From 3720f9707743e3caae8f1b6d09ef118d20c71f72 Mon Sep 17 00:00:00 2001 From: LouisSzeto Date: Thu, 29 Aug 2024 11:54:15 +0800 Subject: [PATCH] update api ref and indicator ref pages --- .../01 Supported Indicators/00.json | 3 +- .../110 Vortex/01 Introduction.html | 3 + .../110 Vortex/02 Using Vortex Indicator.php | 20 + .../110 Vortex/03 Visualization.php | 6 + .../110 Vortex/04 Indicator History.php | 12 + .../110 Vortex/metadata.json | 12 + .../01 Introduction.html | 0 .../02 Using ASI Indicator.php | 0 .../03 Visualization.php | 0 .../04 Indicator History.php | 0 .../metadata.json | 0 .../01 Introduction.html | 0 .../02 Using WWMA Indicator.php | 0 .../03 Visualization.php | 0 .../04 Indicator History.php | 0 .../metadata.json | 0 .../01 Introduction.html | 0 .../02 Using SI Indicator.php | 0 .../03 Visualization.php | 0 .../04 Indicator History.php | 0 .../metadata.json | 0 .../01 Introduction.html | 0 .../02 Using WILR Indicator.php | 0 .../03 Visualization.php | 0 .../04 Indicator History.php | 0 .../metadata.json | 0 .../01 Introduction.html | 0 ...oLagExponentialMovingAverage Indicator.php | 0 .../03 Visualization.php | 0 .../04 Indicator History.php | 0 .../metadata.json | 0 .../98 API Reference/08 Indicators.php | 1 + ...-regressive-integrated-moving-average.html | 4 +- .../constructors/implied-volatility.html | 2 +- .../mc-clellan-summation-index.html | 4 +- .../constructors/pivot-points-high-low.html | 12 +- .../constructors/regression-channel.html | 4 +- .../constructors/sortino-ratio.html | 4 +- Resources/indicators/constructors/vortex.html | 366 ++++++++++++++++++ .../wilder-accumulative-swing-index.html | 4 +- .../constructors/wilder-swing-index.html | 4 +- Resources/indicators/indicator_count.html | 2 +- Resources/qcalgorithm-api/cfd.html | 46 +-- Resources/qcalgorithm-api/chart.html | 20 +- Resources/qcalgorithm-api/crypto-future.html | 46 +-- Resources/qcalgorithm-api/crypto.html | 46 +-- Resources/qcalgorithm-api/delistings.html | 106 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.../qcalgorithm-set-algorithm-id.html | 4 +- .../qcalgorithm-api/qcalgorithm-set-api.html | 4 +- .../qcalgorithm-set-available-data-types.html | 8 +- .../qcalgorithm-set-benchmark.html | 14 +- ...gorithm-set-brokerage-message-handler.html | 12 +- .../qcalgorithm-set-brokerage-model.html | 8 +- .../qcalgorithm-api/qcalgorithm-set-cash.html | 6 +- .../qcalgorithm-set-current-slice.html | 4 +- .../qcalgorithm-set-date-time.html | 4 +- .../qcalgorithm-set-end-date.html | 8 +- .../qcalgorithm-set-execution.html | 4 +- .../qcalgorithm-set-finished-warming-up.html | 4 +- ...qcalgorithm-set-future-chain-provider.html | 4 +- .../qcalgorithm-set-history-provider.html | 4 +- .../qcalgorithm-set-holdings.html | 12 +- .../qcalgorithm-set-live-mode.html | 4 +- .../qcalgorithm-set-locked.html | 4 +- .../qcalgorithm-set-object-store.html | 4 +- ...qcalgorithm-set-option-chain-provider.html | 4 +- .../qcalgorithm-set-parameters.html | 4 +- .../qcalgorithm-api/qcalgorithm-set-quit.html | 4 +- ...thm-set-risk-free-interest-rate-model.html | 8 +- .../qcalgorithm-set-run-time-error.html | 4 +- .../qcalgorithm-set-runtime-statistic.html | 4 +- .../qcalgorithm-set-security-initializer.html | 8 +- .../qcalgorithm-set-start-date.html | 8 +- .../qcalgorithm-set-status.html | 4 +- .../qcalgorithm-set-summary-statistic.html | 4 +- .../qcalgorithm-set-time-zone.html | 8 +- .../qcalgorithm-set-trade-builder.html | 8 +- .../qcalgorithm-shortable-quantity.html | 4 +- .../qcalgorithm-shortable.html | 4 +- Resources/qcalgorithm-api/qcalgorithm-si.html | 4 +- .../qcalgorithm-api/qcalgorithm-sma.html | 4 +- .../qcalgorithm-api/qcalgorithm-sobv.html | 4 +- .../qcalgorithm-api/qcalgorithm-sortino.html | 4 +- Resources/qcalgorithm-api/qcalgorithm-sr.html | 4 +- .../qcalgorithm-api/qcalgorithm-srsi.html | 4 +- .../qcalgorithm-api/qcalgorithm-stc.html | 4 +- .../qcalgorithm-api/qcalgorithm-std.html | 4 +- .../qcalgorithm-api/qcalgorithm-sto.html | 4 +- .../qcalgorithm-stop-limit-order.html | 2 +- .../qcalgorithm-stop-market-order.html | 2 +- .../qcalgorithm-api/qcalgorithm-str.html | 4 +- .../qcalgorithm-api/qcalgorithm-sum.html | 4 +- .../qcalgorithm-api/qcalgorithm-swiss.html | 4 +- .../qcalgorithm-api/qcalgorithm-symbol.html | 4 +- .../qcalgorithm-api/qcalgorithm-t-3.html | 2 +- Resources/qcalgorithm-api/qcalgorithm-t.html | 4 +- Resources/qcalgorithm-api/qcalgorithm-t3.html | 2 +- .../qcalgorithm-api/qcalgorithm-tdd.html | 4 +- .../qcalgorithm-api/qcalgorithm-tema.html | 4 +- .../qcalgorithm-api/qcalgorithm-ticker.html | 4 +- .../qcalgorithm-time-zone.html | 8 +- .../qcalgorithm-api/qcalgorithm-time.html | 8 +- Resources/qcalgorithm-api/qcalgorithm-tp.html | 4 +- Resources/qcalgorithm-api/qcalgorithm-tr.html | 4 +- .../qcalgorithm-trailing-stop-order.html | 2 +- .../qcalgorithm-api/qcalgorithm-train.html | 4 +- .../qcalgorithm-api/qcalgorithm-trima.html | 4 +- .../qcalgorithm-api/qcalgorithm-trin.html | 6 +- .../qcalgorithm-api/qcalgorithm-trix.html | 4 +- .../qcalgorithm-api/qcalgorithm-tsf.html | 4 +- .../qcalgorithm-api/qcalgorithm-tsi.html | 4 +- .../qcalgorithm-api/qcalgorithm-ultosc.html | 4 +- .../qcalgorithm-unregister-indicator.html | 4 +- Resources/qcalgorithm-api/qcalgorithm-v.html | 8 +- .../qcalgorithm-api/qcalgorithm-vidya.html | 4 +- Resources/qcalgorithm-api/qcalgorithm-vp.html | 4 +- .../qcalgorithm-api/qcalgorithm-vtx.html | 50 +++ .../qcalgorithm-api/qcalgorithm-vwap.html | 8 +- .../qcalgorithm-api/qcalgorithm-vwma.html | 4 +- .../qcalgorithm-warm-up-indicator.html | 40 +- .../qcalgorithm-api/qcalgorithm-wilr.html | 4 +- .../qcalgorithm-api/qcalgorithm-wwma.html | 4 +- .../qcalgorithm-api/qcalgorithm-zlema.html | 4 +- .../qcalgorithm-\316\263.html" | 4 +- .../qcalgorithm-\316\264.html" | 4 +- .../qcalgorithm-\316\270.html" | 4 +- .../qcalgorithm-\317\201.html" | 4 +- .../qcalgorithm-api/security-changes.html | 16 +- .../security-exchange-hours.html | 12 +- Resources/qcalgorithm-api/security.html | 46 +-- Resources/qcalgorithm-api/slice.html | 94 ++--- Resources/qcalgorithm-api/splits.html | 106 ++--- .../qcalgorithm-api/submit-order-request.html | 36 +- .../symbol-changed-events.html | 106 ++--- Resources/qcalgorithm-api/symbol.html | 8 +- Resources/qcalgorithm-api/trade-bar.html | 28 +- Resources/qcalgorithm-api/universe.html | 8 +- 300 files changed, 1728 insertions(+), 1257 deletions(-) create mode 100644 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/01 Introduction.html create mode 100644 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/02 Using Vortex Indicator.php create mode 100644 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/03 Visualization.php create mode 100644 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/04 Indicator History.php create mode 100644 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/metadata.json rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{110 Wilder Accumulative Swing Index => 111 Wilder Accumulative Swing Index}/01 Introduction.html (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{110 Wilder Accumulative Swing Index => 111 Wilder Accumulative Swing Index}/02 Using ASI Indicator.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{110 Wilder Accumulative Swing Index => 111 Wilder Accumulative Swing Index}/03 Visualization.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{110 Wilder Accumulative Swing Index => 111 Wilder Accumulative Swing Index}/04 Indicator History.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{110 Wilder Accumulative Swing Index => 111 Wilder Accumulative Swing Index}/metadata.json (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{111 Wilder Moving Average => 112 Wilder Moving Average}/01 Introduction.html (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{111 Wilder Moving Average => 112 Wilder Moving Average}/02 Using WWMA Indicator.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{111 Wilder Moving Average => 112 Wilder Moving Average}/03 Visualization.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{111 Wilder Moving Average => 112 Wilder Moving Average}/04 Indicator History.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{111 Wilder Moving Average => 112 Wilder Moving Average}/metadata.json (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{112 Wilder Swing Index => 113 Wilder Swing Index}/01 Introduction.html (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{112 Wilder Swing Index => 113 Wilder Swing Index}/02 Using SI Indicator.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{112 Wilder Swing Index => 113 Wilder Swing Index}/03 Visualization.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{112 Wilder Swing Index => 113 Wilder Swing Index}/04 Indicator History.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{112 Wilder Swing Index => 113 Wilder Swing Index}/metadata.json (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{113 Williams Percent R => 114 Williams Percent R}/01 Introduction.html (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{113 Williams Percent R => 114 Williams Percent R}/02 Using WILR Indicator.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{113 Williams Percent R => 114 Williams Percent R}/03 Visualization.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{113 Williams Percent R => 114 Williams Percent R}/04 Indicator History.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{113 Williams Percent R => 114 Williams Percent R}/metadata.json (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{114 Zero Lag Exponential Moving Average => 115 Zero Lag Exponential Moving Average}/01 Introduction.html (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{114 Zero Lag Exponential Moving Average => 115 Zero Lag Exponential Moving Average}/02 Using ZeroLagExponentialMovingAverage Indicator.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{114 Zero Lag Exponential Moving Average => 115 Zero Lag Exponential Moving Average}/03 Visualization.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{114 Zero Lag Exponential Moving Average => 115 Zero Lag Exponential Moving Average}/04 Indicator History.php (100%) rename 03 Writing Algorithms/28 Indicators/01 Supported Indicators/{114 Zero Lag Exponential Moving Average => 115 Zero Lag Exponential Moving Average}/metadata.json (100%) create mode 100644 Resources/indicators/constructors/vortex.html create mode 100644 Resources/qcalgorithm-api/qcalgorithm-vtx.html diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00.json index 6b700a616f..48b6ea0395 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00.json @@ -118,6 +118,7 @@ "110": "", "111": "", "112": "", - "113": "" + "113": "", + "114": "" } } \ No newline at end of file diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/01 Introduction.html b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/01 Introduction.html new file mode 100644 index 0000000000..88887836bb --- /dev/null +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/01 Introduction.html @@ -0,0 +1,3 @@ + +

This indicator represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes components that capture positive (upward) and negative (downward) trend movements. This indicator compares the ranges within the current period to previous periods to calculate upward and downward movement trends.

+

To view the implementation of this indicator, see the LEAN GitHub repository.

\ No newline at end of file diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/02 Using Vortex Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/02 Using Vortex Indicator.php new file mode 100644 index 0000000000..b6f04994bb --- /dev/null +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/02 Using Vortex Indicator.php @@ -0,0 +1,20 @@ + +TradeBar or QuoteBar'; +$constructorArguments = ''; +$updateParameterValue = 'bar'; +$hasMovingAverageTypeParameter = False; +$constructorBox = 'vortex'; +$isOptionIndicator = false; +include(DOCS_RESOURCES."/indicators/using-indicator.php"); +?> \ No newline at end of file diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/03 Visualization.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/03 Visualization.php new file mode 100644 index 0000000000..58c8b2c850 --- /dev/null +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/03 Visualization.php @@ -0,0 +1,6 @@ + + \ No newline at end of file diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/04 Indicator History.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/04 Indicator History.php new file mode 100644 index 0000000000..565a0cc1ad --- /dev/null +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/04 Indicator History.php @@ -0,0 +1,12 @@ + + \ No newline at end of file diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/metadata.json new file mode 100644 index 0000000000..5b4d66d374 --- /dev/null +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/metadata.json @@ -0,0 +1,12 @@ +{ + "type": "metadata", + "values": { + "description": "This indicator represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes compo...", + "keywords": "vortex", + "og:type": "website", + "og:description": "This indicator represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes compo...", + "og:title": "Vortex - Using Indicators on QuantConnect.com", + "og:site_name": "Vortex - Using Indicators on QuantConnect.com", + "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/vortex.png" + } +} \ No newline at end of file diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/01 Introduction.html b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/01 Introduction.html similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/01 Introduction.html rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/01 Introduction.html diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/02 Using ASI Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/02 Using ASI Indicator.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/02 Using ASI Indicator.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/02 Using ASI Indicator.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/03 Visualization.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/03 Visualization.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/03 Visualization.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/03 Visualization.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/04 Indicator History.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/04 Indicator History.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/04 Indicator History.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/04 Indicator History.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/metadata.json similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Wilder Accumulative Swing Index/metadata.json rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Accumulative Swing Index/metadata.json diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/01 Introduction.html b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/01 Introduction.html similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/01 Introduction.html rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/01 Introduction.html diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/02 Using WWMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/02 Using WWMA Indicator.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/02 Using WWMA Indicator.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/02 Using WWMA Indicator.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/03 Visualization.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/03 Visualization.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/03 Visualization.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/03 Visualization.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/04 Indicator History.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/04 Indicator History.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/04 Indicator History.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/04 Indicator History.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/metadata.json similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/111 Wilder Moving Average/metadata.json rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Moving Average/metadata.json diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/01 Introduction.html b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/01 Introduction.html similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/01 Introduction.html rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/01 Introduction.html diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/02 Using SI Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/02 Using SI Indicator.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/02 Using SI Indicator.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/02 Using SI Indicator.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/03 Visualization.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/03 Visualization.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/03 Visualization.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/03 Visualization.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/04 Indicator History.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/04 Indicator History.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/04 Indicator History.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/04 Indicator History.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/metadata.json similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/112 Wilder Swing Index/metadata.json rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Wilder Swing Index/metadata.json diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/01 Introduction.html b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/01 Introduction.html similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/01 Introduction.html rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/01 Introduction.html diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/02 Using WILR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/02 Using WILR Indicator.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/02 Using WILR Indicator.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/02 Using WILR Indicator.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/03 Visualization.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/03 Visualization.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/03 Visualization.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/03 Visualization.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/04 Indicator History.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/04 Indicator History.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/04 Indicator History.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/04 Indicator History.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/metadata.json similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/113 Williams Percent R/metadata.json rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Williams Percent R/metadata.json diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/01 Introduction.html b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/01 Introduction.html similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/01 Introduction.html rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/01 Introduction.html diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/02 Using ZeroLagExponentialMovingAverage Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/02 Using ZeroLagExponentialMovingAverage Indicator.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/02 Using ZeroLagExponentialMovingAverage Indicator.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/02 Using ZeroLagExponentialMovingAverage Indicator.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/03 Visualization.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/03 Visualization.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/03 Visualization.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/03 Visualization.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/04 Indicator History.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/04 Indicator History.php similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/04 Indicator History.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/04 Indicator History.php diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/metadata.json similarity index 100% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/114 Zero Lag Exponential Moving Average/metadata.json rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/115 Zero Lag Exponential Moving Average/metadata.json diff --git a/03 Writing Algorithms/98 API Reference/08 Indicators.php b/03 Writing Algorithms/98 API Reference/08 Indicators.php index b502eb340d..64f057a852 100644 --- a/03 Writing Algorithms/98 API Reference/08 Indicators.php +++ b/03 Writing Algorithms/98 API Reference/08 Indicators.php @@ -110,6 +110,7 @@ + diff --git a/Resources/indicators/constructors/auto-regressive-integrated-moving-average.html b/Resources/indicators/constructors/auto-regressive-integrated-moving-average.html index 8029b19f07..7b209e0560 100644 --- a/Resources/indicators/constructors/auto-regressive-integrated-moving-average.html +++ b/Resources/indicators/constructors/auto-regressive-integrated-moving-average.html @@ -2,7 +2,7 @@

AutoRegressiveIntegratedMovingAverage

class QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage[source]
-

An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ where the first sum has an upper limit of _arOrder and the second _maOrder.

+

An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ where the first sum has an upper limit of _arOrder and the second _maOrder.

get_enumerator()
@@ -225,7 +225,7 @@

AutoRegressiveIntegratedMovingAve

AutoRegressiveIntegratedMovingAverage

class QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage[source]
-

An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ where the first sum has an upper limit of _arOrder and the second _maOrder.

+

An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ where the first sum has an upper limit of _arOrder and the second _maOrder.

GetEnumerator()
diff --git a/Resources/indicators/constructors/implied-volatility.html b/Resources/indicators/constructors/implied-volatility.html index c5f87d9f19..e752dfa9f9 100644 --- a/Resources/indicators/constructors/implied-volatility.html +++ b/Resources/indicators/constructors/implied-volatility.html @@ -311,7 +311,7 @@

ImpliedVolatility

Parameters:
  • - function (PyObject | Func[Decimal, Decimal, Decimal]) + function (Func[Decimal, Decimal, Decimal] | PyObject)
diff --git a/Resources/indicators/constructors/mc-clellan-summation-index.html b/Resources/indicators/constructors/mc-clellan-summation-index.html index 1e247ee9d4..009c801c39 100644 --- a/Resources/indicators/constructors/mc-clellan-summation-index.html +++ b/Resources/indicators/constructors/mc-clellan-summation-index.html @@ -2,7 +2,7 @@

McClellanSummationIndex

class QuantConnect.Indicators.McClellanSummationIndex[source]
-

The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator

+

The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator

get_enumerator()
@@ -175,7 +175,7 @@

McClellanSummationIndex

McClellanSummationIndex

class QuantConnect.Indicators.McClellanSummationIndex[source]
-

The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator

+

The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator

GetEnumerator()
diff --git a/Resources/indicators/constructors/pivot-points-high-low.html b/Resources/indicators/constructors/pivot-points-high-low.html index e5d9edc935..b5a7bb097b 100644 --- a/Resources/indicators/constructors/pivot-points-high-low.html +++ b/Resources/indicators/constructors/pivot-points-high-low.html @@ -10,7 +10,7 @@

PivotPointsHighLow

Return type:
-

PivotPoint[]

+

PivotPoint[]

get_enumerator()
@@ -28,7 +28,7 @@

PivotPointsHighLow

Return type:
-

PivotPoint[]

+

PivotPoint[]

get_low_pivot_points_array()
@@ -37,7 +37,7 @@

PivotPointsHighLow

Return type:
-

PivotPoint[]

+

PivotPoint[]

reset()
@@ -200,7 +200,7 @@

PivotPointsHighLow

Return type:
-

PivotPoint[]

+

PivotPoint[]

GetEnumerator()
@@ -218,7 +218,7 @@

PivotPointsHighLow

Return type:
-

PivotPoint[]

+

PivotPoint[]

GetLowPivotPointsArray()
@@ -227,7 +227,7 @@

PivotPointsHighLow

Return type:
-

PivotPoint[]

+

PivotPoint[]

Reset()
diff --git a/Resources/indicators/constructors/regression-channel.html b/Resources/indicators/constructors/regression-channel.html index 3a5105ed0e..18606a5041 100644 --- a/Resources/indicators/constructors/regression-channel.html +++ b/Resources/indicators/constructors/regression-channel.html @@ -2,7 +2,7 @@

RegressionChannel

class QuantConnect.Indicators.RegressionChannel[source]
-

The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html

+

The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html

get_enumerator()
@@ -215,7 +215,7 @@

RegressionChannel

RegressionChannel

class QuantConnect.Indicators.RegressionChannel[source]
-

The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html

+

The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html

GetEnumerator()
diff --git a/Resources/indicators/constructors/sortino-ratio.html b/Resources/indicators/constructors/sortino-ratio.html index 6866f9fc86..08b84e563e 100644 --- a/Resources/indicators/constructors/sortino-ratio.html +++ b/Resources/indicators/constructors/sortino-ratio.html @@ -2,7 +2,7 @@

SortinoRatio

class QuantConnect.Indicators.SortinoRatio[source]
-

Calculation of the Sortino Ratio, a modification of the SharpeRatio. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. TargetDownsideDeviation

+

Calculation of the Sortino Ratio, a modification of the SharpeRatio. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. TargetDownsideDeviation

get_enumerator()
@@ -165,7 +165,7 @@

SortinoRatio

SortinoRatio

class QuantConnect.Indicators.SortinoRatio[source]
-

Calculation of the Sortino Ratio, a modification of the SharpeRatio. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. TargetDownsideDeviation

+

Calculation of the Sortino Ratio, a modification of the SharpeRatio. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. TargetDownsideDeviation

GetEnumerator()
diff --git a/Resources/indicators/constructors/vortex.html b/Resources/indicators/constructors/vortex.html new file mode 100644 index 0000000000..274da048bd --- /dev/null +++ b/Resources/indicators/constructors/vortex.html @@ -0,0 +1,366 @@ +
+

Vortex

+
class QuantConnect.Indicators.Vortex[source] +
+

Represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes components that capture positive (upward) and negative (downward) trend movements. This indicator compares the ranges within the current period to previous periods to calculate upward and downward movement trends.

