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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@@ -12,17 +12,18 @@ import QuantConnect.Data.Market
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import QuantConnect.Data.UniverseSelection
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import QuantConnect.DataSource
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import QuantConnect.Orders
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import QuantConnect.Securities
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import QuantConnect.Util
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import System
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import System.Collections.Generic
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-
JsonConverter = typing.Any
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QuantConnect_DataSource_BrainStockRanking3Day = typing.Any
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QuantConnect_DataSource_BrainSentimentIndicator7Day = typing.Any
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QuantConnect_DataSource_BrainStockRanking10Day = typing.Any
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QuantConnect_DataSource_BrainCompanyFilingLanguageMetricsUniverseAll = typing.Any
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QuantConnect_DataSource_BrainStockRanking2Day = typing.Any
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QuantConnect_DataSource_BrainCompanyFilingLanguageMetricsUniverse10K = typing.Any
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QuantConnect_DataSource_BrainLanguageMetricsEarningsCalls = typing.Any
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QuantConnect_DataSource_BrainStockRanking21Day = typing.Any
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QuantConnect_DataSource_BrainCompanyFilingLanguageMetricsAll = typing.Any
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QuantConnect_DataSource_BrainSentimentIndicator30Day = typing.Any
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@@ -30,6 +31,7 @@ QuantConnect_DataSource_BrainStockRanking5Day = typing.Any
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QuantConnect_DataSource_BrainCompanyFilingLanguageMetrics10K = typing.Any
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QuantConnect_DataSource_BrainStockRankingBase_T = typing.TypeVar("QuantConnect_DataSource_BrainStockRankingBase_T")
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QuantConnect_DataSource_BrainLanguageMetricsEarningsCallsBase_T = typing.TypeVar("QuantConnect_DataSource_BrainLanguageMetricsEarningsCallsBase_T")
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QuantConnect_DataSource_BrainCompanyFilingLanguageMetricsBase_T = typing.TypeVar("QuantConnect_DataSource_BrainCompanyFilingLanguageMetricsBase_T")
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QuantConnect_DataSource_BrainSentimentIndicatorBase_T = typing.TypeVar("QuantConnect_DataSource_BrainSentimentIndicatorBase_T")
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QuantConnect_DataSource_BrainCompanyFilingLanguageMetricsUniverse_T = typing.TypeVar("QuantConnect_DataSource_BrainCompanyFilingLanguageMetricsUniverse_T")
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@@ -11665,7 +11667,7 @@ class TradingEconomicsIndicator(QuantConnect.Data.BaseData):
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...
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class TradingEconomicsDateTimeConverter
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class TradingEconomicsDateTimeConverter:
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"""DateTime JSON Converter that handles null value"""
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def can_convert(self, object_type: typing.Type) -> bool:
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@@ -13525,7 +13527,7 @@ class BenzingaNews(QuantConnect.Data.IndexedBaseData):
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class BenzingaNewsJsonConverter
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class BenzingaNewsJsonConverter:
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"""
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Helper json converter class used to convert Benzinga news data
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into BenzingaNews
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@@ -13546,7 +13548,7 @@ class BenzingaNewsJsonConverter(JsonConverter):
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a different company not associated with the ticker being referenced.
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"""
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, live_mode: bool = False) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, live_mode: bool = False) -> None:
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"""
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Creates a new instance of the json converter
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@@ -16922,7 +16924,7 @@ class TiingoSymbolMapper(System.Object):
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...
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@staticmethod
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def get_tiingo_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
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def get_tiingo_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
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"""Maps a given Symbol instance to it's Tiingo equivalent"""
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...
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...
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class TiingoNewsJsonConverter
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class TiingoNewsJsonConverter:
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"""
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Helper json converter class used to convert a list of Tiingo news data
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into List{TiingoNews}
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"""
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> None:
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def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> None:
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"""
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Creates a new instance of the json converter
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@@ -19830,6 +19832,124 @@ class BrainCompanyFilingLanguageMetrics(System.Object):
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...
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class BrainWikipediaPageViews(QuantConnect.Data.BaseData):
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"""
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Brain Wikipedia Page Views (BWPV)
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The dataset monitors Wikipedia page views and "buzz" metrics for
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the top ~1000 US companies. It provides the raw views and buzz
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scores over different horizons (1, 7, and 30 days).
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"""
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@property
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def number_views_1(self) -> typing.Optional[float]:
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"""Raw number of views for the past day"""
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...
