quantconnect-stubs 17486__py3-none-any.whl → 17488__py3-none-any.whl

QuantConnect/Data/Market/__init__.pyi

@@ -2637,6 +2637,11 @@ class SessionBar(QuantConnect.Data.Market.TradeBar):
         """Closing price of the TradeBar. Defined as the price at Start Time + TimeSpan."""
         ...
 
+    @property
+    def end_time(self) -> datetime.datetime:
+        """The closing time of this bar, computed via the Time and Period"""
+        ...
+
     @property
     def period(self) -> datetime.timedelta:
         """The period of this session bar"""

QuantConnect/Packets/__init__.pyi

@@ -90,7 +90,16 @@ class BaseResultParameters(System.Object):
     def algorithm_configuration(self, value: QuantConnect.AlgorithmConfiguration) -> None:
         ...
 
-    def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profit_loss: System.Collections.Generic.IDictionary[datetime.datetime, float], statistics: System.Collections.Generic.IDictionary[str, str], runtime_statistics: System.Collections.Generic.IDictionary[str, str], order_events: typing.List[QuantConnect.Orders.OrderEvent], algorithm_configuration: QuantConnect.AlgorithmConfiguration = None, state: System.Collections.Generic.IDictionary[str, str] = None) -> None:
+    @property
+    def total_performance(self) -> QuantConnect.Statistics.AlgorithmPerformance:
+        """Rolling window detailed statistics."""
+        ...
+
+    @total_performance.setter
+    def total_performance(self, value: QuantConnect.Statistics.AlgorithmPerformance) -> None:
+        ...
+
+    def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profit_loss: System.Collections.Generic.IDictionary[datetime.datetime, float], statistics: System.Collections.Generic.IDictionary[str, str], runtime_statistics: System.Collections.Generic.IDictionary[str, str], order_events: typing.List[QuantConnect.Orders.OrderEvent], total_performance: QuantConnect.Statistics.AlgorithmPerformance = None, algorithm_configuration: QuantConnect.AlgorithmConfiguration = None, state: System.Collections.Generic.IDictionary[str, str] = None) -> None:
         """Creates a new instance"""
         ...
 
@@ -107,15 +116,6 @@ class BacktestResultParameters(QuantConnect.Packets.BaseResultParameters):
     def rolling_window(self, value: System.Collections.Generic.Dictionary[str, QuantConnect.Statistics.AlgorithmPerformance]) -> None:
         ...
 
-    @property
-    def total_performance(self) -> QuantConnect.Statistics.AlgorithmPerformance:
-        """Rolling window detailed statistics."""
-        ...
-
-    @total_performance.setter
-    def total_performance(self, value: QuantConnect.Statistics.AlgorithmPerformance) -> None:
-        ...
-
     def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profit_loss: System.Collections.Generic.IDictionary[datetime.datetime, float], statistics: System.Collections.Generic.IDictionary[str, str], runtime_statistics: System.Collections.Generic.IDictionary[str, str], rolling_window: System.Collections.Generic.Dictionary[str, QuantConnect.Statistics.AlgorithmPerformance], order_events: typing.List[QuantConnect.Orders.OrderEvent], total_performance: QuantConnect.Statistics.AlgorithmPerformance = None, algorithm_configuration: QuantConnect.AlgorithmConfiguration = None, state: System.Collections.Generic.IDictionary[str, str] = None) -> None:
         """Creates a new instance"""
         ...
@@ -1223,15 +1223,6 @@ class BacktestResult(QuantConnect.Result):
     def rolling_window(self, value: System.Collections.Generic.Dictionary[str, QuantConnect.Statistics.AlgorithmPerformance]) -> None:
         ...
 
-    @property
-    def total_performance(self) -> QuantConnect.Statistics.AlgorithmPerformance:
-        """Rolling window detailed statistics."""
-        ...
-
-    @total_performance.setter
-    def total_performance(self, value: QuantConnect.Statistics.AlgorithmPerformance) -> None:
-        ...
-
     @overload
     def __init__(self) -> None:
         """Default Constructor"""
@@ -1445,7 +1436,7 @@ class LiveResultParameters(QuantConnect.Packets.BaseResultParameters):
     def server_statistics(self, value: System.Collections.Generic.IDictionary[str, str]) -> None:
         ...
 