+
+
get_enumerator()
+
+

Returns an enumerator that iterates through the history window.

+ + +
Return type:
+

IEnumerator[IndicatorDataPoint]

+
+ +
reset()
+
+

Resets all indicators and internal state.

+ + +
+ +
to_detailed_string()
+
+

Provides a more detailed string of this indicator in the form of {Name} - {Value}

+ + +
Return type:
+

str

+
+ +
update(time, value)
+
+

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

+
Parameters:
+
    +
  • + time (datetime) +
    • +
  • + value (float) +
    • +
+ +
Return type:
+

bool

+
+
update(input)
+
+

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

+
Parameters:
+
    +
  • + input (IBaseData) +
    • +
+ +
Return type:
+

bool

+
+ +
+
+
property consolidators
+
+

The data consolidators associated with this indicator if any

+ +
Returns:
+

The data consolidators associated with this indicator if any

+
Return type:
+

ISet[IDataConsolidator]

+
+ +
property current
+
+

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+ +
Returns:
+

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+
Return type:
+

IndicatorDataPoint

+
+ +
property is_ready
+
+

Indicates whether this indicator is fully ready and all buffers have been filled.

+ +
Returns:
+

Indicates whether this indicator is fully ready and all buffers have been filled.

+
Return type:
+

bool

+
+ +
property item
+
+

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

+ +
Returns:
+

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

+
Return type:
+

IndicatorDataPoint

+
+ +
property minus_vortex
+
+

Gets the Negative Vortex Indicator, which reflects negative trend movements.

+ +
Returns:
+

Gets the Negative Vortex Indicator, which reflects negative trend movements.

+
Return type:
+

IndicatorBase[IndicatorDataPoint]

+
+ +
property name
+
+

Gets a name for this indicator

+ +
Returns:
+

Gets a name for this indicator

+
Return type:
+

str

+
+ +
property plus_vortex
+
+

Gets the Positive Vortex Indicator, which reflects positive trend movements.

+ +
Returns:
+

Gets the Positive Vortex Indicator, which reflects positive trend movements.

+
Return type:
+

IndicatorBase[IndicatorDataPoint]

+
+ +
property previous
+
+

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+ +
Returns:
+

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+
Return type:
+

IndicatorDataPoint

+
+ +
property samples
+
+

Gets the number of samples processed by this indicator

+ +
Returns:
+

Gets the number of samples processed by this indicator

+
Return type:
+

int

+
+ +
property warm_up_period
+
+

The minimum number of samples needed for the indicator to be ready and provide reliable values.

+ +
Returns:
+

The minimum number of samples needed for the indicator to be ready and provide reliable values.

+
Return type:
+

int

+
+ +
property window
+
+

A rolling window keeping a history of the indicator values of a given period

+ +
Returns:
+

A rolling window keeping a history of the indicator values of a given period

+
Return type:
+

RollingWindow[IndicatorDataPoint]

+
+ +
+
+ + +
+

Vortex

+
class QuantConnect.Indicators.Vortex[source] +
+

Represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes components that capture positive (upward) and negative (downward) trend movements. This indicator compares the ranges within the current period to previous periods to calculate upward and downward movement trends.

+
+
GetEnumerator()
+
+

Returns an enumerator that iterates through the history window.

+ + +
Return type:
+

IEnumerator[IndicatorDataPoint]

+
+ +
Reset()
+
+

Resets all indicators and internal state.

+ + +
+ +
ToDetailedString()
+
+

Provides a more detailed string of this indicator in the form of {Name} - {Value}

+ + +
Return type:
+

String

+
+ +
Update(time, value)
+
+

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

+
Parameters:
+
    +
  • + time (DateTime) +
    • +
  • + value (decimal) +
    • +
+ +
Return type:
+

Boolean

+
+
Update(input)
+
+

Updates the state of this indicator with the given value and returns true if this indicator is ready, false otherwise

+
Parameters:
+
    +
  • + input (IBaseData) +
    • +
+ +
Return type:
+

Boolean

+
+ +
+
+
property Consolidators
+
+

The data consolidators associated with this indicator if any

+ +
Returns:
+

The data consolidators associated with this indicator if any

+
Return type:
+

ISet<IDataConsolidator>

+
+ +
property Current
+
+

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+ +
Returns:
+

Gets the current state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+
Return type:
+

IndicatorDataPoint

+
+ +
property IsReady
+
+

Indicates whether this indicator is fully ready and all buffers have been filled.

+ +
Returns:
+

Indicates whether this indicator is fully ready and all buffers have been filled.

+
Return type:
+

bool

+
+ +
property MinusVortex
+
+

Gets the Negative Vortex Indicator, which reflects negative trend movements.

+ +
Returns:
+

Gets the Negative Vortex Indicator, which reflects negative trend movements.

+
Return type:
+

IndicatorBase<IndicatorDataPoint>

+
+ +
property Name
+
+

Gets a name for this indicator

+ +
Returns:
+

Gets a name for this indicator

+
Return type:
+

string

+
+ +
property PlusVortex
+
+

Gets the Positive Vortex Indicator, which reflects positive trend movements.

+ +
Returns:
+

Gets the Positive Vortex Indicator, which reflects positive trend movements.

+
Return type:
+

IndicatorBase<IndicatorDataPoint>

+
+ +
property Previous
+
+

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+ +
Returns:
+

Gets the previous state of this indicator. If the state has not been updated then the time on the value will equal DateTime.MinValue.

+
Return type:
+

IndicatorDataPoint

+
+ +
property Samples
+
+

Gets the number of samples processed by this indicator

+ +
Returns:
+

Gets the number of samples processed by this indicator

+
Return type:
+

int

+
+ +
property WarmUpPeriod
+
+

The minimum number of samples needed for the indicator to be ready and provide reliable values.

+ +
Returns:
+

The minimum number of samples needed for the indicator to be ready and provide reliable values.

+
Return type:
+

Int32

+
+ +
property Window
+
+

A rolling window keeping a history of the indicator values of a given period

+ +
Returns:
+

A rolling window keeping a history of the indicator values of a given period

+
Return type:
+

RollingWindow<IndicatorDataPoint>

+
+ +
property [System.Int32]
+
+

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

+ +
Returns:
+

Indexes the history windows, where index 0 is the most recent indicator value. If index is greater or equal than the current count, it returns null. If the index is greater or equal than the window size, it returns null and resizes the windows to i + 1.

+
Return type:
+

IndicatorDataPoint

+
+ +
+
+ + diff --git a/Resources/indicators/constructors/wilder-accumulative-swing-index.html b/Resources/indicators/constructors/wilder-accumulative-swing-index.html index d162eba0a6..5cf00ea624 100644 --- a/Resources/indicators/constructors/wilder-accumulative-swing-index.html +++ b/Resources/indicators/constructors/wilder-accumulative-swing-index.html @@ -2,7 +2,7 @@

WilderAccumulativeSwingIndex

class QuantConnect.Indicators.WilderAccumulativeSwingIndex[source]
-

This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. ASIₜ = ASIₜ₋₁ + SIₜ Where: ASIₜ₋₁ The WilderAccumulativeSwingIndex for the previous period. SIₜ The WilderSwingIndex calculated for the current period.

+

This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. ASIₜ = ASIₜ₋₁ + SIₜ Where: ASIₜ₋₁ The WilderAccumulativeSwingIndex for the previous period. SIₜ The WilderSwingIndex calculated for the current period.

get_enumerator()
@@ -165,7 +165,7 @@

WilderAccumulativeSwingIndex

WilderAccumulativeSwingIndex

class QuantConnect.Indicators.WilderAccumulativeSwingIndex[source]
-

This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. ASIₜ = ASIₜ₋₁ + SIₜ Where: ASIₜ₋₁ The WilderAccumulativeSwingIndex for the previous period. SIₜ The WilderSwingIndex calculated for the current period.

+

This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. ASIₜ = ASIₜ₋₁ + SIₜ Where: ASIₜ₋₁ The WilderAccumulativeSwingIndex for the previous period. SIₜ The WilderSwingIndex calculated for the current period.

GetEnumerator()
diff --git a/Resources/indicators/constructors/wilder-swing-index.html b/Resources/indicators/constructors/wilder-swing-index.html index 7ecfb10aaf..9e5c7a022f 100644 --- a/Resources/indicators/constructors/wilder-swing-index.html +++ b/Resources/indicators/constructors/wilder-swing-index.html @@ -2,7 +2,7 @@

WilderSwingIndex

class QuantConnect.Indicators.WilderSwingIndex[source]
-

This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. SIₜ = 50 * ( N / R ) * ( K / T ) Where: N Equals: Cₜ - Cₜ₋₁ + 0.5 * (Cₜ - Oₜ) + 0.25 * (Cₜ₋₁ - Oₜ₋₁) See GetNValueR Found by selecting the expression with the largest value and then using the corresponding formula. Expression => Formula |Hₜ - Cₜ₋₁| => |Hₜ - Cₜ| - 0.5 * |Lₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Lₜ - Cₜ₋₁| => |Lₜ - Cₜ| - 0.5 * |Hₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Hₜ - Lₜ| => |Hₜ - Lₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| See GetRValueK Found by selecting the larger of the two expressions: |Hₜ - Cₜ₋₁|, |Lₜ - Cₜ₋₁| See GetKValueT The limit move, or the maximum change in price during the time period for the bar. Passed as limitMove via the constructor. See T

+

This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. SIₜ = 50 * ( N / R ) * ( K / T ) Where: N Equals: Cₜ - Cₜ₋₁ + 0.5 * (Cₜ - Oₜ) + 0.25 * (Cₜ₋₁ - Oₜ₋₁) See GetNValueR Found by selecting the expression with the largest value and then using the corresponding formula. Expression => Formula |Hₜ - Cₜ₋₁| => |Hₜ - Cₜ| - 0.5 * |Lₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Lₜ - Cₜ₋₁| => |Lₜ - Cₜ| - 0.5 * |Hₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Hₜ - Lₜ| => |Hₜ - Lₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| See GetRValueK Found by selecting the larger of the two expressions: |Hₜ - Cₜ₋₁|, |Lₜ - Cₜ₋₁| See GetKValueT The limit move, or the maximum change in price during the time period for the bar. Passed as limitMove via the constructor. See T

get_enumerator()
@@ -165,7 +165,7 @@

WilderSwingIndex

WilderSwingIndex

class QuantConnect.Indicators.WilderSwingIndex[source]
-

This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. SIₜ = 50 * ( N / R ) * ( K / T ) Where: N Equals: Cₜ - Cₜ₋₁ + 0.5 * (Cₜ - Oₜ) + 0.25 * (Cₜ₋₁ - Oₜ₋₁) See GetNValueR Found by selecting the expression with the largest value and then using the corresponding formula. Expression => Formula |Hₜ - Cₜ₋₁| => |Hₜ - Cₜ| - 0.5 * |Lₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Lₜ - Cₜ₋₁| => |Lₜ - Cₜ| - 0.5 * |Hₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Hₜ - Lₜ| => |Hₜ - Lₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| See GetRValueK Found by selecting the larger of the two expressions: |Hₜ - Cₜ₋₁|, |Lₜ - Cₜ₋₁| See GetKValueT The limit move, or the maximum change in price during the time period for the bar. Passed as limitMove via the constructor. See T

+

This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. SIₜ = 50 * ( N / R ) * ( K / T ) Where: N Equals: Cₜ - Cₜ₋₁ + 0.5 * (Cₜ - Oₜ) + 0.25 * (Cₜ₋₁ - Oₜ₋₁) See GetNValueR Found by selecting the expression with the largest value and then using the corresponding formula. Expression => Formula |Hₜ - Cₜ₋₁| => |Hₜ - Cₜ| - 0.5 * |Lₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Lₜ - Cₜ₋₁| => |Lₜ - Cₜ| - 0.5 * |Hₜ - Cₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| |Hₜ - Lₜ| => |Hₜ - Lₜ₋₁| + 0.25 * |Cₜ₋₁ - Oₜ₋₁| See GetRValueK Found by selecting the larger of the two expressions: |Hₜ - Cₜ₋₁|, |Lₜ - Cₜ₋₁| See GetKValueT The limit move, or the maximum change in price during the time period for the bar. Passed as limitMove via the constructor. See T

GetEnumerator()
diff --git a/Resources/indicators/indicator_count.html b/Resources/indicators/indicator_count.html index 9036380438..09577ddf47 100644 --- a/Resources/indicators/indicator_count.html +++ b/Resources/indicators/indicator_count.html @@ -1 +1 @@ -There are 114 indicators. \ No newline at end of file +There are 115 indicators. \ No newline at end of file diff --git a/Resources/qcalgorithm-api/cfd.html b/Resources/qcalgorithm-api/cfd.html index b28a94d8b2..c3e34bac7f 100644 --- a/Resources/qcalgorithm-api/cfd.html +++ b/Resources/qcalgorithm-api/cfd.html @@ -17,12 +17,12 @@

Cfd

Return type:
-

BaseData

+

BaseData

refresh_data_normalization_mode_property()
-

This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

+

This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

@@ -79,7 +79,7 @@

Cfd

Parameters:
  • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
@@ -91,7 +91,7 @@

Cfd

Parameters:
  • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
@@ -115,7 +115,7 @@

Cfd

Parameters:
  • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
@@ -173,7 +173,7 @@

Cfd

Parameters:
@@ -185,7 +185,7 @@

Cfd

Parameters:
  • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
@@ -208,7 +208,7 @@

Cfd

Parameters:
  • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
@@ -520,10 +520,10 @@

Cfd

property margin_model
-

Gets the buying power model used for this security, an alias for BuyingPowerModel

+

Gets the buying power model used for this security, an alias for BuyingPowerModel

Returns:
-

Gets the buying power model used for this security, an alias for BuyingPowerModel

+

Gets the buying power model used for this security, an alias for BuyingPowerModel

Return type:

IBuyingPowerModel

@@ -610,10 +610,10 @@

Cfd

property shortable_provider
-

This securities IShortableProvider

+

This securities IShortableProvider

Returns:
-

This securities IShortableProvider

+

This securities IShortableProvider

Return type:

IintableProvider

@@ -709,12 +709,12 @@

Cfd

Return type:
-

BaseData

+

BaseData

RefreshDataNormalizationModeProperty()
-

This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

+

This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

@@ -771,7 +771,7 @@

Cfd

Parameters:
  • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
@@ -783,7 +783,7 @@

Cfd

Parameters:
  • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
@@ -807,7 +807,7 @@

Cfd

Parameters:
@@ -865,7 +865,7 @@

Cfd

Parameters:
@@ -877,7 +877,7 @@

Cfd

Parameters:
  • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
@@ -1202,10 +1202,10 @@

Cfd

property MarginModel
-

Gets the buying power model used for this security, an alias for BuyingPowerModel

+

Gets the buying power model used for this security, an alias for BuyingPowerModel

Returns:
-

Gets the buying power model used for this security, an alias for BuyingPowerModel

+

Gets the buying power model used for this security, an alias for BuyingPowerModel

Return type:

IBuyingPowerModel

@@ -1292,10 +1292,10 @@

Cfd

property ShortableProvider
-

This securities IShortableProvider

+

This securities IShortableProvider

Returns:
-

This securities IShortableProvider

+

This securities IShortableProvider

Return type:

IShortableProvider

diff --git a/Resources/qcalgorithm-api/chart.html b/Resources/qcalgorithm-api/chart.html index 9c74c29cbe..3159c300ff 100644 --- a/Resources/qcalgorithm-api/chart.html +++ b/Resources/qcalgorithm-api/chart.html @@ -10,7 +10,7 @@

Chart

Parameters:
@@ -52,7 +52,7 @@

Chart

name (str)
  • - template_series (BaseSeries) + template_series (BaseSeries)
  • force_add_new (bool, optional) @@ -60,7 +60,7 @@

    Chart

    Return type:
    -

    BaseSeries

    +

    BaseSeries

    • try_add_and_get_series(name, type, index, unit, color, symbol, force_add_new=False)
    @@ -84,7 +84,7 @@

    Chart

    color (Color)
  • - symbol (ScatterMarkerSymbol) + symbol (ScatterMarkerSymbol)
  • force_add_new (bool, optional) @@ -92,7 +92,7 @@

    Chart

    Return type:
    -

    Series

    +

    Series

    • @@ -151,7 +151,7 @@

    Chart

    Parameters:
    @@ -193,7 +193,7 @@

    Chart

    name (string)
  • - templateSeries (BaseSeries) + templateSeries (BaseSeries)
  • forceAddNew (bool, optional) @@ -201,7 +201,7 @@

    Chart

    Return type:
    -

    BaseSeries

    +

    BaseSeries

    • TryAddAndGetSeries(name, type, index, unit, color, symbol, forceAddNew=False)
    @@ -225,7 +225,7 @@

    Chart

    color (Color)
  • - symbol (ScatterMarkerSymbol) + symbol (ScatterMarkerSymbol)
  • forceAddNew (bool, optional) @@ -233,7 +233,7 @@

    Chart

    Return type:
    -

    Series

    +

    Series

    • diff --git a/Resources/qcalgorithm-api/crypto-future.html b/Resources/qcalgorithm-api/crypto-future.html index f49be0ea86..feefe8cb87 100644 --- a/Resources/qcalgorithm-api/crypto-future.html +++ b/Resources/qcalgorithm-api/crypto-future.html @@ -17,7 +17,7 @@

    CryptoFuture

    Return type:
    -

    BaseData

    +

    BaseData

    is_crypto_coin_future()
    @@ -31,7 +31,7 @@

    CryptoFuture

    refresh_data_normalization_mode_property()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -88,7 +88,7 @@

    CryptoFuture

    Parameters:
    • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
    @@ -100,7 +100,7 @@

    CryptoFuture

    Parameters:
    • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
    @@ -124,7 +124,7 @@

    CryptoFuture

    Parameters:
    • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
    @@ -182,7 +182,7 @@

    CryptoFuture

    Parameters:
    @@ -194,7 +194,7 @@

    CryptoFuture

    Parameters:
    • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
    @@ -217,7 +217,7 @@

    CryptoFuture

    Parameters:
    • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
    @@ -529,10 +529,10 @@

    CryptoFuture

    property margin_model
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -609,10 +609,10 @@

    CryptoFuture

    property shortable_provider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IintableProvider

    @@ -708,7 +708,7 @@

    CryptoFuture

    Return type:
    -

    BaseData

    +

    BaseData

    IsCryptoCoinFuture()
    @@ -722,7 +722,7 @@

    CryptoFuture

    RefreshDataNormalizationModeProperty()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -779,7 +779,7 @@

    CryptoFuture

    Parameters:
    • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
    @@ -791,7 +791,7 @@

    CryptoFuture

    Parameters:
    • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
    @@ -815,7 +815,7 @@

    CryptoFuture

    Parameters:
    @@ -873,7 +873,7 @@

    CryptoFuture

    Parameters:
    @@ -885,7 +885,7 @@

    CryptoFuture

    Parameters:
    • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
    @@ -1210,10 +1210,10 @@

    CryptoFuture

    property MarginModel
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -1290,10 +1290,10 @@

    CryptoFuture

    property ShortableProvider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IShortableProvider

    diff --git a/Resources/qcalgorithm-api/crypto.html b/Resources/qcalgorithm-api/crypto.html index 8137a126c6..e84e60e744 100644 --- a/Resources/qcalgorithm-api/crypto.html +++ b/Resources/qcalgorithm-api/crypto.html @@ -17,12 +17,12 @@

    Crypto

    Return type:
    -

    BaseData

    +

    BaseData

    refresh_data_normalization_mode_property()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -79,7 +79,7 @@

    Crypto

    Parameters:
    • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
    @@ -91,7 +91,7 @@

    Crypto

    Parameters:
    • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
    @@ -115,7 +115,7 @@

    Crypto

    Parameters:
    • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
    @@ -173,7 +173,7 @@

    Crypto

    Parameters:
    @@ -185,7 +185,7 @@

    Crypto

    Parameters:
    • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
    @@ -208,7 +208,7 @@

    Crypto

    Parameters:
    • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
    @@ -520,10 +520,10 @@

    Crypto

    property margin_model
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -600,10 +600,10 @@

    Crypto

    property shortable_provider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IintableProvider

    @@ -699,12 +699,12 @@

    Crypto

    Return type:
    -

    BaseData

    +

    BaseData

    RefreshDataNormalizationModeProperty()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -761,7 +761,7 @@

    Crypto

    Parameters:
    • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
    @@ -773,7 +773,7 @@

    Crypto

    Parameters:
    • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
    @@ -797,7 +797,7 @@

    Crypto

    Parameters:
    @@ -855,7 +855,7 @@

    Crypto

    Parameters:
    @@ -867,7 +867,7 @@

    Crypto

    Parameters:
    • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
    @@ -1192,10 +1192,10 @@

    Crypto

    property MarginModel
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -1272,10 +1272,10 @@

    Crypto

    property ShortableProvider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IShortableProvider

    diff --git a/Resources/qcalgorithm-api/delistings.html b/Resources/qcalgorithm-api/delistings.html index 62e7a62866..a4cde98901 100644 --- a/Resources/qcalgorithm-api/delistings.html +++ b/Resources/qcalgorithm-api/delistings.html @@ -6,21 +6,21 @@

    Delistings

    add(key, value)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    add(item)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    • @@ -32,14 +32,14 @@

      Delistings

      clear()
      -

      Removes all keys and values from the IExtendedDictionary.