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@number_views_1.setter
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def number_views_1(self, value: typing.Optional[float]) -> None:
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@property
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def buzz_1(self) -> typing.Optional[float]:
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""""Buzz" metric over the past day"""
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@buzz_1.setter
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def buzz_1(self, value: typing.Optional[float]) -> None:
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@property
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def number_views_7(self) -> typing.Optional[float]:
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"""Raw number of views over the past 7 days"""
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@number_views_7.setter
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def number_views_7(self, value: typing.Optional[float]) -> None:
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@property
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def buzz_7(self) -> typing.Optional[float]:
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""""Buzz" metric over the past 7 days"""
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def buzz_7(self, value: typing.Optional[float]) -> None:
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@property
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def number_views_30(self) -> typing.Optional[float]:
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"""Raw number of views over the past 30 days"""
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def number_views_30(self, value: typing.Optional[float]) -> None:
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def buzz_30(self) -> typing.Optional[float]:
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""""Buzz" metric over the past 30 days"""
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def buzz_30(self, value: typing.Optional[float]) -> None:
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def clone(self) -> QuantConnect.Data.BaseData:
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"""Clones this instance"""
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def data_time_zone(self) -> typing.Any:
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def default_resolution(self) -> QuantConnect.Resolution:
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"""Gets the default resolution (daily)"""
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def get_source(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, is_live_mode: bool) -> QuantConnect.Data.SubscriptionDataSource:
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"""
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Returns the path to the daily data file for a given symbol and month.
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Folder structure (Option A):
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alternative/brain/bwpv/{yyyyMM}/{symbol}.csv
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Each file contains multiple daily rows for the given symbol and month.
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"""
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def is_sparse_data(self) -> bool:
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def reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, is_live_mode: bool) -> QuantConnect.Data.BaseData:
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"""
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File format (per line):
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0: yyyyMMdd (data date)
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1: NumberViews1
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2: Buzz1
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4: Buzz7
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6: Buzz30
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"""
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def requires_mapping(self) -> bool:
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def supported_resolutions(self) -> typing.List[QuantConnect.Resolution]:
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def to_string(self) -> str:
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class BrainStockRankingBase(typing.Generic[QuantConnect_DataSource_BrainStockRankingBase_T], QuantConnect.Data.BaseData):
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"""Brain sentiment on 10-K/10-Q SEC reports"""
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class BrainLanguageMetricsEarningsCallsBase(typing.Generic[QuantConnect_DataSource_BrainLanguageMetricsEarningsCallsBase_T], QuantConnect.Data.BaseData, metaclass=abc.ABCMeta):
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"""
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Base class for Brain Language Metrics on Earnings Calls (metrics-only version).
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"""
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@property
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def last_transcript_date(self) -> datetime.datetime:
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def last_transcript_date(self, value: datetime.datetime) -> None:
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def last_transcript_quarter(self) -> typing.Optional[int]:
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def last_transcript_quarter(self, value: typing.Optional[int]) -> None:
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def last_transcript_year(self) -> typing.Optional[int]:
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def last_transcript_year(self, value: typing.Optional[int]) -> None:
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@property
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def md_n_characters(self) -> typing.Optional[float]:
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def md_n_characters(self, value: typing.Optional[float]) -> None:
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def md_sentiment(self) -> typing.Optional[float]:
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def md_sentiment(self, value: typing.Optional[float]) -> None:
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def md_score_uncertainty(self) -> typing.Optional[float]:
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@md_score_uncertainty.setter
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def md_score_uncertainty(self, value: typing.Optional[float]) -> None:
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|
+
@property
|
|
20117
|
+
def md_score_litigious(self) -> typing.Optional[float]:
|
|
20118
|
+
...
|
|
20119
|
+
|
|
20120
|
+
@md_score_litigious.setter
|
|
20121
|
+
def md_score_litigious(self, value: typing.Optional[float]) -> None:
|
|
20122
|
+
...
|
|
20123
|
+
|
|
20124
|
+
@property
|
|
20125
|
+
def md_score_constraining(self) -> typing.Optional[float]:
|
|
20126
|
+
...
|
|
20127
|
+
|
|
20128
|
+
@md_score_constraining.setter
|
|
20129
|
+
def md_score_constraining(self, value: typing.Optional[float]) -> None:
|
|
20130
|
+
...
|
|
20131
|
+
|
|
20132
|
+
@property
|
|
20133
|
+
def md_readability(self) -> typing.Optional[float]:
|
|
20134
|
+
...
|
|
20135
|
+
|
|
20136
|
+
@md_readability.setter
|
|
20137
|
+
def md_readability(self, value: typing.Optional[float]) -> None:
|
|
20138
|
+
...
|
|
20139
|
+
|
|
20140
|
+
@property
|
|
20141
|
+
def md_lexical_richness(self) -> typing.Optional[float]:
|
|
20142
|
+
...
|
|
20143
|
+
|
|
20144
|
+
@md_lexical_richness.setter
|
|
20145
|
+
def md_lexical_richness(self, value: typing.Optional[float]) -> None:
|
|
20146
|
+
...
|
|
20147
|
+
|
|
20148
|
+
@property
|
|
20149
|
+
def md_lexical_density(self) -> typing.Optional[float]:
|
|
20150
|
+
...
