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

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Files changed (58) hide show
  1. Common/Data/Consolidators/__init__.pyi +1 -1
  2. QuantConnect/Algorithm/Framework/Alphas/__init__.pyi +18 -18
  3. QuantConnect/Algorithm/Framework/Execution/__init__.pyi +2 -2
  4. QuantConnect/Algorithm/Framework/Portfolio/__init__.pyi +14 -14
  5. QuantConnect/Algorithm/Framework/Selection/__init__.pyi +3 -3
  6. QuantConnect/Algorithm/__init__.pyi +308 -308
  7. QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi +10 -10
  8. QuantConnect/Api/Serialization/__init__.pyi +1 -3
  9. QuantConnect/Api/__init__.pyi +3 -5
  10. QuantConnect/Benchmarks/__init__.pyi +1 -1
  11. QuantConnect/Brokerages/Authentication/__init__.pyi +1 -2
  12. QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi +6 -5
  13. QuantConnect/Brokerages/__init__.pyi +11 -11
  14. QuantConnect/Commands/__init__.pyi +3 -2
  15. QuantConnect/Data/Auxiliary/__init__.pyi +13 -13
  16. QuantConnect/Data/Common/__init__.pyi +1 -1
  17. QuantConnect/Data/Custom/Tiingo/__init__.pyi +2 -1
  18. QuantConnect/Data/Fundamental/__init__.pyi +11 -12
  19. QuantConnect/Data/Market/__init__.pyi +42 -42
  20. QuantConnect/Data/UniverseSelection/__init__.pyi +29 -29
  21. QuantConnect/Data/__init__.pyi +43 -44
  22. QuantConnect/DataSource/__init__.pyi +741 -7
  23. QuantConnect/Indicators/__init__.pyi +101 -100
  24. QuantConnect/Interfaces/__init__.pyi +22 -22
  25. QuantConnect/Lean/Engine/DataFeeds/Enumerators/__init__.pyi +1 -1
  26. QuantConnect/Lean/Engine/DataFeeds/Queues/__init__.pyi +2 -1
  27. QuantConnect/Lean/Engine/DataFeeds/WorkScheduling/__init__.pyi +3 -2
  28. QuantConnect/Lean/Engine/DataFeeds/__init__.pyi +19 -19
  29. QuantConnect/Lean/Engine/HistoricalData/__init__.pyi +1 -1
  30. QuantConnect/Notifications/__init__.pyi +1 -3
  31. QuantConnect/Optimizer/Parameters/__init__.pyi +1 -3
  32. QuantConnect/Orders/__init__.pyi +26 -28
  33. QuantConnect/Python/__init__.pyi +1 -1
  34. QuantConnect/Report/__init__.pyi +3 -5
  35. QuantConnect/Research/__init__.pyi +17 -16
  36. QuantConnect/Scheduling/__init__.pyi +17 -17
  37. QuantConnect/Securities/Cfd/__init__.pyi +2 -2
  38. QuantConnect/Securities/Crypto/__init__.pyi +2 -2
  39. QuantConnect/Securities/CryptoFuture/__init__.pyi +1 -1
  40. QuantConnect/Securities/Equity/__init__.pyi +1 -1
  41. QuantConnect/Securities/Forex/__init__.pyi +1 -1
  42. QuantConnect/Securities/Future/__init__.pyi +8 -8
  43. QuantConnect/Securities/FutureOption/__init__.pyi +9 -9
  44. QuantConnect/Securities/Index/__init__.pyi +2 -2
  45. QuantConnect/Securities/IndexOption/__init__.pyi +3 -3
  46. QuantConnect/Securities/Option/StrategyMatcher/__init__.pyi +6 -6
  47. QuantConnect/Securities/Option/__init__.pyi +54 -54
  48. QuantConnect/Securities/Positions/__init__.pyi +6 -6
  49. QuantConnect/Securities/__init__.pyi +79 -80
  50. QuantConnect/Statistics/__init__.pyi +2 -2
  51. QuantConnect/Util/__init__.pyi +36 -37
  52. QuantConnect/__init__.pyi +66 -68
  53. System/ComponentModel/DataAnnotations/__init__.pyi +1 -1
  54. System/ComponentModel/__init__.pyi +1 -1
  55. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/METADATA +1 -1
  56. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/RECORD +58 -58
  57. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/WHEEL +0 -0
  58. {quantconnect_stubs-17411.dist-info → quantconnect_stubs-17413.dist-info}/top_level.txt +0 -0
QuantConnect/Indicators/__init__.pyi CHANGED
@@ -10,6 +10,7 @@ import QuantConnect.Data
10
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  import QuantConnect.Data.Consolidators
11
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  import QuantConnect.Data.Market
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  import QuantConnect.Indicators
13
+ import QuantConnect.Securities
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  import System
14
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  import System.Collections.Generic
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  import System.Reflection
@@ -99,7 +100,7 @@ class IndicatorDataPoint(QuantConnect.Data.BaseData, System.IEquatable[QuantConn
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100
  ...
100
101
 