      +

      Removes all keys and values from the IExtendedDictionary.

      contains(item)
      -

      Determines whether the ICollection contains a specific value.

      +

      Determines whether the ICollection contains a specific value.

      Parameters:
      • @@ -53,7 +53,7 @@

        Delistings

        contains_key(key)
        -

        Determines whether the IDictionary contains an element with the specified key.

        +

        Determines whether the IDictionary contains an element with the specified key.

        Parameters:
        • @@ -67,7 +67,7 @@

          Delistings

          copy()
          -

          Creates a shallow copy of the IExtendedDictionary.

          +

          Creates a shallow copy of the IExtendedDictionary.

          Return type:
          @@ -76,7 +76,7 @@

          Delistings

          copy_to(array, array_index)
          -

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          +

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          Parameters:
          • @@ -98,7 +98,7 @@

            Delistings

            sequence (Symbol[])
          • - value (Delisting) + value (Delisting)
          @@ -115,12 +115,12 @@

          Delistings

          symbol (Symbol)
        • - value (Delisting) + value (Delisting)
        Return type:
        -

        Delisting

        +

        Delisting

        get_enumerator()
        @@ -143,7 +143,7 @@

        Delistings

      Return type:
      -

      Delisting

      +

      Delisting

      items()
      @@ -173,12 +173,12 @@

      Delistings

      symbol (Symbol)
    • - default_value (Delisting) + default_value (Delisting)
    Return type:
    -

    Delisting

    +

    Delisting

    popitem()
    @@ -192,7 +192,7 @@

    Delistings

    remove(item)
    -

    Removes the first occurrence of a specific object from the ICollection.

    +

    Removes the first occurrence of a specific object from the ICollection.

    Parameters:
    • @@ -205,7 +205,7 @@

      Delistings

    remove(key)
    -

    Removes the first occurrence of a specific object from the ICollection.

    +

    Removes the first occurrence of a specific object from the ICollection.

    Parameters:
    • @@ -226,12 +226,12 @@

      Delistings

      symbol (Symbol)
    • - default_value (Delisting) + default_value (Delisting)
    Return type:
    -

    Delisting

    +

    Delisting

    try_get_value(key, value)
    @@ -276,20 +276,20 @@

    Delistings

    property count
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Returns:
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Return type:

    int

    property is_read_only
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Returns:
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Return type:

    bool

    @@ -306,10 +306,10 @@

    Delistings

    property keys
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Returns:
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Return type:

    List[Symbol]

    @@ -326,10 +326,10 @@

    Delistings

    property values
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Returns:
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Return type:

    List[Delisting]

    @@ -344,21 +344,21 @@

    Delistings

    Add(key, value)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    Add(item)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    • @@ -370,14 +370,14 @@

      Delistings

      Clear()
      -

      Removes all items from the ICollection.

      +

      Removes all items from the ICollection.

      Contains(item)
      -

      Determines whether the ICollection contains a specific value.

      +

      Determines whether the ICollection contains a specific value.

      Parameters:
      • @@ -391,7 +391,7 @@

        Delistings

        ContainsKey(key)
        -

        Determines whether the IDictionary contains an element with the specified key.

        +

        Determines whether the IDictionary contains an element with the specified key.

        Parameters:
        • @@ -405,7 +405,7 @@

          Delistings

          CopyTo(array, arrayIndex)
          -

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          +

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          Parameters:
          • @@ -438,12 +438,12 @@

            Delistings

          Return type:
          -

          Delisting

          +

          Delisting

          Remove(item)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -456,7 +456,7 @@

            Delistings

          Remove(key)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -487,14 +487,14 @@

            Delistings

            clear()
            -

            Removes all keys and values from the IExtendedDictionary.

            +

            Removes all keys and values from the IExtendedDictionary.

            copy()
            -

            Creates a shallow copy of the IExtendedDictionary.

            +

            Creates a shallow copy of the IExtendedDictionary.

            Return type:
            @@ -510,7 +510,7 @@

            Delistings

            sequence (Symbol[])
          • - value (Delisting) + value (Delisting)
          @@ -527,12 +527,12 @@

          Delistings

          symbol (Symbol)
        • - value (Delisting) + value (Delisting)
        Return type:
        -

        Delisting

        +

        Delisting

        items()
        @@ -562,12 +562,12 @@

        Delistings

        symbol (Symbol)
      • - default_value (Delisting) + default_value (Delisting)
      Return type:
      -

      Delisting

      +

      Delisting

      popitem()
      @@ -588,12 +588,12 @@

      Delistings

      symbol (Symbol)
    • - default_value (Delisting) + default_value (Delisting)
    Return type:
    -

    Delisting

    +

    Delisting

    update(other)
    @@ -621,30 +621,30 @@

    Delistings

    property Count
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Returns:
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Return type:

    Int32

    property IsReadOnly
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Returns:
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Return type:

    bool

    property Keys
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Returns:
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Return type:

    ICollection<Symbol>

    @@ -661,10 +661,10 @@

    Delistings

    property Values
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Returns:
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Return type:

    ICollection<Delisting>

    diff --git a/Resources/qcalgorithm-api/dividends.html b/Resources/qcalgorithm-api/dividends.html index c7dd938bd1..24dff6230f 100644 --- a/Resources/qcalgorithm-api/dividends.html +++ b/Resources/qcalgorithm-api/dividends.html @@ -6,21 +6,21 @@

    Dividends

    add(key, value)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    add(item)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    • @@ -32,14 +32,14 @@

      Dividends

      clear()
      -

      Removes all keys and values from the IExtendedDictionary.

      +

      Removes all keys and values from the IExtendedDictionary.

      contains(item)
      -

      Determines whether the ICollection contains a specific value.

      +

      Determines whether the ICollection contains a specific value.

      Parameters:
      • @@ -53,7 +53,7 @@

        Dividends

        contains_key(key)
        -

        Determines whether the IDictionary contains an element with the specified key.

        +

        Determines whether the IDictionary contains an element with the specified key.

        Parameters:
        • @@ -67,7 +67,7 @@

          Dividends

          copy()
          -

          Creates a shallow copy of the IExtendedDictionary.

          +

          Creates a shallow copy of the IExtendedDictionary.

          Return type:
          @@ -76,7 +76,7 @@

          Dividends

          copy_to(array, array_index)
          -

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          +

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          Parameters:
          • @@ -98,7 +98,7 @@

            Dividends

            sequence (Symbol[])
          • - value (Dividend) + value (Dividend)
          @@ -115,12 +115,12 @@

          Dividends

          symbol (Symbol)
        • - value (Dividend) + value (Dividend)
        Return type:
        -

        Dividend

        +

        Dividend

        get_enumerator()
        @@ -143,7 +143,7 @@

        Dividends

      Return type:
      -

      Dividend

      +

      Dividend

      items()
      @@ -173,12 +173,12 @@

      Dividends

      symbol (Symbol)
    • - default_value (Dividend) + default_value (Dividend)
    Return type:
    -

    Dividend

    +

    Dividend

    popitem()
    @@ -192,7 +192,7 @@

    Dividends

    remove(item)
    -

    Removes the first occurrence of a specific object from the ICollection.

    +

    Removes the first occurrence of a specific object from the ICollection.

    Parameters:
    • @@ -205,7 +205,7 @@

      Dividends

    remove(key)
    -

    Removes the first occurrence of a specific object from the ICollection.

    +

    Removes the first occurrence of a specific object from the ICollection.

    Parameters:
    • @@ -226,12 +226,12 @@

      Dividends

      symbol (Symbol)
    • - default_value (Dividend) + default_value (Dividend)
    Return type:
    -

    Dividend

    +

    Dividend

    try_get_value(key, value)
    @@ -276,20 +276,20 @@

    Dividends

    property count
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Returns:
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Return type:

    int

    property is_read_only
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Returns:
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Return type:

    bool

    @@ -306,10 +306,10 @@

    Dividends

    property keys
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Returns:
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Return type:

    List[Symbol]

    @@ -326,10 +326,10 @@

    Dividends

    property values
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Returns:
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Return type:

    List[Dividend]

    @@ -344,21 +344,21 @@

    Dividends

    Add(key, value)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    Add(item)
    -

    Adds an item to the ICollection.

    +

    Adds an item to the ICollection.

    Parameters:
    • @@ -370,14 +370,14 @@

      Dividends

      Clear()
      -

      Removes all items from the ICollection.

      +

      Removes all items from the ICollection.

      Contains(item)
      -

      Determines whether the ICollection contains a specific value.

      +

      Determines whether the ICollection contains a specific value.

      Parameters:
      • @@ -391,7 +391,7 @@

        Dividends

        ContainsKey(key)
        -

        Determines whether the IDictionary contains an element with the specified key.

        +

        Determines whether the IDictionary contains an element with the specified key.

        Parameters:
        • @@ -405,7 +405,7 @@

          Dividends

          CopyTo(array, arrayIndex)
          -

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          +

          Copies the elements of the ICollection to an Array, starting at a particular Array index.

          Parameters:
          • @@ -438,12 +438,12 @@

            Dividends

          Return type:
          -

          Dividend

          +

          Dividend

          Remove(item)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -456,7 +456,7 @@

            Dividends

          Remove(key)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -487,14 +487,14 @@

            Dividends

            clear()
            -

            Removes all keys and values from the IExtendedDictionary.

            +

            Removes all keys and values from the IExtendedDictionary.

            copy()
            -

            Creates a shallow copy of the IExtendedDictionary.

            +

            Creates a shallow copy of the IExtendedDictionary.

            Return type:
            @@ -510,7 +510,7 @@

            Dividends

            sequence (Symbol[])
          • - value (Dividend) + value (Dividend)
          @@ -527,12 +527,12 @@

          Dividends

          symbol (Symbol)
        • - value (Dividend) + value (Dividend)
        Return type:
        -

        Dividend

        +

        Dividend

        items()
        @@ -562,12 +562,12 @@

        Dividends

        symbol (Symbol)
      • - default_value (Dividend) + default_value (Dividend)
      Return type:
      -

      Dividend

      +

      Dividend

      popitem()
      @@ -588,12 +588,12 @@

      Dividends

      symbol (Symbol)
    • - default_value (Dividend) + default_value (Dividend)
    Return type:
    -

    Dividend

    +

    Dividend

    update(other)
    @@ -621,30 +621,30 @@

    Dividends

    property Count
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Returns:
    -

    Gets the number of elements contained in the ICollection.

    +

    Gets the number of elements contained in the ICollection.

    Return type:

    Int32

    property IsReadOnly
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Returns:
    -

    Gets a value indicating whether the ICollection is read-only.

    +

    Gets a value indicating whether the ICollection is read-only.

    Return type:

    bool

    property Keys
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Returns:
    -

    Gets an ICollection containing the keys of the IDictionary.

    +

    Gets an ICollection containing the keys of the IDictionary.

    Return type:

    ICollection<Symbol>

    @@ -661,10 +661,10 @@

    Dividends

    property Values
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Returns:
    -

    Gets an ICollection containing the values in the IDictionary.

    +

    Gets an ICollection containing the values in the IDictionary.

    Return type:

    ICollection<Dividend>

    diff --git a/Resources/qcalgorithm-api/equity.html b/Resources/qcalgorithm-api/equity.html index f5110a5b29..cd687ed39d 100644 --- a/Resources/qcalgorithm-api/equity.html +++ b/Resources/qcalgorithm-api/equity.html @@ -17,7 +17,7 @@

    Equity

    Return type:
    -

    BaseData

    +

    BaseData

    refresh_data_normalization_mode_property()
    @@ -79,7 +79,7 @@

    Equity

    Parameters:
    @@ -91,7 +91,7 @@

    Equity

    Parameters:
    • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
    @@ -103,7 +103,7 @@

    Equity

    Parameters:
    • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
    @@ -127,7 +127,7 @@

    Equity

    Parameters:
    • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
    @@ -185,7 +185,7 @@

    Equity

    Parameters:
    @@ -197,7 +197,7 @@

    Equity

    Parameters:
    • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
    @@ -220,7 +220,7 @@

    Equity

    Parameters:
    • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
    @@ -522,10 +522,10 @@

    Equity

    property margin_model
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -622,10 +622,10 @@

    Equity

    property shortable_provider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IintableProvider

    @@ -753,7 +753,7 @@

    Equity

    Return type:
    -

    BaseData

    +

    BaseData

    RefreshDataNormalizationModeProperty()
    @@ -815,7 +815,7 @@

    Equity

    Parameters:
    @@ -827,7 +827,7 @@

    Equity

    Parameters:
    • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
    @@ -839,7 +839,7 @@

    Equity

    Parameters:
    • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
    @@ -863,7 +863,7 @@

    Equity

    Parameters:
    @@ -921,7 +921,7 @@

    Equity

    Parameters:
    @@ -933,7 +933,7 @@

    Equity

    Parameters:
    • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
    @@ -1248,10 +1248,10 @@

    Equity

    property MarginModel
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -1348,10 +1348,10 @@

    Equity

    property ShortableProvider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IShortableProvider

    diff --git a/Resources/qcalgorithm-api/forex.html b/Resources/qcalgorithm-api/forex.html index 6b66b70e1d..de6d64df9b 100644 --- a/Resources/qcalgorithm-api/forex.html +++ b/Resources/qcalgorithm-api/forex.html @@ -17,12 +17,12 @@

    Forex

    Return type:
    -

    BaseData

    +

    BaseData

    refresh_data_normalization_mode_property()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -79,7 +79,7 @@

    Forex

    Parameters:
    • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
    @@ -91,7 +91,7 @@

    Forex

    Parameters:
    • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
    @@ -115,7 +115,7 @@

    Forex

    Parameters:
    • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
    @@ -173,7 +173,7 @@

    Forex

    Parameters:
    @@ -185,7 +185,7 @@

    Forex

    Parameters:
    • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
    @@ -208,7 +208,7 @@

    Forex

    Parameters:
    • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
    @@ -520,10 +520,10 @@

    Forex

    property margin_model
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -600,10 +600,10 @@

    Forex

    property shortable_provider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IintableProvider

    @@ -699,12 +699,12 @@

    Forex

    Return type:
    -

    BaseData

    +

    BaseData

    RefreshDataNormalizationModeProperty()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -761,7 +761,7 @@

    Forex

    Parameters:
    • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
    @@ -773,7 +773,7 @@

    Forex

    Parameters:
    • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
    @@ -797,7 +797,7 @@

    Forex

    Parameters:
    @@ -855,7 +855,7 @@

    Forex

    Parameters:
    @@ -867,7 +867,7 @@

    Forex

    Parameters:
    • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
    @@ -1192,10 +1192,10 @@

    Forex

    property MarginModel
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -1272,10 +1272,10 @@

    Forex

    property ShortableProvider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IShortableProvider

    diff --git a/Resources/qcalgorithm-api/fundamental.html b/Resources/qcalgorithm-api/fundamental.html index d969088500..0fadf8a139 100644 --- a/Resources/qcalgorithm-api/fundamental.html +++ b/Resources/qcalgorithm-api/fundamental.html @@ -15,7 +15,7 @@

    Fundamental

    Return type:
    -

    BaseData

    +

    BaseData

    data_time_zone()
    @@ -42,7 +42,7 @@

    Fundamental

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • date (datetime) @@ -53,7 +53,7 @@

      Fundamental

    Return type:
    -

    SubscriptionDataSource

    +

    SubscriptionDataSource

    is_sparse_data()
    @@ -71,7 +71,7 @@

    Fundamental

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • line (str) @@ -85,7 +85,7 @@

      Fundamental

    Return type:
    -

    BaseData

    +

    BaseData

    reader(config, stream, date, is_live_mode)
    @@ -93,7 +93,7 @@

    Fundamental

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • stream (StreamReader) @@ -107,7 +107,7 @@

      Fundamental

    Return type:
    -

    BaseData

    +

    BaseData

    requires_mapping()
    @@ -501,7 +501,7 @@

    Fundamental

    Return type:
    -

    BaseData

    +

    BaseData

    DataTimeZone()
    @@ -528,7 +528,7 @@

    Fundamental

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • date (DateTime) @@ -539,7 +539,7 @@

      Fundamental

    Return type:
    -

    SubscriptionDataSource

    +

    SubscriptionDataSource

    IsSparseData()
    @@ -557,7 +557,7 @@

    Fundamental

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • line (string) @@ -571,7 +571,7 @@

      Fundamental

    Return type:
    -

    BaseData

    +

    BaseData

    Reader(config, stream, date, isLiveMode)
    @@ -579,7 +579,7 @@

    Fundamental

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • stream (StreamReader) @@ -593,7 +593,7 @@

      Fundamental

    Return type:
    -

    BaseData

    +

    BaseData

    RequiresMapping()
    diff --git a/Resources/qcalgorithm-api/future.html b/Resources/qcalgorithm-api/future.html index 232577abb1..1018033599 100644 --- a/Resources/qcalgorithm-api/future.html +++ b/Resources/qcalgorithm-api/future.html @@ -17,12 +17,12 @@

    Future

    Return type:
    -

    BaseData

    +

    BaseData

    refresh_data_normalization_mode_property()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -79,7 +79,7 @@

    Future

    Parameters:
    • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
    @@ -91,7 +91,7 @@

    Future

    Parameters:
    • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
    @@ -99,7 +99,7 @@

    Future

    set_filter(min_expiry, max_expiry)
    -

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    +

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    Parameters:
    • @@ -113,7 +113,7 @@

      Future

    set_filter(min_expiry_days, max_expiry_days)
    -

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    +

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    Parameters:
    • @@ -127,11 +127,11 @@

      Future

    set_filter(universe_func)
    -

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    +

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    Parameters:
    • - universe_func (Callable[FutureFilterUniverse, FutureFilterUniverse] | PyObject) + universe_func (PyObject | Callable[FutureFilterUniverse, FutureFilterUniverse])
    @@ -155,7 +155,7 @@

    Future

    Parameters:
    • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
    @@ -213,7 +213,7 @@

    Future

    Parameters:
    @@ -225,7 +225,7 @@

    Future

    Parameters:
    • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
    @@ -248,7 +248,7 @@

    Future

    Parameters:
    • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
    @@ -600,10 +600,10 @@

    Future

    property margin_model
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -690,10 +690,10 @@

    Future

    property shortable_provider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IintableProvider

    @@ -821,12 +821,12 @@

    Future

    Return type:
    -

    BaseData

    +

    BaseData

    RefreshDataNormalizationModeProperty()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -883,7 +883,7 @@

    Future

    Parameters:
    • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
    @@ -895,7 +895,7 @@

    Future

    Parameters:
    • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
    @@ -903,7 +903,7 @@

    Future

    SetFilter(minExpiry, maxExpiry)
    -

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    +

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    Parameters:
    • @@ -917,7 +917,7 @@

      Future

    SetFilter(minExpiryDays, maxExpiryDays)
    -

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    +

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    Parameters:
    • @@ -931,7 +931,7 @@

      Future

    SetFilter(universeFunc)
    -

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    +

    Sets the ContractFilter to a new instance of the filter using the specified expiration range values

    Parameters:
    • @@ -959,7 +959,7 @@

      Future

      Parameters:
      @@ -1017,7 +1017,7 @@

      Future

      Parameters:
      @@ -1029,7 +1029,7 @@

      Future

      Parameters:
      • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
      @@ -1394,10 +1394,10 @@

      Future

      property MarginModel
      -

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      +

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      Returns:
      -

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      +

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      Return type:

      IBuyingPowerModel

      @@ -1484,10 +1484,10 @@

      Future

      property ShortableProvider
      -

      This securities IShortableProvider

      +

      This securities IShortableProvider

      Returns:
      -

      This securities IShortableProvider

      +

      This securities IShortableProvider

      Return type:

      IShortableProvider

      diff --git a/Resources/qcalgorithm-api/history-request.html b/Resources/qcalgorithm-api/history-request.html index 6c04e48fef..87d09a2ede 100644 --- a/Resources/qcalgorithm-api/history-request.html +++ b/Resources/qcalgorithm-api/history-request.html @@ -46,20 +46,20 @@

      HistoryRequest

      property data_type
      -

      Gets the data type used to process the subscription request, this type must derive from BaseData