|
|
20151
|
+
|
|
20152
|
+
@md_lexical_density.setter
|
|
20153
|
+
def md_lexical_density(self, value: typing.Optional[float]) -> None:
|
|
20154
|
+
...
|
|
20155
|
+
|
|
20156
|
+
@property
|
|
20157
|
+
def md_specific_density(self) -> typing.Optional[float]:
|
|
20158
|
+
...
|
|
20159
|
+
|
|
20160
|
+
@md_specific_density.setter
|
|
20161
|
+
def md_specific_density(self, value: typing.Optional[float]) -> None:
|
|
20162
|
+
...
|
|
20163
|
+
|
|
20164
|
+
@property
|
|
20165
|
+
def aq_n_characters(self) -> typing.Optional[float]:
|
|
20166
|
+
...
|
|
20167
|
+
|
|
20168
|
+
@aq_n_characters.setter
|
|
20169
|
+
def aq_n_characters(self, value: typing.Optional[float]) -> None:
|
|
20170
|
+
...
|
|
20171
|
+
|
|
20172
|
+
@property
|
|
20173
|
+
def aq_sentiment(self) -> typing.Optional[float]:
|
|
20174
|
+
...
|
|
20175
|
+
|
|
20176
|
+
@aq_sentiment.setter
|
|
20177
|
+
def aq_sentiment(self, value: typing.Optional[float]) -> None:
|
|
20178
|
+
...
|
|
20179
|
+
|
|
20180
|
+
@property
|
|
20181
|
+
def aq_score_uncertainty(self) -> typing.Optional[float]:
|
|
20182
|
+
...
|
|
20183
|
+
|
|
20184
|
+
@aq_score_uncertainty.setter
|
|
20185
|
+
def aq_score_uncertainty(self, value: typing.Optional[float]) -> None:
|
|
20186
|
+
...
|
|
20187
|
+
|
|
20188
|
+
@property
|
|
20189
|
+
def aq_score_litigious(self) -> typing.Optional[float]:
|
|
20190
|
+
...
|
|
20191
|
+
|
|
20192
|
+
@aq_score_litigious.setter
|
|
20193
|
+
def aq_score_litigious(self, value: typing.Optional[float]) -> None:
|
|
20194
|
+
...
|
|
20195
|
+
|
|
20196
|
+
@property
|
|
20197
|
+
def aq_score_constraining(self) -> typing.Optional[float]:
|
|
20198
|
+
...
|
|
20199
|
+
|
|
20200
|
+
@aq_score_constraining.setter
|
|
20201
|
+
def aq_score_constraining(self, value: typing.Optional[float]) -> None:
|
|
20202
|
+
...
|
|
20203
|
+
|
|
20204
|
+
@property
|
|
20205
|
+
def ma_n_characters(self) -> typing.Optional[float]:
|
|
20206
|
+
...
|
|
20207
|
+
|
|
20208
|
+
@ma_n_characters.setter
|
|
20209
|
+
def ma_n_characters(self, value: typing.Optional[float]) -> None:
|
|
20210
|
+
...
|
|
20211
|
+
|
|
20212
|
+
@property
|
|
20213
|
+
def ma_sentiment(self) -> typing.Optional[float]:
|
|
20214
|
+
...
|
|
20215
|
+
|
|
20216
|
+
@ma_sentiment.setter
|
|
20217
|
+
def ma_sentiment(self, value: typing.Optional[float]) -> None:
|
|
20218
|
+
...
|
|
20219
|
+
|
|
20220
|
+
@property
|
|
20221
|
+
def ma_score_uncertainty(self) -> typing.Optional[float]:
|
|
20222
|
+
...
|
|
20223
|
+
|
|
20224
|
+
@ma_score_uncertainty.setter
|
|
20225
|
+
def ma_score_uncertainty(self, value: typing.Optional[float]) -> None:
|
|
20226
|
+
...
|
|
20227
|
+
|
|
20228
|
+
@property
|
|
20229
|
+
def ma_score_litigious(self) -> typing.Optional[float]:
|
|
20230
|
+
...
|
|
20231
|
+
|
|
20232
|
+
@ma_score_litigious.setter
|
|
20233
|
+
def ma_score_litigious(self, value: typing.Optional[float]) -> None:
|
|
20234
|
+
...
|
|
20235
|
+
|
|
20236
|
+
@property
|
|
20237
|
+
def ma_score_constraining(self) -> typing.Optional[float]:
|
|
20238
|
+
...
|
|
20239
|
+
|
|
20240
|
+
@ma_score_constraining.setter
|
|
20241
|
+
def ma_score_constraining(self, value: typing.Optional[float]) -> None:
|
|
20242
|
+
...
|
|
20243
|
+
|
|
20244
|
+
@property
|
|
20245
|
+
def ma_readability(self) -> typing.Optional[float]:
|
|
20246
|
+
...
