quantconnect-stubs 17841__py3-none-any.whl → 17842__py3-none-any.whl

QuantConnect/Data/Consolidators/__init__.pyi

@@ -9,6 +9,7 @@ import QuantConnect.Data
 import QuantConnect.Data.Consolidators
 import QuantConnect.Data.Market
 import QuantConnect.Python
+import QuantConnect.Securities
 import System
 
 QuantConnect_Data_Consolidators_ClassicRenkoConsolidator = typing.Any
@@ -1975,6 +1976,206 @@ class Calendar(System.Object):
     """Computes the start of year (1st of the current year) of given date/time"""
 
 
+class MarketHourAwareConsolidator(System.Object, QuantConnect.Data.Consolidators.IDataConsolidator):
+    """Consolidator for open markets bar only, extended hours bar are not consolidated."""
+
+    @property
+    def period(self) -> datetime.timedelta:
+        """
+        The consolidation period requested
+        
+        
+        This Property is protected.
+        """
+        ...
+
+    @property
+    def consolidator(self) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+        """
+        The consolidator instance
+        
+        
+        This Property is protected.
+        """
+        ...
+
+    @property
+    def exchange_hours(self) -> QuantConnect.Securities.SecurityExchangeHours:
+        """
+        The associated security exchange hours instance
+        
+        
+        This Property is protected.
+        """
+        ...
+
+    @exchange_hours.setter
+    def exchange_hours(self, value: QuantConnect.Securities.SecurityExchangeHours) -> None:
+        ...
+
+    @property
+    def data_time_zone(self) -> typing.Any:
+        """
+        The associated data time zone
+        
+        
+        This Property is protected.
+        """
+        ...
+
+    @data_time_zone.setter
+    def data_time_zone(self, value: typing.Any) -> None:
+        ...
+
+    @property
+    def consolidated(self) -> QuantConnect.Data.IBaseData:
+        """
+        Gets the most recently consolidated piece of data. This will be null if this consolidator
+        has not produced any data yet.
+        """
+        ...
+
+    @property
+    def input_type(self) -> typing.Type:
+        """Gets the type consumed by this consolidator"""
+        ...
+
+    @property
+    def working_data(self) -> QuantConnect.Data.IBaseData:
+        """Gets a clone of the data being currently consolidated"""
+        ...
+
+    @property
+    def output_type(self) -> typing.Type:
+        """Gets the type produced by this consolidator"""
+        ...
+
+    @property
+    def data_consolidated(self) -> _EventContainer[typing.Callable[[System.Object, QuantConnect.Data.IBaseData], typing.Any], typing.Any]:
+        """Event handler that fires when a new piece of data is produced"""
+        ...
+
+    @data_consolidated.setter
+    def data_consolidated(self, value: _EventContainer[typing.Callable[[System.Object, QuantConnect.Data.IBaseData], typing.Any], typing.Any]) -> None:
+        ...
+
+    @overload
+    def __init__(self, daily_strict_end_time_enabled: bool, resolution: QuantConnect.Resolution, data_type: typing.Type, tick_type: QuantConnect.TickType, extended_market_hours: bool) -> None:
+        """
+        Initializes a new instance of the MarketHourAwareConsolidator class.
+        
+        :param resolution: The resolution.
+        :param data_type: The target data type
+        :param tick_type: The target tick type
+        :param extended_market_hours: True if extended market hours should be consolidated
+        """
+        ...
+
+    @overload
+    def __init__(self, daily_strict_end_time_enabled: bool, period: datetime.timedelta, data_type: typing.Type, tick_type: QuantConnect.TickType, extended_market_hours: bool) -> None:
+        """
+        Initializes a new instance of the MarketHourAwareConsolidator class for an arbitrary period.
+        Intraday periods are anchored to the market open without extending past the close.
+        
+        :param daily_strict_end_time_enabled: True if daily strict end times should be enabled
+        :param period: The consolidation period
+        :param data_type: The target data type
+        :param tick_type: The target tick type
+        :param extended_market_hours: True if extended market hours should be consolidated
+        """
+        ...
+
+    @overload
+    def create_consolidator(self, resolution: QuantConnect.Resolution, data_type: typing.Type, tick_type: QuantConnect.TickType) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+        """
+        Creates the inner consolidator that produces the requested data_type output.
+        
+        
+        This Class is protected.
+        """
+        ...
+
+    @overload
+    def create_consolidator(self, calendar: typing.Callable[[datetime.datetime], QuantConnect.Data.Consolidators.CalendarInfo], data_type: typing.Type, tick_type: QuantConnect.TickType) -> QuantConnect.Data.Consolidators.IDataConsolidator:
+        """
+        Creates the underlying calendar based consolidator for the given data type, used for arbitrary periods
+        
+        
+        This Class is protected.
+        """
+        ...
+
+    def daily_strict_end_time(self, date_time: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Data.Consolidators.CalendarInfo:
+        """
+        Determines a bar start time and period
+        
+        
+        This Class is protected.
+        """
+        ...
+
+    def dispose(self) -> None:
+        """Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources."""
+        ...
+
+    def forward_consolidated_bar(self, sender: typing.Any, consolidated: QuantConnect.Data.IBaseData) -> None:
+        """
+        Will forward the underlying consolidated bar to consumers on this object
+        
+        
+        This Class is protected.
+        """
+        ...
+
+    def initialize(self, data: QuantConnect.Data.IBaseData) -> None:
+        """
+        Perform late initialization based on the datas symbol
+        
+        
+        This Class is protected.
+        """
+        ...
+
+    def intraday_calendar(self, date_time: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Data.Consolidators.CalendarInfo:
+        """
+        Determines a bar start time and period for intraday consolidation, anchored to the market open
+        without extending past the market close so a bar never spans across closed market hours
+        
+        
+        This Class is protected.
+        """
+        ...
+
+    def reset(self) -> None:
+        """Resets the consolidator"""
+        ...
+
+    def scan(self, current_local_time: typing.Union[datetime.datetime, datetime.date]) -> None:
+        """
+        Scans this consolidator to see if it should emit a bar due to time passing
+        
+        :param current_local_time: The current time in the local time zone (same as QuantConnect.Data.BaseData.Time)
+        """
+        ...
+
+    def update(self, data: QuantConnect.Data.IBaseData) -> None:
+        """
+        Updates this consolidator with the specified data
+        
+        :param data: The new data for the consolidator
+        """
+        ...
+
+    def use_strict_end_time(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
+        """
+        Useful for testing
+        
+        
+        This Class is protected.
+        """
+        ...
+
+
 class DynamicDataConsolidator(QuantConnect.Data.Consolidators.TradeBarConsolidatorBase[QuantConnect.Data.DynamicData]):
     """
     A data csolidator that can make trade bars from DynamicData derived types. This is useful for

