quantconnect-stubs 17427__py3-none-any.whl → 17454__py3-none-any.whl

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/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/Brokerages/__init__.pyi

@@ -2376,6 +2376,16 @@ class dYdXBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel):
         """
         ...
 
+    def get_buying_power_model(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.IBuyingPowerModel:
+        """
+        Gets a new buying power model for the security, returning the default model with the security's configured leverage.
+        For cash accounts, leverage = 1 is used.
+        
+        :param security: The security to get a buying power model for
+        :returns: The buying power model for this brokerage/security.
+        """
+        ...
+
     def get_fee_model(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel:
         """
         Provides dYdX fee model

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/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/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/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-17427.dist-info → quantconnect_stubs-17454.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantconnect-stubs
-Version: 17427
+Version: 17454
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect

{quantconnect_stubs-17427.dist-info → quantconnect_stubs-17454.dist-info}/RECORD

@@ -30,7 +30,7 @@ QuantConnect/__init__.py,sha256=midIrNbX2TrTKCS981vuDbV9yxeoQH-q0XiO0-If0M8,1200
 QuantConnect/__init__.pyi,sha256=aG07PvrYr8JxNV1YLcg9cG3V7XEcF2YJyudL668zRfI,433533
 QuantConnect/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 QuantConnect/Algorithm/__init__.py,sha256=Djvj5MZNx_nHNC9op6yKxB4fdq4ko0xkYM7RNItdbW8,1223
-QuantConnect/Algorithm/__init__.pyi,sha256=EkjMDJrAYng7V2ZgrNCCwuU2BTbslrfGBnR9uXN-E10,450665
+QuantConnect/Algorithm/__init__.pyi,sha256=yHJe9aYxmIXO4_7Oa2LJIQRE2RCvr5oSDpEkToOE0KM,451843
 QuantConnect/Algorithm/Framework/__init__.py,sha256=vf82jxO59Yuotr2SVI1XuEtZh0iVhRUaglZdGcnsmyk,1253
 QuantConnect/Algorithm/Framework/__init__.pyi,sha256=3XALw5sRXw35hHnDufe6j-3vuWhSiU9zG7mL_4A97Lw,2054
 QuantConnect/Algorithm/Framework/Alphas/__init__.py,sha256=P7DeE_faVccNqZjE0W518NlC9UTY-r2QXriYt3w0qsw,1274
@@ -57,13 +57,13 @@ QuantConnect/AlgorithmFactory/Python/__init__.py,sha256=qfqTno5V4yyBr9nKwrGV3AjD
 QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.py,sha256=Jn99uwgA99uqOBNophlXrnhBgqEN9AHi_PP4yWQ7K7c,1292
 QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi,sha256=ii2-Ssw4wtgL0gKA6YCpG2RlxpSl5ui2T3e-pLjahrU,39320
 QuantConnect/Api/__init__.py,sha256=vAJlpIoxQmzGaDmd4otSvUCWGOgMwlJZh-3GkUanY0U,1205
-QuantConnect/Api/__init__.pyi,sha256=HRC693J4QQT1O9gePxo04QYqmebgN9aB-q098TeJ2uY,118486