|
|
20247
|
+
|
|
20248
|
+
@ma_readability.setter
|
|
20249
|
+
def ma_readability(self, value: typing.Optional[float]) -> None:
|
|
20250
|
+
...
|
|
20251
|
+
|
|
20252
|
+
@property
|
|
20253
|
+
def ma_lexical_richness(self) -> typing.Optional[float]:
|
|
20254
|
+
...
|
|
20255
|
+
|
|
20256
|
+
@ma_lexical_richness.setter
|
|
20257
|
+
def ma_lexical_richness(self, value: typing.Optional[float]) -> None:
|
|
20258
|
+
...
|
|
20259
|
+
|
|
20260
|
+
@property
|
|
20261
|
+
def ma_lexical_density(self) -> typing.Optional[float]:
|
|
20262
|
+
...
|
|
20263
|
+
|
|
20264
|
+
@ma_lexical_density.setter
|
|
20265
|
+
def ma_lexical_density(self, value: typing.Optional[float]) -> None:
|
|
20266
|
+
...
|
|
20267
|
+
|
|
20268
|
+
@property
|
|
20269
|
+
def ma_specific_density(self) -> typing.Optional[float]:
|
|
20270
|
+
...
|
|
20271
|
+
|
|
20272
|
+
@ma_specific_density.setter
|
|
20273
|
+
def ma_specific_density(self, value: typing.Optional[float]) -> None:
|
|
20274
|
+
...
|
|
20275
|
+
|
|
20276
|
+
@property
|
|
20277
|
+
def prev_transcript_date(self) -> typing.Optional[datetime.datetime]:
|
|
20278
|
+
...
|
|
20279
|
+
|
|
20280
|
+
@prev_transcript_date.setter
|
|
20281
|
+
def prev_transcript_date(self, value: typing.Optional[datetime.datetime]) -> None:
|
|
20282
|
+
...
|
|
20283
|
+
|
|
20284
|
+
@property
|
|
20285
|
+
def prev_transcript_quarter(self) -> typing.Optional[int]:
|
|
20286
|
+
...
|
|
20287
|
+
|
|
20288
|
+
@prev_transcript_quarter.setter
|
|
20289
|
+
def prev_transcript_quarter(self, value: typing.Optional[int]) -> None:
|
|
20290
|
+
...
|
|
20291
|
+
|
|
20292
|
+
@property
|
|
20293
|
+
def prev_transcript_year(self) -> typing.Optional[int]:
|
|
20294
|
+
...
|
|
20295
|
+
|
|
20296
|
+
@prev_transcript_year.setter
|
|
20297
|
+
def prev_transcript_year(self, value: typing.Optional[int]) -> None:
|
|
20298
|
+
...
|
|
20299
|
+
|
|
20300
|
+
@property
|
|
20301
|
+
def md_delta_perc_n_characters(self) -> typing.Optional[float]:
|
|
20302
|
+
...
|
|
20303
|
+
|
|
20304
|
+
@md_delta_perc_n_characters.setter
|
|
20305
|
+
def md_delta_perc_n_characters(self, value: typing.Optional[float]) -> None:
|
|
20306
|
+
...
|
|
20307
|
+
|
|
20308
|
+
@property
|
|
20309
|
+
def md_delta_sentiment(self) -> typing.Optional[float]:
|
|
20310
|
+
...
|
|
20311
|
+
|
|
20312
|
+
@md_delta_sentiment.setter
|
|
20313
|
+
def md_delta_sentiment(self, value: typing.Optional[float]) -> None:
|
|
20314
|
+
...
|
|
20315
|
+
|
|
20316
|
+
@property
|
|
20317
|
+
def md_delta_score_uncertainty(self) -> typing.Optional[float]:
|
|
20318
|
+
...
|
|
20319
|
+
|
|
20320
|
+
@md_delta_score_uncertainty.setter
|
|
20321
|
+
def md_delta_score_uncertainty(self, value: typing.Optional[float]) -> None:
|
|
20322
|
+
...
|
|
20323
|
+
|
|
20324
|
+
@property
|
|
20325
|
+
def md_delta_score_litigious(self) -> typing.Optional[float]:
|
|
20326
|
+
...
|
|
20327
|
+
|
|
20328
|
+
@md_delta_score_litigious.setter
|
|
20329
|
+
def md_delta_score_litigious(self, value: typing.Optional[float]) -> None:
|
|
20330
|
+
...
|
|
20331
|
+
|
|
20332
|
+
@property
|
|
20333
|
+
def md_delta_score_constraining(self) -> typing.Optional[float]:
|
|
20334
|
+
...
|
|
20335
|
+
|
|
20336
|
+
@md_delta_score_constraining.setter
|
|
20337
|
+
def md_delta_score_constraining(self, value: typing.Optional[float]) -> None:
|
|
20338
|
+
...
