quantconnect-stubs 17411__py3-none-any.whl → 17413__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- Common/Data/Consolidators/__init__.pyi +1 -1
- QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
- QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
- QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
- QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
- QuantConnect/Algorithm/__init__.pyi +308 -308
- QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +10 -10
- QuantConnect/Api/Serialization/__init__.pyi +1 -3
- QuantConnect/Api/__init__.pyi +3 -5
- QuantConnect/Benchmarks/__init__.pyi +1 -1
- QuantConnect/Brokerages/Authentication/__init__.pyi +1 -2
- QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
- QuantConnect/Brokerages/__init__.pyi +11 -11
- QuantConnect/Commands/__init__.pyi +3 -2
- QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
- QuantConnect/Data/Common/__init__.pyi +1 -1
- QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
- QuantConnect/Data/Fundamental/__init__.pyi +11 -12
- QuantConnect/Data/Market/__init__.pyi +42 -42
- QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
- QuantConnect/Data/__init__.pyi +43 -44
- QuantConnect/DataSource/__init__.pyi +741 -7
- QuantConnect/Indicators/__init__.pyi +101 -100
- QuantConnect/Interfaces/__init__.pyi +22 -22
- QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
- QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
- QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
- QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
- QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
- QuantConnect/Notifications/__init__.pyi +1 -3
- QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
- QuantConnect/Orders/__init__.pyi +26 -28
- QuantConnect/Python/__init__.pyi +1 -1
- QuantConnect/Report/__init__.pyi +3 -5
- QuantConnect/Research/__init__.pyi +17 -16
- QuantConnect/Scheduling/__init__.pyi +17 -17
- QuantConnect/Securities/Cfd/__init__.pyi +2 -2
- QuantConnect/Securities/Crypto/__init__.pyi +2 -2
- QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
- QuantConnect/Securities/Equity/__init__.pyi +1 -1
- QuantConnect/Securities/Forex/__init__.pyi +1 -1
- QuantConnect/Securities/Future/__init__.pyi +8 -8
- QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
- QuantConnect/Securities/Index/__init__.pyi +2 -2
- QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
- QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
- QuantConnect/Securities/Option/__init__.pyi +54 -54
- QuantConnect/Securities/Positions/__init__.pyi +6 -6
- QuantConnect/Securities/__init__.pyi +79 -80
- QuantConnect/Statistics/__init__.pyi +2 -2
- QuantConnect/Util/__init__.pyi +36 -37
- QuantConnect/__init__.pyi +66 -68
- System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
- System/ComponentModel/__init__.pyi +1 -1
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/METADATA +1 -1
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/RECORD +58 -58
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/WHEEL +0 -0
- {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/top_level.txt +0 -0
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@@ -125,7 +125,7 @@ class BaseContract(System.Object, QuantConnect.Data.ISymbolProvider, metaclass=a
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def ask_size(self, value: int) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
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"""
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Initializes a new instance of the BaseContract class
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@@ -167,7 +167,7 @@ class Delisting(QuantConnect.Data.BaseData):
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@overload
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], price: float, type: QuantConnect.DelistingType) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], price: float, type: QuantConnect.DelistingType) -> None:
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"""
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Initializes a new instance of the Delisting class
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@@ -476,7 +476,7 @@ class OptionChain(QuantConnect.Data.Market.BaseChain[QuantConnect.Data.Market.Op
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"""
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@overload
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def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
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def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
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"""
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Initializes a new instance of the OptionChain class
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@@ -487,7 +487,7 @@ class OptionChain(QuantConnect.Data.Market.BaseChain[QuantConnect.Data.Market.Op
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@overload
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def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.OptionUniverse], symbol_properties: QuantConnect.Securities.SymbolProperties, flatten: bool = True) -> None:
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def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.OptionUniverse], symbol_properties: QuantConnect.Securities.SymbolProperties, flatten: bool = True) -> None:
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"""
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Initializes a new option chain for a list of contracts as OptionUniverse instances
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@@ -709,7 +709,7 @@ class TradeBar(QuantConnect.Data.BaseData, QuantConnect.Data.Market.IBaseDataBar
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open: float, high: float, low: float, close: float, volume: float, period: typing.Optional[datetime.timedelta] = None) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open: float, high: float, low: float, close: float, volume: float, period: typing.Optional[datetime.timedelta] = None) -> None:
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"""
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Initialize Trade Bar with OHLC Values:
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bid: float, ask: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bid: float, ask: float) -> None:
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"""
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Constructor for a FOREX tick where there is no last sale price. The volume in FX is so high its rare to find FX trade data.