      +

      The data type of this request

      Returns:
      -

      Gets the data type used to process the subscription request, this type must derive from BaseData

      +

      The data type of this request

      Return type:

      Type

      property end_time_local
      -

      Gets the EndTimeUtc in the security's exchange time zone

      +

      Gets the EndTimeUtc in the security's exchange time zone

      Returns:
      -

      Gets the EndTimeUtc in the security's exchange time zone

      +

      Gets the EndTimeUtc in the security's exchange time zone

      Return type:

      datetime

      @@ -126,10 +126,10 @@

      HistoryRequest

      property start_time_local
      -

      Gets the StartTimeUtc in the security's exchange time zone

      +

      Gets the StartTimeUtc in the security's exchange time zone

      Returns:
      -

      Gets the StartTimeUtc in the security's exchange time zone

      +

      Gets the StartTimeUtc in the security's exchange time zone

      Return type:

      datetime

      @@ -224,20 +224,20 @@

      HistoryRequest

      property DataType
      -

      Gets the data type used to process the subscription request, this type must derive from BaseData

      +

      The data type of this request

      Returns:
      -

      Gets the data type used to process the subscription request, this type must derive from BaseData

      +

      The data type of this request

      Return type:

      Type

      property EndTimeLocal
      -

      Gets the EndTimeUtc in the security's exchange time zone

      +

      Gets the EndTimeUtc in the security's exchange time zone

      Returns:
      -

      Gets the EndTimeUtc in the security's exchange time zone

      +

      Gets the EndTimeUtc in the security's exchange time zone

      Return type:

      DateTime

      @@ -304,10 +304,10 @@

      HistoryRequest

      property StartTimeLocal
      -

      Gets the StartTimeUtc in the security's exchange time zone

      +

      Gets the StartTimeUtc in the security's exchange time zone

      Returns:
      -

      Gets the StartTimeUtc in the security's exchange time zone

      +

      Gets the StartTimeUtc in the security's exchange time zone

      Return type:

      DateTime

      diff --git a/Resources/qcalgorithm-api/index.html b/Resources/qcalgorithm-api/index.html index 768ef27f4e..a41b104bb9 100644 --- a/Resources/qcalgorithm-api/index.html +++ b/Resources/qcalgorithm-api/index.html @@ -17,12 +17,12 @@

      Index

      Return type:
      -

      BaseData

      +

      BaseData

    refresh_data_normalization_mode_property()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -79,7 +79,7 @@

    Index

    Parameters:
    • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
    @@ -91,7 +91,7 @@

    Index

    Parameters:
    • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
    @@ -115,7 +115,7 @@

    Index

    Parameters:
    • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
    @@ -173,7 +173,7 @@

    Index

    Parameters:
    @@ -185,7 +185,7 @@

    Index

    Parameters:
    • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
    @@ -208,7 +208,7 @@

    Index

    Parameters:
    • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
    @@ -510,10 +510,10 @@

    Index

    property margin_model
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -590,10 +590,10 @@

    Index

    property shortable_provider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IintableProvider

    @@ -689,12 +689,12 @@

    Index

    Return type:
    -

    BaseData

    +

    BaseData

    RefreshDataNormalizationModeProperty()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -751,7 +751,7 @@

    Index

    Parameters:
    • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
    @@ -763,7 +763,7 @@

    Index

    Parameters:
    • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
    @@ -787,7 +787,7 @@

    Index

    Parameters:
    @@ -845,7 +845,7 @@

    Index

    Parameters:
    @@ -857,7 +857,7 @@

    Index

    Parameters:
    • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
    @@ -1172,10 +1172,10 @@

    Index

    property MarginModel
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -1252,10 +1252,10 @@

    Index

    property ShortableProvider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IShortableProvider

    diff --git a/Resources/qcalgorithm-api/insight.html b/Resources/qcalgorithm-api/insight.html index 3845a2d2b0..86bdd89bb8 100644 --- a/Resources/qcalgorithm-api/insight.html +++ b/Resources/qcalgorithm-api/insight.html @@ -180,20 +180,20 @@

    Insight

    property reference_value
    -

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    Returns:
    -

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    Return type:

    float

    property reference_value_final
    -

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    Returns:
    -

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    Return type:

    float

    @@ -442,20 +442,20 @@

    Insight

    property ReferenceValue
    -

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    Returns:
    -

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the initial reference value this insight is predicting against. The value is dependent on the specified InsightType

    Return type:

    decimal

    property ReferenceValueFinal
    -

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    Returns:
    -

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    +

    Gets the final reference value, used for scoring, this insight is predicting against. The value is dependent on the specified InsightType

    Return type:

    decimal

    diff --git a/Resources/qcalgorithm-api/option.html b/Resources/qcalgorithm-api/option.html index 2d9f93ad39..2e7064be12 100644 --- a/Resources/qcalgorithm-api/option.html +++ b/Resources/qcalgorithm-api/option.html @@ -20,12 +20,12 @@

    Option

    slice (Slice)
  • - contract (OptionContract) + contract (OptionContract)
    • Return type:
    -

    OptionPriceModelResult

    +

    OptionPriceModelResult

    get_aggregate_exercise_amount()
    @@ -39,7 +39,7 @@

    Option

    get_exercise_quantity(exercise_order_quantity)
    -

    Returns the directional quantity of underlying shares that are going to change hands on exercise/assignment of all contracts held by this account, taking into account the contract's Right as well as the contract's current ContractUnitOfTrade, which may have recently changed due to a split/reverse split in the underlying security.

    +

    Returns the directional quantity of underlying shares that are going to change hands on exercise/assignment of all contracts held by this account, taking into account the contract's Right as well as the contract's current ContractUnitOfTrade, which may have recently changed due to a split/reverse split in the underlying security.

    Parameters:
    • @@ -71,7 +71,7 @@

      Option

      Return type:
      -

      BaseData

      +

      BaseData

    get_pay_off(underlying_price)
    @@ -175,7 +175,7 @@

    Option

    Parameters:
    @@ -187,7 +187,7 @@

    Option

    Parameters:
    @@ -199,7 +199,7 @@

    Option

    Parameters:
    @@ -207,7 +207,7 @@

    Option

    set_filter(min_strike, max_strike, min_expiry, max_expiry)
    -

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    +

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    Parameters:
    • @@ -227,7 +227,7 @@

      Option

    set_filter(min_strike, max_strike, min_expiry_days, max_expiry_days)
    -

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    +

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    Parameters:
    • @@ -247,7 +247,7 @@

      Option

    set_filter(universe_func)
    -

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    +

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    Parameters:
    • @@ -275,7 +275,7 @@

      Option

      Parameters:
      • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
      @@ -333,7 +333,7 @@

      Option

      Parameters:
      @@ -391,7 +391,7 @@

      Option

      Parameters:
      • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
      @@ -414,7 +414,7 @@

      Option

      Parameters:
      • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
      @@ -786,10 +786,10 @@

      Option

      property margin_model
      -

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      +

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      Returns:
      -

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      +

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      Return type:

      IBuyingPowerModel

      @@ -916,10 +916,10 @@

      Option

      property shortable_provider
      -

      This securities IShortableProvider

      +

      This securities IShortableProvider

      Returns:
      -

      This securities IShortableProvider

      +

      This securities IShortableProvider

      Return type:

      IintableProvider

      @@ -1070,12 +1070,12 @@

      Option

      slice (Slice)
    • - contract (OptionContract) + contract (OptionContract)
    Return type:
    -

    OptionPriceModelResult

    +

    OptionPriceModelResult

    GetAggregateExerciseAmount()
    @@ -1089,7 +1089,7 @@

    Option

    GetExerciseQuantity(exerciseOrderQuantity)
    -

    Returns the directional quantity of underlying shares that are going to change hands on exercise/assignment of all contracts held by this account, taking into account the contract's Right as well as the contract's current ContractUnitOfTrade, which may have recently changed due to a split/reverse split in the underlying security.

    +

    Returns the directional quantity of underlying shares that are going to change hands on exercise/assignment of all contracts held by this account, taking into account the contract's Right as well as the contract's current ContractUnitOfTrade, which may have recently changed due to a split/reverse split in the underlying security.

    Parameters:
    • @@ -1121,7 +1121,7 @@

      Option

      Return type:
      -

      BaseData

      +

      BaseData

    GetPayOff(underlyingPrice)
    @@ -1225,7 +1225,7 @@

    Option

    Parameters:
    @@ -1237,7 +1237,7 @@

    Option

    Parameters:
    @@ -1249,7 +1249,7 @@

    Option

    Parameters:
    @@ -1257,7 +1257,7 @@

    Option

    SetFilter(minStrike, maxStrike, minExpiry, maxExpiry)
    -

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    +

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    Parameters:
    • @@ -1277,7 +1277,7 @@

      Option

    SetFilter(minStrike, maxStrike, minExpiryDays, maxExpiryDays)
    -

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    +

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    Parameters:
    • @@ -1297,7 +1297,7 @@

      Option

    SetFilter(universeFunc)
    -

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    +

    Sets the ContractFilter to a new instance of the filter using the specified min and max strike values. Contracts with expirations further than 35 days out will also be filtered.

    Parameters:
    • @@ -1325,7 +1325,7 @@

      Option

      Parameters:
      @@ -1383,7 +1383,7 @@

      Option

      Parameters:
      @@ -1441,7 +1441,7 @@

      Option

      Parameters:
      • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
      @@ -1826,10 +1826,10 @@

      Option

      property MarginModel
      -

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      +

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      Returns:
      -

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      +

      Gets the buying power model used for this security, an alias for BuyingPowerModel

      Return type:

      IBuyingPowerModel

      @@ -1956,10 +1956,10 @@

      Option

      property ShortableProvider
      -

      This securities IShortableProvider

      +

      This securities IShortableProvider

      Returns:
      -

      This securities IShortableProvider

      +

      This securities IShortableProvider

      Return type:

      IShortableProvider

      diff --git a/Resources/qcalgorithm-api/order-event.html b/Resources/qcalgorithm-api/order-event.html index dfcf2ddc41..b99312fc7c 100644 --- a/Resources/qcalgorithm-api/order-event.html +++ b/Resources/qcalgorithm-api/order-event.html @@ -206,10 +206,10 @@

      OrderEvent

      property trailing_as_percentage
      -

      Whether the TrailingAmount is a percentage or an absolute currency value

      +

      Whether the TrailingAmount is a percentage or an absolute currency value

      Returns:
      -

      Whether the TrailingAmount is a percentage or an absolute currency value

      +

      Whether the TrailingAmount is a percentage or an absolute currency value

      Return type:

      bool

      @@ -444,10 +444,10 @@

      OrderEvent

      property TrailingAsPercentage
      -

      Whether the TrailingAmount is a percentage or an absolute currency value

      +

      Whether the TrailingAmount is a percentage or an absolute currency value

      Returns:
      -

      Whether the TrailingAmount is a percentage or an absolute currency value

      +

      Whether the TrailingAmount is a percentage or an absolute currency value

      Return type:

      Boolean

      diff --git a/Resources/qcalgorithm-api/order-ticket.html b/Resources/qcalgorithm-api/order-ticket.html index f2ce88877b..1fd0ed79f3 100644 --- a/Resources/qcalgorithm-api/order-ticket.html +++ b/Resources/qcalgorithm-api/order-ticket.html @@ -15,7 +15,7 @@

      OrderTicket

    Return type:
    -

    OrderResponse

    +

    OrderResponse

    get(field)
    @@ -24,7 +24,7 @@

    OrderTicket

    Parameters:
    @@ -36,7 +36,7 @@

    OrderTicket

    Parameters:
    @@ -50,7 +50,7 @@

    OrderTicket

    Return type:
    -

    OrderRequest

    +

    OrderRequest

    get_most_recent_order_response()
    @@ -59,26 +59,26 @@

    OrderTicket

    Return type:
    -

    OrderResponse

    +

    OrderResponse

    update(fields)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with data specified in fields

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with data specified in fields

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    update_limit_price(limit_price, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with limit price specified in limitPrice and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with limit price specified in limitPrice and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    update_quantity(quantity, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with quantity specified in quantity and with tag specified in quantity

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with quantity specified in quantity and with tag specified in quantity

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    update_stop_price(stop_price, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop price specified in stopPrice and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop price specified in stopPrice and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    update_stop_trailing_amount(trailing_amount, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop trailing amount specified in trailingAmount and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop trailing amount specified in trailingAmount and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    update_tag(tag)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    update_trigger_price(trigger_price, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with trigger price specified in triggerPrice and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with trigger price specified in triggerPrice and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    @@ -189,10 +189,10 @@

    OrderTicket

    property cancel_request
    -

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    +

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    Returns:
    -

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    +

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    Return type:

    CancelOrderRequest

    @@ -339,10 +339,10 @@

    OrderTicket

    property update_requests
    -

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    +

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    Returns:
    -

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    +

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    Return type:

    List[UpdateOrderRequest]

    @@ -366,7 +366,7 @@

    OrderTicket

    Return type:
    -

    OrderResponse

    +

    OrderResponse

    Get(field)
    @@ -375,7 +375,7 @@

    OrderTicket

    Parameters:
    @@ -387,7 +387,7 @@

    OrderTicket

    Parameters:
    @@ -401,7 +401,7 @@

    OrderTicket

    Return type:
    -

    OrderRequest

    +

    OrderRequest

    GetMostRecentOrderResponse()
    @@ -410,26 +410,26 @@

    OrderTicket

    Return type:
    -

    OrderResponse

    +

    OrderResponse

    Update(fields)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with data specified in fields

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with data specified in fields

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    UpdateLimitPrice(limitPrice, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with limit price specified in limitPrice and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with limit price specified in limitPrice and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    UpdateQuantity(quantity, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with quantity specified in quantity and with tag specified in quantity

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with quantity specified in quantity and with tag specified in quantity

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    UpdateStopPrice(stopPrice, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop price specified in stopPrice and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop price specified in stopPrice and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    UpdateStopTrailingAmount(trailingAmount, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop trailing amount specified in trailingAmount and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop trailing amount specified in trailingAmount and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    UpdateTag(tag)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    UpdateTriggerPrice(triggerPrice, tag=None)
    -

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with trigger price specified in triggerPrice and with tag specified in tag

    +

    Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with trigger price specified in triggerPrice and with tag specified in tag

    Parameters:
    Return type:
    -

    OrderResponse

    +

    OrderResponse

    @@ -540,10 +540,10 @@

    OrderTicket

    property CancelRequest
    -

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    +

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    Returns:
    -

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    +

    Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

    Return type:

    CancelOrderRequest

    @@ -690,10 +690,10 @@

    OrderTicket

    property UpdateRequests
    -

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    +

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    Returns:
    -

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    +

    Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

    Return type:

    IReadOnlyList<UpdateOrderRequest>

    diff --git a/Resources/qcalgorithm-api/qcalgorithm-a.html b/Resources/qcalgorithm-api/qcalgorithm-a.html index 05bdcc8ecd..7cb2181cae 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-a.html +++ b/Resources/qcalgorithm-api/qcalgorithm-a.html @@ -1,5 +1,5 @@
    -
    a(target, reference, alpha_period=1, beta_period=252, resolution=None, risk_free_rate=None, selector=None)[source]
    +
    a(target, reference, alpha_period=1, beta_period=252, resolution=None, risk_free_rate=None, selector=None)[source]

    Adds a tag to the algorithm

    Parameters:
    @@ -33,7 +33,7 @@
    -
    A(target, reference, alphaPeriod=1, betaPeriod=252, resolution=None, riskFreeRate=None, selector=None)[source]
    +
    A(target, reference, alphaPeriod=1, betaPeriod=252, resolution=None, riskFreeRate=None, selector=None)[source]

    Adds a tag to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-abands.html b/Resources/qcalgorithm-api/qcalgorithm-abands.html index d118dbf13a..c6c7fb51c0 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-abands.html +++ b/Resources/qcalgorithm-api/qcalgorithm-abands.html @@ -1,5 +1,5 @@
    -
    abands(symbol, period, width=4.0, moving_average_type=0, resolution=None, selector=None)[source]
    +
    abands(symbol, period, width=4.0, moving_average_type=0, resolution=None, selector=None)[source]

    Creates a new Acceleration Bands indicator.

    Parameters:
    @@ -29,7 +29,7 @@
    -
    ABANDS(symbol, period, width=4.0, movingAverageType=0, resolution=None, selector=None)[source]
    +
    ABANDS(symbol, period, width=4.0, movingAverageType=0, resolution=None, selector=None)[source]

    Creates a new Acceleration Bands indicator.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-ad.html b/Resources/qcalgorithm-api/qcalgorithm-ad.html index 5384b29355..6f0ec70069 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ad.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ad.html @@ -1,5 +1,5 @@
    -
    ad(symbol, resolution=None, selector=None)[source]
    +
    ad(symbol, resolution=None, selector=None)[source]

    Creates a new AccumulationDistribution indicator.

    Parameters:
    @@ -21,7 +21,7 @@
    -
    AD(symbol, resolution=None, selector=None)[source]
    +
    AD(symbol, resolution=None, selector=None)[source]

    Creates a new AccumulationDistribution indicator.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-cfd.html b/Resources/qcalgorithm-api/qcalgorithm-add-cfd.html index f33a936fc0..9baac22e3b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-cfd.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-cfd.html @@ -1,5 +1,5 @@
    -
    add_cfd(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]
    +
    add_cfd(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]

    Creates and adds a new Cfd security to the algorithm

    Parameters:
    @@ -27,7 +27,7 @@
    -
    AddCfd(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]
    +
    AddCfd(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]

    Creates and adds a new Cfd security to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-crypto-future.html b/Resources/qcalgorithm-api/qcalgorithm-add-crypto-future.html index 8b49a18b78..5fde504677 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-crypto-future.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-crypto-future.html @@ -1,5 +1,5 @@
    -
    add_crypto_future(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]
    +
    add_crypto_future(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]

    Creates and adds a new CryptoFuture security to the algorithm

    Parameters:
    @@ -27,7 +27,7 @@
    -
    AddCryptoFuture(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]
    +
    AddCryptoFuture(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]

    Creates and adds a new CryptoFuture security to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-crypto.html b/Resources/qcalgorithm-api/qcalgorithm-add-crypto.html index d6e432f13f..a3d970511c 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-crypto.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-crypto.html @@ -1,5 +1,5 @@
    -
    add_crypto(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]
    +
    add_crypto(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]

    Creates and adds a new Crypto security to the algorithm

    Parameters:
    @@ -27,7 +27,7 @@
    -
    AddCrypto(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]
    +
    AddCrypto(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]

    Creates and adds a new Crypto security to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-equity.html b/Resources/qcalgorithm-api/qcalgorithm-add-equity.html index 04b7800372..3dcad60e36 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-equity.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-equity.html @@ -1,5 +1,5 @@
    -
    add_equity(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0, extended_market_hours=False, data_normalization_mode=None)[source]
    +
    add_equity(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0, extended_market_hours=False, data_normalization_mode=None)[source]

    Creates and adds a new Equity security to the algorithm

    Parameters:
    @@ -33,7 +33,7 @@
    -
    AddEquity(ticker, resolution=None, market=None, fillForward=True, leverage=0.0, extendedMarketHours=False, dataNormalizationMode=None)[source]
    +
    AddEquity(ticker, resolution=None, market=None, fillForward=True, leverage=0.0, extendedMarketHours=False, dataNormalizationMode=None)[source]

    Creates and adds a new Equity security to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-forex.html b/Resources/qcalgorithm-api/qcalgorithm-add-forex.html index 9e8f5388a3..6fd00dcd52 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-forex.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-forex.html @@ -1,5 +1,5 @@
    -
    add_forex(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]
    +
    add_forex(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]

    Creates and adds a new Forex security to the algorithm

    Parameters:
    @@ -27,7 +27,7 @@
    -
    AddForex(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]
    +
    AddForex(ticker, resolution=None, market=None, fillForward=True, leverage=0.0)[source]

    Creates and adds a new Forex security to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-future-contract.html b/Resources/qcalgorithm-api/qcalgorithm-add-future-contract.html index cc8725f11a..39567d24a0 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-future-contract.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-future-contract.html @@ -1,5 +1,5 @@
    -
    add_future_contract(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False)[source]
    +
    add_future_contract(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False)[source]

    Creates and adds a new single Future contract to the algorithm

    Parameters:
    @@ -27,7 +27,7 @@
    -
    AddFutureContract(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False)[source]
    +
    AddFutureContract(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False)[source]

    Creates and adds a new single Future contract to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-future-option-contract.html b/Resources/qcalgorithm-api/qcalgorithm-add-future-option-contract.html index aec49ca607..86a4fb3007 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-future-option-contract.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-future-option-contract.html @@ -1,5 +1,5 @@
    -
    add_future_option_contract(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False)[source]
    +
    add_future_option_contract(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False)[source]

    Adds a future option contract to the algorithm.

    Parameters:
    @@ -27,7 +27,7 @@
    -
    AddFutureOptionContract(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False)[source]
    +
    AddFutureOptionContract(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False)[source]

    Adds a future option contract to the algorithm.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-future-option.html b/Resources/qcalgorithm-api/qcalgorithm-add-future-option.html index 2477d9bc5f..dd3b37fa41 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-future-option.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-future-option.html @@ -15,7 +15,7 @@
    -
    add_future_option(symbol, option_filter=None)[source]
    +
    add_future_option(symbol, option_filter=None)[source]

    Creates and adds a new Future Option contract to the algorithm.