|
|
20339
|
+
|
|
20340
|
+
@property
|
|
20341
|
+
def md_delta_readability(self) -> typing.Optional[float]:
|
|
20342
|
+
...
|
|
20343
|
+
|
|
20344
|
+
@md_delta_readability.setter
|
|
20345
|
+
def md_delta_readability(self, value: typing.Optional[float]) -> None:
|
|
20346
|
+
...
|
|
20347
|
+
|
|
20348
|
+
@property
|
|
20349
|
+
def md_delta_lexical_richness(self) -> typing.Optional[float]:
|
|
20350
|
+
...
|
|
20351
|
+
|
|
20352
|
+
@md_delta_lexical_richness.setter
|
|
20353
|
+
def md_delta_lexical_richness(self, value: typing.Optional[float]) -> None:
|
|
20354
|
+
...
|
|
20355
|
+
|
|
20356
|
+
@property
|
|
20357
|
+
def md_delta_lexical_density(self) -> typing.Optional[float]:
|
|
20358
|
+
...
|
|
20359
|
+
|
|
20360
|
+
@md_delta_lexical_density.setter
|
|
20361
|
+
def md_delta_lexical_density(self, value: typing.Optional[float]) -> None:
|
|
20362
|
+
...
|
|
20363
|
+
|
|
20364
|
+
@property
|
|
20365
|
+
def md_delta_specific_density(self) -> typing.Optional[float]:
|
|
20366
|
+
...
|
|
20367
|
+
|
|
20368
|
+
@md_delta_specific_density.setter
|
|
20369
|
+
def md_delta_specific_density(self, value: typing.Optional[float]) -> None:
|
|
20370
|
+
...
|
|
20371
|
+
|
|
20372
|
+
@property
|
|
20373
|
+
def md_similarity_all(self) -> typing.Optional[float]:
|
|
20374
|
+
...
|
|
20375
|
+
|
|
20376
|
+
@md_similarity_all.setter
|
|
20377
|
+
def md_similarity_all(self, value: typing.Optional[float]) -> None:
|
|
20378
|
+
...
|
|
20379
|
+
|
|
20380
|
+
@property
|
|
20381
|
+
def md_similarity_positive(self) -> typing.Optional[float]:
|
|
20382
|
+
...
|
|
20383
|
+
|
|
20384
|
+
@md_similarity_positive.setter
|
|
20385
|
+
def md_similarity_positive(self, value: typing.Optional[float]) -> None:
|
|
20386
|
+
...
|
|
20387
|
+
|
|
20388
|
+
@property
|
|
20389
|
+
def md_similarity_negative(self) -> typing.Optional[float]:
|
|
20390
|
+
...
|
|
20391
|
+
|
|
20392
|
+
@md_similarity_negative.setter
|
|
20393
|
+
def md_similarity_negative(self, value: typing.Optional[float]) -> None:
|
|
20394
|
+
...
|
|
20395
|
+
|
|
20396
|
+
@property
|
|
20397
|
+
def md_similarity_uncertainty(self) -> typing.Optional[float]:
|
|
20398
|
+
...
|
|
20399
|
+
|
|
20400
|
+
@md_similarity_uncertainty.setter
|
|
20401
|
+
def md_similarity_uncertainty(self, value: typing.Optional[float]) -> None:
|
|
20402
|
+
...
|
|
20403
|
+
|
|
20404
|
+
@property
|
|
20405
|
+
def md_similarity_litigious(self) -> typing.Optional[float]:
|
|
20406
|
+
...
|
|
20407
|
+
|
|
20408
|
+
@md_similarity_litigious.setter
|
|
20409
|
+
def md_similarity_litigious(self, value: typing.Optional[float]) -> None:
|
|
20410
|
+
...
|
|
20411
|
+
|
|
20412
|
+
@property
|
|
20413
|
+
def md_similarity_constraining(self) -> typing.Optional[float]:
|
|
20414
|
+
...
|
|
20415
|
+
|
|
20416
|
+
@md_similarity_constraining.setter
|
|
20417
|
+
def md_similarity_constraining(self, value: typing.Optional[float]) -> None:
|
|
20418
|
+
...
|
|
20419
|
+
|
|
20420
|
+
@property
|
|
20421
|
+
def aq_delta_perc_n_characters(self) -> typing.Optional[float]:
|
|
20422
|
+
...
|
|
20423
|
+
|
|
20424
|
+
@aq_delta_perc_n_characters.setter
|
|
20425
|
+
def aq_delta_perc_n_characters(self, value: typing.Optional[float]) -> None:
|
|
20426
|
+
...
|
|
20427
|
+
|
|
20428
|
+
@property
|
|
20429
|
+
def aq_delta_sentiment_delta(self) -> typing.Optional[float]:
|
|
20430
|
+
...