QuantConnect/Util/__init__.pyi

@@ -687,6 +687,19 @@ class LeanData(System.Object):
         """
         ...
 
+    @staticmethod
+    def get_intraday_calendar(exchange_time_zone_date: typing.Union[datetime.datetime, datetime.date], period: datetime.timedelta, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, extended_market_hours: bool) -> QuantConnect.Data.Consolidators.CalendarInfo:
+        """
+        Helper method to return the intraday bar start time and period, anchored to the market open, without extending past the close
+        
+        :param exchange_time_zone_date: The point in time we want to get the bar information about
+        :param period: The intraday consolidation period
+        :param exchange_hours: The associated exchange hours
+        :param extended_market_hours: True if extended market hours should be taken into consideration
+        :returns: The calendar information that holds a start time and a period.
+        """
+        ...
+
     @staticmethod
     def get_next_daily_end_time(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_time_zone_date: typing.Union[datetime.datetime, datetime.date], exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> datetime.datetime:
         """Helper method to get the next daily end time, taking into account strict end times if appropriate"""

{quantconnect_stubs-17841.dist-info → quantconnect_stubs-17842.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantconnect-stubs
-Version: 17841
+Version: 17842
 Summary: Type stubs for QuantConnect's Lean
 Home-page: https://github.com/QuantConnect/quantconnect-stubs-generator
 Author: QuantConnect