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To fake this the tick contains bid-ask prices and the last price is the midpoint.
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open_interest: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open_interest: float) -> None:
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"""
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Initializes a new instance of the Tick class to TickType.OPEN_INTEREST.
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], last: float, bid: float, ask: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], last: float, bid: float, ask: float) -> None:
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"""
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Initializer for a last-trade equity tick with bid or ask prices.
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: str, quantity: float, price: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: str, quantity: float, price: float) -> None:
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"""
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Trade tick type constructor
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: QuantConnect.Exchange, quantity: float, price: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: QuantConnect.Exchange, quantity: float, price: float) -> None:
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"""
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Trade tick type constructor
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: str, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: str, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
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"""
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Quote tick type constructor
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
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"""
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Quote tick type constructor
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: QuantConnect.Exchange, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: QuantConnect.Exchange, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
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"""
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], line: str) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], line: str) -> None:
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"""
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Constructor for QuantConnect FXCM Data source:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
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Constructor for QuantConnect tick data
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bid: QuantConnect.Data.Market.IBar, last_bid_size: float, ask: QuantConnect.Data.Market.IBar, last_ask_size: float, period: typing.Optional[datetime.timedelta] = None) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bid: QuantConnect.Data.Market.IBar, last_bid_size: float, ask: QuantConnect.Data.Market.IBar, last_ask_size: float, period: typing.Optional[datetime.timedelta] = None) -> None:
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Initialize Quote Bar with Bid(OHLC) and Ask(OHLC) Values:
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def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], data_type: QuantConnect.MarketDataType, flatten: bool = True) -> None:
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def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], data_type: QuantConnect.MarketDataType, flatten: bool = True) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], price: float, split_factor: float, type: QuantConnect.SplitType) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], price: float, split_factor: float, type: QuantConnect.SplitType) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, volume: float) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, volume: float) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float) -> None:
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"""
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Initializes a new instance of the RenkoBar class with the specified values
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def __init__(self, requested_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], old_symbol: str, new_symbol: str) -> None:
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def __init__(self, requested_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], old_symbol: str, new_symbol: str) -> None:
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"""
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Initializes a new instance of the SymbolChangedEvent
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
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"""
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Initializes a new instance of the FuturesContract class
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"""
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def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
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def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
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"""
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Initializes a new instance of the FuturesChain class
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@overload
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def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.FutureUniverse], flatten: bool = True) -> None:
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def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.FutureUniverse], flatten: bool = True) -> None:
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"""
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Initializes a new instance of the FuturesChain class
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@overload
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open_interest: float) -> None:
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def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open_interest: float) -> None:
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"""
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Initializes a new instance of the OpenInterest class with data
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@overload
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def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
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def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
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"""
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Constructor for QuantConnect open interest data
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@overload
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], distribution: float, reference_price: float) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], distribution: float, reference_price: float) -> None:
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"""
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Initializes a new instance of the Dividend class
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class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.OptionChain, QuantConnect.Data.Market.OptionContract, QuantConnect.Data.Market.OptionContracts]):
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"""Collection of OptionChain keyed by canonical option symbol"""
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def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Market.OptionChain:
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def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Market.OptionChain:
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"""Gets or sets the OptionChain for the symbol, converting to canonical if needed."""
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...
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@@ -2568,11 +2568,11 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
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"""Creates a new instance of the OptionChains dictionary"""
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def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Data.Market.OptionChain) -> None:
|
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+
def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Data.Market.OptionChain) -> None:
|
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"""Gets or sets the OptionChain for the symbol, converting to canonical if needed."""
