052
11050
|
given cash currency symbol)
|
|
@@ -11373,12 +11371,12 @@ class Messages(System.Object):
|
|
|
11373
11371
|
"""Provides user-facing messages for the Securities.SecurityManager class and its consumers or related classes"""
|
|
11374
11372
|
|
|
11375
11373
|
@staticmethod
|
|
11376
|
-
def symbol_not_found_in_securities(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
11374
|
+
def symbol_not_found_in_securities(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
11377
11375
|
"""Returns a string message saying the given symbol was not found in the user security list"""
|
|
11378
11376
|
...
|
|
11379
11377
|
|
|
11380
11378
|
@staticmethod
|
|
11381
|
-
def unable_to_overwrite_security(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
11379
|
+
def unable_to_overwrite_security(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
11382
11380
|
"""Returns a string message saying the given symbol could not be overwritten"""
|
|
11383
11381
|
...
|
|
11384
11382
|
|
|
@@ -11439,7 +11437,7 @@ class Messages(System.Object):
|
|
|
11439
11437
|
"""Provides user-facing messages for the Securities.SecurityService class and its consumers or related classes"""
|
|
11440
11438
|
|
|
11441
11439
|
@staticmethod
|
|
11442
|
-
def symbol_not_found_in_symbol_properties_database(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
|
|
11440
|
+
def symbol_not_found_in_symbol_properties_database(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
|
|
11443
11441
|
"""Returns a string message saying the given Symbol could not be found in the Symbol Properties Database"""
|
|
11444
11442
|
...
|
|
11445
11443
|
|