    Parameters:
    @@ -47,7 +47,7 @@
    -
    AddFutureOption(symbol, optionFilter=None)[source]
    +
    AddFutureOption(symbol, optionFilter=None)[source]

    Creates and adds a new Future Option contract to the algorithm.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-future.html b/Resources/qcalgorithm-api/qcalgorithm-add-future.html index 6c3dc13d9f..cc0fd6888b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-future.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-future.html @@ -1,5 +1,5 @@
    -
    add_future(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0, extended_market_hours=False, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=0)[source]
    +
    add_future(ticker, resolution=None, market=None, fill_forward=True, leverage=0.0, extended_market_hours=False, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=0)[source]

    Creates and adds a new Future security to the algorithm

    Parameters:
    @@ -39,7 +39,7 @@
    -
    AddFuture(ticker, resolution=None, market=None, fillForward=True, leverage=0.0, extendedMarketHours=False, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=0)[source]
    +
    AddFuture(ticker, resolution=None, market=None, fillForward=True, leverage=0.0, extendedMarketHours=False, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=0)[source]

    Creates and adds a new Future security to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-index-option-contract.html b/Resources/qcalgorithm-api/qcalgorithm-add-index-option-contract.html index 2c528f2cc3..e7f32d45eb 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-index-option-contract.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-index-option-contract.html @@ -1,5 +1,5 @@
    -
    add_index_option_contract(symbol, resolution=None, fill_forward=True)[source]
    +
    add_index_option_contract(symbol, resolution=None, fill_forward=True)[source]

    Adds an index option contract to the algorithm.

    Parameters:
    @@ -21,7 +21,7 @@
    -
    AddIndexOptionContract(symbol, resolution=None, fillForward=True)[source]
    +
    AddIndexOptionContract(symbol, resolution=None, fillForward=True)[source]

    Adds an index option contract to the algorithm.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-index-option.html b/Resources/qcalgorithm-api/qcalgorithm-add-index-option.html index abc6f3bde8..8c69b55fb7 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-index-option.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-index-option.html @@ -1,5 +1,5 @@
    -
    add_index_option(ticker, resolution=None, market=usa, fill_forward=True)[source]
    +
    add_index_option(ticker, resolution=None, market=usa, fill_forward=True)[source]

    Creates and adds index options to the algorithm.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    add_index_option(symbol, target_option, resolution=None, fill_forward=True)[source]
    +
    add_index_option(symbol, target_option, resolution=None, fill_forward=True)[source]

    Creates and adds index options to the algorithm.

    Parameters:
    @@ -49,7 +49,7 @@
    -
    AddIndexOption(ticker, resolution=None, market=usa, fillForward=True)[source]
    +
    AddIndexOption(ticker, resolution=None, market=usa, fillForward=True)[source]

    Creates and adds index options to the algorithm.

    Parameters:
    @@ -74,7 +74,7 @@
    -
    AddIndexOption(symbol, targetOption, resolution=None, fillForward=True)[source]
    +
    AddIndexOption(symbol, targetOption, resolution=None, fillForward=True)[source]

    Creates and adds index options to the algorithm.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-index.html b/Resources/qcalgorithm-api/qcalgorithm-add-index.html index f6ad085373..5079043537 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-index.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-index.html @@ -1,5 +1,5 @@
    -
    add_index(ticker, resolution=None, market=None, fill_forward=True)[source]
    +
    add_index(ticker, resolution=None, market=None, fill_forward=True)[source]

    Creates and adds index options to the algorithm.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    AddIndex(ticker, resolution=None, market=None, fillForward=True)[source]
    +
    AddIndex(ticker, resolution=None, market=None, fillForward=True)[source]

    Creates and adds index options to the algorithm.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-option-contract.html b/Resources/qcalgorithm-api/qcalgorithm-add-option-contract.html index 38252901b7..f883b1ca32 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-option-contract.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-option-contract.html @@ -1,5 +1,5 @@
    -
    add_option_contract(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False)[source]
    +
    add_option_contract(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False)[source]

    Creates and adds a new single Option contract to the algorithm

    Parameters:
    @@ -27,7 +27,7 @@
    -
    AddOptionContract(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False)[source]
    +
    AddOptionContract(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False)[source]

    Creates and adds a new single Option contract to the algorithm

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-option.html b/Resources/qcalgorithm-api/qcalgorithm-add-option.html index 82202bda1e..db1f17c71b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-option.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-option.html @@ -1,11 +1,11 @@
    -
    add_option(underlying, target_option, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]
    +
    add_option(underlying, target_option, resolution=None, market=None, fill_forward=True, leverage=0.0)[source]

    Creates and adds a new equity Option security to the algorithm

    Parameters:
    • - underlying (str | Symbol) — Underlying asset Symbol to use as the option's underlying + underlying (Symbol | str) — Underlying asset Symbol to use as the option's underlying
    • target_option (str) — The target option ticker. This is useful when the option ticker does not match the underlying, e.g. SPX index and the SPXW weekly option. If null is provided will use underlying @@ -30,13 +30,13 @@
    -
    AddOption(underlying, targetOption, resolution=None, market=None, fillForward=True, leverage=0.0)[source]
    +
    AddOption(underlying, targetOption, resolution=None, market=None, fillForward=True, leverage=0.0)[source]

    Creates and adds a new equity Option security to the algorithm

    Parameters:
    • - underlying (Symbol | String) — Underlying asset Symbol to use as the option's underlying + underlying (String | Symbol) — Underlying asset Symbol to use as the option's underlying
    • targetOption (string) — The target option ticker. This is useful when the option ticker does not match the underlying, e.g. SPX index and the SPXW weekly option. If null is provided will use underlying diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-security.html b/Resources/qcalgorithm-api/qcalgorithm-add-security.html index 34dec1bcd9..4f3f8ba69d 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-security.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-security.html @@ -1,5 +1,5 @@
      -
      add_security(security_type, ticker, resolution, market, fill_forward, leverage, extended_market_hours, data_mapping_mode=None, data_normalization_mode=None)[source]
      +
      add_security(security_type, ticker, resolution, market, fill_forward, leverage, extended_market_hours, data_mapping_mode=None, data_normalization_mode=None)[source]

      Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.

      Parameters:
      @@ -38,7 +38,7 @@
      -
      add_security(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=0)[source]
      +
      add_security(symbol, resolution=None, fill_forward=True, leverage=0.0, extended_market_hours=False, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=0)[source]

      Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.

      Parameters:
      @@ -75,7 +75,7 @@
      -
      AddSecurity(securityType, ticker, resolution, market, fillForward, leverage, extendedMarketHours, dataMappingMode=None, dataNormalizationMode=None)[source]
      +
      AddSecurity(securityType, ticker, resolution, market, fillForward, leverage, extendedMarketHours, dataMappingMode=None, dataNormalizationMode=None)[source]

      Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.

      Parameters:
      @@ -114,7 +114,7 @@
      -
      AddSecurity(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=0)[source]
      +
      AddSecurity(symbol, resolution=None, fillForward=True, leverage=0.0, extendedMarketHours=False, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=0)[source]

      Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-universe-options.html b/Resources/qcalgorithm-api/qcalgorithm-add-universe-options.html index fb9dc08693..1f2f905e59 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-universe-options.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-universe-options.html @@ -1,7 +1,7 @@
      add_universe_options(underlying_symbol, option_filter)[source]
      -

      Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

      +

      Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

      Parameters:
      • @@ -17,7 +17,7 @@
        add_universe_options(universe, option_filter)[source]
        -

        Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

        +

        Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

        Parameters:
        • @@ -33,7 +33,7 @@
          AddUniverseOptions(underlyingSymbol, optionFilter)[source]
          -

          Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

          +

          Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

          Parameters:
          • @@ -49,7 +49,7 @@
            AddUniverseOptions(universe, optionFilter)[source]
            -

            Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

            +

            Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them

            Parameters:
            • diff --git a/Resources/qcalgorithm-api/qcalgorithm-add-universe.html b/Resources/qcalgorithm-api/qcalgorithm-add-universe.html index 914dca78aa..d2b856c25e 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-add-universe.html +++ b/Resources/qcalgorithm-api/qcalgorithm-add-universe.html @@ -14,7 +14,7 @@ name (str) — A unique name for this universe
            • - resolution (Resolution | Optional[Resolution]) — The expected resolution of the universe data + resolution (Optional[Resolution] | Resolution) — The expected resolution of the universe data
            • market (str) — The market for selected symbols @@ -23,7 +23,7 @@ universe_settings (UniverseSettings) — The subscription settings to use for newly created subscriptions
            • - selector (List[BaseData, Symbol] | List[Fundamental, Symbol] | List[datetime, str] | PyObject | List[BaseData, str]) — Function delegate that performs selection on the universe data + selector (List[Fundamental, Symbol] | PyObject | List[BaseData, Symbol] | List[datetime, str] | List[BaseData, str]) — Function delegate that performs selection on the universe data
            @@ -47,7 +47,7 @@ name (str) — A unique name for this universe
          • - resolution (Resolution | Optional[Resolution]) — The expected resolution of the universe data + resolution (Optional[Resolution] | Resolution) — The expected resolution of the universe data
          • market (str) — The market for selected symbols @@ -152,7 +152,7 @@ name (String) — A unique name for this universe
          • - resolution (Resolution | Nullable[Resolution]) — The expected resolution of the universe data + resolution (Nullable[Resolution] | Resolution) — The expected resolution of the universe data
          • market (String) — The market for selected symbols @@ -161,7 +161,7 @@ universeSettings (UniverseSettings) — The subscription settings to use for newly created subscriptions
          • - selector (IEnumerable[Fundamental, Symbol] | IEnumerable[BaseData, Symbol] | IEnumerable[DateTime, String] | PyObject | IEnumerable[BaseData, String]) — Function delegate that performs selection on the universe data + selector (IEnumerable[BaseData, String] | PyObject | IEnumerable[DateTime, String] | IEnumerable[BaseData, Symbol] | IEnumerable[Fundamental, Symbol]) — Function delegate that performs selection on the universe data
          @@ -179,13 +179,13 @@ dataType (Type) — The data type
        • - securityType (Nullable[SecurityType] | SecurityType) — The security type the universe produces + securityType (SecurityType | Nullable[SecurityType]) — The security type the universe produces
        • name (String) — A unique name for this universe
        • - resolution (Resolution | Nullable[Resolution]) — The expected resolution of the universe data + resolution (Nullable[Resolution] | Resolution) — The expected resolution of the universe data
        • market (String) — The market for selected symbols @@ -212,7 +212,7 @@ dateRule (IDateRule)
        • - selector (IEnumerable[Fundamental, Symbol] | IEnumerable[BaseData, String] | IEnumerable[BaseData, Symbol]) — Defines an initial coarse selection + selector (IEnumerable[BaseData, Symbol] | IEnumerable[Fundamental, Symbol] | IEnumerable[BaseData, String]) — Defines an initial coarse selection
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-addiff.html b/Resources/qcalgorithm-api/qcalgorithm-addiff.html index 6b4a90ada2..212d9e8540 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-addiff.html +++ b/Resources/qcalgorithm-api/qcalgorithm-addiff.html @@ -1,5 +1,5 @@
        -
        addiff(symbols, resolution=None, selector=None)[source]
        +
        addiff(symbols, resolution=None, selector=None)[source]

        Creates a new Advance/Decline Difference indicator

        Parameters:
        @@ -21,7 +21,7 @@
        -
        ADDIFF(symbols, resolution=None, selector=None)[source]
        +
        ADDIFF(symbols, resolution=None, selector=None)[source]

        Creates a new Advance/Decline Difference indicator

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-adosc.html b/Resources/qcalgorithm-api/qcalgorithm-adosc.html index 494a957611..74e53f9500 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-adosc.html +++ b/Resources/qcalgorithm-api/qcalgorithm-adosc.html @@ -1,5 +1,5 @@
        -
        adosc(symbol, fast_period, slow_period, resolution=None, selector=None)[source]
        +
        adosc(symbol, fast_period, slow_period, resolution=None, selector=None)[source]

        Creates a new AccumulationDistributionOscillator indicator.

        Parameters:
        @@ -27,7 +27,7 @@
        -
        ADOSC(symbol, fastPeriod, slowPeriod, resolution=None, selector=None)[source]
        +
        ADOSC(symbol, fastPeriod, slowPeriod, resolution=None, selector=None)[source]

        Creates a new AccumulationDistributionOscillator indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-adr.html b/Resources/qcalgorithm-api/qcalgorithm-adr.html index c8a9654768..7091aa6bd6 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-adr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-adr.html @@ -1,5 +1,5 @@
        -
        adr(symbols, resolution=None, selector=None)[source]
        +
        adr(symbols, resolution=None, selector=None)[source]

        Creates a new Advance/Decline Ratio indicator

        Parameters:
        @@ -21,7 +21,7 @@
        -
        ADR(symbols, resolution=None, selector=None)[source]
        +
        ADR(symbols, resolution=None, selector=None)[source]

        Creates a new Advance/Decline Ratio indicator

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-advr.html b/Resources/qcalgorithm-api/qcalgorithm-advr.html index 7e79dbebdf..aaa8abd1fc 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-advr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-advr.html @@ -1,5 +1,5 @@
        -
        advr(symbols, resolution=None, selector=None)[source]
        +
        advr(symbols, resolution=None, selector=None)[source]

        Creates a new Advance/Decline Volume Ratio indicator

        Parameters:
        @@ -21,7 +21,7 @@
        -
        ADVR(symbols, resolution=None, selector=None)[source]
        +
        ADVR(symbols, resolution=None, selector=None)[source]

        Creates a new Advance/Decline Volume Ratio indicator

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-adx.html b/Resources/qcalgorithm-api/qcalgorithm-adx.html index e2ade113c7..3ce4e7fb86 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-adx.html +++ b/Resources/qcalgorithm-api/qcalgorithm-adx.html @@ -1,5 +1,5 @@
        -
        adx(symbol, period, resolution=None, selector=None)[source]
        +
        adx(symbol, period, resolution=None, selector=None)[source]

        Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        ADX(symbol, period, resolution=None, selector=None)[source]
        +
        ADX(symbol, period, resolution=None, selector=None)[source]

        Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-adxr.html b/Resources/qcalgorithm-api/qcalgorithm-adxr.html index fd0175bfe3..2893496204 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-adxr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-adxr.html @@ -1,5 +1,5 @@
        -
        adxr(symbol, period, resolution=None, selector=None)[source]
        +
        adxr(symbol, period, resolution=None, selector=None)[source]

        Creates a new AverageDirectionalMovementIndexRating indicator.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        ADXR(symbol, period, resolution=None, selector=None)[source]
        +
        ADXR(symbol, period, resolution=None, selector=None)[source]

        Creates a new AverageDirectionalMovementIndexRating indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-alma.html b/Resources/qcalgorithm-api/qcalgorithm-alma.html index 9767e3a7a8..e683178810 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-alma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-alma.html @@ -1,5 +1,5 @@
        -
        alma(symbol, period, sigma=6, offset=0.85, resolution=None, selector=None)[source]
        +
        alma(symbol, period, sigma=6, offset=0.85, resolution=None, selector=None)[source]

        Creates a new ArnaudLegouxMovingAverage indicator.

        Parameters:
        @@ -30,7 +30,7 @@
        -
        ALMA(symbol, period, sigma=6, offset=0.85, resolution=None, selector=None)[source]
        +
        ALMA(symbol, period, sigma=6, offset=0.85, resolution=None, selector=None)[source]

        Creates a new ArnaudLegouxMovingAverage indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-ao.html b/Resources/qcalgorithm-api/qcalgorithm-ao.html index 76cfed8b08..78fd251c3d 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ao.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ao.html @@ -1,5 +1,5 @@
        -
        ao(symbol, fast_period, slow_period, type, resolution=None, selector=None)[source]
        +
        ao(symbol, fast_period, slow_period, type, resolution=None, selector=None)[source]

        Creates a new Awesome Oscillator from the specified periods.

        Parameters:
        @@ -29,7 +29,7 @@
        -
        AO(symbol, fastPeriod, slowPeriod, type, resolution=None, selector=None)[source]
        +
        AO(symbol, fastPeriod, slowPeriod, type, resolution=None, selector=None)[source]

        Creates a new Awesome Oscillator from the specified periods.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-apo.html b/Resources/qcalgorithm-api/qcalgorithm-apo.html index 040f6fad42..421b8547d9 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-apo.html +++ b/Resources/qcalgorithm-api/qcalgorithm-apo.html @@ -1,5 +1,5 @@
        -
        apo(symbol, fast_period, slow_period, moving_average_type, resolution=None, selector=None)[source]
        +
        apo(symbol, fast_period, slow_period, moving_average_type, resolution=None, selector=None)[source]

        Creates a new AbsolutePriceOscillator indicator.

        Parameters:
        @@ -30,7 +30,7 @@
        -
        APO(symbol, fastPeriod, slowPeriod, movingAverageType, resolution=None, selector=None)[source]
        +
        APO(symbol, fastPeriod, slowPeriod, movingAverageType, resolution=None, selector=None)[source]

        Creates a new AbsolutePriceOscillator indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-aps.html b/Resources/qcalgorithm-api/qcalgorithm-aps.html index 202ab4a3dc..7487eefd8d 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-aps.html +++ b/Resources/qcalgorithm-api/qcalgorithm-aps.html @@ -1,5 +1,5 @@
        -
        aps(symbol, period=3, resolution=None, selector=None)[source]
        +
        aps(symbol, period=3, resolution=None, selector=None)[source]

        Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        APS(symbol, period=3, resolution=None, selector=None)[source]
        +
        APS(symbol, period=3, resolution=None, selector=None)[source]

        Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-arima.html b/Resources/qcalgorithm-api/qcalgorithm-arima.html index c6763d99b8..72824e125f 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-arima.html +++ b/Resources/qcalgorithm-api/qcalgorithm-arima.html @@ -1,5 +1,5 @@
        -
        arima(symbol, ar_order, diff_order, ma_order, period, resolution=None, selector=None)[source]
        +
        arima(symbol, ar_order, diff_order, ma_order, period, resolution=None, selector=None)[source]

        Creates a new ARIMA indicator.