101
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  @overload
102
- def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], value: float) -> None:
103
+ def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], value: float) -> None:
103
104
  """
104
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  Initializes a new instance of the DataPoint type using the specified time/data
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106
 
@@ -656,7 +657,7 @@ class OptionIndicatorBase(QuantConnect.Indicators.MultiSymbolIndicator[QuantConn
656
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  """Flag if mirror option is implemented for parity type calculation"""
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  ...
658
659
 
659
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, period: int = 1) -> None:
660
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, period: int = 1) -> None:
660
661
  """
661
662
  Initializes a new instance of the OptionIndicatorBase class
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663
 
@@ -706,7 +707,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
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  """Implied Volatility indicator that calculate the IV of an option using Black-Scholes Model"""
707
708
 
708
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  @overload
709
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
710
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
710
711
  """
711
712
  Initializes a new instance of the ImpliedVolatility class
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@@ -720,7 +721,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
720
721
  ...
721
722
 
722
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  @overload
723
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
724
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
724
725
  """
725
726
  Initializes a new instance of the ImpliedVolatility class
726
727
 
@@ -733,7 +734,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
733
734
  ...
734
735
 
735
736
  @overload
736
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
737
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
737
738
  """
738
739
  Initializes a new instance of the ImpliedVolatility class
739
740
 
@@ -747,7 +748,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
747
748
  ...
748
749
 
749
750
  @overload
750
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
751
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
751
752
  """
752
753
  Initializes a new instance of the ImpliedVolatility class
753
754
 
@@ -760,7 +761,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
760
761
  ...
761
762
 
762
763
  @overload
763
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
764
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
764
765
  """
765
766
  Initializes a new instance of the ImpliedVolatility class
766
767
 
@@ -774,7 +775,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
774
775
  ...
775
776
 
776
777
  @overload
777
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
778
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
778
779
  """
779
780
  Initializes a new instance of the ImpliedVolatility class
780
781
 
@@ -787,7 +788,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
787
788
  ...
788
789
 
789
790
  @overload
790
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
791
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
791
792
  """
792
793
  Initializes a new instance of the ImpliedVolatility class
793
794
 
@@ -801,7 +802,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
801
802
  ...
802
803
 
803
804
  @overload
804
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
805
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
805
806
  """
806
807
  Initializes a new instance of the ImpliedVolatility class
807
808
 
@@ -814,7 +815,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
814
815
  ...
815
816
 
816
817
  @overload
817
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
818
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
818
819
  """
819
820
  Initializes a new instance of the ImpliedVolatility class
820
821
 
@@ -828,7 +829,7 @@ class ImpliedVolatility(QuantConnect.Indicators.OptionIndicatorBase):
828
829
  ...
829
830
 
