quantconnect-stubs 17426__tar.gz → 17453__tar.gz

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantconnect-stubs
-Version: 17426
+Version: 17453
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/QuantConnect/Algorithm/__init__.pyi

@@ -2851,6 +2851,20 @@ class QCAlgorithm(System.MarshalByRefObject, QuantConnect.Interfaces.IAlgorithm)
         """
         ...
 
+    def cov(self, target: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], reference: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], period: int, resolution: typing.Optional[QuantConnect.Resolution] = None, selector: typing.Callable[[QuantConnect.Data.IBaseData], QuantConnect.Data.Market.IBaseDataBar] = None) -> QuantConnect.Indicators.Covariance:
+        """
+        Creates a Covariance indicator for the given target symbol in relation with the reference used.
+        The indicator will be automatically updated on the given resolution.
+        
+        :param target: The target symbol whose Covariance value we want
+        :param reference: The reference symbol to compare with the target symbol
+        :param period: The period of the Covariance indicator
+        :param resolution: The resolution
+        :param selector: Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar
+        :returns: The Covariance indicator for the given parameters.
+        """
+        ...
+
     @staticmethod
     def create_consolidator(period: datetime.timedelta, consolidator_input_type: typing.Type, tick_type: typing.Optional[QuantConnect.TickType] = None) -> QuantConnect.Data.Consolidators.IDataConsolidator:
         """

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/QuantConnect/Api/__init__.pyi

@@ -374,12 +374,12 @@ class Collaborator(System.Object):
     """Collaborator responses"""
 
     @property
-    def uid(self) -> int:
+    def uid(self) -> typing.Optional[int]:
         """User ID"""
         ...
 
     @uid.setter
-    def uid(self, value: int) -> None:
+    def uid(self, value: typing.Optional[int]) -> None:
         ...
 
     @property
@@ -2898,6 +2898,15 @@ class Api(System.Object, QuantConnect.Interfaces.IApi, QuantConnect.Interfaces.I
         """
         ...
 
+    def create_api_connection(self, user_id: int, token: str) -> QuantConnect.Api.ApiConnection:
+        """
+        Create the api connection instance to use
+        
+        
+        This codeEntityType is protected.
+        """
+        ...
+
     def create_backtest(self, project_id: int, compile_id: str, backtest_name: str) -> QuantConnect.Api.Backtest:
         """
         Create a new backtest request and get the id.

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/QuantConnect/DataSource/__init__.pyi

@@ -20066,11 +20066,11 @@ class BrainLanguageMetricsEarningsCallsBase(typing.Generic[QuantConnect_DataSour
     """
 
     @property
-    def last_transcript_date(self) -> datetime.datetime:
+    def last_transcript_date(self) -> typing.Optional[datetime.datetime]:
         ...
 
     @last_transcript_date.setter
-    def last_transcript_date(self, value: datetime.datetime) -> None:
+    def last_transcript_date(self, value: typing.Optional[datetime.datetime]) -> None:
         ...
 
     @property

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/QuantConnect/Indicators/__init__.pyi

@@ -7197,6 +7197,70 @@ class EaseOfMovementValue(QuantConnect.Indicators.TradeBarIndicator, QuantConnec
         ...
 
 
+class Covariance(QuantConnect.Indicators.DualSymbolIndicator[QuantConnect.Data.Market.IBaseDataBar]):
+    """
+    This indicator computes the Covariance of two assets using the given Look-Back period.
+    The Covariance of two assets is a measure of their co-movement.
+    """
+
+    @property
+    def is_ready(self) -> bool:
+        """Gets a flag indicating when the indicator is ready and fully initialized"""
+        ...
+
+    @overload
+    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:
+        """
+        Creates a new Covariance indicator with the specified name, target, reference,
+        and period values
+        
+        :param name: The name of this indicator
+        :param target_symbol: The target symbol of this indicator
+        :param period: The period of this indicator
+        :param reference_symbol: The reference symbol of this indicator
+        """
+        ...
+
+    @overload
+    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:
+        """
+        Creates a new Covariance indicator with the specified target, reference,
+        and period values
+        
+        :param target_symbol: The target symbol of this indicator
+        :param period: The period of this indicator
+        :param reference_symbol: The reference symbol of this indicator
+        """
+        ...
+
+    @overload
+    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:
+        """
+        Creates a new Covariance indicator with the specified name, period, target and
+        reference values
+        
+        :param name: The name of this indicator
+        :param period: The period of this indicator
+        :param target_symbol: The target symbol of this indicator
+        :param reference_symbol: The reference symbol of this indicator
+        """
+        ...
+
+    def compute_indicator(self) -> float:
+        """
+        Computes the covariance value of the target in relation with the reference
+        using the target and reference returns
+        
+        
+        This codeEntityType is protected.
+        """
+        ...
+
+    def reset(self) -> None:
+        """Resets this indicator to its initial state"""
+        ...
+
+
 class MoneyFlowIndex(QuantConnect.Indicators.TradeBarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider):
     """
     The Money Flow Index (MFI) is an oscillator that uses both price and volume to

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/QuantConnect/Securities/__init__.pyi

@@ -6074,6 +6074,14 @@ class ContractSecurityFilterUniverse(typing.Generic[QuantConnect_Securities_Cont
         WEEKLY = 2
         """Non standard weekly contracts"""
 
+    DEFAULT_EXPIRATION_TYPE: QuantConnect.Securities.ContractSecurityFilterUniverse.ContractExpirationType = ...
+    """
+    The default expiration type filter value
+    
+    
+    This codeEntityType is protected.
+    """
+
     @property
     def type(self) -> QuantConnect.Securities.ContractSecurityFilterUniverse.ContractExpirationType:
         """
@@ -6257,9 +6265,12 @@ class ContractSecurityFilterUniverse(typing.Generic[QuantConnect_Securities_Cont
         """
         Includes universe of non-standard weeklys contracts (if any) into selection
         
+        
+        IncludeWeeklys is obsolete because weekly contracts are now included by default.
+        
         :returns: Universe with filter applied.
         """
-        ...
+        warnings.warn("IncludeWeeklys is obsolete because weekly contracts are now included by default.", DeprecationWarning)
 
     def is_standard(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
@@ -7471,6 +7482,7 @@ class OptionFilterUniverse(QuantConnect.Securities.ContractSecurityFilterUnivers
     def __init__(self, option: QuantConnect.Securities.Option.Option) -> None:
         """
         Constructs OptionFilterUniverse
+        By default, the filter includes both standard and weekly contracts.
         
         :param option: The canonical option chain security
         """

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/QuantConnect/Util/__init__.pyi

@@ -1158,6 +1158,17 @@ class StreamReaderExtensions(System.Object):
         """
         ...
 
+    @staticmethod
+    def get_int_64(stream: System.IO.StreamReader, delimiter: str = ...) -> int:
+        """
+        Gets an integer from a stream reader
+        
+        :param stream: The data stream
+        :param delimiter: The data delimiter character to use, default is ','
+        :returns: The integer instance read.
+        """
+        ...
+
     @staticmethod
     def get_string(stream: System.IO.StreamReader, delimiter: str = ...) -> str:
         """

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/quantconnect_stubs.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantconnect-stubs
-Version: 17426
+Version: 17453
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect

{quantconnect_stubs-17426 → quantconnect_stubs-17453}/setup.py

@@ -17,7 +17,7 @@ This line imports [all common QuantConnect members](https://github.com/QuantConn
 
 setup(
     name="quantconnect-stubs",
-    version="17426",
+    version="17453",
     description="Type stubs for QuantConnect's Lean",
     author="QuantConnect",
     author_email="support@quantconnect.com",