        Parameters:
        @@ -33,7 +33,7 @@
        -
        ARIMA(symbol, arOrder, diffOrder, maOrder, period, resolution=None, selector=None)[source]
        +
        ARIMA(symbol, arOrder, diffOrder, maOrder, period, resolution=None, selector=None)[source]

        Creates a new ARIMA indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-aroon.html b/Resources/qcalgorithm-api/qcalgorithm-aroon.html index f6144146a0..4db9a60184 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-aroon.html +++ b/Resources/qcalgorithm-api/qcalgorithm-aroon.html @@ -1,5 +1,5 @@
        -
        aroon(symbol, up_period, down_period, resolution=None, selector=None)[source]
        +
        aroon(symbol, up_period, down_period, resolution=None, selector=None)[source]

        Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)

        Parameters:
        @@ -27,7 +27,7 @@
        -
        aroon(symbol, period, resolution=None, selector=None)[source]
        +
        aroon(symbol, period, resolution=None, selector=None)[source]

        Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)

        Parameters:
        @@ -52,7 +52,7 @@
        -
        AROON(symbol, upPeriod, downPeriod, resolution=None, selector=None)[source]
        +
        AROON(symbol, upPeriod, downPeriod, resolution=None, selector=None)[source]

        Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)

        Parameters:
        @@ -80,7 +80,7 @@
        -
        AROON(symbol, period, resolution=None, selector=None)[source]
        +
        AROON(symbol, period, resolution=None, selector=None)[source]

        Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-asi.html b/Resources/qcalgorithm-api/qcalgorithm-asi.html index 1ea8ab7fcd..5592b70b81 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-asi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-asi.html @@ -1,5 +1,5 @@
        -
        asi(symbol, limit_move, resolution=4, selector=None)[source]
        +
        asi(symbol, limit_move, resolution=4, selector=None)[source]

        Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        ASI(symbol, limitMove, resolution=4, selector=None)[source]
        +
        ASI(symbol, limitMove, resolution=4, selector=None)[source]

        Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-atr.html b/Resources/qcalgorithm-api/qcalgorithm-atr.html index 2e3d0253d7..0636478176 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-atr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-atr.html @@ -1,5 +1,5 @@
        -
        atr(symbol, period, type=0, resolution=None, selector=None)[source]
        +
        atr(symbol, period, type=0, resolution=None, selector=None)[source]

        Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -27,7 +27,7 @@
        -
        ATR(symbol, period, type=0, resolution=None, selector=None)[source]
        +
        ATR(symbol, period, type=0, resolution=None, selector=None)[source]

        Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-b.html b/Resources/qcalgorithm-api/qcalgorithm-b.html index 8be479899f..4935ead2c8 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-b.html +++ b/Resources/qcalgorithm-api/qcalgorithm-b.html @@ -1,5 +1,5 @@
        -
        b(target, reference, period, resolution=None, selector=None)[source]
        +
        b(target, reference, period, resolution=None, selector=None)[source]

        Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation

        Parameters:
        @@ -27,7 +27,7 @@
        -
        B(target, reference, period, resolution=None, selector=None)[source]
        +
        B(target, reference, period, resolution=None, selector=None)[source]

        Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-bb.html b/Resources/qcalgorithm-api/qcalgorithm-bb.html index 87d1330222..d9fd3921e5 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-bb.html +++ b/Resources/qcalgorithm-api/qcalgorithm-bb.html @@ -1,5 +1,5 @@
        -
        bb(symbol, period, k, moving_average_type=0, resolution=None, selector=None)[source]
        +
        bb(symbol, period, k, moving_average_type=0, resolution=None, selector=None)[source]

        Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation

        Parameters:
        @@ -30,7 +30,7 @@
        -
        BB(symbol, period, k, movingAverageType=0, resolution=None, selector=None)[source]
        +
        BB(symbol, period, k, movingAverageType=0, resolution=None, selector=None)[source]

        Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-benchmark.html b/Resources/qcalgorithm-api/qcalgorithm-benchmark.html index af96656732..438ec1410e 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-benchmark.html +++ b/Resources/qcalgorithm-api/qcalgorithm-benchmark.html @@ -1,5 +1,5 @@
        -
        property benchmark[source]
        +
        property benchmark[source]

        Benchmark

        @@ -10,7 +10,7 @@
        -
        property Benchmark[source]
        +
        property Benchmark[source]

        Benchmark

        diff --git a/Resources/qcalgorithm-api/qcalgorithm-bop.html b/Resources/qcalgorithm-api/qcalgorithm-bop.html index e29ce625e3..d704215ba3 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-bop.html +++ b/Resources/qcalgorithm-api/qcalgorithm-bop.html @@ -1,5 +1,5 @@
        -
        bop(symbol, resolution=None, selector=None)[source]
        +
        bop(symbol, resolution=None, selector=None)[source]

        Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -21,7 +21,7 @@
        -
        BOP(symbol, resolution=None, selector=None)[source]
        +
        BOP(symbol, resolution=None, selector=None)[source]

        Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-buy.html b/Resources/qcalgorithm-api/qcalgorithm-buy.html index 28cd044afc..03be3d8126 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-buy.html +++ b/Resources/qcalgorithm-api/qcalgorithm-buy.html @@ -83,7 +83,7 @@ symbol (Symbol) — string Symbol of the asset to trade
      • - quantity (Double | Decimal | Int32 | Single) — int Quantity of the asset to trade + quantity (Int32 | Decimal | Single | Double) — int Quantity of the asset to trade
      Returns:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-c.html b/Resources/qcalgorithm-api/qcalgorithm-c.html index 73db5dfea3..83183791b4 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-c.html +++ b/Resources/qcalgorithm-api/qcalgorithm-c.html @@ -1,5 +1,5 @@
      -
      c(target, reference, period, correlation_type=0, resolution=None, selector=None)[source]
      +
      c(target, reference, period, correlation_type=0, resolution=None, selector=None)[source]

      Converts a composite FIGI identifier into a String)

      Parameters:
      @@ -30,7 +30,7 @@
      -
      C(target, reference, period, correlationType=0, resolution=None, selector=None)[source]
      +
      C(target, reference, period, correlationType=0, resolution=None, selector=None)[source]

      Converts a composite FIGI identifier into a String)

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-cc.html b/Resources/qcalgorithm-api/qcalgorithm-cc.html index 4bb6e1435f..b6d95e6ff2 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-cc.html +++ b/Resources/qcalgorithm-api/qcalgorithm-cc.html @@ -1,7 +1,7 @@
      -
      cc(symbol, short_roc_period=11, long_roc_period=14, lwma_period=10, resolution=None, selector=None)[source]
      +
      cc(symbol, short_roc_period=11, long_roc_period=14, lwma_period=10, resolution=None, selector=None)[source]
      -

      Initializes a new instance of the CoppockCurve indicator

      +

      Initializes a new instance of the CoppockCurve indicator

      Parameters:
      • @@ -30,9 +30,9 @@
      -
      CC(symbol, shortRocPeriod=11, longRocPeriod=14, lwmaPeriod=10, resolution=None, selector=None)[source]
      +
      CC(symbol, shortRocPeriod=11, longRocPeriod=14, lwmaPeriod=10, resolution=None, selector=None)[source]
      -

      Initializes a new instance of the CoppockCurve indicator

      +

      Initializes a new instance of the CoppockCurve indicator

      Parameters:
      • diff --git a/Resources/qcalgorithm-api/qcalgorithm-cci.html b/Resources/qcalgorithm-api/qcalgorithm-cci.html index 1349074e25..ff32b40666 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-cci.html +++ b/Resources/qcalgorithm-api/qcalgorithm-cci.html @@ -1,5 +1,5 @@
        -
        cci(symbol, period, moving_average_type=0, resolution=None, selector=None)[source]
        +
        cci(symbol, period, moving_average_type=0, resolution=None, selector=None)[source]

        Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -27,7 +27,7 @@
        -
        CCI(symbol, period, movingAverageType=0, resolution=None, selector=None)[source]
        +
        CCI(symbol, period, movingAverageType=0, resolution=None, selector=None)[source]

        Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-chop.html b/Resources/qcalgorithm-api/qcalgorithm-chop.html index 786a1328e1..9f7b80b33e 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-chop.html +++ b/Resources/qcalgorithm-api/qcalgorithm-chop.html @@ -1,5 +1,5 @@
        -
        chop(symbol, period, resolution=None, selector=None)[source]
        +
        chop(symbol, period, resolution=None, selector=None)[source]

        Creates a new ChoppinessIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        CHOP(symbol, period, resolution=None, selector=None)[source]
        +
        CHOP(symbol, period, resolution=None, selector=None)[source]

        Creates a new ChoppinessIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-cik.html b/Resources/qcalgorithm-api/qcalgorithm-cik.html index d4bf89d2b3..793c1f0a96 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-cik.html +++ b/Resources/qcalgorithm-api/qcalgorithm-cik.html @@ -1,5 +1,5 @@
        -
        cik(symbol)[source]
        +
        cik(symbol)[source]

        Converts a CIK identifier into String) array

        Parameters:
        @@ -15,7 +15,7 @@
        -
        cik(cik, trading_date=None)[source]
        +
        cik(cik, trading_date=None)[source]

        Converts a CIK identifier into String) array

        Parameters:
        @@ -34,7 +34,7 @@
        -
        CIK(symbol)[source]
        +
        CIK(symbol)[source]

        Converts a CIK identifier into String) array

        Parameters:
        @@ -50,7 +50,7 @@
        -
        CIK(cik, tradingDate=None)[source]
        +
        CIK(cik, tradingDate=None)[source]

        Converts a CIK identifier into String) array

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-cks.html b/Resources/qcalgorithm-api/qcalgorithm-cks.html index b102953310..48e0186d50 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-cks.html +++ b/Resources/qcalgorithm-api/qcalgorithm-cks.html @@ -1,5 +1,5 @@
        -
        cks(symbol, atr_period, atr_mult, period, moving_average_type=2, resolution=None, selector=None)[source]
        +
        cks(symbol, atr_period, atr_mult, period, moving_average_type=2, resolution=None, selector=None)[source]

        Creates a new Chande Kroll Stop indicator which will compute the short and lower stop. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -33,7 +33,7 @@
        -
        CKS(symbol, atrPeriod, atrMult, period, movingAverageType=2, resolution=None, selector=None)[source]
        +
        CKS(symbol, atrPeriod, atrMult, period, movingAverageType=2, resolution=None, selector=None)[source]

        Creates a new Chande Kroll Stop indicator which will compute the short and lower stop. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-cmf.html b/Resources/qcalgorithm-api/qcalgorithm-cmf.html index 28f7a9ed68..24841c058b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-cmf.html +++ b/Resources/qcalgorithm-api/qcalgorithm-cmf.html @@ -1,5 +1,5 @@
        -
        cmf(symbol, period, resolution=None, selector=None)[source]
        +
        cmf(symbol, period, resolution=None, selector=None)[source]

        Creates a new ChaikinMoneyFlow indicator.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        CMF(symbol, period, resolution=None, selector=None)[source]
        +
        CMF(symbol, period, resolution=None, selector=None)[source]

        Creates a new ChaikinMoneyFlow indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-cmo.html b/Resources/qcalgorithm-api/qcalgorithm-cmo.html index bf63113c82..d386a846a4 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-cmo.html +++ b/Resources/qcalgorithm-api/qcalgorithm-cmo.html @@ -1,5 +1,5 @@
        -
        cmo(symbol, period, resolution=None, selector=None)[source]
        +
        cmo(symbol, period, resolution=None, selector=None)[source]

        Creates a new ChandeMomentumOscillator indicator.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        CMO(symbol, period, resolution=None, selector=None)[source]
        +
        CMO(symbol, period, resolution=None, selector=None)[source]

        Creates a new ChandeMomentumOscillator indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-composite-f-i-g-i.html b/Resources/qcalgorithm-api/qcalgorithm-composite-f-i-g-i.html index 832a77fc74..96b2357d2e 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-composite-f-i-g-i.html +++ b/Resources/qcalgorithm-api/qcalgorithm-composite-f-i-g-i.html @@ -1,5 +1,5 @@
        -
        CompositeFIGI(compositeFigi, tradingDate=None)[source]
        +
        CompositeFIGI(compositeFigi, tradingDate=None)[source]

        Converts a composite FIGI identifier into a String)

        Parameters:
        @@ -18,7 +18,7 @@
        -
        CompositeFIGI(symbol)[source]
        +
        CompositeFIGI(symbol)[source]

        Converts a composite FIGI identifier into a String)

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-composite-figi.html b/Resources/qcalgorithm-api/qcalgorithm-composite-figi.html index 2527acf1ba..e8450983ba 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-composite-figi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-composite-figi.html @@ -1,5 +1,5 @@
        -
        composite_figi(composite_figi, trading_date=None)[source]
        +
        composite_figi(composite_figi, trading_date=None)[source]

        Converts a composite FIGI identifier into a String)

        Parameters:
        @@ -18,7 +18,7 @@
        -
        composite_figi(symbol)[source]
        +
        composite_figi(symbol)[source]

        Converts a composite FIGI identifier into a String)

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-consolidate.html b/Resources/qcalgorithm-api/qcalgorithm-consolidate.html index a899150c3e..7a9ff2ee68 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-consolidate.html +++ b/Resources/qcalgorithm-api/qcalgorithm-consolidate.html @@ -1,5 +1,5 @@
        -
        consolidate(symbol, period, tick_type, handler)[source]
        +
        consolidate(symbol, period, tick_type, handler)[source]

        Registers the handler to receive consolidated data for the specified symbol

        Parameters:
        @@ -14,7 +14,7 @@ tick_type (TickType) — The consolidation period
      • - handler (None | Action[QuoteBar] | Action[TradeBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found. + handler (Action[TradeBar] | None | Action[QuoteBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
      Returns:
      @@ -24,7 +24,7 @@
      -
      consolidate(symbol, calendar, tick_type, handler)[source]
      +
      consolidate(symbol, calendar, tick_type, handler)[source]

      Registers the handler to receive consolidated data for the specified symbol

      Parameters:
      @@ -39,7 +39,7 @@ tick_type (TickType) — The consolidation calendar
    • - handler (None | Action[QuoteBar] | Action[TradeBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found. + handler (Action[TradeBar] | None | Action[QuoteBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
    Returns:
    @@ -49,7 +49,7 @@
    -
    Consolidate(symbol, period, tickType, handler)[source]
    +
    Consolidate(symbol, period, tickType, handler)[source]

    Registers the handler to receive consolidated data for the specified symbol

    Parameters:
    @@ -58,13 +58,13 @@ symbol (Symbol) — The symbol who's data is to be consolidated
  • - period (Resolution | TimeSpan) — The symbol who's data is to be consolidated + period (TimeSpan | Resolution) — The symbol who's data is to be consolidated
  • tickType (TickType) — The consolidation period
  • - handler (None | Action[QuoteBar] | Action[TradeBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found. + handler (Action[TradeBar] | None | Action[QuoteBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
    • Returns:
    @@ -74,7 +74,7 @@
    -
    Consolidate(symbol, calendar, tickType, handler)[source]
    +
    Consolidate(symbol, calendar, tickType, handler)[source]

    Registers the handler to receive consolidated data for the specified symbol

    Parameters:
    @@ -89,7 +89,7 @@ tickType (TickType) — The consolidation calendar
  • - handler (None | Action[QuoteBar] | Action[TradeBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found. + handler (Action[TradeBar] | None | Action[QuoteBar] | PyObject) — The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
    • Returns:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-create-indicator-name.html b/Resources/qcalgorithm-api/qcalgorithm-create-indicator-name.html index 445da324aa..ef5ea1e375 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-create-indicator-name.html +++ b/Resources/qcalgorithm-api/qcalgorithm-create-indicator-name.html @@ -1,5 +1,5 @@
    -
    create_indicator_name(symbol, type, resolution)[source]
    +
    create_indicator_name(symbol, type, resolution)[source]

    Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)

    Parameters:
    @@ -21,7 +21,7 @@
    -
    CreateIndicatorName(symbol, type, resolution)[source]
    +
    CreateIndicatorName(symbol, type, resolution)[source]

    Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)

    Parameters:
    @@ -30,7 +30,7 @@ symbol (Symbol) — The symbol this indicator is registered to
  • - type (FormattableString | String) — The indicator type, for example, 'SMA(5)' + type (String | FormattableString) — The indicator type, for example, 'SMA(5)'
  • resolution (Resolution) — The resolution requested diff --git a/Resources/qcalgorithm-api/qcalgorithm-cusip.html b/Resources/qcalgorithm-api/qcalgorithm-cusip.html index 6de7b36fb8..88b10c1efe 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-cusip.html +++ b/Resources/qcalgorithm-api/qcalgorithm-cusip.html @@ -1,5 +1,5 @@
    -
    cusip(cusip, trading_date=None)[source]
    +
    cusip(cusip, trading_date=None)[source]

    Converts a CUSIP identifier into a String)

    Parameters:
    @@ -18,7 +18,7 @@
    -
    cusip(symbol)[source]
    +
    cusip(symbol)[source]

    Converts a CUSIP identifier into a String)

    Parameters:
    @@ -34,7 +34,7 @@
    -
    CUSIP(cusip, tradingDate=None)[source]
    +
    CUSIP(cusip, tradingDate=None)[source]

    Converts a CUSIP identifier into a String)

    Parameters:
    @@ -53,7 +53,7 @@
    -
    CUSIP(symbol)[source]
    +
    CUSIP(symbol)[source]

    Converts a CUSIP identifier into a String)

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-d.html b/Resources/qcalgorithm-api/qcalgorithm-d.html index bb62d758ba..2f9f312e00 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-d.html +++ b/Resources/qcalgorithm-api/qcalgorithm-d.html @@ -1,5 +1,5 @@
    -
    d(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]
    +
    d(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]

    Send a debug message to the web console:

    Parameters:
    @@ -33,7 +33,7 @@
    -
    D(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]
    +
    D(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]

    Send a debug message to the web console:

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-dch.html b/Resources/qcalgorithm-api/qcalgorithm-dch.html index e06ace2a43..e43a593edf 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-dch.html +++ b/Resources/qcalgorithm-api/qcalgorithm-dch.html @@ -1,5 +1,5 @@
    -
    dch(symbol, upper_period, lower_period, resolution=None, selector=None)[source]
    +
    dch(symbol, upper_period, lower_period, resolution=None, selector=None)[source]

    Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -27,7 +27,7 @@
    -
    dch(symbol, period, resolution=None, selector=None)[source]
    +
    dch(symbol, period, resolution=None, selector=None)[source]

    Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -52,7 +52,7 @@
    -
    DCH(symbol, upperPeriod, lowerPeriod, resolution=None, selector=None)[source]
    +
    DCH(symbol, upperPeriod, lowerPeriod, resolution=None, selector=None)[source]

    Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -80,7 +80,7 @@
    -
    DCH(symbol, period, resolution=None, selector=None)[source]
    +
    DCH(symbol, period, resolution=None, selector=None)[source]

    Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-debug.html b/Resources/qcalgorithm-api/qcalgorithm-debug.html index a73d234dc1..770662d5d4 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-debug.html +++ b/Resources/qcalgorithm-api/qcalgorithm-debug.html @@ -1,24 +1,24 @@
    -
    debug(message)[source]
    +
    debug(message)[source]

    Send a debug message to the web console:

    Parameters:
    • - message (float | str | int | PyObject) — Message to send to debug console + message (float | int | str | PyObject) — Message to send to debug console
    -
    Debug(message)[source]
    +
    Debug(message)[source]

    Send a debug message to the web console:

    Parameters:
    • - message (Int32 | Double | String | PyObject | Decimal) — Message to send to debug console + message (String | Int32 | PyObject | Double | Decimal) — Message to send to debug console
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-dem.html b/Resources/qcalgorithm-api/qcalgorithm-dem.html index 390a72c79f..b1664e762d 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-dem.html +++ b/Resources/qcalgorithm-api/qcalgorithm-dem.html @@ -1,5 +1,5 @@
    -
    dem(symbol, period, type, resolution=None, selector=None)[source]
    +
    dem(symbol, period, type, resolution=None, selector=None)[source]

    Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.

    Parameters:
    @@ -27,7 +27,7 @@
    -
    DEM(symbol, period, type, resolution=None, selector=None)[source]
    +
    DEM(symbol, period, type, resolution=None, selector=None)[source]

    Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-dema.html b/Resources/qcalgorithm-api/qcalgorithm-dema.html index aa9d5f7829..e9d04b94c5 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-dema.html +++ b/Resources/qcalgorithm-api/qcalgorithm-dema.html @@ -1,5 +1,5 @@
    -
    dema(symbol, period, resolution=None, selector=None)[source]
    +
    dema(symbol, period, resolution=None, selector=None)[source]

    Creates a new DoubleExponentialMovingAverage indicator.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    DEMA(symbol, period, resolution=None, selector=None)[source]
    +
    DEMA(symbol, period, resolution=None, selector=None)[source]

    Creates a new DoubleExponentialMovingAverage indicator.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-deregister-indicator.html b/Resources/qcalgorithm-api/qcalgorithm-deregister-indicator.html index caffcd00f6..5cbe94a086 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-deregister-indicator.html +++ b/Resources/qcalgorithm-api/qcalgorithm-deregister-indicator.html @@ -1,5 +1,5 @@
    -
    deregister_indicator(indicator)[source]
    +
    deregister_indicator(indicator)[source]

    Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates

    Parameters:
    @@ -12,7 +12,7 @@
    -
    DeregisterIndicator(indicator)[source]
    +
    DeregisterIndicator(indicator)[source]

    Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-do.html b/Resources/qcalgorithm-api/qcalgorithm-do.html index ec104ba096..44aee80794 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-do.html +++ b/Resources/qcalgorithm-api/qcalgorithm-do.html @@ -1,5 +1,5 @@
    -
    do(symbol, rsi_period, smoothing_rsi_period, double_smoothing_rsi_period, signal_line_period, resolution=None, selector=None)[source]
    +
    do(symbol, rsi_period, smoothing_rsi_period, double_smoothing_rsi_period, signal_line_period, resolution=None, selector=None)[source]

    Creates a new DerivativeOscillator indicator.

    Parameters:
    @@ -33,7 +33,7 @@
    -
    DO(symbol, rsiPeriod, smoothingRsiPeriod, doubleSmoothingRsiPeriod, signalLinePeriod, resolution=None, selector=None)[source]
    +
    DO(symbol, rsiPeriod, smoothingRsiPeriod, doubleSmoothingRsiPeriod, signalLinePeriod, resolution=None, selector=None)[source]

    Creates a new DerivativeOscillator indicator.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-download.html b/Resources/qcalgorithm-api/qcalgorithm-download.html index 8dcac98329..39d64c82e3 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-download.html +++ b/Resources/qcalgorithm-api/qcalgorithm-download.html @@ -1,7 +1,7 @@
    -
    download(address, headers, user_name, password)[source]
    +
    download(address, headers, user_name, password)[source]
    -

    Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.

    +

    Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.

    Parameters:
    • @@ -18,15 +18,15 @@
    Returns:
    -

    The requested resource as a string

    +

    The requested resource as a string

    Return type:

    str

    -
    Download(address, headers, userName, password)[source]
    +
    Download(address, headers, userName, password)[source]
    -

    Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.

    +

    Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.

    Parameters:
    • @@ -43,7 +43,7 @@
    Returns:
    -

    The requested resource as a string

    +

    The requested resource as a string

    Return type:

    String

    diff --git a/Resources/qcalgorithm-api/qcalgorithm-dpo.html b/Resources/qcalgorithm-api/qcalgorithm-dpo.html index 48c10e6705..18a4e5925b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-dpo.html +++ b/Resources/qcalgorithm-api/qcalgorithm-dpo.html @@ -1,7 +1,7 @@
    -
    dpo(symbol, period, resolution=None, selector=None)[source]
    +
    dpo(symbol, period, resolution=None, selector=None)[source]
    -

    Creates a new DetrendedPriceOscillator indicator.

    +

    Creates a new DetrendedPriceOscillator indicator.

    Parameters:
    • @@ -24,9 +24,9 @@
    -
    DPO(symbol, period, resolution=None, selector=None)[source]
    +
    DPO(symbol, period, resolution=None, selector=None)[source]
    -

    Creates a new DetrendedPriceOscillator indicator.