830
831
  @overload
831
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
832
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
832
833
  """
833
834
  Initializes a new instance of the ImpliedVolatility class
834
835
 
@@ -900,7 +901,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
900
901
  ...
901
902
 
902
903
  @overload
903
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
904
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
904
905
  """
905
906
  Initializes a new instance of the OptionGreeksIndicatorBase class
906
907
 
@@ -918,7 +919,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
918
919
  ...
919
920
 
920
921
  @overload
921
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
922
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
922
923
  """
923
924
  Initializes a new instance of the OptionGreeksIndicatorBase class
924
925
 
@@ -936,7 +937,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
936
937
  ...
937
938
 
938
939
  @overload
939
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
940
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
940
941
  """
941
942
  Initializes a new instance of the OptionGreeksIndicatorBase class
942
943
 
@@ -954,7 +955,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
954
955
  ...
955
956
 
956
957
  @overload
957
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
958
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
958
959
  """
959
960
  Initializes a new instance of the OptionGreeksIndicatorBase class
960
961
 
@@ -972,7 +973,7 @@ class OptionGreeksIndicatorBase(QuantConnect.Indicators.OptionIndicatorBase, met
972
973
  ...
973
974
 
974
975
  @overload
975
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
976
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
976
977
  """
977
978
  Initializes a new instance of the OptionGreeksIndicatorBase class
978
979
 
@@ -1340,7 +1341,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1340
1341
  """Option Vega indicator that calculate the Vega of an option"""
1341
1342
 
1342
1343
  @overload
1343
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1344
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1344
1345
  """
1345
1346
  Initializes a new instance of the Vega class
1346
1347
 
@@ -1355,7 +1356,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1355
1356
  ...
1356
1357
 
1357
1358
  @overload
1358
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1359
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1359
1360
  """
1360
1361
  Initializes a new instance of the Vega class
1361
1362
 
@@ -1369,7 +1370,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1369
1370
  ...
1370
1371
 
1371
1372
  @overload
1372
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1373
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1373
1374
  """
1374
1375
  Initializes a new instance of the Vega class
1375
1376
 
@@ -1384,7 +1385,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1384
1385
  ...
1385
1386
 
1386
1387
  @overload
1387
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1388
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1388
1389
  """
1389
1390
  Initializes a new instance of the Vega class
1390
1391
 
@@ -1398,7 +1399,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1398
1399
  ...
1399
1400
 
1400
1401
  @overload
1401
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1402
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1402
1403
  """
1403
1404
  Initializes a new instance of the Vega class
1404
1405
 
@@ -1413,7 +1414,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1413
1414
  ...
1414
1415
 
1415
1416
  @overload
1416
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1417
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1417
1418
  """
1418
1419
  Initializes a new instance of the Vega class
1419
1420
 
@@ -1427,7 +1428,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1427
1428
  ...
1428
1429
 
1429
1430
  @overload
1430
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1431
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1431
1432
  """
1432
1433
  Initializes a new instance of the Vega class
1433
1434
 
@@ -1442,7 +1443,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1442
1443
  ...
1443
1444
 
1444
1445
  @overload
1445
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1446
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1446
1447
  """
1447
1448
  Initializes a new instance of the Vega class
1448
1449
 
@@ -1456,7 +1457,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1456
1457
  ...
1457
1458
 
1458
1459
  @overload
1459
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1460
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1460
1461
  """
1461
1462
  Initializes a new instance of the Vega class
1462
1463
 
@@ -1471,7 +1472,7 @@ class Vega(QuantConnect.Indicators.OptionGreeksIndicatorBase):
1471
1472
  ...
1472
1473
 
1473
1474
  @overload
1474
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1475
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
1475
1476
  """
1476
1477
  Initializes a new instance of the Vega class
1477
1478
 
@@ -2182,7 +2183,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2182
2183
  """Initializes a new instance of the AdvanceDeclineRatio class"""
2183
2184
  ...
2184
2185
 