|
|
20431
|
+
|
|
20432
|
+
@aq_delta_sentiment_delta.setter
|
|
20433
|
+
def aq_delta_sentiment_delta(self, value: typing.Optional[float]) -> None:
|
|
20434
|
+
...
|
|
20435
|
+
|
|
20436
|
+
@property
|
|
20437
|
+
def aq_delta_score_uncertainty(self) -> typing.Optional[float]:
|
|
20438
|
+
...
|
|
20439
|
+
|
|
20440
|
+
@aq_delta_score_uncertainty.setter
|
|
20441
|
+
def aq_delta_score_uncertainty(self, value: typing.Optional[float]) -> None:
|
|
20442
|
+
...
|
|
20443
|
+
|
|
20444
|
+
@property
|
|
20445
|
+
def aq_delta_score_litigious(self) -> typing.Optional[float]:
|
|
20446
|
+
...
|
|
20447
|
+
|
|
20448
|
+
@aq_delta_score_litigious.setter
|
|
20449
|
+
def aq_delta_score_litigious(self, value: typing.Optional[float]) -> None:
|
|
20450
|
+
...
|
|
20451
|
+
|
|
20452
|
+
@property
|
|
20453
|
+
def aq_delta_score_constraining(self) -> typing.Optional[float]:
|
|
20454
|
+
...
|
|
20455
|
+
|
|
20456
|
+
@aq_delta_score_constraining.setter
|
|
20457
|
+
def aq_delta_score_constraining(self, value: typing.Optional[float]) -> None:
|
|
20458
|
+
...
|
|
20459
|
+
|
|
20460
|
+
@property
|
|
20461
|
+
def aq_similarity_all(self) -> typing.Optional[float]:
|
|
20462
|
+
...
|
|
20463
|
+
|
|
20464
|
+
@aq_similarity_all.setter
|
|
20465
|
+
def aq_similarity_all(self, value: typing.Optional[float]) -> None:
|
|
20466
|
+
...
|
|
20467
|
+
|
|
20468
|
+
@property
|
|
20469
|
+
def aq_similarity_positive(self) -> typing.Optional[float]:
|
|
20470
|
+
...
|
|
20471
|
+
|
|
20472
|
+
@aq_similarity_positive.setter
|
|
20473
|
+
def aq_similarity_positive(self, value: typing.Optional[float]) -> None:
|
|
20474
|
+
...
|
|
20475
|
+
|
|
20476
|
+
@property
|
|
20477
|
+
def aq_similarity_negative(self) -> typing.Optional[float]:
|
|
20478
|
+
...
|
|
20479
|
+
|
|
20480
|
+
@aq_similarity_negative.setter
|
|
20481
|
+
def aq_similarity_negative(self, value: typing.Optional[float]) -> None:
|
|
20482
|
+
...
|
|
20483
|
+
|
|
20484
|
+
@property
|
|
20485
|
+
def ma_delta_perc_n_characters(self) -> typing.Optional[float]:
|
|
20486
|
+
...
|
|
20487
|
+
|
|
20488
|
+
@ma_delta_perc_n_characters.setter
|
|
20489
|
+
def ma_delta_perc_n_characters(self, value: typing.Optional[float]) -> None:
|
|
20490
|
+
...
|
|
20491
|
+
|
|
20492
|
+
@property
|
|
20493
|
+
def ma_delta_sentiment_delta(self) -> typing.Optional[float]:
|
|
20494
|
+
...
|
|
20495
|
+
|
|
20496
|
+
@ma_delta_sentiment_delta.setter
|
|
20497
|
+
def ma_delta_sentiment_delta(self, value: typing.Optional[float]) -> None:
|
|
20498
|
+
...
|
|
20499
|
+
|
|
20500
|
+
@property
|
|
20501
|
+
def ma_delta_score_uncertainty(self) -> typing.Optional[float]:
|
|
20502
|
+
...
|
|
20503
|
+
|
|
20504
|
+
@ma_delta_score_uncertainty.setter
|
|
20505
|
+
def ma_delta_score_uncertainty(self, value: typing.Optional[float]) -> None:
|
|
20506
|
+
...
|
|
20507
|
+
|
|
20508
|
+
@property
|
|
20509
|
+
def ma_delta_score_litigious(self) -> typing.Optional[float]:
|
|
20510
|
+
...
|
|
20511
|
+
|
|
20512
|
+
@ma_delta_score_litigious.setter
|
|
20513
|
+
def ma_delta_score_litigious(self, value: typing.Optional[float]) -> None:
|
|
20514
|
+
...
|
|
20515
|
+
|
|
20516
|
+
@property
|
|
20517
|
+
def ma_delta_score_constraining(self) -> typing.Optional[float]:
|
|
20518
|
+
...
|
|
20519
|
+
|
|
20520
|
+
@ma_delta_score_constraining.setter
|
|
20521
|
+
def ma_delta_score_constraining(self, value: typing.Optional[float]) -> None:
|
|
20522
|
+
...