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...
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def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Data.Market.OptionChain) -> None:
|
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+
def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Data.Market.OptionChain) -> None:
|
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"""Adds the specified symbol and chain to the dictionary, converting to canonical if needed."""
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...
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@@ -2580,7 +2580,7 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
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"""Determines if the dictionary contains the specific key-value pair, converting key to canonical if needed."""
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def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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+
def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
|
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"""
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Checks if an OptionChain exists for the given symbol.
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Converts to the canonical option symbol first if needed.
|
|
@@ -2588,7 +2588,7 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
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...
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@overload
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def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
|
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+
def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
|
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"""Removes the element with the specified key, converting to canonical if needed."""
|
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...
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@@ -2597,7 +2597,7 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
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"""Removes the specific key-value pair, converting key to canonical if needed."""
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...
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def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Optional[QuantConnect.Data.Market.OptionChain]) -> typing.Tuple[bool, QuantConnect.Data.Market.OptionChain]:
|
|
2600
|
+
def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Optional[QuantConnect.Data.Market.OptionChain]) -> typing.Tuple[bool, QuantConnect.Data.Market.OptionChain]:
|
|
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"""
|
|
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Tries to get the OptionChain for the given symbol.
|
|
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Converts to the canonical option symbol if needed before attempting retrieval.
|
|
@@ -2705,7 +2705,7 @@ class DataDictionary(typing.Generic[QuantConnect_Data_Market_DataDictionary_T],
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|
"""
|
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|
...
|
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|
|
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|
-
def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect_Data_Market_DataDictionary_T:
|
|
2708
|
+
def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect_Data_Market_DataDictionary_T:
|
|
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|
"""Gets or sets the element with the specified key."""
|
|
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|
...
|
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|
|
|
@@ -2737,12 +2737,12 @@ class DataDictionary(typing.Generic[QuantConnect_Data_Market_DataDictionary_T],
|
|
|
2737
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|
def __iter__(self) -> typing.Iterator[System.Collections.Generic.KeyValuePair[QuantConnect.Symbol, QuantConnect_Data_Market_DataDictionary_T]]:
|
|
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|
...
|
|
2739
2739
|
|
|
2740
|
-
def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
|
|
2740
|
+
def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
|
|
2741
2741
|
"""Gets or sets the element with the specified key."""
|
|
2742
2742
|
...
|
|
2743
2743
|
|
|
2744
2744
|
@overload
|
|
2745
|
-
def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
|
|
2745
|
+
def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
|
|
2746
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|
"""
|
|
2747
2747
|
Adds an element with the provided key and value to the dictionary
|
|
2748
2748
|
|
|
@@ -2780,12 +2780,12 @@ class DataDictionary(typing.Generic[QuantConnect_Data_Market_DataDictionary_T],
|
|
|
2780
2780
|
"""
|
|
2781
2781
|
...
|
|
2782
2782
|
|
|
2783
|
-
def get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect_Data_Market_DataDictionary_T:
|
|
2783
|
+
def get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect_Data_Market_DataDictionary_T:
|
|
2784
2784
|
"""Gets the value associated with the specified key."""
|
|
2785
2785
|
...
|
|
2786
2786
|
|
|
2787
2787
|
@overload
|
|
2788
|
-
def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
|
|
2788
|
+
def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
|
|
2789
2789
|
"""
|
|
2790
2790
|
Removes the value with the specified key
|
|
2791
2791
|
|
|
@@ -2828,7 +2828,7 @@ class RangeBar(QuantConnect.Data.Market.TradeBar):
|
|
|
2828
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|
...
|
|
2829
2829
|
|
|
2830
2830
|
@overload
|
|
2831
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], end_time: typing.Union[datetime.datetime, datetime.date], range_size: float, open: float, high: typing.Optional[float] = None, low: typing.Optional[float] = None, close: typing.Optional[float] = None, volume: float = 0) -> None:
|
|
2831
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], end_time: typing.Union[datetime.datetime, datetime.date], range_size: float, open: float, high: typing.Optional[float] = None, low: typing.Optional[float] = None, close: typing.Optional[float] = None, volume: float = 0) -> None:
|
|
2832
2832
|
"""
|
|
2833
2833
|
Initializes a new instance of the RangeBar class with the specified values
|
|
2834
2834
|
|
|
@@ -2876,7 +2876,7 @@ class VolumeRenkoBar(QuantConnect.Data.Market.BaseRenkoBar):
|
|
|
2876
2876
|
...