2185
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2186
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2186
2187
  """
2187
2188
  Add tracking asset issue
2188
2189
 
@@ -2190,7 +2191,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2190
2191
  """
2191
2192
  ...
2192
2193
 
2193
- def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2194
+ def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2194
2195
  """
2195
2196
  Deprecated
2196
2197
 
@@ -2211,7 +2212,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2211
2212
  """
2212
2213
  ...
2213
2214
 
2214
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2215
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2215
2216
  """
2216
2217
  Remove tracking asset issue
2217
2218
 
@@ -2219,7 +2220,7 @@ class AdvanceDeclineIndicator(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2219
2220
  """
2220
2221
  ...
2221
2222
 
2222
- def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2223
+ def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2223
2224
  """
2224
2225
  Deprecated
2225
2226
 
@@ -2311,7 +2312,7 @@ class McClellanOscillator(QuantConnect.Indicators.TradeBarIndicator, QuantConnec
2311
2312
  """
2312
2313
  ...
2313
2314
 
2314
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2315
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2315
2316
  """
2316
2317
  Add Tracking asset issue
2317
2318
 
@@ -2331,7 +2332,7 @@ class McClellanOscillator(QuantConnect.Indicators.TradeBarIndicator, QuantConnec
2331
2332
  """
2332
2333
  ...
2333
2334
 
2334
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2335
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2335
2336
  """
2336
2337
  Remove Tracking asset issue
2337
2338
 
@@ -2399,7 +2400,7 @@ class McClellanSummationIndex(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2399
2400
  """
2400
2401
  ...
2401
2402
 
2402
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2403
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2403
2404
  """
2404
2405
  Add Tracking asset issue
2405
2406
 
@@ -2419,7 +2420,7 @@ class McClellanSummationIndex(QuantConnect.Indicators.TradeBarIndicator, QuantCo
2419
2420
  """
2420
2421
  ...
2421
2422
 
2422
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
2423
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
2423
2424
  """
2424
2425
  Remove Tracking asset issue
2425
2426
 
@@ -5063,7 +5064,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5063
5064
  """Initializes a new instance of the ArmsIndex class"""
5064
5065
  ...
5065
5066
 
5066
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5067
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5067
5068
  """
5068
5069
  Add Tracking stock issue
5069
5070
 
@@ -5071,7 +5072,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5071
5072
  """
5072
5073
  ...
5073
5074
 
5074
- def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5075
+ def add_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5075
5076
  """
5076
5077
  Deprecated
5077
5078
 
@@ -5092,7 +5093,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5092
5093
  """
5093
5094
  ...
5094
5095
 
5095
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5096
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5096
5097
  """
5097
5098
  Remove Tracking stock issue
5098
5099
 
@@ -5100,7 +5101,7 @@ class ArmsIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicato
5100
5101
  """
5101
5102
  ...
5102
5103
 
5103
- def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5104
+ def remove_stock(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5104
5105
  """
5105
5106
  Deprecated
5106
5107
 
@@ -5483,7 +5484,7 @@ class NewHighsNewLows(typing.Generic[QuantConnect_Indicators_NewHighsNewLows_T],
5483
5484
  """Initializes a new instance of the NewHighsNewLows class"""
5484
5485
  ...
5485
5486
 
5486
- def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5487
+ def add(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5487
5488
  """
5488
5489
  Add tracking asset issue
5489
5490
 
@@ -5503,7 +5504,7 @@ class NewHighsNewLows(typing.Generic[QuantConnect_Indicators_NewHighsNewLows_T],
5503
5504
  """
5504
5505
  ...
5505
5506
 
5506
- def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
5507
+ def remove(self, asset: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
5507
5508
  """
5508
5509
  Remove tracking asset issue
5509
5510
 
@@ -5571,7 +5572,7 @@ class DualSymbolIndicator(typing.Generic[QuantConnect_Indicators_DualSymbolIndic
5571
5572
  """
5572
5573
  ...
5573
5574
 