{quantconnect_stubs-17841.dist-info → quantconnect_stubs-17842.dist-info}/RECORD

@@ -84,10 +84,8 @@ QuantConnect/Data/__init__.py,sha256=_g-rTzKe1VE0t4E5V9NgBKm6aovBnzV7Xy4RvU5jLkI
 QuantConnect/Data/__init__.pyi,sha256=GHEZZnGosGx8qwFm1qahvkjflhSk7d1mGbASO9Z1WhY,130270
 QuantConnect/Data/Auxiliary/__init__.py,sha256=9Cv0Bpnkcqga8TBXTl7vi4A8X67R_waUxXr24FOr7wg,1238
 QuantConnect/Data/Auxiliary/__init__.pyi,sha256=YBZua74fYi4aVltwIJ79JR87XZzGapHqN04Dez6_8CA,55575
-QuantConnect/Data/Common/__init__.py,sha256=CXPneDeSjrRxUguJGLZYCWjSyoVKXPOAQCnN8wZnhgk,1229
-QuantConnect/Data/Common/__init__.pyi,sha256=6e32yAIhBa_CSRrewGm8i7FNUg6X-5O4F-QkStF54dw,6352
 QuantConnect/Data/Consolidators/__init__.py,sha256=2ebxMwcGQCehjLFBZtGArL5hO-uGBtK39mRmqaaSLUs,1250
-QuantConnect/Data/Consolidators/__init__.pyi,sha256=abpYyaLKYuwZoXsq9ckzwNlIqPlY3pS3JyaD4q2h19M,76652
+QuantConnect/Data/Consolidators/__init__.pyi,sha256=l_vyXeTmjeaG7L8dcQPTbuwuKNry2IQH-TxcTafQcKA,83474
 QuantConnect/Data/Custom/__init__.py,sha256=I1CClrHbWH7V2nBo_uk2NtFYtgaKq_XhuoTDaIatSqw,1229
 QuantConnect/Data/Custom/__init__.pyi,sha256=aT8HTBH0Q-kX4RngtE8xTJLKVaZhLIEL9f4dRvIpFzA,2556
 QuantConnect/Data/Custom/AlphaStreams/__init__.py,sha256=Aert83WBaQZAZhVNdIxhxSjMksWUVXaU7nE3SCB2InQ,1268
@@ -269,7 +267,7 @@ QuantConnect/Statistics/__init__.pyi,sha256=X7LpYvqgbi3H9pqYFI-WrVp7zVldmTpu2S61
 QuantConnect/Storage/__init__.py,sha256=ycFDXSbQIVczsqFPWM0GNZuvxG28tiNFKRfOnHlmZDs,1217
 QuantConnect/Storage/__init__.pyi,sha256=vPYtlj0BihTFUl1T2NZP3gU3X851g5fsMmvs5loRAMo,10973
 QuantConnect/Util/__init__.py,sha256=FVfQYsRSqnOqvSsSdFd-oZ9PZqDVtIB-FUQ8hyfCXSE,1208
-QuantConnect/Util/__init__.pyi,sha256=3c9NM2K2xIq74TC4ll7Ykikd-l1NdEY2ce9YUWj5ZSQ,147597
+QuantConnect/Util/__init__.pyi,sha256=gn8JDh4sqno-spTojNezcl3WOuSgp4_mudPEWNaoOO0,148468
 QuantConnect/Util/RateLimit/__init__.py,sha256=_7bQ-8H-H1U158oAGyyV3m55AGLlgQb0OtFP6SY3iHM,1238
 QuantConnect/Util/RateLimit/__init__.pyi,sha256=tLCI4KOfVEwnIJ1oPve0lrW8pXETbHSh6yYm9cdJ-no,9160
 System/__init__.py,sha256=UOn_xefVV33RQ2aRTs0Za_LJKJn75shsI0U2nW4Eexo,1169
@@ -434,7 +432,7 @@ WasiPollWorld/wit/Imports/wasi/io/__init__.py,sha256=UHVnSx2PBkueGKn0ygTUkuvWIMG
 WasiPollWorld/wit/Imports/wasi/io/v0_2_8/__init__.py,sha256=7gR2WzosGAhse1cSnYDdmswzm6OUdBvJQy_eKVXgPfA,1278
 clr/__init__.pyi,sha256=21MB2O5_ACzDS7l56ETyFFH9c0TOSGov39Xs1a1r6ik,418
 clr/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-quantconnect_stubs-17841.dist-info/METADATA,sha256=_bQhbCI-gbZj86TkKWzyaHTMSQl0xCA1RTh8Y_TwsLo,1504
-quantconnect_stubs-17841.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-quantconnect_stubs-17841.dist-info/top_level.txt,sha256=dnLvN9aPYmCyGsxHctGYxOvwtHwWv2qLtsQnKDmqq-U,92
-quantconnect_stubs-17841.dist-info/RECORD,,
+quantconnect_stubs-17842.dist-info/METADATA,sha256=cLg_UC2Ngx88EPa1xFZUmc0WKBRQ0HNzv741PRVgsfw,1504
+quantconnect_stubs-17842.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+quantconnect_stubs-17842.dist-info/top_level.txt,sha256=dnLvN9aPYmCyGsxHctGYxOvwtHwWv2qLtsQnKDmqq-U,92
+quantconnect_stubs-17842.dist-info/RECORD,,

