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.
Files changed (58) hide show
  1. Common/Data/Consolidators/__init__.pyi +1 -1
  2. QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
  3. QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
  4. QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
  5. QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
  6. QuantConnect/Algorithm/__init__.pyi +308 -308
  7. QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +10 -10
  8. QuantConnect/Api/Serialization/__init__.pyi +1 -3
  9. QuantConnect/Api/__init__.pyi +3 -5
  10. QuantConnect/Benchmarks/__init__.pyi +1 -1
  11. QuantConnect/Brokerages/Authentication/__init__.pyi +1 -2
  12. QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
  13. QuantConnect/Brokerages/__init__.pyi +11 -11
  14. QuantConnect/Commands/__init__.pyi +3 -2
  15. QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
  16. QuantConnect/Data/Common/__init__.pyi +1 -1
  17. QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
  18. QuantConnect/Data/Fundamental/__init__.pyi +11 -12
  19. QuantConnect/Data/Market/__init__.pyi +42 -42
  20. QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
  21. QuantConnect/Data/__init__.pyi +43 -44
  22. QuantConnect/DataSource/__init__.pyi +741 -7
  23. QuantConnect/Indicators/__init__.pyi +101 -100
  24. QuantConnect/Interfaces/__init__.pyi +22 -22
  25. QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
  26. QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
  27. QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
  28. QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
  29. QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
  30. QuantConnect/Notifications/__init__.pyi +1 -3
  31. QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
  32. QuantConnect/Orders/__init__.pyi +26 -28
  33. QuantConnect/Python/__init__.pyi +1 -1
  34. QuantConnect/Report/__init__.pyi +3 -5
  35. QuantConnect/Research/__init__.pyi +17 -16
  36. QuantConnect/Scheduling/__init__.pyi +17 -17
  37. QuantConnect/Securities/Cfd/__init__.pyi +2 -2
  38. QuantConnect/Securities/Crypto/__init__.pyi +2 -2
  39. QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
  40. QuantConnect/Securities/Equity/__init__.pyi +1 -1
  41. QuantConnect/Securities/Forex/__init__.pyi +1 -1
  42. QuantConnect/Securities/Future/__init__.pyi +8 -8
  43. QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
  44. QuantConnect/Securities/Index/__init__.pyi +2 -2
  45. QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
  46. QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
  47. QuantConnect/Securities/Option/__init__.pyi +54 -54
  48. QuantConnect/Securities/Positions/__init__.pyi +6 -6
  49. QuantConnect/Securities/__init__.pyi +79 -80
  50. QuantConnect/Statistics/__init__.pyi +2 -2
  51. QuantConnect/Util/__init__.pyi +36 -37
  52. QuantConnect/__init__.pyi +66 -68
  53. System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
  54. System/ComponentModel/__init__.pyi +1 -1
  55. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/METADATA +1 -1
  56. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/RECORD +58 -58
  57. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/WHEEL +0 -0
  58. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/top_level.txt +0 -0
QuantConnect/Algorithm/__init__.pyi CHANGED
@@ -63,7 +63,7 @@ class CandlestickPatterns(System.Object):
63
63
  """
64
64
  ...
65
65
 
66
- def abandoned_baby(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby:
66
+ def abandoned_baby(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby:
67
67
  """
68
68
  Creates a new Indicators.CandlestickPatterns.AbandonedBaby pattern indicator.
69
69
  The indicator will be automatically updated on the given resolution.
@@ -76,7 +76,7 @@ class CandlestickPatterns(System.Object):
76
76
  """
77
77
  ...
78
78
 
79
- def advance_block(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock:
79
+ def advance_block(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock:
80
80
  """
81
81
  Creates a new Indicators.CandlestickPatterns.AdvanceBlock pattern indicator.
82
82
  The indicator will be automatically updated on the given resolution.
@@ -88,7 +88,7 @@ class CandlestickPatterns(System.Object):
88
88
  """
89
89
  ...
90
90
 
91
- def belt_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.BeltHold:
91
+ def belt_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.BeltHold:
92
92
  """
93
93
  Creates a new Indicators.CandlestickPatterns.BeltHold pattern indicator.
94
94
  The indicator will be automatically updated on the given resolution.
@@ -100,7 +100,7 @@ class CandlestickPatterns(System.Object):
100
100
  """
101
101
  ...
102
102
 
103
- def breakaway(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Breakaway:
103
+ def breakaway(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Breakaway:
104
104
  """
105
105
  Creates a new Indicators.CandlestickPatterns.Breakaway pattern indicator.
106
106
  The indicator will be automatically updated on the given resolution.
@@ -112,7 +112,7 @@ class CandlestickPatterns(System.Object):
112
112
  """
113
113
  ...
114
114
 
115
- def closing_marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu:
115
+ def closing_marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu:
116
116
  """
117
117
  Creates a new Indicators.CandlestickPatterns.ClosingMarubozu pattern indicator.
118
118
  The indicator will be automatically updated on the given resolution.
@@ -124,7 +124,7 @@ class CandlestickPatterns(System.Object):
124
124
  """
125
125
  ...
126
126
 
127
- def concealed_baby_swallow(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow:
127
+ def concealed_baby_swallow(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow:
128
128
  """
129
129
  Creates a new Indicators.CandlestickPatterns.ConcealedBabySwallow pattern indicator.
130
130
  The indicator will be automatically updated on the given resolution.
@@ -136,7 +136,7 @@ class CandlestickPatterns(System.Object):
136
136
  """
137
137
  ...
138
138
 
139
- def counterattack(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Counterattack:
139
+ def counterattack(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Counterattack:
140
140
  """
141
141
  Creates a new Indicators.CandlestickPatterns.Counterattack pattern indicator.
142
142
  The indicator will be automatically updated on the given resolution.
@@ -148,7 +148,7 @@ class CandlestickPatterns(System.Object):
148
148
  """
149
149
  ...
150
150
 
151
- def dark_cloud_cover(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover:
151
+ def dark_cloud_cover(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover:
152
152
  """
153
153
  Creates a new Indicators.CandlestickPatterns.DarkCloudCover pattern indicator.
154
154
  The indicator will be automatically updated on the given resolution.
@@ -161,7 +161,7 @@ class CandlestickPatterns(System.Object):
161
161
  """
162
162
  ...
163
163
 
164
- def doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Doji:
164
+ def doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Doji:
165
165
  """
166
166
  Creates a new Indicators.CandlestickPatterns.Doji pattern indicator.
167
167
  The indicator will be automatically updated on the given resolution.
@@ -173,7 +173,7 @@ class CandlestickPatterns(System.Object):
173
173
  """
174
174
  ...
175
175
 
176
- def doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DojiStar:
176
+ def doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DojiStar:
177
177
  """
178
178
  Creates a new Indicators.CandlestickPatterns.DojiStar pattern indicator.
179
179
  The indicator will be automatically updated on the given resolution.
@@ -185,7 +185,7 @@ class CandlestickPatterns(System.Object):
185
185
  """
186
186
  ...
187
187
 
188
- def dragonfly_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji:
188
+ def dragonfly_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji:
189
189
  """
190
190
  Creates a new Indicators.CandlestickPatterns.DragonflyDoji pattern indicator.
191
191
  The indicator will be automatically updated on the given resolution.
@@ -197,7 +197,7 @@ class CandlestickPatterns(System.Object):
197
197
  """
198
198
  ...
199
199
 
200
- def engulfing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Engulfing:
200
+ def engulfing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Engulfing:
201
201
  """
202
202
  Creates a new Indicators.CandlestickPatterns.Engulfing pattern indicator.
203
203
  The indicator will be automatically updated on the given resolution.
@@ -209,7 +209,7 @@ class CandlestickPatterns(System.Object):
209
209
  """
210
210
  ...
211
211
 
212
- def evening_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar:
212
+ def evening_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar:
213
213
  """
214
214
  Creates a new Indicators.CandlestickPatterns.EveningDojiStar pattern indicator.
215
215
  The indicator will be automatically updated on the given resolution.
@@ -222,7 +222,7 @@ class CandlestickPatterns(System.Object):
222
222
  """
223
223
  ...
224
224
 
225
- def evening_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningStar:
225
+ def evening_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.EveningStar:
226
226
  """
227
227
  Creates a new Indicators.CandlestickPatterns.EveningStar pattern indicator.
228
228
  The indicator will be automatically updated on the given resolution.
@@ -235,7 +235,7 @@ class CandlestickPatterns(System.Object):
235
235
  """
236
236
  ...
237
237
 
238
- def gap_side_by_side_white(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite:
238
+ def gap_side_by_side_white(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite:
239
239
  """
240
240
  Creates a new Indicators.CandlestickPatterns.GapSideBySideWhite pattern indicator.
241
241
  The indicator will be automatically updated on the given resolution.
@@ -247,7 +247,7 @@ class CandlestickPatterns(System.Object):
247
247
  """
248
248
  ...
249
249
 
250
- def gravestone_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji:
250
+ def gravestone_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji:
251
251
  """
252
252
  Creates a new Indicators.CandlestickPatterns.GravestoneDoji pattern indicator.
253
253
  The indicator will be automatically updated on the given resolution.
@@ -259,7 +259,7 @@ class CandlestickPatterns(System.Object):
259
259
  """
260
260
  ...
261
261
 
262
- def hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hammer:
262
+ def hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hammer:
263
263
  """
264
264
  Creates a new Indicators.CandlestickPatterns.Hammer pattern indicator.
265
265
  The indicator will be automatically updated on the given resolution.
@@ -271,7 +271,7 @@ class CandlestickPatterns(System.Object):
271
271
  """
272
272
  ...
273
273
 
274
- def hanging_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HangingMan:
274
+ def hanging_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HangingMan:
275
275
  """
276
276
  Creates a new Indicators.CandlestickPatterns.HangingMan pattern indicator.
277
277
  The indicator will be automatically updated on the given resolution.
@@ -283,7 +283,7 @@ class CandlestickPatterns(System.Object):
283
283
  """
284
284
  ...
285
285
 
286
- def harami(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Harami:
286
+ def harami(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Harami:
287
287
  """
288
288
  Creates a new Indicators.CandlestickPatterns.Harami pattern indicator.
289
289
  The indicator will be automatically updated on the given resolution.
@@ -295,7 +295,7 @@ class CandlestickPatterns(System.Object):
295
295
  """
296
296
  ...
297
297
 
298
- def harami_cross(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HaramiCross:
298
+ def harami_cross(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HaramiCross:
299
299
  """
300
300
  Creates a new Indicators.CandlestickPatterns.HaramiCross pattern indicator.
301
301
  The indicator will be automatically updated on the given resolution.
@@ -307,7 +307,7 @@ class CandlestickPatterns(System.Object):
307
307
  """
308
308
  ...
309
309
 
310
- def high_wave_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle:
310
+ def high_wave_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle:
311
311
  """
312
312
  Creates a new Indicators.CandlestickPatterns.HighWaveCandle pattern indicator.
313
313
  The indicator will be automatically updated on the given resolution.
@@ -319,7 +319,7 @@ class CandlestickPatterns(System.Object):
319
319
  """
320
320
  ...
321
321
 
322
- def hikkake(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hikkake:
322
+ def hikkake(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Hikkake:
323
323
  """
324
324
  Creates a new Indicators.CandlestickPatterns.Hikkake pattern indicator.
325
325
  The indicator will be automatically updated on the given resolution.
@@ -331,7 +331,7 @@ class CandlestickPatterns(System.Object):
331
331
  """
332
332
  ...
333
333
 
334
- def hikkake_modified(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HikkakeModified:
334
+ def hikkake_modified(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HikkakeModified:
335
335
  """
336
336
  Creates a new Indicators.CandlestickPatterns.HikkakeModified pattern indicator.
337
337
  The indicator will be automatically updated on the given resolution.
@@ -343,7 +343,7 @@ class CandlestickPatterns(System.Object):
343
343
  """
344
344
  ...
345
345
 
346
- def homing_pigeon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HomingPigeon:
346
+ def homing_pigeon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.HomingPigeon:
347
347
  """
348
348
  Creates a new Indicators.CandlestickPatterns.HomingPigeon pattern indicator.
349
349
  The indicator will be automatically updated on the given resolution.
@@ -355,7 +355,7 @@ class CandlestickPatterns(System.Object):
355
355
  """
356
356
  ...
357
357
 
358
- def identical_three_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows:
358
+ def identical_three_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows:
359
359
  """
360
360
  Creates a new Indicators.CandlestickPatterns.IdenticalThreeCrows pattern indicator.
361
361
  The indicator will be automatically updated on the given resolution.
@@ -367,7 +367,7 @@ class CandlestickPatterns(System.Object):
367
367
  """
368
368
  ...
369
369
 
370
- def in_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InNeck:
370
+ def in_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InNeck:
371
371
  """
372
372
  Creates a new Indicators.CandlestickPatterns.InNeck pattern indicator.
373
373
  The indicator will be automatically updated on the given resolution.
@@ -379,7 +379,7 @@ class CandlestickPatterns(System.Object):
379
379
  """
380
380
  ...
381
381
 
382
- def inverted_hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InvertedHammer:
382
+ def inverted_hammer(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.InvertedHammer:
383
383
  """
384
384
  Creates a new Indicators.CandlestickPatterns.InvertedHammer pattern indicator.
385
385
  The indicator will be automatically updated on the given resolution.
@@ -391,7 +391,7 @@ class CandlestickPatterns(System.Object):
391
391
  """
392
392
  ...
393
393
 