-    def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profit_loss: System.Collections.Generic.IDictionary[datetime.datetime, float], holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding], cash_book: QuantConnect.Securities.CashBook, statistics: System.Collections.Generic.IDictionary[str, str], runtime_statistics: System.Collections.Generic.IDictionary[str, str], order_events: typing.List[QuantConnect.Orders.OrderEvent], server_statistics: System.Collections.Generic.IDictionary[str, str] = None, algorithm_configuration: QuantConnect.AlgorithmConfiguration = None, state: System.Collections.Generic.IDictionary[str, str] = None) -> None:
+    def __init__(self, charts: System.Collections.Generic.IDictionary[str, QuantConnect.Chart], orders: System.Collections.Generic.IDictionary[int, QuantConnect.Orders.Order], profit_loss: System.Collections.Generic.IDictionary[datetime.datetime, float], holdings: System.Collections.Generic.IDictionary[str, QuantConnect.Holding], cash_book: QuantConnect.Securities.CashBook, statistics: System.Collections.Generic.IDictionary[str, str], runtime_statistics: System.Collections.Generic.IDictionary[str, str], order_events: typing.List[QuantConnect.Orders.OrderEvent], total_performance: QuantConnect.Statistics.AlgorithmPerformance = None, server_statistics: System.Collections.Generic.IDictionary[str, str] = None, algorithm_configuration: QuantConnect.AlgorithmConfiguration = None, state: System.Collections.Generic.IDictionary[str, str] = None) -> None:
         """Creates a new instance"""
         ...
 

QuantConnect/Statistics/__init__.pyi

@@ -3,6 +3,7 @@ from enum import IntEnum
 import abc
 import datetime
 import typing
+import warnings
 
 import QuantConnect
 import QuantConnect.Data
@@ -30,11 +31,21 @@ class Trade(System.Object):
 
     @property
     def symbol(self) -> QuantConnect.Symbol:
-        """The symbol of the traded instrument"""
+        """
+        The symbol of the traded instrument
+        
+        
+        Use Symbols property instead
+        """
+        warnings.warn("Use Symbols property instead", DeprecationWarning)
+
+    @property
+    def symbols(self) -> typing.List[QuantConnect.Symbol]:
+        """The symbol associated to the traded instruments"""
         ...
 
-    @symbol.setter
-    def symbol(self, value: QuantConnect.Symbol) -> None:
+    @symbols.setter
+    def symbols(self, value: typing.List[QuantConnect.Symbol]) -> None:
         ...
 
     @property

QuantConnect/__init__.pyi

@@ -25,6 +25,7 @@ import QuantConnect.Scheduling
 import QuantConnect.Securities
 import QuantConnect.Securities.Option
 import QuantConnect.Securities.Positions
+import QuantConnect.Statistics
 import QuantConnect.Util
 import System
 import System.Collections
@@ -6001,6 +6002,15 @@ class Result(System.Object):
     def algorithm_configuration(self, value: QuantConnect.AlgorithmConfiguration) -> None:
         ...
 
+    @property
+    def total_performance(self) -> QuantConnect.Statistics.AlgorithmPerformance:
+        """Rolling window detailed statistics."""
+        ...
+
+    @total_performance.setter
+    def total_performance(self, value: QuantConnect.Statistics.AlgorithmPerformance) -> None:
+        ...
+
     @overload
     def __init__(self) -> None:
         """Creates new empty instance"""
@@ -7854,7 +7864,7 @@ class Extensions(System.Object):
         :param profit_loss: The profit-loss for the closed trade
         :returns: Whether the trade is a win.
         For options assignments this depends on whether the option is ITM or OTM and the position side.
-        See Trade.IsWin for more information.
+        See Trade.is_win for more information.
         """
         ...
 

{quantconnect_stubs-17486.dist-info → quantconnect_stubs-17488.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantconnect-stubs
-Version: 17486
+Version: 17488
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect

{quantconnect_stubs-17486.dist-info → quantconnect_stubs-17488.dist-info}/RECORD

@@ -27,7 +27,7 @@ Microsoft/Win32/__init__.py,sha256=8X_8pQHcKAumodSYajDoAQOJpdq8N0ETUtbLbQLLte4,1
 Microsoft/Win32/SafeHandles/__init__.py,sha256=C8zIF49CXwkenDpzBvYsqmUB0MS0fNa264YZHmInHJc,1235
 Microsoft/Win32/SafeHandles/__init__.pyi,sha256=U9EUVE4_EZF8FAUfMb5bh-UQnj6SkmDnfZtuRNKQP-s,2065
 QuantConnect/__init__.py,sha256=midIrNbX2TrTKCS981vuDbV9yxeoQH-q0XiO0-If0M8,1200
-QuantConnect/__init__.pyi,sha256=W4uB7BfM2WeB5IiQ5ZnQBQmfD4Mg84fPqmWjmihqZWs,433531
+QuantConnect/__init__.pyi,sha256=veQZd4k1U5JzWidQYUxYh2zsKdCP1qfPfNyiDNaa_cA,433858
 QuantConnect/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 QuantConnect/Algorithm/__init__.py,sha256=Djvj5MZNx_nHNC9op6yKxB4fdq4ko0xkYM7RNItdbW8,1223
 QuantConnect/Algorithm/__init__.pyi,sha256=yHJe9aYxmIXO4_7Oa2LJIQRE2RCvr5oSDpEkToOE0KM,451843
@@ -99,7 +99,7 @@ QuantConnect/Data/Custom/Tiingo/__init__.pyi,sha256=nZexR1qbMsrin2IZZ4Xl5ZI3w3GP
 QuantConnect/Data/Fundamental/__init__.py,sha256=AKQJihj00Ngf2epyI4UCwJoguFpFh5699o-9KbLM3Ac,1244
 QuantConnect/Data/Fundamental/__init__.pyi,sha256=HsjCiBc98VJE0-xER3On0ddreEP1ceC8opEA7Q0yLoU,2392819
 QuantConnect/Data/Market/__init__.py,sha256=yCdyZLA3KG1Nb5iCAoz-nTuO1at6oiGZCDZLNLmlf4Q,1229
-QuantConnect/Data/Market/__init__.pyi,sha256=bm4zULtf17-prQhm5r33oj1_6KGDxQ-xn3oo-rhHtsg,109861
+QuantConnect/Data/Market/__init__.pyi,sha256=B7xaUEgqs75IrqhdXUVYwE6dc3PL6IELnVM7JD0puYs,110010
 QuantConnect/Data/Shortable/__init__.py,sha256=WN4UtHdw5tBpEIq8C60NJHVrNvksqTZ5UV_DpasTmY8,1238
 QuantConnect/Data/Shortable/__init__.pyi,sha256=3BFyzy1LZMeAnqfLjeruF5Tb5Ir0k_FG8rGABOfbc9U,6313
 QuantConnect/Data/UniverseSelection/__init__.py,sha256=1nYsuv9pAXd26biwf66HITQ5IM4Ge6p0k6bEgSDTsXk,1262
@@ -183,7 +183,7 @@ QuantConnect/Orders/Slippage/__init__.pyi,sha256=pWiiU_kR22IM6f5jYppw-T7NWE0M4CQ
 QuantConnect/Orders/TimeInForces/__init__.py,sha256=TM8nTD0sMXVh9Tks8dO3nZgd93jPolbmfdSFFsHSMwc,1253
 QuantConnect/Orders/TimeInForces/__init__.pyi,sha256=mCf8e_vVWURxeA4wRg9ZoLxZIjEB5SYQdz_Y-taBakQ,3679
 QuantConnect/Packets/__init__.py,sha256=QvHjrYtpyNW14jwBeSehEmVphhOML7ZP2xsaJWKaBus,1217
-QuantConnect/Packets/__init__.pyi,sha256=cLcJVHBAEJ8OmbiNo51ExddpnHilYHLJNnZMK-5X3Dw,63806
+QuantConnect/Packets/__init__.pyi,sha256=g86SPIPDFQb1si0TYlCCpaTF_CRwAVu0AnV3Bghgqqc,63655
 QuantConnect/Parameters/__init__.py,sha256=czPdNEQH6rsGepVhM2Vdg9JuSiFszXK2cC9xYiRhIcc,1226
 QuantConnect/Parameters/__init__.pyi,sha256=IqlDu0SVPW9Ob9RSXO1IeGlOj_PpE49-9i8UvChs8zg,2148
 QuantConnect/Python/__init__.py,sha256=HThD0d39AUVS3ad5j5sEqlC4_iJKVjPVaCQ3ZGS4di8,1214
@@ -233,7 +233,7 @@ QuantConnect/Securities/Positions/__init__.pyi,sha256=igvxynti8nMMVgZYUZERy6idoE
 QuantConnect/Securities/Volatility/__init__.py,sha256=AJbGQfCS3nkLBHv6dCAa_eBCSrbtXpNU6k3snhrGliE,1259
 QuantConnect/Securities/Volatility/__init__.pyi,sha256=6oOTeZ7Vd8SbMRDLfolBZSI2r-rjIavYv67lrmFMADo,6736
 QuantConnect/Statistics/__init__.py,sha256=mU8jhN2i3yAmCCCSfZI5bTVs-PdOllMXiUPRltIdJYI,1226
-QuantConnect/Statistics/__init__.pyi,sha256=CoynjepKgva_OCXSS_aX5sTKNPAO3J09u1fpUO4Lhg4,45974
+QuantConnect/Statistics/__init__.pyi,sha256=mpB_sRkcfjFnBY4PGciWf5iTKrnowdTh6xM1eI6JU1k,46288
 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
@@ -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-17486.dist-info/METADATA,sha256=WqruHz9zMw6IZxWdGMCnKpzCZG1w1oIE0F3QlvssUbA,1504
-quantconnect_stubs-17486.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-quantconnect_stubs-17486.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
-quantconnect_stubs-17486.dist-info/RECORD,,
+quantconnect_stubs-17488.dist-info/METADATA,sha256=eTJEeMtsofzgUy04pvyZRkhvYPlCWX4A9jy832UjDE4,1504
+quantconnect_stubs-17488.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+quantconnect_stubs-17488.dist-info/top_level.txt,sha256=-TybN6WLciSHclJ3a7i35Q5iL86nl5wAmrg1ghSzPvE,92
+quantconnect_stubs-17488.dist-info/RECORD,,