5574
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
5575
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
5575
5576
  """
5576
5577
  Initializes the dual symbol indicator.
5577
5578
 
@@ -7729,7 +7730,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7729
7730
  """Option Theta indicator that calculate the theta of an option"""
7730
7731
 
7731
7732
  @overload
7732
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7733
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7733
7734
  """
7734
7735
  Initializes a new instance of the Theta class
7735
7736
 
@@ -7744,7 +7745,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7744
7745
  ...
7745
7746
 
7746
7747
  @overload
7747
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7748
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7748
7749
  """
7749
7750
  Initializes a new instance of the Theta class
7750
7751
 
@@ -7758,7 +7759,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7758
7759
  ...
7759
7760
 
7760
7761
  @overload
7761
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7762
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7762
7763
  """
7763
7764
  Initializes a new instance of the Theta class
7764
7765
 
@@ -7773,7 +7774,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7773
7774
  ...
7774
7775
 
7775
7776
  @overload
7776
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7777
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7777
7778
  """
7778
7779
  Initializes a new instance of the Theta class
7779
7780
 
@@ -7787,7 +7788,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7787
7788
  ...
7788
7789
 
7789
7790
  @overload
7790
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7791
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7791
7792
  """
7792
7793
  Initializes a new instance of the Theta class
7793
7794
 
@@ -7802,7 +7803,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7802
7803
  ...
7803
7804
 
7804
7805
  @overload
7805
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7806
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7806
7807
  """
7807
7808
  Initializes a new instance of the Theta class
7808
7809
 
@@ -7816,7 +7817,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7816
7817
  ...
7817
7818
 
7818
7819
  @overload
7819
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7820
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7820
7821
  """
7821
7822
  Initializes a new instance of the Theta class
7822
7823
 
@@ -7831,7 +7832,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7831
7832
  ...
7832
7833
 
7833
7834
  @overload
7834
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7835
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7835
7836
  """
7836
7837
  Initializes a new instance of the Theta class
7837
7838
 
@@ -7845,7 +7846,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7845
7846
  ...
7846
7847
 
7847
7848
  @overload
7848
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7849
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7849
7850
  """
7850
7851
  Initializes a new instance of the Theta class
7851
7852
 
@@ -7860,7 +7861,7 @@ class Theta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
7860
7861
  ...
7861
7862
 
7862
7863
  @overload
7863
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7864
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
7864
7865
  """
7865
7866
  Initializes a new instance of the Theta class
7866
7867
 
@@ -8735,7 +8736,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8735
8736
  """Option Delta indicator that calculate the delta of an option"""
8736
8737
 
8737
8738
  @overload
8738
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8739
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8739
8740
  """
8740
8741
  Initializes a new instance of the Delta class
8741
8742
 
@@ -8750,7 +8751,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8750
8751
  ...
8751
8752
 
8752
8753
  @overload
8753
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8754
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8754
8755
  """
8755
8756
  Initializes a new instance of the Delta class
8756
8757
 
@@ -8764,7 +8765,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8764
8765
  ...
8765
8766
 
8766
8767
  @overload
8767
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8768
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8768
8769
  """
8769
8770
  Initializes a new instance of the Delta class
8770
8771
 
@@ -8779,7 +8780,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8779
8780
  ...
8780
8781
 
8781
8782
  @overload
8782
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8783
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8783
8784
  """
8784
8785
  Initializes a new instance of the Delta class
8785
8786
 
@@ -8793,7 +8794,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8793
8794
  ...
8794
8795
 
8795
8796
  @overload
8796
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8797
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8797
8798
  """
8798
8799
  Initializes a new instance of the Delta class
8799
8800
 
@@ -8808,7 +8809,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8808
8809
  ...
8809
8810
 
8810
8811
  @overload
8811
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8812
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8812
8813
  """
8813
8814
  Initializes a new instance of the Delta class
8814
8815
 