394
- def kicking(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Kicking:
394
+ def kicking(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Kicking:
395
395
  """
396
396
  Creates a new Indicators.CandlestickPatterns.Kicking pattern indicator.
397
397
  The indicator will be automatically updated on the given resolution.
@@ -403,7 +403,7 @@ class CandlestickPatterns(System.Object):
403
403
  """
404
404
  ...
405
405
 
406
- def kicking_by_length(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.KickingByLength:
406
+ def kicking_by_length(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.KickingByLength:
407
407
  """
408
408
  Creates a new Indicators.CandlestickPatterns.KickingByLength pattern indicator.
409
409
  The indicator will be automatically updated on the given resolution.
@@ -415,7 +415,7 @@ class CandlestickPatterns(System.Object):
415
415
  """
416
416
  ...
417
417
 
418
- def ladder_bottom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LadderBottom:
418
+ def ladder_bottom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LadderBottom:
419
419
  """
420
420
  Creates a new Indicators.CandlestickPatterns.LadderBottom pattern indicator.
421
421
  The indicator will be automatically updated on the given resolution.
@@ -427,7 +427,7 @@ class CandlestickPatterns(System.Object):
427
427
  """
428
428
  ...
429
429
 
430
- def long_legged_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji:
430
+ def long_legged_doji(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji:
431
431
  """
432
432
  Creates a new Indicators.CandlestickPatterns.LongLeggedDoji pattern indicator.
433
433
  The indicator will be automatically updated on the given resolution.
@@ -439,7 +439,7 @@ class CandlestickPatterns(System.Object):
439
439
  """
440
440
  ...
441
441
 
442
- def long_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLineCandle:
442
+ def long_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.LongLineCandle:
443
443
  """
444
444
  Creates a new Indicators.CandlestickPatterns.LongLineCandle pattern indicator.
445
445
  The indicator will be automatically updated on the given resolution.
@@ -451,7 +451,7 @@ class CandlestickPatterns(System.Object):
451
451
  """
452
452
  ...
453
453
 
454
- def marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Marubozu:
454
+ def marubozu(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Marubozu:
455
455
  """
456
456
  Creates a new Indicators.CandlestickPatterns.Marubozu pattern indicator.
457
457
  The indicator will be automatically updated on the given resolution.
@@ -463,7 +463,7 @@ class CandlestickPatterns(System.Object):
463
463
  """
464
464
  ...
465
465
 
466
- def matching_low(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatchingLow:
466
+ def matching_low(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatchingLow:
467
467
  """
468
468
  Creates a new Indicators.CandlestickPatterns.MatchingLow pattern indicator.
469
469
  The indicator will be automatically updated on the given resolution.
@@ -475,7 +475,7 @@ class CandlestickPatterns(System.Object):
475
475
  """
476
476
  ...
477
477
 
478
- def mat_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatHold:
478
+ def mat_hold(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MatHold:
479
479
  """
480
480
  Creates a new Indicators.CandlestickPatterns.MatHold pattern indicator.
481
481
  The indicator will be automatically updated on the given resolution.
@@ -488,7 +488,7 @@ class CandlestickPatterns(System.Object):
488
488
  """
489
489
  ...
490
490
 
491
- def morning_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar:
491
+ def morning_doji_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar:
492
492
  """
493
493
  Creates a new Indicators.CandlestickPatterns.MorningDojiStar pattern indicator.
494
494
  The indicator will be automatically updated on the given resolution.
@@ -501,7 +501,7 @@ class CandlestickPatterns(System.Object):
501
501
  """
502
502
  ...
503
503
 
504
- def morning_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningStar:
504
+ def morning_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], penetration: float = 0.3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.MorningStar:
505
505
  """
506
506
  Creates a new Indicators.CandlestickPatterns.MorningStar pattern indicator.
507
507
  The indicator will be automatically updated on the given resolution.
@@ -514,7 +514,7 @@ class CandlestickPatterns(System.Object):
514
514
  """
515
515
  ...
516
516
 
517
- def on_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.OnNeck:
517
+ def on_neck(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.OnNeck:
518
518
  """
519
519
  Creates a new Indicators.CandlestickPatterns.OnNeck pattern indicator.
520
520
  The indicator will be automatically updated on the given resolution.
@@ -526,7 +526,7 @@ class CandlestickPatterns(System.Object):
526
526
  """
527
527
  ...
528
528
 
529
- def piercing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Piercing:
529
+ def piercing(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Piercing:
530
530
  """
531
531
  Creates a new Indicators.CandlestickPatterns.Piercing pattern indicator.
532
532
  The indicator will be automatically updated on the given resolution.
@@ -538,7 +538,7 @@ class CandlestickPatterns(System.Object):
538
538
  """
539
539
  ...
540
540
 
541
- def rickshaw_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RickshawMan:
541
+ def rickshaw_man(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RickshawMan:
542
542
  """
543
543
  Creates a new Indicators.CandlestickPatterns.RickshawMan pattern indicator.
544
544
  The indicator will be automatically updated on the given resolution.
@@ -550,7 +550,7 @@ class CandlestickPatterns(System.Object):
550
550
  """
551
551
  ...
552
552
 
553
- def rise_fall_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods:
553
+ def rise_fall_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods:
554
554
  """
555
555
  Creates a new Indicators.CandlestickPatterns.RiseFallThreeMethods pattern indicator.
556
556
  The indicator will be automatically updated on the given resolution.
@@ -562,7 +562,7 @@ class CandlestickPatterns(System.Object):
562
562
  """
563
563
  ...
564
564
 
565
- def separating_lines(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SeparatingLines:
565
+ def separating_lines(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SeparatingLines:
566
566
  """
567
567
  Creates a new Indicators.CandlestickPatterns.SeparatingLines pattern indicator.
568
568
  The indicator will be automatically updated on the given resolution.
@@ -574,7 +574,7 @@ class CandlestickPatterns(System.Object):
574
574
  """
575
575
  ...
576
576
 
577
- def shooting_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShootingStar:
577
+ def shooting_star(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShootingStar:
578
578
  """
579
579
  Creates a new Indicators.CandlestickPatterns.ShootingStar pattern indicator.
580
580
  The indicator will be automatically updated on the given resolution.
@@ -586,7 +586,7 @@ class CandlestickPatterns(System.Object):
586
586
  """
587
587
  ...
588
588
 
589
- def short_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle:
589
+ def short_line_candle(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle:
590
590
  """
591
591
  Creates a new Indicators.CandlestickPatterns.ShortLineCandle pattern indicator.
592
592
  The indicator will be automatically updated on the given resolution.
@@ -598,7 +598,7 @@ class CandlestickPatterns(System.Object):
598
598
  """
599
599
  ...
600
600
 
601
- def spinning_top(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SpinningTop:
601
+ def spinning_top(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.SpinningTop:
602
602
  """
603
603
  Creates a new Indicators.CandlestickPatterns.SpinningTop pattern indicator.
604
604
  The indicator will be automatically updated on the given resolution.
@@ -610,7 +610,7 @@ class CandlestickPatterns(System.Object):
610
610
  """
611
611
  ...
612
612
 
613
- def stalled_pattern(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StalledPattern:
613
+ def stalled_pattern(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StalledPattern:
614
614
  """
615
615
  Creates a new Indicators.CandlestickPatterns.StalledPattern pattern indicator.
616
616
  The indicator will be automatically updated on the given resolution.
@@ -622,7 +622,7 @@ class CandlestickPatterns(System.Object):
622
622
  """
623
623
  ...
624
624
 
625
- def stick_sandwich(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StickSandwich:
625
+ def stick_sandwich(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.StickSandwich:
626
626
  """
627
627
  Creates a new Indicators.CandlestickPatterns.StickSandwich pattern indicator.
628
628
  The indicator will be automatically updated on the given resolution.
@@ -634,7 +634,7 @@ class CandlestickPatterns(System.Object):
634
634
  """
635
635
  ...
636
636
 
637
- def takuri(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Takuri:
637
+ def takuri(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Takuri:
638
638
  """
639
639
  Creates a new Indicators.CandlestickPatterns.Takuri pattern indicator.
640
640
  The indicator will be automatically updated on the given resolution.
@@ -646,7 +646,7 @@ class CandlestickPatterns(System.Object):
646
646
  """
647
647
  ...
648
648
 
649
- def tasuki_gap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TasukiGap:
649
+ def tasuki_gap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TasukiGap:
650
650
  """
651
651
  Creates a new Indicators.CandlestickPatterns.TasukiGap pattern indicator.
652
652
  The indicator will be automatically updated on the given resolution.
@@ -658,7 +658,7 @@ class CandlestickPatterns(System.Object):
658
658
  """
659
659
  ...
660
660
 
661
- def three_black_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows:
661
+ def three_black_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows:
662
662
  """
663
663
  Creates a new Indicators.CandlestickPatterns.ThreeBlackCrows pattern indicator.
664
664
  The indicator will be automatically updated on the given resolution.
@@ -670,7 +670,7 @@ class CandlestickPatterns(System.Object):
670
670
  """
671
671
  ...
672
672
 
673
- def three_inside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeInside:
673
+ def three_inside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeInside:
674
674
  """
675
675
  Creates a new Indicators.CandlestickPatterns.ThreeInside pattern indicator.
676
676
  The indicator will be automatically updated on the given resolution.
@@ -682,7 +682,7 @@ class CandlestickPatterns(System.Object):
682
682
  """
683
683
  ...
684
684
 
685
- def three_line_strike(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike:
685
+ def three_line_strike(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike:
686
686
  """
687
687
  Creates a new Indicators.CandlestickPatterns.ThreeLineStrike pattern indicator.
688
688
  The indicator will be automatically updated on the given resolution.
@@ -694,7 +694,7 @@ class CandlestickPatterns(System.Object):
694
694
  """
695
695
  ...
696
696
 
697
- def three_outside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeOutside:
697
+ def three_outside(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeOutside:
698
698
  """
699
699
  Creates a new Indicators.CandlestickPatterns.ThreeOutside pattern indicator.
700
700
  The indicator will be automatically updated on the given resolution.
@@ -706,7 +706,7 @@ class CandlestickPatterns(System.Object):
706
706
  """
707
707
  ...
708
708
 
709
- def three_stars_in_south(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth:
709
+ def three_stars_in_south(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth:
710
710
  """
711
711
  Creates a new Indicators.CandlestickPatterns.ThreeStarsInSouth pattern indicator.
712
712
  The indicator will be automatically updated on the given resolution.
@@ -718,7 +718,7 @@ class CandlestickPatterns(System.Object):
718
718
  """
719
719
  ...
720
720
 
721
- def three_white_soldiers(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers:
721
+ def three_white_soldiers(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers:
722
722
  """
723
723
  Creates a new Indicators.CandlestickPatterns.ThreeWhiteSoldiers pattern indicator.
724
724
  The indicator will be automatically updated on the given resolution.
@@ -730,7 +730,7 @@ class CandlestickPatterns(System.Object):
730
730
  """
731
731
  ...
732
732
 
733
- def thrusting(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Thrusting:
733
+ def thrusting(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Thrusting:
734
734
  """
735
735
  Creates a new Indicators.CandlestickPatterns.Thrusting pattern indicator.
736
736
  The indicator will be automatically updated on the given resolution.
@@ -742,7 +742,7 @@ class CandlestickPatterns(System.Object):
742
742
  """
743
743
  ...
744
744
 
745
- def tristar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Tristar:
745
+ def tristar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.Tristar:
746
746
  """
747
747
  Creates a new Indicators.CandlestickPatterns.Tristar pattern indicator.
748
748
  The indicator will be automatically updated on the given resolution.
@@ -754,7 +754,7 @@ class CandlestickPatterns(System.Object):
754
754
  """
755
755
  ...
756
756
 
757
- def two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TwoCrows:
757
+ def two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.TwoCrows:
758
758
  """
759
759
  Creates a new Indicators.CandlestickPatterns.TwoCrows pattern indicator.
760
760
  The indicator will be automatically updated on the given resolution.
@@ -766,7 +766,7 @@ class CandlestickPatterns(System.Object):
766
766
  """
767
767
  ...
768
768
 
769
- def unique_three_river(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver:
769
+ def unique_three_river(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver:
770
770
  """
771
771
  Creates a new Indicators.CandlestickPatterns.UniqueThreeRiver pattern indicator.
772
772
  The indicator will be automatically updated on the given resolution.
@@ -778,7 +778,7 @@ class CandlestickPatterns(System.Object):
778
778
  """
779
779
  ...
780
780
 
781
- def up_down_gap_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods:
781
+ def up_down_gap_three_methods(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods:
782
782
  """
783
783
  Creates a new Indicators.CandlestickPatterns.UpDownGapThreeMethods pattern indicator.
784
784
  The indicator will be automatically updated on the given resolution.
@@ -790,7 +790,7 @@ class CandlestickPatterns(System.Object):
790
790
  """
791
791
  ...
792
792
 
793
- def upside_gap_two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows:
793
+ def upside_gap_two_crows(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows:
794
794
  """
795
795
  Creates a new Indicators.CandlestickPatterns.UpsideGapTwoCrows pattern indicator.
796
796
  The indicator will be automatically updated on the given resolution.
@@ -829,15 +829,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
829
829
  ...
830
830
 