    +

    Creates a new DetrendedPriceOscillator indicator.

    Parameters:
    • diff --git a/Resources/qcalgorithm-api/qcalgorithm-ema.html b/Resources/qcalgorithm-api/qcalgorithm-ema.html index 94987ad4c3..4dea8e8731 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ema.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ema.html @@ -1,5 +1,5 @@
      -
      ema(symbol, period, smoothing_factor, resolution=None, selector=None)[source]
      +
      ema(symbol, period, smoothing_factor, resolution=None, selector=None)[source]

      Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -27,7 +27,7 @@
      -
      EMA(symbol, period, smoothingFactor, resolution=None, selector=None)[source]
      +
      EMA(symbol, period, smoothingFactor, resolution=None, selector=None)[source]

      Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-emv.html b/Resources/qcalgorithm-api/qcalgorithm-emv.html index 3b7b7e666c..79a7aa013e 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-emv.html +++ b/Resources/qcalgorithm-api/qcalgorithm-emv.html @@ -1,5 +1,5 @@
      -
      emv(symbol, period=1, scale=10000, resolution=None, selector=None)[source]
      +
      emv(symbol, period=1, scale=10000, resolution=None, selector=None)[source]

      Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -27,7 +27,7 @@
      -
      EMV(symbol, period=1, scale=10000, resolution=None, selector=None)[source]
      +
      EMV(symbol, period=1, scale=10000, resolution=None, selector=None)[source]

      Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-error.html b/Resources/qcalgorithm-api/qcalgorithm-error.html index f6a0ff4993..53155cb2b2 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-error.html +++ b/Resources/qcalgorithm-api/qcalgorithm-error.html @@ -1,18 +1,18 @@
      -
      error(message)[source]
      +
      error(message)[source]

      Send a string error message to the Console.

      Parameters:
      • - message (float | str | int | PyObject) — Message to display in errors grid + message (float | int | str | PyObject) — Message to display in errors grid
      -
      error(error)[source]
      +
      error(error)[source]

      Send a string error message to the Console.

      Parameters:
      @@ -25,20 +25,20 @@
      -
      Error(message)[source]
      +
      Error(message)[source]

      Send a string error message to the Console.

      Parameters:
      • - message (Int32 | Double | String | PyObject | Decimal) — Message to display in errors grid + message (String | Int32 | PyObject | Double | Decimal) — Message to display in errors grid
      -
      Error(error)[source]
      +
      Error(error)[source]

      Send a string error message to the Console.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-fi.html b/Resources/qcalgorithm-api/qcalgorithm-fi.html index fdd003fa8e..e460ddd101 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-fi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-fi.html @@ -1,5 +1,5 @@
      -
      fi(symbol, period, type=1, resolution=None, selector=None)[source]
      +
      fi(symbol, period, type=1, resolution=None, selector=None)[source]

      Creates a new ForceIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -27,7 +27,7 @@
      -
      FI(symbol, period, type=1, resolution=None, selector=None)[source]
      +
      FI(symbol, period, type=1, resolution=None, selector=None)[source]

      Creates a new ForceIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-filtered-identity.html b/Resources/qcalgorithm-api/qcalgorithm-filtered-identity.html index f36ce109dc..9600478773 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-filtered-identity.html +++ b/Resources/qcalgorithm-api/qcalgorithm-filtered-identity.html @@ -1,5 +1,5 @@
      -
      filtered_identity(symbol, resolution, selector=None, filter=None, field_name=None)[source]
      +
      filtered_identity(symbol, resolution, selector=None, filter=None, field_name=None)[source]

      Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

      Parameters:
      @@ -27,7 +27,7 @@
      -
      FilteredIdentity(symbol, resolution, selector=None, filter=None, fieldName=None)[source]
      +
      FilteredIdentity(symbol, resolution, selector=None, filter=None, fieldName=None)[source]

      Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

      Parameters:
      @@ -36,10 +36,10 @@ symbol (Symbol) — The symbol whose values we want as an indicator
    • - resolution (Resolution | TimeSpan) — The desired resolution of the data + resolution (TimeSpan | Resolution) — The desired resolution of the data
    • - selector (Func[IBaseData, IBaseDataBar] | PyObject, optional) — x.Value) + selector (PyObject | Func[IBaseData, IBaseDataBar], optional) — x.Value)
    • filter (Func[IBaseData, Boolean] | PyObject, optional) — true) which means no filter diff --git a/Resources/qcalgorithm-api/qcalgorithm-fish.html b/Resources/qcalgorithm-api/qcalgorithm-fish.html index bb84f2df1d..df5b6c7006 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-fish.html +++ b/Resources/qcalgorithm-api/qcalgorithm-fish.html @@ -1,5 +1,5 @@
      -
      fish(symbol, period, resolution=None, selector=None)[source]
      +
      fish(symbol, period, resolution=None, selector=None)[source]

      Creates an FisherTransform indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      FISH(symbol, period, resolution=None, selector=None)[source]
      +
      FISH(symbol, period, resolution=None, selector=None)[source]

      Creates an FisherTransform indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-frama.html b/Resources/qcalgorithm-api/qcalgorithm-frama.html index a9fe3146fa..1e43aa46a8 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-frama.html +++ b/Resources/qcalgorithm-api/qcalgorithm-frama.html @@ -1,5 +1,5 @@
      -
      frama(symbol, period, long_period=198, resolution=None, selector=None)[source]
      +
      frama(symbol, period, long_period=198, resolution=None, selector=None)[source]

      Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -27,7 +27,7 @@
      -
      FRAMA(symbol, period, longPeriod=198, resolution=None, selector=None)[source]
      +
      FRAMA(symbol, period, longPeriod=198, resolution=None, selector=None)[source]

      Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-fundamentals.html b/Resources/qcalgorithm-api/qcalgorithm-fundamentals.html index 2bee50b611..8595d0a9c2 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-fundamentals.html +++ b/Resources/qcalgorithm-api/qcalgorithm-fundamentals.html @@ -1,5 +1,5 @@
      -
      fundamentals(symbol)[source]
      +
      fundamentals(symbol)[source]

      Get the fundamental data for the requested symbol at the current time

      Parameters:
      @@ -15,7 +15,7 @@
      -
      fundamentals(symbols)[source]
      +
      fundamentals(symbols)[source]

      Get the fundamental data for the requested symbol at the current time

      Parameters:
      @@ -31,7 +31,7 @@
      -
      Fundamentals(symbol)[source]
      +
      Fundamentals(symbol)[source]

      Get the fundamental data for the requested symbol at the current time

      Parameters:
      @@ -47,7 +47,7 @@
      -
      Fundamentals(symbols)[source]
      +
      Fundamentals(symbols)[source]

      Get the fundamental data for the requested symbol at the current time

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-g.html b/Resources/qcalgorithm-api/qcalgorithm-g.html index 1b7e8a4d0a..2231a8a3dd 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-g.html +++ b/Resources/qcalgorithm-api/qcalgorithm-g.html @@ -1,5 +1,5 @@
      -
      g(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]
      +
      g(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -33,7 +33,7 @@
      -
      G(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]
      +
      G(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-get-locked.html b/Resources/qcalgorithm-api/qcalgorithm-get-locked.html index 6ac0ab9082..e19d7fc897 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-get-locked.html +++ b/Resources/qcalgorithm-api/qcalgorithm-get-locked.html @@ -1,5 +1,5 @@
      -
      get_locked()[source]
      +
      get_locked()[source]

      Gets whether or not this algorithm has been locked and fully initialized

      @@ -9,7 +9,7 @@
      -
      GetLocked()[source]
      +
      GetLocked()[source]

      Gets whether or not this algorithm has been locked and fully initialized

      diff --git a/Resources/qcalgorithm-api/qcalgorithm-get-parameter.html b/Resources/qcalgorithm-api/qcalgorithm-get-parameter.html index d93e25c5b4..e5ce31a748 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-get-parameter.html +++ b/Resources/qcalgorithm-api/qcalgorithm-get-parameter.html @@ -1,5 +1,5 @@
      -
      get_parameter(name, default_value)[source]
      +
      get_parameter(name, default_value)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -18,7 +18,7 @@
      -
      get_parameter(name, default_value)[source]
      +
      get_parameter(name, default_value)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -37,7 +37,7 @@
      -
      get_parameter(name, default_value)[source]
      +
      get_parameter(name, default_value)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -56,7 +56,7 @@
      -
      get_parameter(name, default_value=None)[source]
      +
      get_parameter(name, default_value=None)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -75,7 +75,7 @@
      -
      GetParameter(name, defaultValue)[source]
      +
      GetParameter(name, defaultValue)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -94,7 +94,7 @@
      -
      GetParameter(name, defaultValue)[source]
      +
      GetParameter(name, defaultValue)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -113,7 +113,7 @@
      -
      GetParameter(name, defaultValue)[source]
      +
      GetParameter(name, defaultValue)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      @@ -132,7 +132,7 @@
      -
      GetParameter(name, defaultValue=None)[source]
      +
      GetParameter(name, defaultValue=None)[source]

      Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-get-parameters.html b/Resources/qcalgorithm-api/qcalgorithm-get-parameters.html index e04a8de7ee..3c6f10de76 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-get-parameters.html +++ b/Resources/qcalgorithm-api/qcalgorithm-get-parameters.html @@ -1,5 +1,5 @@
      -
      get_parameters()[source]
      +
      get_parameters()[source]

      Gets a read-only dictionary with all current parameters

      @@ -9,7 +9,7 @@
      -
      GetParameters()[source]
      +
      GetParameters()[source]

      Gets a read-only dictionary with all current parameters

      diff --git a/Resources/qcalgorithm-api/qcalgorithm-heikin-ashi.html b/Resources/qcalgorithm-api/qcalgorithm-heikin-ashi.html index 01a1abd3f5..19b2329dc9 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-heikin-ashi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-heikin-ashi.html @@ -1,5 +1,5 @@
      -
      heikin_ashi(symbol, resolution=None, selector=None)[source]
      +
      heikin_ashi(symbol, resolution=None, selector=None)[source]

      Creates a new Heikin-Ashi indicator.

      Parameters:
      @@ -21,7 +21,7 @@
      -
      HeikinAshi(symbol, resolution=None, selector=None)[source]
      +
      HeikinAshi(symbol, resolution=None, selector=None)[source]

      Creates a new Heikin-Ashi indicator.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-history.html b/Resources/qcalgorithm-api/qcalgorithm-history.html index 78a47e2bc9..8e9d67a6db 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-history.html +++ b/Resources/qcalgorithm-api/qcalgorithm-history.html @@ -583,7 +583,7 @@
      -
      history(type, tickers, start, end, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]
      +
      history(type, tickers, start, end, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -626,7 +626,7 @@
      -
      history(type, symbol, start, end, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]
      +
      history(type, symbol, start, end, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -669,7 +669,7 @@
      -
      history(type, tickers, periods, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]
      +
      history(type, tickers, periods, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -709,7 +709,7 @@
      -
      history(type, tickers, span, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]
      +
      history(type, tickers, span, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -749,7 +749,7 @@
      -
      history(type, symbol, periods, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]
      +
      history(type, symbol, periods, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -789,7 +789,7 @@
      -
      history(type, symbol, span, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]
      +
      history(type, symbol, span, resolution=None, fill_forward=None, extended_market_hours=None, data_mapping_mode=None, data_normalization_mode=None, contract_depth_offset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -1413,7 +1413,7 @@
      -
      History(type, tickers, start, end, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]
      +
      History(type, tickers, start, end, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -1456,7 +1456,7 @@
      -
      History(type, symbol, start, end, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]
      +
      History(type, symbol, start, end, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -1499,7 +1499,7 @@
      -
      History(type, tickers, periods, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]
      +
      History(type, tickers, periods, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -1539,7 +1539,7 @@
      -
      History(type, tickers, span, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]
      +
      History(type, tickers, span, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -1579,7 +1579,7 @@
      -
      History(type, symbol, periods, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]
      +
      History(type, symbol, periods, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      @@ -1619,7 +1619,7 @@
      -
      History(type, symbol, span, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]
      +
      History(type, symbol, span, resolution=None, fillForward=None, extendedMarketHours=None, dataMappingMode=None, dataNormalizationMode=None, contractDepthOffset=None)[source]

      Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-hma.html b/Resources/qcalgorithm-api/qcalgorithm-hma.html index 3fa69a815e..c4956633be 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-hma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-hma.html @@ -1,5 +1,5 @@
      -
      hma(symbol, period, resolution=None, selector=None)[source]
      +
      hma(symbol, period, resolution=None, selector=None)[source]

      Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.

      Parameters:
      @@ -23,7 +23,7 @@
      -
      HMA(symbol, period, resolution=None, selector=None)[source]
      +
      HMA(symbol, period, resolution=None, selector=None)[source]

      Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-ht.html b/Resources/qcalgorithm-api/qcalgorithm-ht.html index f4ae519449..80f83ea7e5 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ht.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ht.html @@ -1,5 +1,5 @@
      -
      ht(symbol, length, in_phase_multiplication_factor, quadrature_multiplication_factor, resolution=None, selector=None)[source]
      +
      ht(symbol, length, in_phase_multiplication_factor, quadrature_multiplication_factor, resolution=None, selector=None)[source]

      Creates a new Hilbert Transform indicator

      Parameters:
      @@ -29,7 +29,7 @@
      -
      HT(symbol, length, inPhaseMultiplicationFactor, quadratureMultiplicationFactor, resolution=None, selector=None)[source]
      +
      HT(symbol, length, inPhaseMultiplicationFactor, quadratureMultiplicationFactor, resolution=None, selector=None)[source]

      Creates a new Hilbert Transform indicator

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-ibs.html b/Resources/qcalgorithm-api/qcalgorithm-ibs.html index 789fc4b7d5..9a72f0860f 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ibs.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ibs.html @@ -1,5 +1,5 @@
      -
      ibs(symbol, resolution=None, selector=None)[source]
      +
      ibs(symbol, resolution=None, selector=None)[source]

      Creates a new InternalBarStrength indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -21,7 +21,7 @@
      -
      IBS(symbol, resolution=None, selector=None)[source]
      +
      IBS(symbol, resolution=None, selector=None)[source]

      Creates a new InternalBarStrength indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-ichimoku.html b/Resources/qcalgorithm-api/qcalgorithm-ichimoku.html index 9c6ad6d50a..4c3b1e0b31 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ichimoku.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ichimoku.html @@ -1,5 +1,5 @@
      -
      ichimoku(symbol, tenkan_period, kijun_period, senkou_a_period, senkou_b_period, senkou_a_delay_period, senkou_b_delay_period, resolution=None, selector=None)[source]
      +
      ichimoku(symbol, tenkan_period, kijun_period, senkou_a_period, senkou_b_period, senkou_a_delay_period, senkou_b_delay_period, resolution=None, selector=None)[source]

      Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -39,7 +39,7 @@
      -
      ICHIMOKU(symbol, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod, resolution=None, selector=None)[source]
      +
      ICHIMOKU(symbol, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod, resolution=None, selector=None)[source]

      Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-identity.html b/Resources/qcalgorithm-api/qcalgorithm-identity.html index 3070b0ffc5..2f7c62194a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-identity.html +++ b/Resources/qcalgorithm-api/qcalgorithm-identity.html @@ -1,5 +1,5 @@
      -
      identity(symbol, resolution, selector=None, field_name=None)[source]
      +
      identity(symbol, resolution, selector=None, field_name=None)[source]

      Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

      Parameters:
      @@ -24,7 +24,7 @@
      -
      Identity(symbol, resolution, selector=None, fieldName=None)[source]
      +
      Identity(symbol, resolution, selector=None, fieldName=None)[source]

      Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

      Parameters:
      @@ -33,7 +33,7 @@ symbol (Symbol) — The symbol whose values we want as an indicator
    • - resolution (Resolution | TimeSpan) — The desired resolution of the data + resolution (TimeSpan | Resolution) — The desired resolution of the data
    • selector (Func<IBaseData, Decimal>, optional) — x.Value) diff --git a/Resources/qcalgorithm-api/qcalgorithm-isin.html b/Resources/qcalgorithm-api/qcalgorithm-isin.html index 35e4381200..890255e6f9 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-isin.html +++ b/Resources/qcalgorithm-api/qcalgorithm-isin.html @@ -1,5 +1,5 @@
      -
      isin(isin, trading_date=None)[source]
      +
      isin(isin, trading_date=None)[source]

      Converts an ISIN identifier into a String)

      Parameters:
      @@ -18,7 +18,7 @@
      -
      isin(symbol)[source]
      +
      isin(symbol)[source]

      Converts an ISIN identifier into a String)

      Parameters:
      @@ -34,7 +34,7 @@
      -
      ISIN(isin, tradingDate=None)[source]
      +
      ISIN(isin, tradingDate=None)[source]

      Converts an ISIN identifier into a String)

      Parameters:
      @@ -53,7 +53,7 @@
      -
      ISIN(symbol)[source]
      +
      ISIN(symbol)[source]

      Converts an ISIN identifier into a String)

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-iv.html b/Resources/qcalgorithm-api/qcalgorithm-iv.html index 662f8a4c9b..b1f0433d01 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-iv.html +++ b/Resources/qcalgorithm-api/qcalgorithm-iv.html @@ -1,5 +1,5 @@
      -
      iv(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, resolution=None)[source]
      +
      iv(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, resolution=None)[source]

      Creates a new ImpliedVolatility indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

      Parameters:
      @@ -30,7 +30,7 @@
      -
      IV(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, resolution=None)[source]
      +
      IV(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, resolution=None)[source]

      Creates a new ImpliedVolatility indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-kama.html b/Resources/qcalgorithm-api/qcalgorithm-kama.html index 25f17be4fd..dad1694a1a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-kama.html +++ b/Resources/qcalgorithm-api/qcalgorithm-kama.html @@ -1,5 +1,5 @@
      -
      kama(symbol, period, fast_ema_period, slow_ema_period, resolution=None, selector=None)[source]
      +
      kama(symbol, period, fast_ema_period, slow_ema_period, resolution=None, selector=None)[source]

      Creates a new KaufmanAdaptiveMovingAverage indicator.

      Parameters:
      @@ -30,7 +30,7 @@
      -
      KAMA(symbol, period, fastEmaPeriod, slowEmaPeriod, resolution=None, selector=None)[source]
      +
      KAMA(symbol, period, fastEmaPeriod, slowEmaPeriod, resolution=None, selector=None)[source]

      Creates a new KaufmanAdaptiveMovingAverage indicator.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-kch.html b/Resources/qcalgorithm-api/qcalgorithm-kch.html index 0d10d2ded0..795eec10ca 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-kch.html +++ b/Resources/qcalgorithm-api/qcalgorithm-kch.html @@ -1,5 +1,5 @@
      -
      kch(symbol, period, k, moving_average_type=0, resolution=None, selector=None)[source]
      +
      kch(symbol, period, k, moving_average_type=0, resolution=None, selector=None)[source]

      Creates a new Keltner Channels indicator. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -30,7 +30,7 @@
      -
      KCH(symbol, period, k, movingAverageType=0, resolution=None, selector=None)[source]
      +
      KCH(symbol, period, k, movingAverageType=0, resolution=None, selector=None)[source]

      Creates a new Keltner Channels indicator. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-ker.html b/Resources/qcalgorithm-api/qcalgorithm-ker.html index 2339865d0a..b507434dcf 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ker.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ker.html @@ -1,5 +1,5 @@
      -
      ker(symbol, period=2, resolution=None, selector=None)[source]
      +
      ker(symbol, period=2, resolution=None, selector=None)[source]

      Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      KER(symbol, period=2, resolution=None, selector=None)[source]
      +
      KER(symbol, period=2, resolution=None, selector=None)[source]

      Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-limit-if-touched-order.html b/Resources/qcalgorithm-api/qcalgorithm-limit-if-touched-order.html index bfd97f370c..14757c8b04 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-limit-if-touched-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-limit-if-touched-order.html @@ -39,7 +39,7 @@ symbol (Symbol) — String symbol for the asset
    • - quantity (Decimal | Int32 | Double) — Quantity of shares for limit order + quantity (Int32 | Decimal | Double) — Quantity of shares for limit order
    • triggerPrice (decimal) — Trigger price for this order diff --git a/Resources/qcalgorithm-api/qcalgorithm-limit-order.html b/Resources/qcalgorithm-api/qcalgorithm-limit-order.html index 059ed8751c..19392af7c5 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-limit-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-limit-order.html @@ -36,7 +36,7 @@ symbol (Symbol) — String symbol for the asset
    • - quantity (Decimal | Int32 | Double) — Quantity of shares for limit order + quantity (Int32 | Decimal | Double) — Quantity of shares for limit order
    • limitPrice (decimal) — Limit price to fill this order diff --git a/Resources/qcalgorithm-api/qcalgorithm-liquidate.html b/Resources/qcalgorithm-api/qcalgorithm-liquidate.html index c2cc6dcaa3..3627399388 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-liquidate.html +++ b/Resources/qcalgorithm-api/qcalgorithm-liquidate.html @@ -1,5 +1,5 @@
      -
      liquidate(symbols, asynchronous=False, tag=Liquidated, order_properties=None)[source]
      +
      liquidate(symbols, asynchronous=False, tag=Liquidated, order_properties=None)[source]

      Liquidate your portfolio holdings

      Parameters:
      @@ -47,7 +47,7 @@
      -
      Liquidate(symbols, asynchronous=False, tag=Liquidated, orderProperties=None)[source]
      +
      Liquidate(symbols, asynchronous=False, tag=Liquidated, orderProperties=None)[source]

      Liquidate your portfolio holdings

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-log.html b/Resources/qcalgorithm-api/qcalgorithm-log.html index b724f8e7a6..4db4ac75b7 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-log.html +++ b/Resources/qcalgorithm-api/qcalgorithm-log.html @@ -1,24 +1,24 @@
      -
      log(message)[source]
      +
      log(message)[source]

      Added another method for logging if user guessed.