|
|
2877
2877
|
|
|
2878
2878
|
@overload
|
|
2879
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float, volume: float) -> None:
|
|
2879
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float, volume: float) -> None:
|
|
2880
2880
|
"""
|
|
2881
2881
|
Initializes a new instance of the VolumeRenkoBar class with the specified values
|
|
2882
2882
|
|
|
@@ -2984,7 +2984,7 @@ class Session(QuantConnect.Indicators.RollingWindow[QuantConnect.Data.Market.Ses
|
|
|
2984
2984
|
def size(self, value: int) -> None:
|
|
2985
2985
|
...
|
|
2986
2986
|
|
|
2987
|
-
def __init__(self, tick_type: QuantConnect.TickType, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], size: int = 0) -> None:
|
|
2987
|
+
def __init__(self, tick_type: QuantConnect.TickType, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], size: int = 0) -> None:
|
|
2988
2988
|
"""
|
|
2989
2989
|
Initializes a new instance of the Session class
|
|
2990
2990
|
|
|
@@ -229,7 +229,7 @@ class BaseDataCollection(QuantConnect.Data.BaseData, typing.Iterable[QuantConnec
|
|
|
229
229
|
...
|
|
230
230
|
|
|
231
231
|
@overload
|
|
232
|
-
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data: typing.List[QuantConnect.Data.BaseData] = None) -> None:
|
|
232
|
+
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data: typing.List[QuantConnect.Data.BaseData] = None) -> None:
|
|
233
233
|
"""
|
|
234
234
|
Initializes a new instance of the BaseDataCollection class
|
|
235
235
|
|
|
@@ -240,7 +240,7 @@ class BaseDataCollection(QuantConnect.Data.BaseData, typing.Iterable[QuantConnec
|
|
|
240
240
|
...
|
|
241
241
|
|
|
242
242
|
@overload
|
|
243
|
-
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data: typing.List[QuantConnect.Data.BaseData] = None, underlying: QuantConnect.Data.BaseData = None, filtered_contracts: System.Collections.Generic.HashSet[QuantConnect.Symbol] = None) -> None:
|
|
243
|
+
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data: typing.List[QuantConnect.Data.BaseData] = None, underlying: QuantConnect.Data.BaseData = None, filtered_contracts: System.Collections.Generic.HashSet[QuantConnect.Symbol] = None) -> None:
|
|
244
244
|
"""
|
|
245
245
|
Initializes a new instance of the BaseDataCollection class
|
|
246
246
|
|
|
@@ -254,7 +254,7 @@ class BaseDataCollection(QuantConnect.Data.BaseData, typing.Iterable[QuantConnec
|
|
|
254
254
|
...
|
|
255
255
|
|
|
256
256
|
@overload
|
|
257
|
-
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data: typing.List[QuantConnect.Data.BaseData], underlying: QuantConnect.Data.BaseData, filtered_contracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]) -> None:
|
|
257
|
+
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data: typing.List[QuantConnect.Data.BaseData], underlying: QuantConnect.Data.BaseData, filtered_contracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]) -> None:
|
|
258
258
|
"""
|
|
259
259
|
Initializes a new instance of the BaseDataCollection class
|
|
260
260
|
|
|
@@ -268,7 +268,7 @@ class BaseDataCollection(QuantConnect.Data.BaseData, typing.Iterable[QuantConnec
|
|
|
268
268
|
...