831
831
  @overload
832
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
832
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
833
833
  ...
834
834
 
835
835
  @overload
836
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
836
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
837
837
  ...
838
838
 
839
839
  @overload
840
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
840
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect_Algorithm_QCAlgorithm_History_T]:
841
841
  ...
842
842
 
843
843
  @overload
@@ -885,15 +885,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
885
885
  ...
886
886
 
887
887
  @overload
888
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
888
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
889
889
  ...
890
890
 
891
891
  @overload
892
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
892
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
893
893
  ...
894
894
 
895
895
  @overload
896
- def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
896
+ def __call__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None) -> typing.Iterable[QuantConnect.Data.Market.TradeBar]:
897
897
  ...
898
898
 
899
899
  @overload
@@ -917,15 +917,15 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
917
917
  ...
918
918
 
919
919
  @overload
920
- def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
920
+ def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
921
921
  ...
922
922
 
923
923
  @overload
924
- def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
924
+ def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], periods: int, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
925
925
  ...
926
926
 
927
927
  @overload
928
- def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
928
+ def __call__(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: typing.Optional[bool] = None, extended_market_hours: typing.Optional[bool] = None, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: typing.Optional[int] = None, flatten: bool = False) -> pandas.DataFrame:
929
929
  ...
930
930
 
931
931
  def __getitem__(self, type: typing.Type[QuantConnect_Algorithm_QCAlgorithm_History_T]) -> History[QuantConnect_Algorithm_QCAlgorithm_History_T]:
@@ -1439,7 +1439,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1439
1439
  """
1440
1440
  ...
1441
1441
 
1442
- def a(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int = 1, beta_period: int = 252, resolution: typing.Optional[QuantConnect.Resolution] = None, risk_free_rate: typing.Optional[float] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Alpha:
1442
+ def a(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int = 1, beta_period: int = 252, resolution: typing.Optional[QuantConnect.Resolution] = None, risk_free_rate: typing.Optional[float] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Alpha:
1443
1443
  """
1444
1444
  Creates a Alpha indicator for the given target symbol in relation with the reference used.
1445
1445
  The indicator will be automatically updated on the given resolution.
@@ -1455,7 +1455,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1455
1455
  """
1456
1456
  ...
1457
1457
 
1458
- def abands(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, width: float = 4, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccelerationBands:
1458
+ def abands(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, width: float = 4, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccelerationBands:
1459
1459
  """
1460
1460
  Creates a new Acceleration Bands indicator.
1461
1461
 
@@ -1468,7 +1468,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1468
1468
  """
1469
1469
  ...
1470
1470
 
1471
- def ad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistribution:
1471
+ def ad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistribution:
1472
1472
  """
1473
1473
  Creates a new AccumulationDistribution indicator.
1474
1474
 
@@ -1550,7 +1550,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1550
1550
  ...
1551
1551
 
1552
1552
  @overload
1553
- def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution], time_zone: typing.Any, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1553
+ def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution], time_zone: typing.Any, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1554
1554
  """
1555
1555
  AddData a new user defined data source, requiring only the minimum config options.
1556
1556
  This adds a Symbol to the `Underlying` property in the custom data Symbol object.
@@ -1586,7 +1586,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1586
1586
  ...
1587
1587
 
1588
1588
  @overload
1589
- def add_data(self, data_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, time_zone: typing.Any = None, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1589
+ def add_data(self, data_type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, time_zone: typing.Any = None, fill_forward: bool = False, leverage: float = 1.0) -> QuantConnect.Securities.Security:
1590
1590
  """
1591
1591
  AddData a new user defined data source, requiring only the minimum config options.
1592
1592
  This adds a Symbol to the `Underlying` property in the custom data Symbol object.
@@ -1620,7 +1620,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1620
1620
  ...
1621
1621
 
1622
1622
  @overload
1623
- def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Securities.Security:
1623
+ def add_data(self, type: typing.Type, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Securities.Security:
1624
1624
  """
1625
1625
  AddData a new user defined data source, requiring only the minimum config options.
1626
1626
  The data is added with a default time zone of NewYork (Eastern Daylight Savings Time).
@@ -1685,7 +1685,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1685
1685
  def add_future(self, ticker: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Future.Future:
1686
1686
  ...
1687
1687
 
1688
- def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
1688
+ def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
1689
1689
  """
1690
1690
  Creates and adds a new single Future contract to the algorithm
1691
1691
 
@@ -1698,7 +1698,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1698
1698
  """
1699
1699
  ...
1700
1700
 
1701
- def add_future_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse] = None) -> None:
1701
+ def add_future_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse] = None) -> None:
1702
1702
  """
1703
1703
  Creates and adds a new Future Option contract to the algorithm.
1704
1704
 
@@ -1708,7 +1708,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1708
1708
  """
1709
1709
  ...
1710
1710
 
1711
- def add_future_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1711
+ def add_future_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1712
1712
  """
1713
1713
  Adds a future option contract to the algorithm.
1714
1714
 
@@ -1749,7 +1749,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1749
1749
  ...
1750
1750
 
1751
1751
  @overload
1752
- def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1752
+ def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1753
1753
  """
1754
1754
  Creates and adds index options to the algorithm.
1755
1755
 
@@ -1761,7 +1761,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1761
1761
  ...
1762
1762
 
1763
1763
  @overload
1764
- def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1764
+ def add_index_option(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1765
1765
  """
1766
1766
  Creates and adds index options to the algorithm.
1767
1767
 
@@ -1777,7 +1777,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1777
1777
  def add_index_option(self, underlying: str, target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1778
1778
  ...
1779
1779
 
1780
- def add_index_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1780
+ def add_index_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True) -> QuantConnect.Securities.IndexOption.IndexOption:
1781
1781
  """
1782
1782
  Adds an index option contract to the algorithm.
1783
1783
 
@@ -1803,7 +1803,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1803
1803
  ...
1804
1804
 
1805
1805
  @overload
1806
- def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1806
+ def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1807
1807
  """
1808
1808
  Creates and adds a new Option security to the algorithm.
1809
1809
  This method can be used to add options with non-equity asset classes
@@ -1819,7 +1819,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1819
1819
  ...
1820
1820
 
1821
1821
  @overload
1822
- def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1822
+ def add_option(self, underlying: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target_option: str, resolution: typing.Optional[QuantConnect.Resolution] = None, market: str = None, fill_forward: bool = True, leverage: float = ...) -> QuantConnect.Securities.Option.Option:
1823
1823
  """
1824
1824
  Creates and adds a new Option security to the algorithm.
1825
1825
  This method can be used to add options with non-equity asset classes
@@ -1835,7 +1835,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1835
1835
  """
1836
1836
  ...
1837
1837
 
1838
- def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1838
+ def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
1839
1839
  """
1840
1840
  Creates and adds a new single Option contract to the algorithm
1841
1841
 
@@ -1905,7 +1905,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
1905
1905
  ...
1906
1906
 
1907
1907
  @overload
1908
- def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
1908
+ def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
1909
1909
  """
1910
1910
  Set a required SecurityType-symbol and resolution for algorithm
1911
1911
 
@@ -2157,7 +2157,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2157
2157
  ...
2158
2158
 
2159
2159
  @overload
2160
- def add_universe_options(self, underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse]) -> None:
2160
+ def add_universe_options(self, underlying_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], option_filter: typing.Callable[[QuantConnect.Securities.OptionFilterUniverse], QuantConnect.Securities.OptionFilterUniverse]) -> None:
2161
2161
  """
2162
2162
  Adds a new universe that creates options of the security by monitoring any changes in the Universe the provided security is in.
2163
2163
  Additionally, a filter can be applied to the options generated when the universe of the security changes.
@@ -2186,7 +2186,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2186
2186
  """
2187
2187
  ...
2188
2188
 
2189
- def adosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
2189
+ def adosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.AccumulationDistributionOscillator:
2190
2190
  """
2191
2191
  Creates a new AccumulationDistributionOscillator indicator.
2192
2192
 
@@ -2221,7 +2221,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2221
2221
  """
2222
2222
  ...
2223
2223
 
2224
- def adx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalIndex:
2224
+ def adx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalIndex:
2225
2225
  """
2226
2226
  Creates a new Average Directional Index indicator.
2227
2227
  The indicator will be automatically updated on the given resolution.
@@ -2234,7 +2234,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2234
2234
  """
2235
2235
  ...
2236
2236
 
2237
- def adxr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalMovementIndexRating:
2237
+ def adxr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageDirectionalMovementIndexRating:
2238
2238
  """
2239
2239
  Creates a new AverageDirectionalMovementIndexRating indicator.
2240
2240
 
@@ -2246,7 +2246,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2246
2246
  """
2247
2247
  ...
2248
2248
 
2249
- def alma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, sigma: int = 6, offset: float = 0.85, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ArnaudLegouxMovingAverage:
2249
+ def alma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, sigma: int = 6, offset: float = 0.85, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ArnaudLegouxMovingAverage:
2250
2250
  """
2251
2251
  Creates a new ArnaudLegouxMovingAverage indicator.
2252
2252
 
@@ -2261,7 +2261,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2261
2261
  """
2262
2262
  ...
2263
2263
 
2264
- def ao(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AwesomeOscillator:
2264
+ def ao(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AwesomeOscillator:
2265
2265
  """
2266
2266
  Creates a new Awesome Oscillator from the specified periods.
2267
2267
 
@@ -2274,7 +2274,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2274
2274
  """
2275
2275
  ...
2276
2276
 
2277
- def apo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AbsolutePriceOscillator:
2277
+ def apo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AbsolutePriceOscillator:
2278
2278
  """
2279
2279
  Creates a new AbsolutePriceOscillator indicator.
2280
2280
 
@@ -2288,7 +2288,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2288
2288
  """
2289
2289
  ...
2290
2290
 
2291
- def aps(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AugenPriceSpike:
2291
+ def aps(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 3, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AugenPriceSpike:
2292
2292
  """
2293
2293
  Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically
2294
2294
  updated on the given resolution.
@@ -2301,7 +2301,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2301
2301
  """
2302
2302
  ...
2303
2303
 
2304
- def ar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageRange:
2304
+ def ar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageRange:
2305
2305
  """
2306
2306
  Creates a new Average Range (AR) indicator.
2307
2307
 
@@ -2314,7 +2314,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2314
2314
  ...
2315
2315
 
2316
2316
  @overload
2317
- def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ar_order: int, diff_order: int, ma_order: int, period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2317
+ def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ar_order: int, diff_order: int, ma_order: int, period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2318
2318
  """
2319
2319
  Creates a new ARIMA indicator.
2320
2320
 
@@ -2330,7 +2330,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2330
2330
  ...
2331
2331
 
2332
2332
  @overload
2333
- def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ar_order: int, diff_order: int, ma_order: int, period: int, intercept: bool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2333
+ def arima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ar_order: int, diff_order: int, ma_order: int, period: int, intercept: bool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage:
2334
2334
  """
2335
2335
  Creates a new ARIMA indicator.
2336
2336
 
@@ -2347,7 +2347,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2347
2347
  ...
2348
2348
 
2349
2349
  @overload
2350
- def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2350
+ def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2351
2351
  """
2352
2352
  Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
2353
2353
 
@@ -2360,7 +2360,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2360
2360
  ...
2361
2361
 
2362
2362
  @overload
2363
- def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], up_period: int, down_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2363
+ def aroon(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], up_period: int, down_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AroonOscillator:
2364
2364
  """
2365
2365
  Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
2366
2366
 
@@ -2373,7 +2373,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2373
2373
  """
2374
2374
  ...
2375
2375
 
2376
- def asi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderAccumulativeSwingIndex:
2376
+ def asi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderAccumulativeSwingIndex:
2377
2377
  """
2378
2378
  Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol.
2379
2379
  The indicator will be automatically updated on the given resolution.
@@ -2386,7 +2386,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2386
2386
  """
2387
2387
  ...
2388
2388
 
2389
- def atr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageTrueRange:
2389
+ def atr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.AverageTrueRange:
2390
2390
  """
2391
2391
  Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically
2392
2392
  updated on the given resolution.
@@ -2400,7 +2400,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2400
2400
  """
2401
2401
  ...
2402
2402
 
2403
- def b(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Beta:
2403
+ def b(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Beta:
2404
2404
  """
2405
2405
  Creates a Beta indicator for the given target symbol in relation with the reference used.
2406
2406
  The indicator will be automatically updated on the given resolution.
@@ -2414,7 +2414,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2414
2414
  """
2415
2415
  ...
2416
2416
 
2417
- def bb(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.BollingerBands:
2417
+ def bb(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.BollingerBands:
2418
2418
  """
2419
2419
  Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation
2420
2420
 
@@ -2428,7 +2428,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2428
2428
  """
2429
2429
  ...
2430
2430
 
2431
- def bop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.BalanceOfPower:
2431
+ def bop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.BalanceOfPower:
2432
2432
  """
2433
2433
  Creates a new Balance Of Power indicator.
2434
2434
  The indicator will be automatically updated on the given resolution.
@@ -2450,7 +2450,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2450
2450
  ...
2451
2451
 
2452
2452
  @overload
2453
- def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
2453
+ def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
2454
2454
  """
2455
2455
  Buy Stock (Alias of Order)
2456
2456
 
@@ -2461,7 +2461,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2461
2461
  ...
2462
2462
 
2463
2463
  @overload
2464
- def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
2464
+ def buy(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
2465
2465
  """
2466
2466
  Buy Stock (Alias of Order)
2467
2467
 
