quantconnect-stubs 17486__tar.gz → 17488__tar.gz

{quantconnect_stubs-17486 → quantconnect_stubs-17488}/PKG-INFO

@@ -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 → quantconnect_stubs-17488}/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_stubs-17486 → quantconnect_stubs-17488}/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_stubs-17486 → quantconnect_stubs-17488}/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_stubs-17486 → quantconnect_stubs-17488}/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 → quantconnect_stubs-17488}/quantconnect_stubs.egg-info/PKG-INFO

@@ -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 → quantconnect_stubs-17488}/setup.py

@@ -17,7 +17,7 @@ This line imports [all common QuantConnect members](https://github.com/QuantConn
 
 setup(
     name="quantconnect-stubs",
-    version="17486",
+    version="17488",
     description="Type stubs for QuantConnect's Lean",
     author="QuantConnect",
     author_email="support@quantconnect.com",