|
|
269
269
|
|
|
270
270
|
@overload
|
|
271
|
-
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], underlying: QuantConnect.Data.BaseData, filtered_contracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]) -> None:
|
|
271
|
+
def __init__(self, time: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], underlying: QuantConnect.Data.BaseData, filtered_contracts: System.Collections.Generic.HashSet[QuantConnect.Symbol]) -> None:
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"""
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Helper method to create an instance without setting the data list
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"""
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def contains_member(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
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+
def contains_member(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
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"""
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Determines whether or not the specified symbol is currently a member of this universe
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@@ -550,7 +550,7 @@ class Universe(System.Object, System.IDisposable, metaclass=abc.ABCMeta):
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"""
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-
def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], algorithm: QuantConnect.Interfaces.IAlgorithm, market_hours_database: QuantConnect.Securities.MarketHoursDatabase, symbol_properties_database: QuantConnect.Securities.SymbolPropertiesDatabase) -> QuantConnect.Securities.Security:
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+
def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], algorithm: QuantConnect.Interfaces.IAlgorithm, market_hours_database: QuantConnect.Securities.MarketHoursDatabase, symbol_properties_database: QuantConnect.Securities.SymbolPropertiesDatabase) -> QuantConnect.Securities.Security:
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"""
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Creates and configures a security for the specified symbol
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@staticmethod
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def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.SubscriptionDataConfig:
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+
def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.SubscriptionDataConfig:
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"""
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Creates a CryptoUniverse subscription configuration for the selected Crypto market
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@@ -747,7 +747,7 @@ class UniverseDecorator(QuantConnect.Data.UniverseSelection.Universe, metaclass=
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"""
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-
def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], algorithm: QuantConnect.Interfaces.IAlgorithm, market_hours_database: QuantConnect.Securities.MarketHoursDatabase, symbol_properties_database: QuantConnect.Securities.SymbolPropertiesDatabase) -> QuantConnect.Securities.Security:
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+
def create_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], algorithm: QuantConnect.Interfaces.IAlgorithm, market_hours_database: QuantConnect.Securities.MarketHoursDatabase, symbol_properties_database: QuantConnect.Securities.SymbolPropertiesDatabase) -> QuantConnect.Securities.Security:
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"""
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Creates and configures a security for the specified symbol
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@@ -871,7 +871,7 @@ class FundamentalUniverseFactory(QuantConnect.Data.UniverseSelection.Universe):
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...
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@overload
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-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.Fundamental]], typing.List[QuantConnect.Symbol]]) -> None:
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+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.Fundamental]], typing.List[QuantConnect.Symbol]]) -> None:
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"""
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Initializes a new instance of the FundamentalUniverseFactory class
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@@ -882,7 +882,7 @@ class FundamentalUniverseFactory(QuantConnect.Data.UniverseSelection.Universe):
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...
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@staticmethod
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-
def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.SubscriptionDataConfig:
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+
def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.SubscriptionDataConfig:
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"""
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Creates a Fundamental.Fundamental subscription configuration for the US-equity market
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@@ -1151,7 +1151,7 @@ class CoarseFundamentalUniverse(QuantConnect.Data.UniverseSelection.Universe):
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...
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@overload
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-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Any) -> None:
|
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1154
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+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Any) -> None:
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"""
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Initializes a new instance of the CoarseFundamentalUniverse class
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@@ -1172,7 +1172,7 @@ class CoarseFundamentalUniverse(QuantConnect.Data.UniverseSelection.Universe):
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...
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@overload
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-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]]) -> None:
|
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+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.CoarseFundamental]], typing.List[QuantConnect.Symbol]]) -> None:
|
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"""
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Initializes a new instance of the CoarseFundamentalUniverse class
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@@ -1183,7 +1183,7 @@ class CoarseFundamentalUniverse(QuantConnect.Data.UniverseSelection.Universe):
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...
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@staticmethod
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-
def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.SubscriptionDataConfig:
|
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|
+
def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.SubscriptionDataConfig:
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"""
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Creates a CoarseFundamental subscription configuration for the US-equity market
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@@ -1348,7 +1348,7 @@ class FineFundamentalUniverse(QuantConnect.Data.UniverseSelection.Universe):
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...