@@ -2485,7 +2485,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2485
2485
  """
2486
2486
  ...
2487
2487
 
2488
- def c(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Correlation:
2488
+ def c(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Correlation:
2489
2489
  """
2490
2490
  Creates a Correlation indicator for the given target symbol in relation with the reference used.
2491
2491
  The indicator will be automatically updated on the given resolution.
@@ -2500,7 +2500,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2500
2500
  """
2501
2501
  ...
2502
2502
 
2503
- def calculate_order_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], target: float) -> float:
2503
+ def calculate_order_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], target: float) -> float:
2504
2504
  """
2505
2505
  Calculate the order quantity to achieve target-percent holdings.
2506
2506
 
@@ -2510,7 +2510,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2510
2510
  """
2511
2511
  ...
2512
2512
 
2513
- def cc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_roc_period: int = 11, long_roc_period: int = 14, lwma_period: int = 10, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.CoppockCurve:
2513
+ def cc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_roc_period: int = 11, long_roc_period: int = 14, lwma_period: int = 10, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.CoppockCurve:
2514
2514
  """
2515
2515
  Initializes a new instance of the CoppockCurve indicator
2516
2516
 
@@ -2524,7 +2524,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2524
2524
  """
2525
2525
  ...
2526
2526
 
2527
- def cci(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CommodityChannelIndex:
2527
+ def cci(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.CommodityChannelIndex:
2528
2528
  """
2529
2529
  Creates a new CommodityChannelIndex indicator. The indicator will be automatically
2530
2530
  updated on the given resolution.
@@ -2538,7 +2538,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2538
2538
  """
2539
2539
  ...
2540
2540
 
2541
- def chop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChoppinessIndex:
2541
+ def chop(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChoppinessIndex:
2542
2542
  """
2543
2543
  Creates a new ChoppinessIndex indicator for the symbol. The indicator will be automatically
2544
2544
  updated on the given resolution.
@@ -2564,7 +2564,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2564
2564
  ...
2565
2565
 
2566
2566
  @overload
2567
- def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Optional[int]:
2567
+ def cik(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Optional[int]:
2568
2568
  """
2569
2569
  Converts a symbol into a CIK identifier
2570
2570
 
@@ -2573,7 +2573,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2573
2573
  """
2574
2574
  ...
2575
2575
 
2576
- def cks(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], atr_period: int, atr_mult: float, period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChandeKrollStop:
2576
+ def cks(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], atr_period: int, atr_mult: float, period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ChandeKrollStop:
2577
2577
  """
2578
2578
  Creates a new Chande Kroll Stop indicator which will compute the short and lower stop.
2579
2579
  The indicator will be automatically updated on the given resolution.
@@ -2589,7 +2589,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2589
2589
  """
2590
2590
  ...
2591
2591
 
2592
- def cmf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinMoneyFlow:
2592
+ def cmf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinMoneyFlow:
2593
2593
  """
2594
2594
  Creates a new ChaikinMoneyFlow indicator.
2595
2595
 
@@ -2601,7 +2601,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2601
2601
  """
2602
2602
  ...
2603
2603
 
2604
- def cmo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ChandeMomentumOscillator:
2604
+ def cmo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ChandeMomentumOscillator:
2605
2605
  """
2606
2606
  Creates a new ChandeMomentumOscillator indicator.
2607
2607
 
@@ -2613,7 +2613,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2613
2613
  """
2614
2614
  ...
2615
2615
 
2616
- def co(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinOscillator:
2616
+ def co(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ChaikinOscillator:
2617
2617
  """
2618
2618
  Creates a new Chaikin Oscillator indicator.
2619
2619
 
@@ -2680,7 +2680,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2680
2680
  ...
2681
2681
 
2682
2682
  @overload
2683
- def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
2683
+ def composite_figi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
2684
2684
  """
2685
2685
  Converts a symbol into a composite FIGI identifier
2686
2686
 
@@ -2690,7 +2690,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2690
2690
  ...
2691
2691
 
2692
2692
  @overload
2693
- def consolidate(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], size: float, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2693
+ def consolidate(self, type: typing.Type, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], size: float, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2694
2694
  """
2695
2695
  Creates and registers a consolidator for the following bar types: RenkoBar, VolumeRenkoBar, or RangeBar
2696
2696
  for the specified symbol and threshold. The specified handler will be invoked with each new consolidated bar.
@@ -2705,7 +2705,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2705
2705
  ...
2706
2706
 
2707
2707
  @overload
2708
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2708
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2709
2709
  """
2710
2710
  Registers the handler to receive consolidated data for the specified symbol
2711
2711
 
@@ -2717,7 +2717,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2717
2717
  ...
2718
2718
 
2719
2719
  @overload
2720
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2720
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2721
2721
  """
2722
2722
  Registers the handler to receive consolidated data for the specified symbol
2723
2723
 
@@ -2730,7 +2730,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2730
2730
  ...
2731
2731
 
2732
2732
  @overload
2733
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2733
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2734
2734
  """
2735
2735
  Registers the handler to receive consolidated data for the specified symbol
2736
2736
 
@@ -2742,7 +2742,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2742
2742
  ...
2743
2743
 
2744
2744
  @overload
2745
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2745
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2746
2746
  """
2747
2747
  Registers the handler to receive consolidated data for the specified symbol
2748
2748
 
@@ -2755,7 +2755,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2755
2755
  ...
2756
2756
 
2757
2757
  @overload
2758
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2758
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2759
2759
  """
2760
2760
  Registers the handler to receive consolidated data for the specified symbol
2761
2761
 
@@ -2767,7 +2767,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2767
2767
  ...
2768
2768
 
2769
2769
  @overload
2770
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2770
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], tick_type: typing.Optional[QuantConnect.TickType], handler: typing.Any) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2771
2771
  """
2772
2772
  Registers the handler to receive consolidated data for the specified symbol
2773
2773
 
@@ -2780,7 +2780,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2780
2780
  ...
2781
2781
 
2782
2782
  @overload
2783
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2783
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2784
2784
  """
2785
2785
  Registers the handler to receive consolidated data for the specified symbol
2786
2786
 
@@ -2792,7 +2792,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2792
2792
  ...
2793
2793
 
2794
2794
  @overload
2795
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2795
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2796
2796
  """
2797
2797
  Registers the handler to receive consolidated data for the specified symbol
2798
2798
 
@@ -2804,7 +2804,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2804
2804
  ...
2805
2805
 
2806
2806
  @overload
2807
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2807
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: QuantConnect.Resolution, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2808
2808
  """
2809
2809
  Registers the handler to receive consolidated data for the specified symbol
2810
2810
 
@@ -2816,7 +2816,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2816
2816
  ...
2817
2817
 
2818
2818
  @overload
2819
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2819
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: datetime.timedelta, handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2820
2820
  """
2821
2821
  Registers the handler to receive consolidated data for the specified symbol
2822
2822
 
@@ -2828,7 +2828,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2828
2828
  ...
2829
2829
 
2830
2830
  @overload
2831
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2831
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.QuoteBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2832
2832
  """
2833
2833
  Registers the handler to receive consolidated data for the specified symbol
2834
2834
 
@@ -2840,7 +2840,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2840
2840
  ...
2841
2841
 
2842
2842
  @overload
2843
- def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2843
+ def consolidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], handler: typing.Callable[[QuantConnect.Data.Market.TradeBar], typing.Any]) -> QuantConnect.Data.Consolidators.IDataConsolidator:
2844
2844
  """
2845
2845
  Registers the handler to receive consolidated data for the specified symbol
2846
2846
 
@@ -2884,7 +2884,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2884
2884
  ...
2885
2885
 
2886
2886
  @overload
2887
- def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], type: System.FormattableString, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2887
+ def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], type: System.FormattableString, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2888
2888
  """
2889
2889
  Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
2890
2890
 
@@ -2896,7 +2896,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2896
2896
  ...
2897
2897
 
2898
2898
  @overload
2899
- def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], type: str, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2899
+ def create_indicator_name(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], type: str, resolution: typing.Optional[QuantConnect.Resolution]) -> str:
2900
2900
  """
2901
2901
  Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
2902
2902
 
@@ -2907,7 +2907,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2907
2907
  """
2908
2908
  ...
2909
2909
 
2910
- def crsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, rsi_period_streak: int, look_back_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ConnorsRelativeStrengthIndex:
2910
+ def crsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, rsi_period_streak: int, look_back_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ConnorsRelativeStrengthIndex:
2911
2911
  """
2912
2912
  Creates a new Connors Relative Strength Index (CRSI) indicator, which combines the traditional Relative Strength Index (RSI),
2913
2913
  Streak RSI (SRSI), and Percent Rank to provide a more robust measure of market strength.
@@ -2936,7 +2936,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2936
2936
  ...
2937
2937
 
2938
2938
  @overload
2939
- def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
2939
+ def cusip(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
2940
2940
  """
2941
2941
  Converts a symbol into a CUSIP identifier
2942
2942
 
@@ -2945,7 +2945,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2945
2945
  """
2946
2946
  ...
2947
2947
 
2948
- def d(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
2948
+ def d(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
2949
2949
  """
2950
2950
  Creates a new Delta indicator for the symbol The indicator will be automatically
2951
2951
  updated on the symbol's subscription resolution
@@ -2962,7 +2962,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2962
2962
  ...
2963
2963
 
2964
2964
  @overload
2965
- def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], upper_period: int, lower_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2965
+ def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], upper_period: int, lower_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2966
2966
  """
2967
2967
  Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band.
2968
2968
  The indicator will be automatically updated on the given resolution.
@@ -2977,7 +2977,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
2977
2977
  ...
2978
2978
 
2979
2979
  @overload
2980
- def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2980
+ def dch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.DonchianChannel:
2981
2981
  """
2982
2982
  Overload shorthand to create a new symmetric Donchian Channel indicator which
2983
2983
  has the upper and lower channels set to the same period length.
@@ -3026,7 +3026,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3026
3026
  """
3027
3027
  ...
3028
3028
 
3029
- def dem(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.DeMarkerIndicator:
3029
+ def dem(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.DeMarkerIndicator:
3030
3030
  """
3031
3031
  Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's
3032
3032
  High and Low tradebar values.
@@ -3040,7 +3040,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3040
3040
  """
3041
3041
  ...
3042
3042
 
3043
- def dema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DoubleExponentialMovingAverage:
3043
+ def dema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DoubleExponentialMovingAverage:
3044
3044
  """
3045
3045
  Creates a new DoubleExponentialMovingAverage indicator.
3046
3046
 
@@ -3060,7 +3060,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3060
3060
  """
3061
3061
  ...
3062
3062
 
3063
- def do(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, smoothing_rsi_period: int, double_smoothing_rsi_period: int, signal_line_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DerivativeOscillator:
3063
+ def do(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, smoothing_rsi_period: int, double_smoothing_rsi_period: int, signal_line_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DerivativeOscillator:
3064
3064
  """
3065
3065
  Creates a new DerivativeOscillator indicator.
3066
3066
 
@@ -3112,7 +3112,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3112
3112
  """
3113
3113
  ...
3114
3114
 
3115
- def dpo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DetrendedPriceOscillator:
3115
+ def dpo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.DetrendedPriceOscillator:
3116
3116
  """
3117
3117
  Creates a new DetrendedPriceOscillator indicator.
3118
3118
 
@@ -3125,7 +3125,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3125
3125
  ...
3126
3126
 
3127
3127
  @overload
3128
- def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3128
+ def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3129
3129
  """
3130
3130
  Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
3131
3131
  updated on the given resolution.
@@ -3139,7 +3139,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3139
3139
  ...
3140
3140
 
3141
3141
  @overload
3142
- def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, smoothing_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3142
+ def ema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, smoothing_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ExponentialMovingAverage:
3143
3143
  """
3144
3144
  Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
3145
3145
  updated on the given resolution.
@@ -3175,7 +3175,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3175
3175
  """
3176
3176
  ...
3177
3177
 
3178
- def emv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 1, scale: int = 10000, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.EaseOfMovementValue:
3178
+ def emv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 1, scale: int = 10000, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.EaseOfMovementValue:
3179
3179
  """
3180
3180
  Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically
3181
3181
  updated on the given resolution.
@@ -3234,7 +3234,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3234
3234
  """
3235
3235
  ...
3236
3236
 
3237
- def exercise_option(self, option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3237
+ def exercise_option(self, option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3238
3238
  """
3239
3239
  Send an exercise order to the transaction handler
3240
3240
 
@@ -3247,7 +3247,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3247
3247
  """
3248
3248
  ...
3249
3249
 
3250
- def fi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ForceIndex:
3250
+ def fi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.ForceIndex:
3251
3251
  """
3252
3252
  Creates a new ForceIndex indicator for the symbol. The indicator will be automatically
3253
3253
  updated on the given resolution.
@@ -3262,7 +3262,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3262
3262
  ...
3263
3263
 
3264
3264
  @overload
3265
- def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3265
+ def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3266
3266
  """
3267
3267
  Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
3268
3268
  updated on the symbol's subscription resolution
@@ -3276,7 +3276,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3276
3276
  ...
3277
3277
 
3278
3278
  @overload
3279
- def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3279
+ def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3280
3280
  """
3281
3281
  Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
3282
3282
  updated on the symbol's subscription resolution
@@ -3291,7 +3291,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3291
3291
  ...
3292
3292
 