+QuantConnect/Api/__init__.pyi,sha256=xsDu0tzigeg1DDBJzX_EYa7xdsTEOYz61bsgfVrZRQw,118764
 QuantConnect/Api/Serialization/__init__.py,sha256=grT3r1iCyKXKpvhVOU9ilAQdR1AkVmSumlH6xBqrCAQ,1247
 QuantConnect/Api/Serialization/__init__.pyi,sha256=QazreRB94wRgy4QlYKWcInFeJ4b3NupaYbuUy7tDfAo,1806
 QuantConnect/Benchmarks/__init__.py,sha256=R88R40175vAvKWO1FE5DBtSow5VJ53ElRMOVRBqhzuI,1226
 QuantConnect/Benchmarks/__init__.pyi,sha256=S3-44iVW-mbeczSdZ8agEINZd8UAZaf3hnxP5U65KWM,3045
 QuantConnect/Brokerages/__init__.py,sha256=KZQ1Lua5IgmaUv8xJ-styLeGrIR4hX1LiBiNasKdvYY,1226
-QuantConnect/Brokerages/__init__.pyi,sha256=GWjSjr2NcganAmtlTtNfemUG3-727QfGHp7ilMzpKoo,176379
+QuantConnect/Brokerages/__init__.pyi,sha256=dflm4ULdMq--CBBqS2i-4lRFbcogswzis2CzT5w8sx0,176866
 QuantConnect/Brokerages/Authentication/__init__.py,sha256=4QsOVrHtOapg0AWqnB8ub_6FkqXH_En8h7pDoywdcek,1271
 QuantConnect/Brokerages/Authentication/__init__.pyi,sha256=C5slVstsknd94OH1C1Tnxel-MeyiIvdZauJioY5bHZs,8628
 QuantConnect/Brokerages/Backtesting/__init__.py,sha256=eey6rPGZqPTgs5OOlxJEUc-oLXtULP33yL6vmq43suM,1262
@@ -105,7 +105,7 @@ QuantConnect/Data/Shortable/__init__.pyi,sha256=3BFyzy1LZMeAnqfLjeruF5Tb5Ir0k_FG
 QuantConnect/Data/UniverseSelection/__init__.py,sha256=1nYsuv9pAXd26biwf66HITQ5IM4Ge6p0k6bEgSDTsXk,1262
 QuantConnect/Data/UniverseSelection/__init__.pyi,sha256=g3sIFYzKO9asMuAVqzHqsymPWr44dM7BAGR4JG6TeCY,114208
 QuantConnect/DataSource/__init__.py,sha256=XhzMxvu4vYUEBXNYCxWesFoxDgdR2QsqGq_WT7OHjhY,1226
-QuantConnect/DataSource/__init__.pyi,sha256=AqbGH7yoG_A4BTnWj75gFwYN8Iac_ILl696_6I66mKs,813903
+QuantConnect/DataSource/__init__.pyi,sha256=m9ISuYwj4TFfEO5DYdA3-Jo7gQ2y0xsjxXCylRE7RqY,813937
 QuantConnect/DownloaderDataProvider/__init__.py,sha256=rMgch8Yi5NmCyai5eMhJl4f3OmqeJ4w5H7Ii5pzMyp4,1262
 QuantConnect/DownloaderDataProvider/Launcher/__init__.py,sha256=OOFCYmObcWKnx2yG70DyKat-svQddrX8xNbS1ptEzYY,1289
 QuantConnect/DownloaderDataProvider/Launcher/__init__.pyi,sha256=Li4CAJgjiEYy0BG09zpZ5hR9UvXr5Crw6gQD1xn5dj4,2276
@@ -116,7 +116,7 @@ QuantConnect/DownloaderDataProvider/Launcher/Models/Constants/__init__.pyi,sha25
 QuantConnect/Exceptions/__init__.py,sha256=eroOo3uFSnCLyCFxFILbVasfBKywdqD8GU9gcZEueY8,1226
 QuantConnect/Exceptions/__init__.pyi,sha256=UyILClSNP0-V3pn3BDQWw4m7VlinYnWV-9dMAsvVsrI,14201
 QuantConnect/Indicators/__init__.py,sha256=gmLswCCq796vpUry-AmQT9UbrEw7S7WgvB-dRTucn-o,1226
-QuantConnect/Indicators/__init__.pyi,sha256=Jx6CxGYlI0lNJ4srXaI8E-jcwatn1yuxzQLTnfWnBi4,479284
+QuantConnect/Indicators/__init__.pyi,sha256=qozgDizQpGv65IbA759SIzO9SN60ute7HdA5he1zSwc,482189
 QuantConnect/Indicators/CandlestickPatterns/__init__.py,sha256=mSc8zF8vmEjhwfw9ewPhqPEPqtyMgiGCzmXK_Qr_os8,1286