@@ -8822,7 +8823,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8822
8823
  ...
8823
8824
 
8824
8825
  @overload
8825
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8826
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8826
8827
  """
8827
8828
  Initializes a new instance of the Delta class
8828
8829
 
@@ -8837,7 +8838,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8837
8838
  ...
8838
8839
 
8839
8840
  @overload
8840
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8841
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8841
8842
  """
8842
8843
  Initializes a new instance of the Delta class
8843
8844
 
@@ -8851,7 +8852,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8851
8852
  ...
8852
8853
 
8853
8854
  @overload
8854
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8855
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8855
8856
  """
8856
8857
  Initializes a new instance of the Delta class
8857
8858
 
@@ -8866,7 +8867,7 @@ class Delta(QuantConnect.Indicators.OptionGreeksIndicatorBase):
8866
8867
  ...
8867
8868
 
8868
8869
  @overload
8869
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8870
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
8870
8871
  """
8871
8872
  Initializes a new instance of the Delta class
8872
8873
 
@@ -9021,7 +9022,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9021
9022
  """Option Gamma indicator that calculate the gamma of an option"""
9022
9023
 
9023
9024
  @overload
9024
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9025
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9025
9026
  """
9026
9027
  Initializes a new instance of the Gamma class
9027
9028
 
@@ -9036,7 +9037,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9036
9037
  ...
9037
9038
 
9038
9039
  @overload
9039
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9040
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9040
9041
  """
9041
9042
  Initializes a new instance of the Gamma class
9042
9043
 
@@ -9050,7 +9051,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9050
9051
  ...
9051
9052
 
9052
9053
  @overload
9053
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9054
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9054
9055
  """
9055
9056
  Initializes a new instance of the Gamma class
9056
9057
 
@@ -9065,7 +9066,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9065
9066
  ...
9066
9067
 
9067
9068
  @overload
9068
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9069
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9069
9070
  """
9070
9071
  Initializes a new instance of the Gamma class
9071
9072
 
@@ -9079,7 +9080,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9079
9080
  ...
9080
9081
 
9081
9082
  @overload
9082
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9083
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9083
9084
  """
9084
9085
  Initializes a new instance of the Gamma class
9085
9086
 
@@ -9094,7 +9095,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9094
9095
  ...
9095
9096
 
9096
9097
  @overload
9097
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9098
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9098
9099
  """
9099
9100
  Initializes a new instance of the Gamma class
9100
9101
 
@@ -9108,7 +9109,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9108
9109
  ...
9109
9110
 
9110
9111
  @overload
9111
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9112
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9112
9113
  """
9113
9114
  Initializes a new instance of the Gamma class
9114
9115
 
@@ -9123,7 +9124,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9123
9124
  ...
9124
9125
 
9125
9126
  @overload
9126
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9127
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9127
9128
  """
9128
9129
  Initializes a new instance of the Gamma class
9129
9130
 
@@ -9137,7 +9138,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9137
9138
  ...
9138
9139
 
9139
9140
  @overload
9140
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9141
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9141
9142
  """
9142
9143
  Initializes a new instance of the Gamma class
9143
9144
 
@@ -9152,7 +9153,7 @@ class Gamma(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9152
9153
  ...
9153
9154
 
9154
9155
  @overload
9155
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9156
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9156
9157
  """
9157
9158
  Initializes a new instance of the Gamma class
9158
9159
 
@@ -9179,7 +9180,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9179
9180
  """Option Rho indicator that calculate the rho of an option"""
9180
9181
 
9181
9182
  @overload
9182
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9183
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9183
9184
  """
9184
9185
  Initializes a new instance of the Rho class
9185
9186
 
@@ -9194,7 +9195,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9194
9195
  ...
9195
9196
 
9196
9197
  @overload
9197
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9198
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield_model: typing.Any, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9198
9199
  """
9199
9200
  Initializes a new instance of the Rho class
9200
9201
 