3293
3293
  @overload
3294
- def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3294
+ def filtered_identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None, filter: typing.Callable[[QuantConnect.Data.IBaseData], bool] = None, field_name: str = None) -> QuantConnect.Indicators.FilteredIdentity:
3295
3295
  """
3296
3296
  Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
3297
3297
  updated on the symbol's subscription resolution
@@ -3305,7 +3305,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3305
3305
  """
3306
3306
  ...
3307
3307
 
3308
- def fish(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.FisherTransform:
3308
+ def fish(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.FisherTransform:
3309
3309
  """
3310
3310
  Creates an FisherTransform indicator for the symbol.
3311
3311
  The indicator will be automatically updated on the given resolution.
@@ -3318,7 +3318,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3318
3318
  """
3319
3319
  ...
3320
3320
 
3321
- def frama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, long_period: int = 198, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.FractalAdaptiveMovingAverage:
3321
+ def frama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, long_period: int = 198, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.FractalAdaptiveMovingAverage:
3322
3322
  """
3323
3323
  Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically
3324
3324
  updated on the given resolution.
@@ -3340,7 +3340,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3340
3340
  ...
3341
3341
 
3342
3342
  @overload
3343
- def fundamentals(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Fundamental.Fundamental:
3343
+ def fundamentals(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Fundamental.Fundamental:
3344
3344
  """
3345
3345
  Get the fundamental data for the requested symbol at the current time
3346
3346
 
@@ -3359,7 +3359,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3359
3359
  """
3360
3360
  ...
3361
3361
 
3362
- def future_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3362
+ def future_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3363
3363
  """
3364
3364
  Get the futures chain for the specified symbol at the current time (time)
3365
3365
 
@@ -3383,7 +3383,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3383
3383
  """
3384
3384
  ...
3385
3385
 
3386
- def futures_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3386
+ def futures_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.FuturesChain:
3387
3387
  """
3388
3388
  Get the futures chain for the specified symbol at the current time (time)
3389
3389
 
@@ -3407,7 +3407,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3407
3407
  """
3408
3408
  ...
3409
3409
 
3410
- def g(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
3410
+ def g(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
3411
3411
  """
3412
3412
  Creates a new Gamma indicator for the symbol The indicator will be automatically
3413
3413
  updated on the symbol's subscription resolution
@@ -3447,7 +3447,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3447
3447
  ...
3448
3448
 
3449
3449
  @overload
3450
- def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.BaseData:
3450
+ def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.BaseData:
3451
3451
  """
3452
3452
  Get the last known price using the history provider.
3453
3453
  Useful for seeding securities with the correct price
@@ -3471,7 +3471,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3471
3471
  ...
3472
3472
 
3473
3473
  @overload
3474
- def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.BaseData]:
3474
+ def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.BaseData]:
3475
3475
  """
3476
3476
  Yields data to warm up a security for all its subscribed data types
3477
3477
 
@@ -3544,7 +3544,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3544
3544
  """Gets a read-only dictionary with all current parameters"""
3545
3545
  ...
3546
3546
 
3547
- def he(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, max_lag: int = 20, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HurstExponent:
3547
+ def he(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, max_lag: int = 20, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HurstExponent:
3548
3548
  """
3549
3549
  Creates a new Hurst Exponent indicator for the specified symbol.
3550
3550
  The Hurst Exponent measures the long-term memory or self-similarity in a time series.
@@ -3559,7 +3559,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3559
3559
  """
3560
3560
  ...
3561
3561
 
3562
- def heikin_ashi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.HeikinAshi:
3562
+ def heikin_ashi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.HeikinAshi:
3563
3563
  """
3564
3564
  Creates a new Heikin-Ashi indicator.
3565
3565
 
@@ -3570,7 +3570,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3570
3570
  """
3571
3571
  ...
3572
3572
 
3573
- def hma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HullMovingAverage:
3573
+ def hma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HullMovingAverage:
3574
3574
  """
3575
3575
  Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
3576
3576
 
@@ -3581,7 +3581,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3581
3581
  """
3582
3582
  ...
3583
3583
 
3584
- def ht(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length: int, in_phase_multiplication_factor: float, quadrature_multiplication_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HilbertTransform:
3584
+ def ht(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length: int, in_phase_multiplication_factor: float, quadrature_multiplication_factor: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.HilbertTransform:
3585
3585
  """
3586
3586
  Creates a new Hilbert Transform indicator
3587
3587
 
@@ -3599,7 +3599,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3599
3599
  """
3600
3600
  ...
3601
3601
 
3602
- def ibs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.InternalBarStrength:
3602
+ def ibs(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.InternalBarStrength:
3603
3603
  """
3604
3604
  Creates a new InternalBarStrength indicator for the symbol. The indicator will be automatically
3605
3605
  updated on the given resolution.
@@ -3611,7 +3611,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3611
3611
  """
3612
3612
  ...
3613
3613
 
3614
- def ichimoku(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tenkan_period: int, kijun_period: int, senkou_a_period: int, senkou_b_period: int, senkou_a_delay_period: int, senkou_b_delay_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.IchimokuKinkoHyo:
3614
+ def ichimoku(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tenkan_period: int, kijun_period: int, senkou_a_period: int, senkou_b_period: int, senkou_a_delay_period: int, senkou_b_delay_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.IchimokuKinkoHyo:
3615
3615
  """
3616
3616
  Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically
3617
3617
  updated on the given resolution.
@@ -3630,7 +3630,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3630
3630
  ...
3631
3631
 
3632
3632
  @overload
3633
- def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3633
+ def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3634
3634
  """
3635
3635
  Creates a new Identity indicator for the symbol The indicator will be automatically
3636
3636
  updated on the symbol's subscription resolution
@@ -3643,7 +3643,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3643
3643
  ...
3644
3644
 
3645
3645
  @overload
3646
- def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3646
+ def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: QuantConnect.Resolution, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3647
3647
  """
3648
3648
  Creates a new Identity indicator for the symbol The indicator will be automatically
3649
3649
  updated on the symbol's subscription resolution
@@ -3657,7 +3657,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3657
3657
  ...
3658
3658
 
3659
3659
  @overload
3660
- def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3660
+ def identity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None, field_name: str = None) -> QuantConnect.Indicators.Identity:
3661
3661
  """
3662
3662
  Creates a new Identity indicator for the symbol The indicator will be automatically
3663
3663
  updated on the symbol's subscription resolution
@@ -3671,7 +3671,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3671
3671
  ...
3672
3672
 
3673
3673
  @overload
3674
- def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3674
+ def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3675
3675
  """
3676
3676
  Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
3677
3677
  The symbol must exist in the Securities collection.
@@ -3701,7 +3701,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3701
3701
  ...
3702
3702
 
3703
3703
  @overload
3704
- def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3704
+ def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], span: datetime.timedelta, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3705
3705
  """
3706
3706
  Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
3707
3707
  The symbol must exist in the Securities collection.
@@ -3747,7 +3747,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3747
3747
  ...
3748
3748
 
3749
3749
  @overload
3750
- def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3750
+ def indicator_history(self, indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end: typing.Union[datetime.datetime, datetime.date], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> pandas.DataFrame:
3751
3751
  """
3752
3752
  Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
3753
3753
  The symbol must exist in the Securities collection.
@@ -3791,7 +3791,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3791
3791
  ...
3792
3792
 
3793
3793
  @overload
3794
- def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
3794
+ def isin(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
3795
3795
  """
3796
3796
  Converts a symbol into an ISIN identifier
3797
3797
 
@@ -3800,7 +3800,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3800
3800
  """
3801
3801
  ...
3802
3802
 
3803
- def is_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
3803
+ def is_market_open(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
3804
3804
  """
3805
3805
  Determines if the exchange for the specified symbol is open at the current time.
3806
3806
 
@@ -3809,7 +3809,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3809
3809
  """
3810
3810
  ...
3811
3811
 
3812
- def iv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.ImpliedVolatility:
3812
+ def iv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.ImpliedVolatility:
3813
3813
  """
3814
3814
  Creates a new ImpliedVolatility indicator for the symbol The indicator will be automatically
3815
3815
  updated on the symbol's subscription resolution
@@ -3825,7 +3825,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3825
3825
  ...
3826
3826
 
3827
3827
  @overload
3828
- def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3828
+ def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3829
3829
  """
3830
3830
  Creates a new KaufmanAdaptiveMovingAverage indicator.
3831
3831
 
@@ -3838,7 +3838,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3838
3838
  ...
3839
3839
 
3840
3840
  @overload
3841
- def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, fast_ema_period: int, slow_ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3841
+ def kama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, fast_ema_period: int, slow_ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanAdaptiveMovingAverage:
3842
3842
  """
3843
3843
  Creates a new KaufmanAdaptiveMovingAverage indicator.
3844
3844
 
@@ -3852,7 +3852,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3852
3852
  """
3853
3853
  ...
3854
3854
 
3855
- def kch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.KeltnerChannels:
3855
+ def kch(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.KeltnerChannels:
3856
3856
  """
3857
3857
  Creates a new Keltner Channels indicator.
3858
3858
  The indicator will be automatically updated on the given resolution.
@@ -3867,7 +3867,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3867
3867
  """
3868
3868
  ...
3869
3869
 
3870
- def ker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanEfficiencyRatio:
3870
+ def ker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KaufmanEfficiencyRatio:
3871
3871
  """
3872
3872
  Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically
3873
3873
  updated on the given resolution.
@@ -3880,7 +3880,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3880
3880
  """
3881
3881
  ...
3882
3882
 
3883
- def kst(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], roc_1_period: int = 10, roc_1_ma_period: int = 10, roc_2_period: int = 15, roc_2_ma_period: int = 10, roc_3_period: int = 20, roc_3_ma_period: int = 10, roc_4_period: int = 30, roc_4_ma_period: int = 15, signal_period: int = 9, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KnowSureThing:
3883
+ def kst(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], roc_1_period: int = 10, roc_1_ma_period: int = 10, roc_2_period: int = 15, roc_2_ma_period: int = 10, roc_3_period: int = 20, roc_3_ma_period: int = 10, roc_4_period: int = 30, roc_4_ma_period: int = 15, signal_period: int = 9, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.KnowSureThing:
3884
3884
  """
3885
3885
  Creates a new KnowSureThing indicator for the symbol. The indicator will be automatically
3886
3886
  updated on the given resolution.
@@ -3902,7 +3902,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3902
3902
  """
3903
3903
  ...
3904
3904
 
3905
- def kvo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, signal_period: int = 13, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.KlingerVolumeOscillator:
3905
+ def kvo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, signal_period: int = 13, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.KlingerVolumeOscillator:
3906
3906
  """
3907
3907
  Creates a new Klinger Volume Oscillator (KVO) indicator
3908
3908
 
@@ -3917,7 +3917,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3917
3917
  ...
3918
3918
 
3919
3919
  @overload
3920
- def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3920
+ def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3921
3921
  """
3922
3922
  Send a limit if touched order to the transaction handler:
3923
3923
 
@@ -3933,7 +3933,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3933
3933
  ...
3934
3934
 
3935
3935
  @overload
3936
- def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3936
+ def limit_if_touched_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trigger_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3937
3937
  """
3938
3938
  Send a limit if touched order to the transaction handler:
3939
3939
 
@@ -3949,7 +3949,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3949
3949
  ...
3950
3950
 
3951
3951
  @overload
3952
- def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3952
+ def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3953
3953
  """
3954
3954
  Send a limit order to the transaction handler:
3955
3955
 
@@ -3964,7 +3964,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3964
3964
  ...
3965
3965
 
3966
3966
  @overload
3967
- def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3967
+ def limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
3968
3968
  """
3969
3969
  Send a limit order to the transaction handler:
3970
3970
 
@@ -3988,7 +3988,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
3988
3988
  ...
3989
3989
 
3990
3990
  @overload
3991
- def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
3991
+ def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
3992
3992
  """
3993
3993
  Liquidate your portfolio holdings
3994
3994
 
@@ -4012,7 +4012,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4012
4012
  ...
4013
4013
 
4014
4014
  @overload
4015
- def liquidate(self, symbol_to_liquidate: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str) -> typing.List[QuantConnect.Orders.OrderTicket]:
4015
+ def liquidate(self, symbol_to_liquidate: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str) -> typing.List[QuantConnect.Orders.OrderTicket]:
4016
4016
  """
4017
4017
  Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies.
4018
4018
 
@@ -4061,7 +4061,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4061
4061
  """
4062
4062
  ...
4063
4063
 
4064
- def logr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LogReturn:
4064
+ def logr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LogReturn:
4065
4065
  """
4066
4066
  Creates a new LogReturn indicator.
4067
4067
 
@@ -4073,7 +4073,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4073
4073
  """
4074
4074
  ...
4075
4075
 
4076
- def lsma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LeastSquaresMovingAverage:
4076
+ def lsma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LeastSquaresMovingAverage:
4077
4077
  """
4078
4078
  Creates and registers a new Least Squares Moving Average instance.
4079
4079
 
@@ -4085,7 +4085,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4085
4085
  """
4086
4086
  ...
4087
4087
 
4088
- def lwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LinearWeightedMovingAverage:
4088
+ def lwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.LinearWeightedMovingAverage:
4089
4089
  """
4090
4090
  Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute
4091
4091
  the weights across the periods.
@@ -4097,7 +4097,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4097
4097
  """
4098
4098
  ...
4099
4099
 
4100
- def macd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, signal_period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
4100
+ def macd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, signal_period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MovingAverageConvergenceDivergence:
4101
4101
  """
4102
4102
  Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.
4103
4103
 