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@overload
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-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> None:
|
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1351
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, selector: typing.Callable[[typing.List[QuantConnect.Data.Fundamental.FineFundamental]], typing.List[QuantConnect.Symbol]]) -> None:
|
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"""
|
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Initializes a new instance of the FineFundamentalUniverse class
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@@ -1359,7 +1359,7 @@ class FineFundamentalUniverse(QuantConnect.Data.UniverseSelection.Universe):
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...
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@staticmethod
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|
-
def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.SubscriptionDataConfig:
|
|
1362
|
+
def create_configuration(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.SubscriptionDataConfig:
|
|
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|
"""
|
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|
Creates a FineFundamental subscription configuration for the US-equity market
|
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@@ -1720,7 +1720,7 @@ class BaseChainUniverseData(QuantConnect.Data.UniverseSelection.BaseDataCollecti
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...
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|
@overload
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|
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|
-
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], csv: str) -> None:
|
|
1723
|
+
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], csv: str) -> None:
|
|
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|
"""
|
|
1725
1725
|
Creates a new instance of the BaseChainUniverseData class
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@@ -1795,7 +1795,7 @@ class OptionUniverse(QuantConnect.Data.UniverseSelection.BaseChainUniverseData):
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...
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|
@overload
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|
1798
|
-
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], csv: str) -> None:
|
|
1798
|
+
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], csv: str) -> None:
|
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"""Creates a new instance of the OptionUniverse class"""
|
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1800
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|
...
|
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1801
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@@ -1924,7 +1924,7 @@ class ConstituentsUniverse(typing.Generic[QuantConnect_Data_UniverseSelection_Co
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|
"""
|
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|
@overload
|
|
1927
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Any = None) -> None:
|
|
1927
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Any = None) -> None:
|
|
1928
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|
"""
|
|
1929
1929
|
Creates a new instance of the ConstituentsUniverse
|
|
1930
1930
|
|
|
@@ -1946,7 +1946,7 @@ class ConstituentsUniverse(typing.Generic[QuantConnect_Data_UniverseSelection_Co
|
|
|
1946
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|
...
|
|
1947
1947
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|
|
1948
1948
|
@overload
|
|
1949
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, filter_func: typing.Any) -> None:
|
|
1949
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, filter_func: typing.Any) -> None:
|
|
1950
1950
|
"""
|
|
1951
1951
|
Creates a new instance of the ConstituentsUniverse
|
|
1952
1952
|
|
|
@@ -1957,7 +1957,7 @@ class ConstituentsUniverse(typing.Generic[QuantConnect_Data_UniverseSelection_Co
|
|
|
1957
1957
|
...
|
|
1958
1958
|
|
|
1959
1959
|
@overload
|
|
1960
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Callable[[typing.List[QuantConnect_Data_UniverseSelection_ConstituentsUniverse_T]], typing.List[QuantConnect.Symbol]] = None) -> None:
|
|
1960
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Callable[[typing.List[QuantConnect_Data_UniverseSelection_ConstituentsUniverse_T]], typing.List[QuantConnect.Symbol]] = None) -> None:
|
|
1961
1961
|
"""
|
|
1962
1962
|
Creates a new instance of the ConstituentsUniverse
|
|
1963
1963
|
|
|
@@ -1979,7 +1979,7 @@ class ConstituentsUniverse(typing.Generic[QuantConnect_Data_UniverseSelection_Co
|
|
|
1979
1979
|
...
|
|
1980
1980
|
|
|
1981
1981
|
@overload
|
|
1982
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ConstituentsUniverseData]], typing.List[QuantConnect.Symbol]]) -> None:
|
|
1982
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, filter_func: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ConstituentsUniverseData]], typing.List[QuantConnect.Symbol]]) -> None:
|
|
1983
1983
|
"""
|
|
1984
1984
|
Creates a new instance of the ConstituentsUniverse
|
|
1985
1985
|
|
|
@@ -1990,7 +1990,7 @@ class ConstituentsUniverse(typing.Generic[QuantConnect_Data_UniverseSelection_Co
|
|
|
1990
1990
|
...