 QuantConnect/Indicators/CandlestickPatterns/__init__.pyi,sha256=YWb34qFgwVywMUrnzfmeMZswqYJn6qVdzzcmS19Xdw8,88293
 QuantConnect/Interfaces/__init__.py,sha256=3tBhp3W4AMCFvrmCITRoLfPTWxckdX9spMD8XTmcsfY,1226
@@ -199,7 +199,7 @@ QuantConnect/Research/__init__.pyi,sha256=yzvLzrbIR5-G26rELYQPH_MSFb8GT1bjT_W4U_
 QuantConnect/Scheduling/__init__.py,sha256=1ZvfxXluXvxEH9xK3robe37w5ao5kiI3ilWSzo7frpI,1226
 QuantConnect/Scheduling/__init__.pyi,sha256=W0BrqGY45fQwaPwyJSJJnTfGi0gh10unbhNd4T5nxlU,56913
 QuantConnect/Securities/__init__.py,sha256=gu5pJdrrhApIw3ngUPqYZJvAas2v0zB9t6LNUutr-KI,1226
-QuantConnect/Securities/__init__.pyi,sha256=qY18G1Drh6X_uqiuFKHZAJcFSPwnEen1uvdblcH1lU8,361149
+QuantConnect/Securities/__init__.pyi,sha256=Z8x-Ai3MvMW7Gt5b0XojmiXMWz-nHGzPSp8rtukRtZc,361669
 QuantConnect/Securities/Cfd/__init__.py,sha256=3itlvcL6DM4-hujnrzJoCkqa23k5aXew-F_VugCwte0,1238
 QuantConnect/Securities/Cfd/__init__.pyi,sha256=hc-Lgk-L0-HQW9lyJ9Naav6EBFLa3Pq7o4RlKKgG1rg,4926
 QuantConnect/Securities/Crypto/__init__.py,sha256=G5uEfMrpVR3tdmLSbRScw6iGkRtohDIKGLTKi3_AH6Q,1247
@@ -237,7 +237,7 @@ QuantConnect/Statistics/__init__.pyi,sha256=CoynjepKgva_OCXSS_aX5sTKNPAO3J09u1fp
 QuantConnect/Storage/__init__.py,sha256=ycFDXSbQIVczsqFPWM0GNZuvxG28tiNFKRfOnHlmZDs,1217
 QuantConnect/Storage/__init__.pyi,sha256=tsNL_DaG1r81-9r1rq_k79GhvfpOfMXzGG6K65YHcQM,6891
 QuantConnect/Util/__init__.py,sha256=FVfQYsRSqnOqvSsSdFd-oZ9PZqDVtIB-FUQ8hyfCXSE,1208
-QuantConnect/Util/__init__.pyi,sha256=wEzkQ5CXK2J-76QztDAZBseLCY-1ujMjg3TtUkIEvJU,95901
+QuantConnect/Util/__init__.pyi,sha256=E_6kSmgd7eki8G4tVDwsHAV8heHVKMtFDiy6vMUNM9c,96253
 QuantConnect/Util/RateLimit/__init__.py,sha256=_7bQ-8H-H1U158oAGyyV3m55AGLlgQb0OtFP6SY3iHM,1238
 QuantConnect/Util/RateLimit/__init__.pyi,sha256=_Z7GSD0Ca-ckUusHSNaMIG6DnM3oXma0VpuM7KYwK2U,9160
 System/__init__.py,sha256=UOn_xefVV33RQ2aRTs0Za_LJKJn75shsI0U2nW4Eexo,1169
@@ -402,7 +402,7 @@ clr/__init__.pyi,sha256=21MB2O5_ACzDS7l56ETyFFH9c0TOSGov39Xs1a1r6ik,418
 clr/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 exports/__init__.py,sha256=ioORXBph-UrMrE_0Rghav2MU6fWzjozXikRm9MmxAkw,1173
 exports/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-quantconnect_stubs-17427.dist-info/METADATA,sha256=aARjcAawOR7sJKAuU0Dc6quS9aKit5G-sU7AfeyhWF4,1504
-quantconnect_stubs-17427.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-quantconnect_stubs-17427.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
-quantconnect_stubs-17427.dist-info/RECORD,,
+quantconnect_stubs-17454.dist-info/METADATA,sha256=8OEntSGIqvGc9El7hVn9dZD-JwYc-C-tcFMIJde9zuo,1504
+quantconnect_stubs-17454.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+quantconnect_stubs-17454.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
+quantconnect_stubs-17454.dist-info/RECORD,,