@@ -4112,7 +4112,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4112
4112
  """
4113
4113
  ...
4114
4114
 
4115
- def mad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MeanAbsoluteDeviation:
4115
+ def mad(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MeanAbsoluteDeviation:
4116
4116
  """
4117
4117
  Creates a new MeanAbsoluteDeviation indicator.
4118
4118
 
@@ -4124,7 +4124,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4124
4124
  """
4125
4125
  ...
4126
4126
 
4127
- def mama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_limit: float = 0.5, slow_limit: float = 0.05, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MesaAdaptiveMovingAverage:
4127
+ def mama(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_limit: float = 0.5, slow_limit: float = 0.05, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MesaAdaptiveMovingAverage:
4128
4128
  """
4129
4129
  Creates a new Mesa Adaptive Moving Average (MAMA) indicator.
4130
4130
  The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average.
@@ -4139,11 +4139,11 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4139
4139
  ...
4140
4140
 
4141
4141
  @overload
4142
- def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4142
+ def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4143
4143
  ...
4144
4144
 
4145
4145
  @overload
4146
- def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4146
+ def market_on_close_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4147
4147
  """
4148
4148
  Market on close order implementation: Send a market order when the exchange closes
4149
4149
 
@@ -4157,7 +4157,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4157
4157
  ...
4158
4158
 
4159
4159
  @overload
4160
- def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4160
+ def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4161
4161
  """
4162
4162
  Market on open order implementation: Send a market order when the exchange opens
4163
4163
 
@@ -4171,7 +4171,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4171
4171
  ...
4172
4172
 
4173
4173
  @overload
4174
- def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4174
+ def market_on_open_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4175
4175
  """
4176
4176
  Market on open order implementation: Send a market order when the exchange opens
4177
4177
 
@@ -4185,7 +4185,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4185
4185
  ...
4186
4186
 
4187
4187
  @overload
4188
- def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4188
+ def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4189
4189
  """
4190
4190
  Market order implementation: Send a market order and wait for it to be filled.
4191
4191
 
@@ -4199,7 +4199,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4199
4199
  ...
4200
4200
 
4201
4201
  @overload
4202
- def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4202
+ def market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4203
4203
  """
4204
4204
  Market order implementation: Send a market order and wait for it to be filled.
4205
4205
 
@@ -4212,7 +4212,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4212
4212
  """
4213
4213
  ...
4214
4214
 
4215
- def mass(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ema_period: int = 9, sum_period: int = 25, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MassIndex:
4215
+ def mass(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ema_period: int = 9, sum_period: int = 25, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MassIndex:
4216
4216
  """
4217
4217
  Creates a new Mass Index indicator. The indicator will be automatically
4218
4218
  updated on the given resolution.
@@ -4226,7 +4226,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4226
4226
  """
4227
4227
  ...
4228
4228
 
4229
- def max(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Maximum:
4229
+ def max(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Maximum:
4230
4230
  """
4231
4231
  Creates a new Maximum indicator to compute the maximum value
4232
4232
 
@@ -4239,7 +4239,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4239
4239
  """
4240
4240
  ...
4241
4241
 
4242
- def mfi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MoneyFlowIndex:
4242
+ def mfi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.MoneyFlowIndex:
4243
4243
  """
4244
4244
  Creates a new MoneyFlowIndex indicator. The indicator will be automatically
4245
4245
  updated on the given resolution.
@@ -4252,7 +4252,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4252
4252
  """
4253
4253
  ...
4254
4254
 
4255
- def mgd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.McGinleyDynamic:
4255
+ def mgd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.McGinleyDynamic:
4256
4256
  """
4257
4257
  Creates a new McGinley Dynamic indicator
4258
4258
 
@@ -4264,7 +4264,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4264
4264
  """
4265
4265
  ...
4266
4266
 
4267
- def midpoint(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MidPoint:
4267
+ def midpoint(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MidPoint:
4268
4268
  """
4269
4269
  Creates a new MidPoint indicator.
4270
4270
 
@@ -4276,7 +4276,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4276
4276
  """
4277
4277
  ...
4278
4278
 
4279
- def midprice(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MidPrice:
4279
+ def midprice(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.MidPrice:
4280
4280
  """
4281
4281
  Creates a new MidPrice indicator.
4282
4282
 
@@ -4288,7 +4288,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4288
4288
  """
4289
4289
  ...
4290
4290
 
4291
- def min(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Minimum:
4291
+ def min(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Minimum:
4292
4292
  """
4293
4293
  Creates a new Minimum indicator to compute the minimum value
4294
4294
 
@@ -4301,7 +4301,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4301
4301
  """
4302
4302
  ...
4303
4303
 
4304
- def mom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momentum:
4304
+ def mom(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momentum:
4305
4305
  """
4306
4306
  Creates a new Momentum indicator. This will compute the absolute n-period change in the security.
4307
4307
  The indicator will be automatically updated on the given resolution.
@@ -4314,7 +4314,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4314
4314
  """
4315
4315
  ...
4316
4316
 
4317
- def momersion(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], min_period: typing.Optional[int], full_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momersion:
4317
+ def momersion(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], min_period: typing.Optional[int], full_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Momersion:
4318
4318
  """
4319
4319
  Creates a new Momersion indicator.
4320
4320
 
@@ -4327,7 +4327,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4327
4327
  """
4328
4328
  ...
4329
4329
 
4330
- def momp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MomentumPercent:
4330
+ def momp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.MomentumPercent:
4331
4331
  """
4332
4332
  Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security.
4333
4333
  The indicator will be automatically updated on the given resolution.
@@ -4366,7 +4366,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4366
4366
  """
4367
4367
  ...
4368
4368
 
4369
- def natr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
4369
+ def natr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.NormalizedAverageTrueRange:
4370
4370
  """
4371
4371
  Creates a new NormalizedAverageTrueRange indicator.
4372
4372
 
@@ -4402,7 +4402,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4402
4402
  """
4403
4403
  ...
4404
4404
 
4405
- def obv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.OnBalanceVolume:
4405
+ def obv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.OnBalanceVolume:
4406
4406
  """
4407
4407
  Creates a new On Balance Volume indicator. This will compute the cumulative total volume
4408
4408
  based on whether the close price being higher or lower than the previous period.
@@ -4555,7 +4555,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4555
4555
  """Called when the algorithm has completed initialization and warm up."""
4556
4556
  ...
4557
4557
 
4558
- def option_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], flatten: bool = False) -> QuantConnect.Data.Market.OptionChain:
4558
+ def option_chain(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], flatten: bool = False) -> QuantConnect.Data.Market.OptionChain:
4559
4559
  """
4560
4560
  Get the option chain for the specified symbol at the current time (time)
4561
4561
 
@@ -4580,7 +4580,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4580
4580
  ...
4581
4581
 
4582
4582
  @overload
4583
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
4583
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
4584
4584
  """
4585
4585
  Issue an order/trade for asset: Alias wrapper for Order(string, int);
4586
4586
 
@@ -4591,7 +4591,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4591
4591
  ...
4592
4592
 
4593
4593
  @overload
4594
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
4594
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
4595
4595
  """
4596
4596
  Issue an order/trade for asset
4597
4597
 
@@ -4602,7 +4602,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4602
4602
  ...
4603
4603
 
4604
4604
  @overload
4605
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4605
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4606
4606
  """
4607
4607
  Wrapper for market order method: submit a new order for quantity of symbol using type order.
4608
4608
 
@@ -4630,7 +4630,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4630
4630
  ...
4631
4631
 
4632
4632
  @overload
4633
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, type: QuantConnect.Orders.OrderType, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4633
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, type: QuantConnect.Orders.OrderType, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
4634
4634
  """
4635
4635
  Obsolete implementation of Order method accepting a OrderType. This was deprecated since it
4636
4636
  was impossible to generate other orders via this method. Any calls to this method will always default to a Market Order.
@@ -4649,7 +4649,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4649
4649
  ...
4650
4650
 
4651
4651
  @overload
4652
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4652
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4653
4653
  """
4654
4654
  Obsolete method for placing orders.
4655
4655
 
@@ -4664,7 +4664,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4664
4664
  ...
4665
4665
 
4666
4666
  @overload
4667
- def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4667
+ def order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, type: QuantConnect.Orders.OrderType) -> QuantConnect.Orders.OrderTicket:
4668
4668
  """
4669
4669
  Obsolete method for placing orders.
4670
4670
 
@@ -4806,7 +4806,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4806
4806
  ...
4807
4807
 
4808
4808
  @overload
4809
- def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length_high: int, length_low: int, last_stored_values: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4809
+ def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length_high: int, length_low: int, last_stored_values: int, resolution: typing.Optional[QuantConnect.Resolution], selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4810
4810
  """
4811
4811
  Creates a new PivotPointsHighLow indicator which will compute the high and low pivot points based on the configurable surrounding bars count.
4812
4812
 
@@ -4821,7 +4821,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4821
4821
  ...
4822
4822
 
4823
4823
  @overload
4824
- def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], length_high: int, length_low: int, last_stored_values: int = 100, strict: bool = True, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4824
+ def pphl(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], length_high: int, length_low: int, last_stored_values: int = 100, strict: bool = True, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.PivotPointsHighLow:
4825
4825
  """
4826
4826
  Creates a new PivotPointsHighLow indicator which will compute the high and low pivot points based on the configurable surrounding bars count.
4827
4827
 
@@ -4836,7 +4836,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4836
4836
  """
4837
4837
  ...
4838
4838
 
4839
- def ppo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.PercentagePriceOscillator:
4839
+ def ppo(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.PercentagePriceOscillator:
4840
4840
  """
4841
4841
  Creates a new PercentagePriceOscillator indicator.
4842
4842
 
@@ -4850,7 +4850,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4850
4850
  """
4851
4851
  ...
4852
4852
 
4853
- def psar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], af_start: float = 0.02, af_increment: float = 0.02, af_max: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverse:
4853
+ def psar(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], af_start: float = 0.02, af_increment: float = 0.02, af_max: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverse:
4854
4854
  """
4855
4855
  Creates a new Parabolic SAR indicator
4856
4856
 
@@ -4864,7 +4864,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4864
4864
  """
4865
4865
  ...
4866
4866
 
4867
- def pso(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.PremierStochasticOscillator:
4867
+ def pso(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, ema_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.PremierStochasticOscillator:
4868
4868
  """
4869
4869
  Creates a new instance of the Premier Stochastic Oscillator for the specified symbol.
4870
4870
 
@@ -4895,7 +4895,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4895
4895
  """
4896
4896
  ...
4897
4897
 
4898
- def r(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
4898
+ def r(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
4899
4899
  """
4900
4900
  Creates a new Rho indicator for the symbol The indicator will be automatically
4901
4901
  updated on the symbol's subscription resolution
@@ -4911,7 +4911,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4911
4911
  """
4912
4912
  ...
4913
4913
 
4914
- def rc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RegressionChannel:
4914
+ def rc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RegressionChannel:
4915
4915
  """
4916
4916
  Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope
4917
4917
 
@@ -4924,7 +4924,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4924
4924
  """
4925
4925
  ...
4926
4926
 
4927
- def rdv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeDailyVolume:
4927
+ def rdv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeDailyVolume:
4928
4928
  """
4929
4929
  Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically
4930
4930
  updated on the given resolution.
@@ -4948,7 +4948,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4948
4948
  ...
4949
4949
 
4950
4950
  @overload
4951
- def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4951
+ def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4952
4952
  """
4953
4953
  Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
4954
4954
  the indicator to receive updates from the consolidator.
@@ -4961,7 +4961,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4961
4961
  ...
4962
4962
 
4963
4963
  @overload
4964
- def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[datetime.timedelta] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4964
+ def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[datetime.timedelta] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4965
4965
  """
4966
4966
  Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
4967
4967
  the indicator to receive updates from the consolidator.
@@ -4974,7 +4974,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4974
4974
  ...
4975
4975
 
4976
4976
  @overload
4977
- def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4977
+ def register_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], consolidator: typing.Union[QuantConnect.Data.Consolidators.IDataConsolidator, QuantConnect.Python.PythonConsolidator, datetime.timedelta], selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
4978
4978
  """
4979
4979
  Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
4980
4980
  from the consolidator.
@@ -4986,7 +4986,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4986
4986
  """
4987
4987
  ...
4988
4988
 
4989
- def remove_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
4989
+ def remove_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
4990
4990
  """
4991
4991
  Removes the security with the specified symbol. This will cancel all
4992
4992
  open orders and then liquidate any existing holdings
@@ -4996,7 +4996,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
4996
4996
  """
4997
4997
  ...
4998
4998
 
4999
- def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
4999
+ def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
5000
5000
  """
5001
5001
  Removes the security with the specified symbol. This will cancel all
5002
5002
  open orders and then liquidate any existing holdings
@@ -5007,7 +5007,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5007
5007
  ...
5008
5008
 
5009
5009
  @overload
5010
- def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
5010
+ def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
5011
5011
  """
5012
5012
  Gets the default consolidator for the specified symbol and resolution
5013
5013
 
@@ -5019,7 +5019,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5019
5019
  ...
5020
5020
 
5021
5021
  @overload
5022
- def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time_span: typing.Optional[datetime.timedelta], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
5022
+ def resolve_consolidator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time_span: typing.Optional[datetime.timedelta], data_type: typing.Type = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
5023
5023
  """
5024
5024
  Gets the default consolidator for the specified symbol and resolution
5025
5025
 