|
|
20523
|
+
|
|
20524
|
+
@property
|
|
20525
|
+
def ma_delta_readability(self) -> typing.Optional[float]:
|
|
20526
|
+
...
|
|
20527
|
+
|
|
20528
|
+
@ma_delta_readability.setter
|
|
20529
|
+
def ma_delta_readability(self, value: typing.Optional[float]) -> None:
|
|
20530
|
+
...
|
|
20531
|
+
|
|
20532
|
+
@property
|
|
20533
|
+
def ma_delta_lexical_richness(self) -> typing.Optional[float]:
|
|
20534
|
+
...
|
|
20535
|
+
|
|
20536
|
+
@ma_delta_lexical_richness.setter
|
|
20537
|
+
def ma_delta_lexical_richness(self, value: typing.Optional[float]) -> None:
|
|
20538
|
+
...
|
|
20539
|
+
|
|
20540
|
+
@property
|
|
20541
|
+
def ma_delta_lexical_density(self) -> typing.Optional[float]:
|
|
20542
|
+
...
|
|
20543
|
+
|
|
20544
|
+
@ma_delta_lexical_density.setter
|
|
20545
|
+
def ma_delta_lexical_density(self, value: typing.Optional[float]) -> None:
|
|
20546
|
+
...
|
|
20547
|
+
|
|
20548
|
+
@property
|
|
20549
|
+
def ma_delta_specific_density(self) -> typing.Optional[float]:
|
|
20550
|
+
...
|
|
20551
|
+
|
|
20552
|
+
@ma_delta_specific_density.setter
|
|
20553
|
+
def ma_delta_specific_density(self, value: typing.Optional[float]) -> None:
|
|
20554
|
+
...
|
|
20555
|
+
|
|
20556
|
+
@property
|
|
20557
|
+
def ma_similarity_all(self) -> typing.Optional[float]:
|
|
20558
|
+
...
|
|
20559
|
+
|
|
20560
|
+
@ma_similarity_all.setter
|
|
20561
|
+
def ma_similarity_all(self, value: typing.Optional[float]) -> None:
|
|
20562
|
+
...
|
|
20563
|
+
|
|
20564
|
+
@property
|
|
20565
|
+
def ma_similarity_positive(self) -> typing.Optional[float]:
|
|
20566
|
+
...
|
|
20567
|
+
|
|
20568
|
+
@ma_similarity_positive.setter
|
|
20569
|
+
def ma_similarity_positive(self, value: typing.Optional[float]) -> None:
|
|
20570
|
+
...
|
|
20571
|
+
|
|
20572
|
+
@property
|
|
20573
|
+
def ma_similarity_negative(self) -> typing.Optional[float]:
|
|
20574
|
+
...
|
|
20575
|
+
|
|
20576
|
+
@ma_similarity_negative.setter
|
|
20577
|
+
def ma_similarity_negative(self, value: typing.Optional[float]) -> None:
|
|
20578
|
+
...
|
|
20579
|
+
|
|
20580
|
+
@property
|
|
20581
|
+
def ma_similarity_uncertainty(self) -> typing.Optional[float]:
|
|
20582
|
+
...
|
|
20583
|
+
|
|
20584
|
+
@ma_similarity_uncertainty.setter
|
|
20585
|
+
def ma_similarity_uncertainty(self, value: typing.Optional[float]) -> None:
|
|
20586
|
+
...
|
|
20587
|
+
|
|
20588
|
+
@property
|
|
20589
|
+
def ma_similarity_litigious(self) -> typing.Optional[float]:
|
|
20590
|
+
...
|
|
20591
|
+
|
|
20592
|
+
@ma_similarity_litigious.setter
|
|
20593
|
+
def ma_similarity_litigious(self, value: typing.Optional[float]) -> None:
|
|
20594
|
+
...
|
|
20595
|
+
|
|
20596
|
+
@property
|
|
20597
|
+
def ma_similarity_constraining(self) -> typing.Optional[float]:
|
|
20598
|
+
...
|
|
20599
|
+
|
|
20600
|
+
@ma_similarity_constraining.setter
|
|
20601
|
+
def ma_similarity_constraining(self, value: typing.Optional[float]) -> None:
|
|
20602
|
+
...
|
|
20603
|
+
|
|
20604
|
+
def data_time_zone(self) -> typing.Any:
|
|
20605
|
+
...
|
|
20606
|
+
|
|
20607
|
+
def default_resolution(self) -> QuantConnect.Resolution:
|
|
20608
|
+
...
|
|
20609
|
+
|
|
20610
|
+
def get_source(self, config: QuantConnect.Data.SubscriptionDataConfig, date: datetime.datetime, is_live_mode: bool) -> QuantConnect.Data.SubscriptionDataSource:
|
|
20611
|
+
"""
|
|
20612
|
+
Path structure:
|
|
20613
|
+
alternative/brain/blmect/{symbol}.csv
|
|
20614
|
+
"""
|
|
20615
|
+
...