@@ -9208,7 +9209,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9208
9209
  ...
9209
9210
 
9210
9211
  @overload
9211
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9212
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9212
9213
  """
9213
9214
  Initializes a new instance of the Rho class
9214
9215
 
@@ -9223,7 +9224,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9223
9224
  ...
9224
9225
 
9225
9226
  @overload
9226
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9227
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: typing.Any, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9227
9228
  """
9228
9229
  Initializes a new instance of the Rho class
9229
9230
 
@@ -9237,7 +9238,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9237
9238
  ...
9238
9239
 
9239
9240
  @overload
9240
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9241
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9241
9242
  """
9242
9243
  Initializes a new instance of the Rho class
9243
9244
 
@@ -9252,7 +9253,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9252
9253
  ...
9253
9254
 
9254
9255
  @overload
9255
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9256
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield_model: QuantConnect.Data.IDividendYieldModel, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9256
9257
  """
9257
9258
  Initializes a new instance of the Rho class
9258
9259
 
@@ -9266,7 +9267,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9266
9267
  ...
9267
9268
 
9268
9269
  @overload
9269
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9270
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9270
9271
  """
9271
9272
  Initializes a new instance of the Rho class
9272
9273
 
@@ -9281,7 +9282,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9281
9282
  ...
9282
9283
 
9283
9284
  @overload
9284
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9285
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9285
9286
  """
9286
9287
  Initializes a new instance of the Rho class
9287
9288
 
@@ -9295,7 +9296,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9295
9296
  ...
9296
9297
 
9297
9298
  @overload
9298
- def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9299
+ def __init__(self, name: str, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9299
9300
  """
9300
9301
  Initializes a new instance of the Rho class
9301
9302
 
@@ -9310,7 +9311,7 @@ class Rho(QuantConnect.Indicators.OptionGreeksIndicatorBase):
9310
9311
  ...
9311
9312
 
9312
9313
  @overload
9313
- def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9314
+ def __init__(self, option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], risk_free_rate: float = 0.05, dividend_yield: float = 0.0, mirror_option: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, option_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None, iv_model: typing.Optional[QuantConnect.Indicators.OptionPricingModelType] = None) -> None:
9314
9315
  """
9315
9316
  Initializes a new instance of the Rho class
9316
9317
 
@@ -9746,7 +9747,7 @@ class Beta(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.Market.
9746
9747
  ...
9747
9748
 
9748
9749
  @overload
9749
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
9750
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
9750
9751
  """
9751
9752
  Creates a new Beta indicator with the specified name, target, reference,
9752
9753
  and period values
@@ -9759,7 +9760,7 @@ class Beta(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.Market.
9759
9760
  ...
9760
9761
 
9761
9762
  @overload
9762
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
9763
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
9763
9764
  """
9764
9765
  Creates a new Beta indicator with the specified target, reference,
9765
9766
  and period values
@@ -9771,7 +9772,7 @@ class Beta(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.Market.
9771
9772
  ...
9772
9773
 
9773
9774
  @overload
9774
- def __init__(self, name: str, period: int, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
9775
+ def __init__(self, name: str, period: int, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
9775
9776
  """
9776
9777
  Creates a new Beta indicator with the specified name, period, target and
9777
9778
  reference values
@@ -10372,7 +10373,7 @@ class Correlation(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.
10372
10373
  ...
10373
10374
 
10374
10375
  @overload
10375
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10376
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10376
10377
  """
10377
10378
  Creates a new Correlation indicator with the specified name, target, reference,
10378
10379
  and period values
@@ -10386,7 +10387,7 @@ class Correlation(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.
10386
10387
  ...
10387
10388
 
10388
10389
  @overload
10389
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10390
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, correlation_type: QuantConnect.Indicators.CorrelationType = ...) -> None:
10390
10391
  """
10391
10392
  Creates a new Correlation indicator with the specified target, reference,
10392
10393
  and period values
@@ -11022,7 +11023,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11022
11023
  ...
11023
11024
 