QuantConnect/Data/Common/__init__.py

@@ -1,32 +0,0 @@
-import os
-import sys
-
-# If quantconnect-stubs is installed via pip and Lean is ran locally,
-# importing anything from the current namespace makes the Python
-# interpreter look in the quantconnect-stubs package for the implementation.
-#
-# The desired behavior is for the interpreter to use the implementation
-# provided by the AddReference() call from Python.NET.
-#
-# To fix this, we temporarily remove the directory containing the
-# quantconnect-stubs package from sys.path and re-import the current namespace
-# so the relevant C# namespace is used when running Lean locally.
-
-# Find the directory containing quantconnect-stubs (usually site-packages)
-current_path = os.path.dirname(__file__)
-while os.path.basename(current_path) != "QuantConnect":
-    current_path = os.path.dirname(current_path)
-current_path = os.path.dirname(current_path)
-
-# Temporarily remove the directory containing quantconnect-stubs from sys.path
-original_path = sys.path[:]
-sys.path.remove(current_path)
-
-# Import the C# version of the current namespace
-del sys.modules["QuantConnect.Data.Common"]
-from clr import AddReference
-AddReference("QuantConnect.Data.Common")
-from QuantConnect.Data.Common import *
-
-# Restore sys.path
-sys.path = original_path