|
|
20616
|
+
|
|
20617
|
+
def is_sparse_data(self) -> bool:
|
|
20618
|
+
...
|
|
20619
|
+
|
|
20620
|
+
def reader(self, config: QuantConnect.Data.SubscriptionDataConfig, line: str, date: datetime.datetime, is_live_mode: bool) -> QuantConnect.Data.BaseData:
|
|
20621
|
+
"""
|
|
20622
|
+
Parse one metrics row.
|
|
20623
|
+
CSV Layout:
|
|
20624
|
+
0: date (yyyyMMdd)
|
|
20625
|
+
1: last transcript date (yyyy-MM-dd)
|
|
20626
|
+
2: last transcript quarter
|
|
20627
|
+
3: last transcript year
|
|
20628
|
+
4..12: MD metrics (9 columns)
|
|
20629
|
+
13..17: AQ metrics (5 columns)
|
|
20630
|
+
18..26: MA metrics (9 columns)
|
|
20631
|
+
27: prev transcript date (yyyy-MM-dd)
|
|
20632
|
+
28: prev transcript quarter
|
|
20633
|
+
29: prev transcript year
|
|
20634
|
+
30..38: MD deltas (9 columns)
|
|
20635
|
+
39..44: MD similarities (6 columns)
|
|
20636
|
+
45..49: AQ deltas (5 columns)
|
|
20637
|
+
50..52: AQ similarities (3 columns)
|
|
20638
|
+
53..62: MA deltas (10 columns)
|
|
20639
|
+
63..68: MA similarities (6 columns)
|
|
20640
|
+
"""
|
|
20641
|
+
...
|
|
20642
|
+
|
|
20643
|
+
def requires_mapping(self) -> bool:
|
|
20644
|
+
...
|
|
20645
|
+
|
|
20646
|
+
def supported_resolutions(self) -> typing.List[QuantConnect.Resolution]:
|
|
20647
|
+
...
|
|
20648
|
+
|
|
20649
|
+
|
|
19942
20650
|
class BrainSentimentIndicatorUniverse(QuantConnect.Data.UniverseSelection.BaseDataCollection):
|
|
19943
20651
|
"""Universe Selection helper class for Brain Sentiment dataset"""
|
|
19944
20652
|
|
|
@@ -20535,6 +21243,32 @@ class BrainSentimentIndicatorBase(typing.Generic[QuantConnect_DataSource_BrainSe
|
|
|
20535
21243
|
...
|
|
20536
21244
|
|
|
20537
21245
|
|
|
21246
|
+
class BrainLanguageMetricsEarningsCalls(QuantConnect.DataSource.BrainLanguageMetricsEarningsCallsBase[QuantConnect_DataSource_BrainLanguageMetricsEarningsCalls]):
|
|
21247
|
+
"""
|
|
21248
|
+
Brain Earnings Call Language Metrics (BLMECT).
|
|
21249
|
+
|
|
21250
|
+
Provides daily language-analysis metrics computed from the most recent earnings call
|
|
21251
|
+
available as of each calculation date for a given symbol.
|
|
21252
|
+
|
|
21253
|
+
The dataset decomposes each earnings call transcript into three sections:
|
|
21254
|
+
MD (Management Discussion) – prepared remarks by company management.
|
|
21255
|
+
AQ (Analyst Questions) – questions asked by sell-side analysts.
|
|
21256
|
+
MA (Management Answers) – management responses during the Q&A session.
|
|
21257
|
+
|
|
21258
|
+
|
|
21259
|
+
For each section, the dataset includes:
|
|
21260
|
+
Absolute language metrics (sentiment, uncertainty, readability, etc.)Changes (deltas) relative to the previous earnings callText similarity scores comparing the latest and previous calls
|
|
21261
|
+
|
|
21262
|
+
The BaseData.time value represents the calculation date (DATE),
|
|
21263
|
+
not the earnings call date. Transcript metadata fields such as
|
|
21264
|
+
LastTranscriptDate, LastTranscriptQuarter, and LastTranscriptYear
|
|
21265
|
+
identify the earnings call used to compute the metrics.
|
|
21266
|
+
|
|
21267
|
+
This dataset is sparse, daily, and mapping-aware, allowing seamless use across
|
|
21268
|
+
ticker changes and corporate actions in Lean algorithms.
|
|
21269
|
+
"""
|
|
21270
|
+
|
|
21271
|
+
|
|
20538
21272
|
class BrainStockRanking21Day(QuantConnect.DataSource.BrainStockRankingBase[QuantConnect_DataSource_BrainStockRanking21Day]):
|
|
20539
21273
|
"""Brain universe stock rankings on expected returns in the next 30 days"""
|
|
20540
21274
|
|