11024
11025
  @overload
11025
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
11026
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
11026
11027
  """
11027
11028
  Creates a new Alpha indicator with the specified name, target, reference, and period values
11028
11029
 
@@ -11036,7 +11037,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11036
11037
  ...
11037
11038
 
11038
11039
  @overload
11039
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
11040
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: typing.Any) -> None:
11040
11041
  """
11041
11042
  Creates a new Alpha indicator with the specified target, reference, and period values
11042
11043
 
@@ -11049,7 +11050,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11049
11050
  ...
11050
11051
 
11051
11052
  @overload
11052
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: typing.Any) -> None:
11053
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: typing.Any) -> None:
11053
11054
  """
11054
11055
  Creates a new Alpha indicator with the specified target, reference, and period value
11055
11056
 
@@ -11061,7 +11062,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11061
11062
  ...
11062
11063
 
11063
11064
  @overload
11064
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: typing.Any) -> None:
11065
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: typing.Any) -> None:
11065
11066
  """
11066
11067
  Creates a new Alpha indicator with the specified name, target, reference, and period value
11067
11068
 
@@ -11074,7 +11075,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11074
11075
  ...
11075
11076
 
11076
11077
  @overload
11077
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11078
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11078
11079
  """
11079
11080
  Creates a new Alpha indicator with the specified name, target, reference, and period values
11080
11081
 
@@ -11088,7 +11089,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11088
11089
  ...
11089
11090
 
11090
11091
  @overload
11091
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11092
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11092
11093
  """
11093
11094
  Creates a new Alpha indicator with the specified name, target, reference, and period values
11094
11095
 
@@ -11102,7 +11103,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11102
11103
  ...
11103
11104
 
11104
11105
  @overload
11105
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11106
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11106
11107
  """
11107
11108
  Creates a new Alpha indicator with the specified target, reference, and period values
11108
11109
 
@@ -11115,7 +11116,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11115
11116
  ...
11116
11117
 
11117
11118
  @overload
11118
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11119
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11119
11120
  """
11120
11121
  Creates a new Alpha indicator with the specified target, reference, and period value
11121
11122
 
@@ -11127,7 +11128,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11127
11128
  ...
11128
11129
 
11129
11130
  @overload
11130
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11131
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate: typing.Optional[float] = None) -> None:
11131
11132
  """
11132
11133
  Creates a new Alpha indicator with the specified name, target, reference, and period value
11133
11134
 
@@ -11140,7 +11141,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11140
11141
  ...
11141
11142
 
11142
11143
  @overload
11143
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11144
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], alpha_period: int, beta_period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11144
11145
  """
11145
11146
  Creates a new Alpha indicator with the specified target, reference, and period values
11146
11147
 
@@ -11153,7 +11154,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11153
11154
  ...
11154
11155
 
11155
11156
  @overload
11156
- def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11157
+ def __init__(self, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11157
11158
  """
11158
11159
  Creates a new Alpha indicator with the specified target, reference, and period value
11159
11160
 
@@ -11165,7 +11166,7 @@ class Alpha(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndic
11165
11166
  ...
11166
11167
 
11167
11168
  @overload
11168
- def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11169
+ def __init__(self, name: str, target_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, risk_free_rate_model: QuantConnect.Data.IRiskFreeInterestRateModel) -> None:
11169
11170
  """
11170
11171
  Creates a new Alpha indicator with the specified name, target, reference, and period value
11171
11172
 
@@ -11489,7 +11490,7 @@ class MultiSymbolIndicator(typing.Generic[QuantConnect_Indicators_MultiSymbolInd
11489
11490
  """The end time of the last input data point for the symbol in UTC."""
11490
11491
  ...
11491
11492
 
11492
- def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], period: int) -> None:
11493
+ def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int) -> None:
11493
11494
  """Initializes a new instance of the SymbolData class."""
11494
11495
  ...
11495
11496