|
|
1991
1991
|
|
|
1992
1992
|
@overload
|
|
1993
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> None:
|
|
1993
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings) -> None:
|
|
1994
1994
|
"""
|
|
1995
1995
|
Creates a new instance of the ConstituentsUniverse
|
|
1996
1996
|
|
|
@@ -2004,7 +2004,7 @@ class ETFConstituentsUniverseFactory(QuantConnect.Data.UniverseSelection.Constit
|
|
|
2004
2004
|
"""Creates a universe based on an ETF's holdings at a given date"""
|
|
2005
2005
|
|
|
2006
2006
|
@overload
|
|
2007
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Any) -> None:
|
|
2007
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Any) -> None:
|
|
2008
2008
|
"""
|
|
2009
2009
|
Creates a new universe for the constituents of the ETF provided as symbol
|
|
2010
2010
|
|
|
@@ -2015,7 +2015,7 @@ class ETFConstituentsUniverseFactory(QuantConnect.Data.UniverseSelection.Constit
|
|
|
2015
2015
|
...
|
|
2016
2016
|
|
|
2017
2017
|
@overload
|
|
2018
|
-
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]] = None) -> None:
|
|
2018
|
+
def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, constituents_filter: typing.Callable[[typing.List[QuantConnect.Data.UniverseSelection.ETFConstituentUniverse]], typing.List[QuantConnect.Symbol]] = None) -> None:
|
|
2019
2019
|
"""
|
|
2020
2020
|
Creates a new universe for the constituents of the ETF provided as symbol
|
|
2021
2021
|
|
|
@@ -2075,7 +2075,7 @@ class UserDefinedUniverse(QuantConnect.Data.UniverseSelection.Universe, System.C
|
|
|
2075
2075
|
...
|
|
2076
2076
|
|
|
2077
2077
|
@overload
|
|
2078
|
-
def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
|
|
2078
|
+
def add(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
|
|
2079
2079
|
"""
|
|
2080
2080
|
Adds the specified Symbol to this universe
|
|
2081
2081
|
|
|
@@ -2136,7 +2136,7 @@ class UserDefinedUniverse(QuantConnect.Data.UniverseSelection.Universe, System.C
|
|
|
2136
2136
|
"""
|
|
2137
2137
|
...
|
|
2138
2138
|
|
|
2139
|
-
def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
|
|
2139
|
+
def remove(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
|
|
2140
2140
|
"""
|
|
2141
2141
|
Removes the specified Symbol from this universe
|
|
2142
2142
|
|
|
@@ -2518,7 +2518,7 @@ class FutureUniverse(QuantConnect.Data.UniverseSelection.BaseChainUniverseData):
|
|
|
2518
2518
|
...
|
|
2519
2519
|
|
|
2520
2520
|
@overload
|
|
2521
|
-
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], csv: str) -> None:
|
|
2521
|
+
def __init__(self, date: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], csv: str) -> None:
|
|
2522
2522
|
"""Creates a new instance of the FutureUniverse class"""
|
|
2523
2523
|
...
|
|
2524
2524
|
|
|
@@ -2616,12 +2616,12 @@ class ContinuousContractUniverse(QuantConnect.Data.UniverseSelection.Universe, Q
|
|
|
2616
2616
|
...
|
|
2617
2617
|
|
|
2618
2618
|
@staticmethod
|
|
2619
|
-
def add_configurations(subscription_service: QuantConnect.Interfaces.ISubscriptionDataConfigService, universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
|
|
2619
|
+
def add_configurations(subscription_service: QuantConnect.Interfaces.ISubscriptionDataConfigService, universe_settings: QuantConnect.Data.UniverseSelection.UniverseSettings, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.List[QuantConnect.Data.SubscriptionDataConfig]:
|
|
2620
2620
|
"""Helper method to add and get the required configurations associated with a continuous universe"""
|
|
2621
2621
|
...
|
|
2622
2622
|
|
|
2623
2623
|
@staticmethod
|
|
2624
|
-
def create_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Symbol:
|
|
2624
|
+
def create_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Symbol:
|
|
2625
2625
|
"""
|
|
2626
2626
|
Creates a continuous universe symbol
|
|
2627
2627
|
|