QuantConnect/Data/Common/__init__.pyi

@@ -1,197 +0,0 @@
-from typing import overload
-from enum import IntEnum
-import datetime
-import typing
-
-import QuantConnect
-import QuantConnect.Data
-import QuantConnect.Data.Common
-import QuantConnect.Data.Consolidators
-import QuantConnect.Data.Market
-import QuantConnect.Securities
-import System
-
-QuantConnect_Data_Common__EventContainer_Callable = typing.TypeVar("QuantConnect_Data_Common__EventContainer_Callable")
-QuantConnect_Data_Common__EventContainer_ReturnType = typing.TypeVar("QuantConnect_Data_Common__EventContainer_ReturnType")
-
-
-class MarketHourAwareConsolidator(System.Object, QuantConnect.Data.Consolidators.IDataConsolidator):
-    """Consolidator for open markets bar only, extended hours bar are not consolidated."""
-
-    @property
-    def period(self) -> datetime.timedelta:
-        """
-        The consolidation period requested
-        
-        
-        This Property is protected.
-        """
-        ...
-
-    @property
-    def consolidator(self) -> QuantConnect.Data.Consolidators.IDataConsolidator:
-        """
-        The consolidator instance
-        
-        
-        This Property is protected.
-        """
-        ...
-
-    @property
-    def exchange_hours(self) -> QuantConnect.Securities.SecurityExchangeHours:
-        """
-        The associated security exchange hours instance
-        
-        
-        This Property is protected.
-        """
-        ...
-
-    @exchange_hours.setter
-    def exchange_hours(self, value: QuantConnect.Securities.SecurityExchangeHours) -> None:
-        ...
-
-    @property
-    def data_time_zone(self) -> typing.Any:
-        """
-        The associated data time zone
-        
-        
-        This Property is protected.
-        """
-        ...
-
-    @data_time_zone.setter
-    def data_time_zone(self, value: typing.Any) -> None:
-        ...
-
-    @property
-    def consolidated(self) -> QuantConnect.Data.IBaseData:
-        """
-        Gets the most recently consolidated piece of data. This will be null if this consolidator
-        has not produced any data yet.
-        """
-        ...
-
-    @property
-    def input_type(self) -> typing.Type:
-        """Gets the type consumed by this consolidator"""
-        ...
-
-    @property
-    def working_data(self) -> QuantConnect.Data.IBaseData:
-        """Gets a clone of the data being currently consolidated"""
-        ...
-
-    @property
-    def output_type(self) -> typing.Type:
-        """Gets the type produced by this consolidator"""
-        ...
-
-    @property
-    def data_consolidated(self) -> _EventContainer[typing.Callable[[System.Object, QuantConnect.Data.IBaseData], typing.Any], typing.Any]:
-        """Event handler that fires when a new piece of data is produced"""
-        ...
-
-    @data_consolidated.setter
-    def data_consolidated(self, value: _EventContainer[typing.Callable[[System.Object, QuantConnect.Data.IBaseData], typing.Any], typing.Any]) -> None:
-        ...
-
-    def __init__(self, daily_strict_end_time_enabled: bool, resolution: QuantConnect.Resolution, data_type: typing.Type, tick_type: QuantConnect.TickType, extended_market_hours: bool) -> None:
-        """
-        Initializes a new instance of the MarketHourAwareConsolidator class.
-        
-        :param resolution: The resolution.
-        :param data_type: The target data type
-        :param tick_type: The target tick type
-        :param extended_market_hours: True if extended market hours should be consolidated
-        """
-        ...
-
-    def create_consolidator(self, resolution: QuantConnect.Resolution, data_type: typing.Type, tick_type: QuantConnect.TickType) -> QuantConnect.Data.Consolidators.IDataConsolidator:
-        """
-        Creates the inner consolidator that produces the requested data_type output.
-        
-        
-        This Class is protected.
-        """
-        ...
-
-    def daily_strict_end_time(self, date_time: typing.Union[datetime.datetime, datetime.date]) -> QuantConnect.Data.Consolidators.CalendarInfo:
-        """
-        Determines a bar start time and period
-        
-        
-        This Class is protected.
-        """
-        ...
-
-    def dispose(self) -> None:
-        """Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources."""
-        ...
-
-    def forward_consolidated_bar(self, sender: typing.Any, consolidated: QuantConnect.Data.IBaseData) -> None:
-        """
-        Will forward the underlying consolidated bar to consumers on this object
-        
-        
-        This Class is protected.
-        """
-        ...
-
-    def initialize(self, data: QuantConnect.Data.IBaseData) -> None:
-        """
-        Perform late initialization based on the datas symbol
-        
-        
-        This Class is protected.
-        """
-        ...
-
-    def reset(self) -> None:
-        """Resets the consolidator"""
-        ...
-
-    def scan(self, current_local_time: typing.Union[datetime.datetime, datetime.date]) -> None:
-        """
-        Scans this consolidator to see if it should emit a bar due to time passing
-        
-        :param current_local_time: The current time in the local time zone (same as QuantConnect.Data.BaseData.Time)
-        """
-        ...
-
-    def update(self, data: QuantConnect.Data.IBaseData) -> None:
-        """
-        Updates this consolidator with the specified data
-        
-        :param data: The new data for the consolidator
-        """
-        ...
-
-    def use_strict_end_time(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
-        """
-        Useful for testing
-        
-        
-        This Class is protected.
-        """
-        ...
-
-
-class _EventContainer(typing.Generic[QuantConnect_Data_Common__EventContainer_Callable, QuantConnect_Data_Common__EventContainer_ReturnType]):
-    """This class is used to provide accurate autocomplete on events and cannot be imported."""
-
-    def __call__(self, *args: typing.Any, **kwargs: typing.Any) -> QuantConnect_Data_Common__EventContainer_ReturnType:
-        """Fires the event."""
-        ...
-
-    def __iadd__(self, item: QuantConnect_Data_Common__EventContainer_Callable) -> typing.Self:
-        """Registers an event handler."""
-        ...
-
-    def __isub__(self, item: QuantConnect_Data_Common__EventContainer_Callable) -> typing.Self:
-        """Unregisters an event handler."""
-        ...
-
-