@@ -5030,7 +5030,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5030
5030
  """
5031
5031
  ...
5032
5032
 
5033
- def rma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeMovingAverage:
5033
+ def rma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeMovingAverage:
5034
5034
  """
5035
5035
  Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.
5036
5036
 
@@ -5042,7 +5042,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5042
5042
  """
5043
5043
  ...
5044
5044
 
5045
- def roc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChange:
5045
+ def roc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChange:
5046
5046
  """
5047
5047
  Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security.
5048
5048
  The indicator will be automatically updated on the given resolution.
@@ -5055,7 +5055,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5055
5055
  """
5056
5056
  ...
5057
5057
 
5058
- def rocp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangePercent:
5058
+ def rocp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangePercent:
5059
5059
  """
5060
5060
  Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security.
5061
5061
  The indicator will be automatically updated on the given resolution.
@@ -5068,7 +5068,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5068
5068
  """
5069
5069
  ...
5070
5070
 
5071
- def rocr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangeRatio:
5071
+ def rocr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RateOfChangeRatio:
5072
5072
  """
5073
5073
  Creates a new RateOfChangeRatio indicator.
5074
5074
 
@@ -5080,7 +5080,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5080
5080
  """
5081
5081
  ...
5082
5082
 
5083
- def rsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeStrengthIndex:
5083
+ def rsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.RelativeStrengthIndex:
5084
5084
  """
5085
5085
  Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based
5086
5086
  on the ratio of average gains to average losses over the specified period.
@@ -5094,7 +5094,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5094
5094
  """
5095
5095
  ...
5096
5096
 
5097
- def rsv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.RogersSatchellVolatility:
5097
+ def rsv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.RogersSatchellVolatility:
5098
5098
  """
5099
5099
  Creates a new RogersSatchellVolatility indicator for the symbol. The indicator will be automatically
5100
5100
  updated on the given resolution.
@@ -5116,7 +5116,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5116
5116
  """
5117
5117
  ...
5118
5118
 
5119
- def rvi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeVigorIndex:
5119
+ def rvi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.RelativeVigorIndex:
5120
5120
  """
5121
5121
  Creates a new RelativeVigorIndex indicator.
5122
5122
 
@@ -5129,7 +5129,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5129
5129
  """
5130
5130
  ...
5131
5131
 
5132
- def sarext(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sar_start: float = 0.0, offset_on_reverse: float = 0.0, af_start_short: float = 0.02, af_increment_short: float = 0.02, af_max_short: float = 0.2, af_start_long: float = 0.02, af_increment_long: float = 0.02, af_max_long: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverseExtended:
5132
+ def sarext(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sar_start: float = 0.0, offset_on_reverse: float = 0.0, af_start_short: float = 0.02, af_increment_short: float = 0.02, af_max_short: float = 0.2, af_start_long: float = 0.02, af_increment_long: float = 0.02, af_max_long: float = 0.2, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ParabolicStopAndReverseExtended:
5133
5133
  """
5134
5134
  Creates a new Parabolic SAR Extended indicator
5135
5135
 
@@ -5161,7 +5161,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5161
5161
  ...
5162
5162
 
5163
5163
  @overload
5164
- def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
5164
+ def sedol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
5165
5165
  """
5166
5166
  Converts a symbol into a SEDOL identifier
5167
5167
 
@@ -5171,7 +5171,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5171
5171
  ...
5172
5172
 
5173
5173
  @overload
5174
- def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int) -> QuantConnect.Orders.OrderTicket:
5174
+ def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int) -> QuantConnect.Orders.OrderTicket:
5175
5175
  """
5176
5176
  Sell stock (alias of Order)
5177
5177
 
@@ -5182,7 +5182,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5182
5182
  ...
5183
5183
 
5184
5184
  @overload
5185
- def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float) -> QuantConnect.Orders.OrderTicket:
5185
+ def sell(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float) -> QuantConnect.Orders.OrderTicket:
5186
5186
  """
5187
5187
  Sell stock (alias of Order)
5188
5188
 
@@ -5277,7 +5277,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5277
5277
  ...
5278
5278
 
5279
5279
  @overload
5280
- def set_benchmark(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5280
+ def set_benchmark(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5281
5281
  """
5282
5282
  Sets the benchmark used for computing statistics of the algorithm to the specified symbol
5283
5283
 
@@ -5460,7 +5460,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5460
5460
  ...
5461
5461
 
5462
5462
  @overload
5463
- def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percentage: float, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5463
+ def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percentage: float, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5464
5464
  """
5465
5465
  Alias for SetHoldings to avoid the M-decimal errors.
5466
5466
 
@@ -5475,7 +5475,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5475
5475
  ...
5476
5476
 
5477
5477
  @overload
5478
- def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], percentage: int, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5478
+ def set_holdings(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], percentage: int, liquidate_existing_holdings: bool = False, asynchronous: bool = False, tag: str = None, order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
5479
5479
  """
5480
5480
  Alias for SetHoldings to avoid the M-decimal errors.
5481
5481
 
@@ -5829,7 +5829,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5829
5829
  ...
5830
5830
 
5831
5831
  @overload
5832
- def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
5832
+ def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
5833
5833
  """
5834
5834
  Determines if the Symbol is shortable at the brokerage
5835
5835
 
@@ -5839,7 +5839,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5839
5839
  ...
5840
5840
 
5841
5841
  @overload
5842
- def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
5842
+ def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
5843
5843
  """
5844
5844
  Determines if the Symbol is shortable at the brokerage
5845
5845
 
@@ -5852,7 +5852,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5852
5852
  """
5853
5853
  ...
5854
5854
 
5855
- def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> int:
5855
+ def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> int:
5856
5856
  """
5857
5857
  Gets the quantity shortable for the given asset
5858
5858
 
@@ -5861,7 +5861,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5861
5861
  """
5862
5862
  ...
5863
5863
 
5864
- def si(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderSwingIndex:
5864
+ def si(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], limit_move: float, resolution: typing.Optional[QuantConnect.Resolution] = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.WilderSwingIndex:
5865
5865
  """
5866
5866
  Creates a Wilder Swing Index (SI) indicator for the symbol.
5867
5867
  The indicator will be automatically updated on the given resolution.
@@ -5874,7 +5874,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5874
5874
  """
5875
5875
  ...
5876
5876
 
5877
- def sm(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bollinger_period: int = 20, bollinger_multiplier: float = 2, keltner_period: int = 20, keltner_multiplier: float = 1.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SqueezeMomentum:
5877
+ def sm(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bollinger_period: int = 20, bollinger_multiplier: float = 2, keltner_period: int = 20, keltner_multiplier: float = 1.5, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SqueezeMomentum:
5878
5878
  """
5879
5879
  Creates a Squeeze Momentum indicator to identify market squeezes and potential breakouts.
5880
5880
  Compares Bollinger Bands and Keltner Channels to signal low or high volatility periods.
@@ -5890,7 +5890,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5890
5890
  """
5891
5891
  ...
5892
5892
 
5893
- def sma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SimpleMovingAverage:
5893
+ def sma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SimpleMovingAverage:
5894
5894
  """
5895
5895
  Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically
5896
5896
  updated on the given resolution.
@@ -5903,7 +5903,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5903
5903
  """
5904
5904
  ...
5905
5905
 
5906
- def sobv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SmoothedOnBalanceVolume:
5906
+ def sobv(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SmoothedOnBalanceVolume:
5907
5907
  """
5908
5908
  Creates a new SmoothedOnBalanceVolume indicator for the symbol. The indicator will be automatically
5909
5909
  updated on the given resolution.
@@ -5917,7 +5917,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5917
5917
  """
5918
5918
  ...
5919
5919
 
5920
- def sortino(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sortino_period: int, minimum_acceptable_return: float = 0.0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SortinoRatio:
5920
+ def sortino(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sortino_period: int, minimum_acceptable_return: float = 0.0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SortinoRatio:
5921
5921
  """
5922
5922
  Creates a new Sortino indicator.
5923
5923
 
@@ -5930,7 +5930,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5930
5930
  """
5931
5931
  ...
5932
5932
 
5933
- def sr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sharpe_period: int, risk_free_rate: typing.Optional[float] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SharpeRatio:
5933
+ def sr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sharpe_period: int, risk_free_rate: typing.Optional[float] = None, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SharpeRatio:
5934
5934
  """
5935
5935
  Creates a new SharpeRatio indicator.
5936
5936
 
@@ -5943,7 +5943,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5943
5943
  """
5944
5944
  ...
5945
5945
 
5946
- def srsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], rsi_period: int, stoch_period: int, k_smoothing_period: int, d_smoothing_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StochasticRelativeStrengthIndex:
5946
+ def srsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], rsi_period: int, stoch_period: int, k_smoothing_period: int, d_smoothing_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StochasticRelativeStrengthIndex:
5947
5947
  """
5948
5948
  Creates a new Stochastic RSI indicator which will compute the %K and %D
5949
5949
 
@@ -5959,7 +5959,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5959
5959
  """
5960
5960
  ...
5961
5961
 
5962
- def stc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], cycle_period: int, fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SchaffTrendCycle:
5962
+ def stc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], cycle_period: int, fast_period: int, slow_period: int, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SchaffTrendCycle:
5963
5963
  """
5964
5964
  Creates a new Schaff Trend Cycle indicator
5965
5965
 
@@ -5974,7 +5974,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5974
5974
  """
5975
5975
  ...
5976
5976
 
5977
- def std(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StandardDeviation:
5977
+ def std(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.StandardDeviation:
5978
5978
  """
5979
5979
  Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
5980
5980
 
@@ -5987,7 +5987,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
5987
5987
  ...
5988
5988
 
5989
5989
  @overload
5990
- def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, k_period: int, d_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
5990
+ def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, k_period: int, d_period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
5991
5991
  """
5992
5992
  Creates a new Stochastic indicator.
5993
5993
 
@@ -6002,7 +6002,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6002
6002
  ...
6003
6003
 
6004
6004
  @overload
6005
- def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
6005
+ def sto(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.Stochastic:
6006
6006
  """
6007
6007
  Overload short hand to create a new Stochastic indicator; defaulting to the 3 period for dStoch
6008
6008
 
@@ -6015,7 +6015,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6015
6015
  ...
6016
6016
 
6017
6017
  @overload
6018
- def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6018
+ def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6019
6019
  """
6020
6020
  Send a stop limit order to the transaction handler:
6021
6021
 
@@ -6031,7 +6031,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6031
6031
  ...
6032
6032
 
6033
6033
  @overload
6034
- def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6034
+ def stop_limit_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, limit_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6035
6035
  """
6036
6036
  Send a stop limit order to the transaction handler:
6037
6037
 
@@ -6047,7 +6047,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6047
6047
  ...
6048
6048
 
6049
6049
  @overload
6050
- def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6050
+ def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6051
6051
  """
6052
6052
  Create a stop market order and return the newly created order id; or negative if the order is invalid
6053
6053
 
@@ -6062,7 +6062,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6062
6062
  ...
6063
6063
 
6064
6064
  @overload
6065
- def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6065
+ def stop_market_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6066
6066
  """
6067
6067
  Create a stop market order and return the newly created order id; or negative if the order is invalid
6068
6068
 
@@ -6076,7 +6076,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6076
6076
  """
6077
6077
  ...
6078
6078
 
6079
- def str(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, multiplier: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SuperTrend:
6079
+ def str(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, multiplier: float, moving_average_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.SuperTrend:
6080
6080
  """
6081
6081
  Creates a new SuperTrend indicator.
6082
6082
 
@@ -6098,7 +6098,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6098
6098
  """
6099
6099
  ...
6100
6100
 
6101
- def sum(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Sum:
6101
+ def sum(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Sum:
6102
6102
  """
6103
6103
  Creates a new Sum indicator.
6104
6104
 
@@ -6110,7 +6110,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6110
6110
  """
6111
6111
  ...
6112
6112
 
6113
- def swiss(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SwissArmyKnife:
6113
+ def swiss(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, delta: float, tool: QuantConnect.Indicators.SwissArmyKnifeTool, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.SwissArmyKnife:
6114
6114
  """
6115
6115
  Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically
6116
6116
  updated on the given resolution.
@@ -6136,7 +6136,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6136
6136
  """
6137
6137
  ...
6138
6138
 
6139
- def t(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6139
+ def t(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6140
6140
  """
6141
6141
  Creates a new Theta indicator for the symbol The indicator will be automatically
6142
6142
  updated on the symbol's subscription resolution
@@ -6152,7 +6152,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6152
6152
  """
6153
6153
  ...
6154
6154
 
6155
- def t_3(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, volume_factor: float = 0.7, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.T3MovingAverage:
6155
+ def t_3(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, volume_factor: float = 0.7, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.T3MovingAverage:
6156
6156
  """
6157
6157
  Creates a new T3MovingAverage indicator.
6158
6158
 
@@ -6165,7 +6165,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6165
6165
  """
6166
6166
  ...
6167
6167
 
6168
- def tdd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, minimum_acceptable_return: float = 0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TargetDownsideDeviation:
6168
+ def tdd(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, minimum_acceptable_return: float = 0, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TargetDownsideDeviation:
6169
6169
  """
6170
6170
  Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the
6171
6171
  realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.
@@ -6179,7 +6179,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6179
6179
  """
6180
6180
  ...
6181
6181
 
6182
- def tds(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TomDemarkSequential:
6182
+ def tds(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TomDemarkSequential:
6183
6183
  """
6184
6184
  Creates a new TomDemark Sequential candlestick indicator for the symbol. The indicator will be automatically
6185
6185
  updated on the symbol's subscription resolution.
@@ -6191,7 +6191,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6191
6191
  """
6192
6192
  ...
6193
6193
 
6194
- def tema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
6194
+ def tema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TripleExponentialMovingAverage:
6195
6195
  """
6196
6196
  Creates a new TripleExponentialMovingAverage indicator.
6197
6197
 
@@ -6203,7 +6203,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6203
6203
  """
6204
6204
  ...
6205
6205
 
6206
- def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
6206
+ def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
6207
6207
  """
6208
6208
  For the given symbol will resolve the ticker it used at the current algorithm date
6209
6209
 
@@ -6212,7 +6212,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6212
6212
  """
6213
6213
  ...
6214
6214
 
6215
- def tp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.TimeProfile:
6215
+ def tp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.TimeProfile:
6216
6216
  """
6217
6217
  Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically
6218
6218
  updated on the given resolution.
@@ -6227,7 +6227,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6227
6227
  """
6228
6228
  ...
6229
6229
 
6230
- def tr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TrueRange:
6230
+ def tr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.TrueRange:
6231
6231
  """
6232
6232
  Creates a new TrueRange indicator.
6233
6233
 
@@ -6239,7 +6239,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6239
6239
  ...
6240
6240
 
6241
6241
  @overload
6242
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6242
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6243
6243
  """
6244
6244
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid.
6245
6245
  It will calculate the stop price using the trailing amount and the current market price.
@@ -6256,7 +6256,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6256
6256
  ...
6257
6257
 
6258
6258
  @overload
6259
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6259
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6260
6260
  """
6261
6261
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid.
6262
6262
  It will calculate the stop price using the trailing amount and the current market price.
@@ -6273,7 +6273,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6273
6273
  ...
6274
6274
 
6275
6275
  @overload
6276
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: int, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6276
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: int, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6277
6277
  """
6278
6278
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid
6279
6279
 
@@ -6290,7 +6290,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6290
6290
  ...
6291
6291
 
6292
6292
  @overload
6293
- def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quantity: float, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6293
+ def trailing_stop_order(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quantity: float, stop_price: float, trailing_amount: float, trailing_as_percentage: bool, asynchronous: bool = False, tag: str = ..., order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> QuantConnect.Orders.OrderTicket:
6294
6294
  """
6295
6295
  Create a trailing stop order and return the newly created order id; or negative if the order is invalid
6296
6296
 
@@ -6326,7 +6326,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6326
6326
  """
6327
6327
  ...
6328
6328
 
6329
- def trima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TriangularMovingAverage:
6329
+ def trima(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TriangularMovingAverage:
6330
6330
  """
6331
6331
  Creates a new TriangularMovingAverage indicator.
6332
6332
 
@@ -6349,7 +6349,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6349
6349
  """
6350
6350
  ...
6351
6351
 
6352
- def trix(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Trix:
6352
+ def trix(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Trix:
6353
6353
  """
6354
6354
  Creates a new Trix indicator.
6355
6355
 
@@ -6361,7 +6361,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6361
6361
  """
6362
6362
  ...
6363
6363
 
6364
- def tsf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TimeSeriesForecast:
6364
+ def tsf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TimeSeriesForecast:
6365
6365
  """
6366
6366
  Creates a new Time Series Forecast indicator
6367
6367
 
@@ -6373,7 +6373,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6373
6373
  """
6374
6374
  ...
6375
6375
 
6376
- def tsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], long_term_period: int = 25, short_term_period: int = 13, signal_period: int = 7, signal_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TrueStrengthIndex:
6376
+ def tsi(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], long_term_period: int = 25, short_term_period: int = 13, signal_period: int = 7, signal_type: QuantConnect.Indicators.MovingAverageType = ..., resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.TrueStrengthIndex:
6377
6377
  """
6378
6378
  Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically
6379
6379
  updated on the given resolution.
@@ -6389,7 +6389,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6389
6389
  """
6390
6390
  ...
6391
6391
 
6392
- def ultosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period_1: int, period_2: int, period_3: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.UltimateOscillator:
6392
+ def ultosc(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period_1: int, period_2: int, period_3: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.UltimateOscillator:
6393
6393
  """
6394
6394
  Creates a new UltimateOscillator indicator.
6395
6395
 
@@ -6412,7 +6412,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6412
6412
  ...
6413
6413
 
6414
6414
  @overload
6415
- def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Vega:
6415
+ def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Vega:
6416
6416
  """
6417
6417
  Creates a new Vega indicator for the symbol The indicator will be automatically
6418
6418
  updated on the symbol's subscription resolution
@@ -6429,7 +6429,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6429
6429
  ...
6430
6430
 
6431
6431
  @overload
6432
- def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6432
+ def v(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6433
6433
  """
6434
6434
  Creates a new Variance indicator. This will return the population variance of samples over the specified period.
6435
6435
 
@@ -6442,7 +6442,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6442
6442
  ...
6443
6443
 
6444
6444
  @overload
6445
- def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, confidence_level: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ValueAtRisk:
6445
+ def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, confidence_level: float, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ValueAtRisk:
6446
6446
  """
6447
6447
  Creates a new ValueAtRisk indicator.
6448
6448
 
@@ -6456,7 +6456,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6456
6456
  ...
6457
6457
 
6458
6458
  @overload
6459
- def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6459
+ def var(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.Variance:
6460
6460
  """
6461
6461
  Creates a new Variance indicator. This will return the population variance of samples over the specified period.
6462
6462
 
@@ -6471,7 +6471,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6471
6471
  """
6472
6472
  ...
6473
6473
 
6474
- def vidya(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.VariableIndexDynamicAverage:
6474
+ def vidya(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.VariableIndexDynamicAverage:
6475
6475
  """
6476
6476
  Creates a new Chande's Variable Index Dynamic Average indicator.
6477
6477
 
@@ -6483,7 +6483,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6483
6483
  """
6484
6484
  ...
6485
6485
 
6486
- def vp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeProfile:
6486
+ def vp(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int = 2, value_area_volume_percentage: float = 0.70, price_range_round_off: float = 0.05, resolution: QuantConnect.Resolution = ..., selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeProfile:
6487
6487
  """
6488
6488
  Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically
6489
6489
  updated on the given resolution.
@@ -6498,7 +6498,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6498
6498
  """
6499
6499
  ...
6500
6500
 
6501
- def vtx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Vortex:
6501
+ def vtx(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Vortex:
6502
6502
  """
6503
6503
  Creates a new Vortex indicator for the symbol. The indicator will be automatically
6504
6504
  updated on the given resolution.
@@ -6512,7 +6512,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6512
6512
  ...
6513
6513
 
6514
6514
  @overload
6515
- def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
6515
+ def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator:
6516
6516
  """
6517
6517
  Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically
6518
6518
  updated on the given resolution.
@@ -6526,7 +6526,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6526
6526
  ...
6527
6527
 
6528
6528
  @overload
6529
- def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Indicators.IntradayVwap:
6529
+ def vwap(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Indicators.IntradayVwap:
6530
6530
  """
6531
6531
  Creates the canonical VWAP indicator that resets each day. The indicator will be automatically
6532
6532
  updated on the security's configured resolution.
@@ -6536,7 +6536,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6536
6536
  """
6537
6537
  ...
6538
6538
 
6539
- def vwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedMovingAverage:
6539
+ def vwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.TradeBar] = None) -> QuantConnect.Indicators.VolumeWeightedMovingAverage:
6540
6540
  """
6541
6541
  Creates a new VolumeWeightedMovingAverage indicator for the symbol. The indicator will be automatically
6542
6542
  updated on the given resolution.
@@ -6550,7 +6550,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6550
6550
  ...
6551
6551
 
6552
6552
  @overload
6553
- def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6553
+ def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6554
6554
  """
6555
6555
  Warms up a given indicator with historical data
6556
6556
 
@@ -6574,7 +6574,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6574
6574
  ...
6575
6575
 
6576
6576
  @overload
6577
- def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6577
+ def warm_up_indicator(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], indicator: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint], period: datetime.timedelta, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> None:
6578
6578
  """
6579
6579
  Warms up a given indicator with historical data
6580
6580
 
@@ -6597,7 +6597,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6597
6597
  """
6598
6598
  ...
6599
6599
 
6600
- def wilr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.WilliamsPercentR:
6600
+ def wilr(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.WilliamsPercentR:
6601
6601
  """
6602
6602
  Creates a new Williams %R indicator. This will compute the percentage change of
6603
6603
  the current closing price in relation to the high and low of the past N periods.
@@ -6611,7 +6611,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6611
6611
  """
6612
6612
  ...
6613
6613
 
6614
- def wwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.WilderMovingAverage:
6614
+ def wwma(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.WilderMovingAverage:
6615
6615
  """
6616
6616
  Creates a WilderMovingAverage indicator for the symbol.
6617
6617
  The indicator will be automatically updated on the given resolution.
@@ -6624,7 +6624,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6624
6624
  """
6625
6625
  ...
6626
6626
 
6627
- def zlema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ZeroLagExponentialMovingAverage:
6627
+ def zlema(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], float] = None) -> QuantConnect.Indicators.ZeroLagExponentialMovingAverage:
6628
6628
  """
6629
6629
  Creates a ZeroLagExponentialMovingAverage indicator for the symbol. The indicator will be automatically
6630
6630
  updated on the given resolution.
@@ -6637,7 +6637,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6637
6637
  """
6638
6638
  ...
6639
6639
 
6640
- def zz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sensitivity: float = 0.05, min_trend_length: int = 1, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ZigZag:
6640
+ def zz(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sensitivity: float = 0.05, min_trend_length: int = 1, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.ZigZag:
6641
6641
  """
6642
6642
  Creates a ZigZag indicator for the specified symbol, with adjustable sensitivity and minimum trend length.
6643
6643
 
@@ -6650,7 +6650,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6650
6650
  """
6651
6651
  ...
6652
6652
 
6653
- def γ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
6653
+ def γ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Gamma:
6654
6654
  """
6655
6655
  Creates a new Gamma indicator for the symbol The indicator will be automatically
6656
6656
  updated on the symbol's subscription resolution
@@ -6666,7 +6666,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6666
6666
  """
6667
6667
  ...
6668
6668
 
6669
- def δ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
6669
+ def δ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Delta:
6670
6670
  """
6671
6671
  Creates a new Delta indicator for the symbol The indicator will be automatically
6672
6672
  updated on the symbol's subscription resolution
@@ -6682,7 +6682,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6682
6682
  """
6683
6683
  ...
6684
6684
 
6685
- def θ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6685
+ def θ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Theta:
6686
6686
  """
6687
6687
  Creates a new Theta indicator for the symbol The indicator will be automatically
6688
6688
  updated on the symbol's subscription resolution
@@ -6698,7 +6698,7 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
6698
6698
  """
6699
6699
  ...
6700
6700
 
6701
- def ρ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
6701
+ def ρ(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, risk_free_rate: typing.Optional[float] = None, dividend_yield: typing.Optional[float] = None, option_model: QuantConnect.Indicators.OptionPricingModelType = ..., iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, resolution: typing.Optional[QuantConnect.Resolution] = None) -> QuantConnect.Indicators.Rho:
6702
6702
  """
6703
6703
  Creates a new Rho indicator for the symbol The indicator will be automatically
6704
6704
  updated on the symbol's subscription resolution
@@ -6802,7 +6802,7 @@ class UniverseDefinitions(System.Object):
6802
6802
  ...
6803
6803
 
6804
6804
  @overload
6805
- def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6805
+ def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6806
6806
  """
6807
6807
  Creates a universe for the constituents of the provided ETF symbol
6808
6808
 
@@ -6862,7 +6862,7 @@ class UniverseDefinitions(System.Object):
6862
6862
  ...
6863
6863
 
6864
6864
  @overload
6865
- def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6865
+ def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6866
6866
  """
6867
6867
  Creates a universe for the constituents of the provided ETF symbol
6868
6868
 
@@ -6874,7 +6874,7 @@ class UniverseDefinitions(System.Object):
6874
6874
  ...
6875
6875
 
6876
6876
  @overload
6877
- def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6877
+ def etf(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6878
6878
  """
6879
6879
  Creates a universe for the constituents of the provided ETF symbol
6880
6880
 
@@ -6910,7 +6910,7 @@ class UniverseDefinitions(System.Object):
6910
6910
  ...
6911
6911
 
6912
6912
  @overload
6913
- def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6913
+ def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings = None, universe_filter_func: typing.Any = None) -> QuantConnect.Data.UniverseSelection.Universe:
6914
6914
  """
6915
6915
  Creates a universe for the constituents of the provided index_symbol
6916
6916
 
@@ -6970,7 +6970,7 @@ class UniverseDefinitions(System.Object):
6970
6970
  ...
6971
6971
 
6972
6972
  @overload
6973
- def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6973
+ def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6974
6974
  """
6975
6975
  Creates a universe for the constituents of the provided index_symbol
6976
6976
 
@@ -6982,7 +6982,7 @@ class UniverseDefinitions(System.Object):
6982
6982
  ...
6983
6983
 
6984
6984
  @overload
6985
- def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6985
+ def index(self, index_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]]) -> QuantConnect.Data.UniverseSelection.Universe:
6986
6986
  """
6987
6987
  Creates a universe for the constituents of the provided index_symbol
6988
6988