      Parameters:
      • - message (float | str | int | PyObject) — String message to log. + message (float | int | str | PyObject) — String message to log.
      -
      Log(message)[source]
      +
      Log(message)[source]

      Added another method for logging if user guessed.

      Parameters:
      • - message (Int32 | Double | String | PyObject | Decimal) — String message to log. + message (String | Int32 | PyObject | Double | Decimal) — String message to log.
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-logr.html b/Resources/qcalgorithm-api/qcalgorithm-logr.html index 7334220493..77748c7f6a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-logr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-logr.html @@ -1,5 +1,5 @@
      -
      logr(symbol, period, resolution=None, selector=None)[source]
      +
      logr(symbol, period, resolution=None, selector=None)[source]

      Creates a new LogReturn indicator.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      LOGR(symbol, period, resolution=None, selector=None)[source]
      +
      LOGR(symbol, period, resolution=None, selector=None)[source]

      Creates a new LogReturn indicator.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-lsma.html b/Resources/qcalgorithm-api/qcalgorithm-lsma.html index 48b8e3b9c6..359a3288ed 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-lsma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-lsma.html @@ -1,5 +1,5 @@
      -
      lsma(symbol, period, resolution=None, selector=None)[source]
      +
      lsma(symbol, period, resolution=None, selector=None)[source]

      Creates and registers a new Least Squares Moving Average instance.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      LSMA(symbol, period, resolution=None, selector=None)[source]
      +
      LSMA(symbol, period, resolution=None, selector=None)[source]

      Creates and registers a new Least Squares Moving Average instance.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-lwma.html b/Resources/qcalgorithm-api/qcalgorithm-lwma.html index 83809f79de..80a098ef9e 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-lwma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-lwma.html @@ -1,5 +1,5 @@
      -
      lwma(symbol, period, resolution=None, selector=None)[source]
      +
      lwma(symbol, period, resolution=None, selector=None)[source]

      Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute the weights across the periods.

      Parameters:
      @@ -23,7 +23,7 @@
      -
      LWMA(symbol, period, resolution=None, selector=None)[source]
      +
      LWMA(symbol, period, resolution=None, selector=None)[source]

      Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute the weights across the periods.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-macd.html b/Resources/qcalgorithm-api/qcalgorithm-macd.html index 1b9bbc7d37..d3b15cd0ba 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-macd.html +++ b/Resources/qcalgorithm-api/qcalgorithm-macd.html @@ -1,5 +1,5 @@
      -
      macd(symbol, fast_period, slow_period, signal_period, type=1, resolution=None, selector=None)[source]
      +
      macd(symbol, fast_period, slow_period, signal_period, type=1, resolution=None, selector=None)[source]

      Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -33,7 +33,7 @@
      -
      MACD(symbol, fastPeriod, slowPeriod, signalPeriod, type=1, resolution=None, selector=None)[source]
      +
      MACD(symbol, fastPeriod, slowPeriod, signalPeriod, type=1, resolution=None, selector=None)[source]

      Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-mad.html b/Resources/qcalgorithm-api/qcalgorithm-mad.html index 6de734539f..d618a72109 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-mad.html +++ b/Resources/qcalgorithm-api/qcalgorithm-mad.html @@ -1,5 +1,5 @@
      -
      mad(symbol, period, resolution=None, selector=None)[source]
      +
      mad(symbol, period, resolution=None, selector=None)[source]

      Creates a new MeanAbsoluteDeviation indicator.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MAD(symbol, period, resolution=None, selector=None)[source]
      +
      MAD(symbol, period, resolution=None, selector=None)[source]

      Creates a new MeanAbsoluteDeviation indicator.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-market-on-close-order.html b/Resources/qcalgorithm-api/qcalgorithm-market-on-close-order.html index 8f55049eb9..7e24252393 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-market-on-close-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-market-on-close-order.html @@ -33,7 +33,7 @@ symbol (Symbol) — The symbol to be ordered
    • - quantity (Decimal | Int32 | Double) — The number of shares to required + quantity (Int32 | Decimal | Double) — The number of shares to required
    • tag (string, optional) — Place a custom order property or tag (e.g. indicator data). diff --git a/Resources/qcalgorithm-api/qcalgorithm-market-on-open-order.html b/Resources/qcalgorithm-api/qcalgorithm-market-on-open-order.html index 20f49db9d7..a9325082de 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-market-on-open-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-market-on-open-order.html @@ -33,7 +33,7 @@ symbol (Symbol) — The symbol to be ordered
    • - quantity (Decimal | Int32 | Double) — The number of shares to required + quantity (Int32 | Decimal | Double) — The number of shares to required
    • tag (string, optional) — Place a custom order property or tag (e.g. indicator data). diff --git a/Resources/qcalgorithm-api/qcalgorithm-market-order.html b/Resources/qcalgorithm-api/qcalgorithm-market-order.html index 4091df6500..64e6add872 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-market-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-market-order.html @@ -64,7 +64,7 @@ symbol (Symbol) — Symbol of the MarketType Required.
    • - quantity (Decimal | Int32 | Double) — Number of shares to request. + quantity (Int32 | Decimal | Double) — Number of shares to request.
    • asynchronous (bool, optional) — Send the order asynchronously (false). Otherwise we'll block until it fills diff --git a/Resources/qcalgorithm-api/qcalgorithm-mass.html b/Resources/qcalgorithm-api/qcalgorithm-mass.html index 6780a6408e..ac19086151 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-mass.html +++ b/Resources/qcalgorithm-api/qcalgorithm-mass.html @@ -1,5 +1,5 @@
      -
      mass(symbol, ema_period=9, sum_period=25, resolution=None, selector=None)[source]
      +
      mass(symbol, ema_period=9, sum_period=25, resolution=None, selector=None)[source]

      Creates a new Mass Index indicator. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -27,7 +27,7 @@
      -
      MASS(symbol, emaPeriod=9, sumPeriod=25, resolution=None, selector=None)[source]
      +
      MASS(symbol, emaPeriod=9, sumPeriod=25, resolution=None, selector=None)[source]

      Creates a new Mass Index indicator. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-max.html b/Resources/qcalgorithm-api/qcalgorithm-max.html index 434f25704d..4b53747546 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-max.html +++ b/Resources/qcalgorithm-api/qcalgorithm-max.html @@ -1,5 +1,5 @@
      -
      max(symbol, period, resolution=None, selector=None)[source]
      +
      max(symbol, period, resolution=None, selector=None)[source]

      Creates a new Maximum indicator to compute the maximum value

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MAX(symbol, period, resolution=None, selector=None)[source]
      +
      MAX(symbol, period, resolution=None, selector=None)[source]

      Creates a new Maximum indicator to compute the maximum value

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-mfi.html b/Resources/qcalgorithm-api/qcalgorithm-mfi.html index 0737b28006..f1e01d20ea 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-mfi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-mfi.html @@ -1,5 +1,5 @@
      -
      mfi(symbol, period, resolution=None, selector=None)[source]
      +
      mfi(symbol, period, resolution=None, selector=None)[source]

      Creates a new MoneyFlowIndex indicator. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MFI(symbol, period, resolution=None, selector=None)[source]
      +
      MFI(symbol, period, resolution=None, selector=None)[source]

      Creates a new MoneyFlowIndex indicator. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-mgd.html b/Resources/qcalgorithm-api/qcalgorithm-mgd.html index 5cc269b073..fd52f6018b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-mgd.html +++ b/Resources/qcalgorithm-api/qcalgorithm-mgd.html @@ -1,5 +1,5 @@
      -
      mgd(symbol, period, resolution=None, selector=None)[source]
      +
      mgd(symbol, period, resolution=None, selector=None)[source]

      Creates a new McGinley Dynamic indicator

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MGD(symbol, period, resolution=None, selector=None)[source]
      +
      MGD(symbol, period, resolution=None, selector=None)[source]

      Creates a new McGinley Dynamic indicator

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-midpoint.html b/Resources/qcalgorithm-api/qcalgorithm-midpoint.html index fe254c1e4e..5eeb21debf 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-midpoint.html +++ b/Resources/qcalgorithm-api/qcalgorithm-midpoint.html @@ -1,5 +1,5 @@
      -
      midpoint(symbol, period, resolution=None, selector=None)[source]
      +
      midpoint(symbol, period, resolution=None, selector=None)[source]

      Creates a new MidPoint indicator.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MIDPOINT(symbol, period, resolution=None, selector=None)[source]
      +
      MIDPOINT(symbol, period, resolution=None, selector=None)[source]

      Creates a new MidPoint indicator.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-midprice.html b/Resources/qcalgorithm-api/qcalgorithm-midprice.html index 217c8c616a..15a52efb1a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-midprice.html +++ b/Resources/qcalgorithm-api/qcalgorithm-midprice.html @@ -1,5 +1,5 @@
      -
      midprice(symbol, period, resolution=None, selector=None)[source]
      +
      midprice(symbol, period, resolution=None, selector=None)[source]

      Creates a new MidPrice indicator.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MIDPRICE(symbol, period, resolution=None, selector=None)[source]
      +
      MIDPRICE(symbol, period, resolution=None, selector=None)[source]

      Creates a new MidPrice indicator.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-min.html b/Resources/qcalgorithm-api/qcalgorithm-min.html index 6bffc216a9..c4584e7762 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-min.html +++ b/Resources/qcalgorithm-api/qcalgorithm-min.html @@ -1,5 +1,5 @@
      -
      min(symbol, period, resolution=None, selector=None)[source]
      +
      min(symbol, period, resolution=None, selector=None)[source]

      Creates a new Minimum indicator to compute the minimum value

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MIN(symbol, period, resolution=None, selector=None)[source]
      +
      MIN(symbol, period, resolution=None, selector=None)[source]

      Creates a new Minimum indicator to compute the minimum value

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-mom.html b/Resources/qcalgorithm-api/qcalgorithm-mom.html index 05503993cb..1344bf7ffc 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-mom.html +++ b/Resources/qcalgorithm-api/qcalgorithm-mom.html @@ -1,5 +1,5 @@
      -
      mom(symbol, period, resolution=None, selector=None)[source]
      +
      mom(symbol, period, resolution=None, selector=None)[source]

      Creates a new Momentum indicator. This will compute the absolute n-period change in the security. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MOM(symbol, period, resolution=None, selector=None)[source]
      +
      MOM(symbol, period, resolution=None, selector=None)[source]

      Creates a new Momentum indicator. This will compute the absolute n-period change in the security. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-momersion.html b/Resources/qcalgorithm-api/qcalgorithm-momersion.html index ab806bdae9..54e7cfd32c 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-momersion.html +++ b/Resources/qcalgorithm-api/qcalgorithm-momersion.html @@ -1,5 +1,5 @@
      -
      momersion(symbol, min_period, full_period, resolution=None, selector=None)[source]
      +
      momersion(symbol, min_period, full_period, resolution=None, selector=None)[source]

      Creates a new Momersion indicator.

      Parameters:
      @@ -27,7 +27,7 @@
      -
      MOMERSION(symbol, minPeriod, fullPeriod, resolution=None, selector=None)[source]
      +
      MOMERSION(symbol, minPeriod, fullPeriod, resolution=None, selector=None)[source]

      Creates a new Momersion indicator.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-momp.html b/Resources/qcalgorithm-api/qcalgorithm-momp.html index adcbd9cab8..8b450d7d8d 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-momp.html +++ b/Resources/qcalgorithm-api/qcalgorithm-momp.html @@ -1,5 +1,5 @@
      -
      momp(symbol, period, resolution=None, selector=None)[source]
      +
      momp(symbol, period, resolution=None, selector=None)[source]

      Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security. The indicator will be automatically updated on the given resolution.

      Parameters:
      @@ -24,7 +24,7 @@
      -
      MOMP(symbol, period, resolution=None, selector=None)[source]
      +
      MOMP(symbol, period, resolution=None, selector=None)[source]

      Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security. The indicator will be automatically updated on the given resolution.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-mosc.html b/Resources/qcalgorithm-api/qcalgorithm-mosc.html index 2370ac54b0..0e9f37f9db 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-mosc.html +++ b/Resources/qcalgorithm-api/qcalgorithm-mosc.html @@ -1,5 +1,5 @@
      -
      mosc(symbols, fast_period=19, slow_period=39, resolution=None, selector=None)[source]
      +
      mosc(symbols, fast_period=19, slow_period=39, resolution=None, selector=None)[source]

      Creates a new McClellan Oscillator indicator

      Parameters:
      @@ -27,13 +27,13 @@
      -
      MOSC(symbols, fastPeriod=19, slowPeriod=39, resolution=None, selector=None)[source]
      +
      MOSC(symbols, fastPeriod=19, slowPeriod=39, resolution=None, selector=None)[source]

      Creates a new McClellan Oscillator indicator

      Parameters:
      • - symbols (IEnumerable[Symbol] | Symbol[]) — The symbols whose McClellan Oscillator we want + symbols (Symbol[] | IEnumerable[Symbol]) — The symbols whose McClellan Oscillator we want
      • fastPeriod (Int32, optional) — Fast period EMA of advance decline difference diff --git a/Resources/qcalgorithm-api/qcalgorithm-msi.html b/Resources/qcalgorithm-api/qcalgorithm-msi.html index 1fb2fde04f..cb79aad020 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-msi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-msi.html @@ -1,5 +1,5 @@
        -
        msi(symbols, fast_period=19, slow_period=39, resolution=None, selector=None)[source]
        +
        msi(symbols, fast_period=19, slow_period=39, resolution=None, selector=None)[source]

        Creates a new McClellan Summation Index indicator

        Parameters:
        @@ -27,13 +27,13 @@
        -
        MSI(symbols, fastPeriod=19, slowPeriod=39, resolution=None, selector=None)[source]
        +
        MSI(symbols, fastPeriod=19, slowPeriod=39, resolution=None, selector=None)[source]

        Creates a new McClellan Summation Index indicator

        Parameters:
        • - symbols (IEnumerable[Symbol] | Symbol[]) — The symbols whose McClellan Summation Index we want + symbols (Symbol[] | IEnumerable[Symbol]) — The symbols whose McClellan Summation Index we want
        • fastPeriod (Int32, optional) — Fast period EMA of advance decline difference diff --git a/Resources/qcalgorithm-api/qcalgorithm-natr.html b/Resources/qcalgorithm-api/qcalgorithm-natr.html index 52ccd023eb..4e25db9793 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-natr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-natr.html @@ -1,5 +1,5 @@
          -
          natr(symbol, period, resolution=None, selector=None)[source]
          +
          natr(symbol, period, resolution=None, selector=None)[source]

          Creates a new NormalizedAverageTrueRange indicator.

          Parameters:
          @@ -24,7 +24,7 @@
          -
          NATR(symbol, period, resolution=None, selector=None)[source]
          +
          NATR(symbol, period, resolution=None, selector=None)[source]

          Creates a new NormalizedAverageTrueRange indicator.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-obv.html b/Resources/qcalgorithm-api/qcalgorithm-obv.html index 38c49f7803..b49f328aa5 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-obv.html +++ b/Resources/qcalgorithm-api/qcalgorithm-obv.html @@ -1,5 +1,5 @@
          -
          obv(symbol, resolution=None, selector=None)[source]
          +
          obv(symbol, resolution=None, selector=None)[source]

          Creates a new On Balance Volume indicator. This will compute the cumulative total volume based on whether the close price being higher or lower than the previous period. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -21,7 +21,7 @@
          -
          OBV(symbol, resolution=None, selector=None)[source]
          +
          OBV(symbol, resolution=None, selector=None)[source]

          Creates a new On Balance Volume indicator. This will compute the cumulative total volume based on whether the close price being higher or lower than the previous period. The indicator will be automatically updated on the given resolution.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-assignment-order-event.html b/Resources/qcalgorithm-api/qcalgorithm-on-assignment-order-event.html index 803839db1a..9fe300165a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-assignment-order-event.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-assignment-order-event.html @@ -1,5 +1,5 @@
          -
          on_assignment_order_event(assignment_event)[source]
          +
          on_assignment_order_event(assignment_event)[source]

          Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnAssignmentOrderEvent(assignmentEvent)[source]
          +
          OnAssignmentOrderEvent(assignmentEvent)[source]

          Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-disconnect.html b/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-disconnect.html index 03b3f2f937..70d01148c7 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-disconnect.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-disconnect.html @@ -1,5 +1,5 @@
          -
          on_brokerage_disconnect()[source]
          +
          on_brokerage_disconnect()[source]

          Brokerage disconnected event handler. This method is called when the brokerage connection is lost.

          @@ -7,7 +7,7 @@
          -
          OnBrokerageDisconnect()[source]
          +
          OnBrokerageDisconnect()[source]

          Brokerage disconnected event handler. This method is called when the brokerage connection is lost.

          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-message.html b/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-message.html index 2bc1aa8553..58273411db 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-message.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-message.html @@ -1,5 +1,5 @@
          -
          on_brokerage_message(message_event)[source]
          +
          on_brokerage_message(message_event)[source]

          Brokerage message event handler. This method is called for all types of brokerage messages.

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnBrokerageMessage(messageEvent)[source]
          +
          OnBrokerageMessage(messageEvent)[source]

          Brokerage message event handler. This method is called for all types of brokerage messages.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-reconnect.html b/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-reconnect.html index 360e8054d7..29e0d78a59 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-reconnect.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-brokerage-reconnect.html @@ -1,5 +1,5 @@
          -
          on_brokerage_reconnect()[source]
          +
          on_brokerage_reconnect()[source]

          Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.

          @@ -7,7 +7,7 @@
          -
          OnBrokerageReconnect()[source]
          +
          OnBrokerageReconnect()[source]

          Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection.

          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-data.html b/Resources/qcalgorithm-api/qcalgorithm-on-data.html index 0457c09156..c1683b5c25 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-data.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-data.html @@ -1,5 +1,5 @@
          -
          on_data(slice)[source]
          +
          on_data(slice)[source]

          Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnData(slice)[source]
          +
          OnData(slice)[source]

          Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-delistings.html b/Resources/qcalgorithm-api/qcalgorithm-on-delistings.html index 82aab28e95..51ade15d85 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-delistings.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-delistings.html @@ -1,5 +1,5 @@
          -
          on_delistings(delistings)[source]
          +
          on_delistings(delistings)[source]

          Event handler to be called when there's been a delistings event

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnDelistings(delistings)[source]
          +
          OnDelistings(delistings)[source]

          Event handler to be called when there's been a delistings event

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-dividends.html b/Resources/qcalgorithm-api/qcalgorithm-on-dividends.html index b97d7654bb..b2f1171b70 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-dividends.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-dividends.html @@ -1,5 +1,5 @@
          -
          on_dividends(dividends)[source]
          +
          on_dividends(dividends)[source]

          Event handler to be called when there's been a dividend event

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnDividends(dividends)[source]
          +
          OnDividends(dividends)[source]

          Event handler to be called when there's been a dividend event

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-end-of-algorithm.html b/Resources/qcalgorithm-api/qcalgorithm-on-end-of-algorithm.html index 912634c25e..3f3a82f7f5 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-end-of-algorithm.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-end-of-algorithm.html @@ -1,5 +1,5 @@
          -
          on_end_of_algorithm()[source]
          +
          on_end_of_algorithm()[source]

          End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs.

          @@ -7,7 +7,7 @@
          -
          OnEndOfAlgorithm()[source]
          +
          OnEndOfAlgorithm()[source]

          End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs.

          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-end-of-day.html b/Resources/qcalgorithm-api/qcalgorithm-on-end-of-day.html index 1b66464376..b3189a2d3b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-end-of-day.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-end-of-day.html @@ -1,24 +1,24 @@
          -
          on_end_of_day(symbol)[source]
          +
          on_end_of_day(symbol)[source]

          End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).

          Parameters:
          • - symbol (str | Symbol) — Asset symbol for this end of day event. Forex and equities have different closing hours. + symbol (Symbol | str) — Asset symbol for this end of day event. Forex and equities have different closing hours.
          -
          OnEndOfDay(symbol)[source]
          +
          OnEndOfDay(symbol)[source]

          End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).

          Parameters:
          • - symbol (Symbol | String) — Asset symbol for this end of day event. Forex and equities have different closing hours. + symbol (String | Symbol) — Asset symbol for this end of day event. Forex and equities have different closing hours.
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-margin-call-warning.html b/Resources/qcalgorithm-api/qcalgorithm-on-margin-call-warning.html index 914d611475..fd740158e1 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-margin-call-warning.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-margin-call-warning.html @@ -1,5 +1,5 @@
          -
          on_margin_call_warning()[source]
          +
          on_margin_call_warning()[source]

          Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue

          @@ -7,7 +7,7 @@
          -
          OnMarginCallWarning()[source]
          +
          OnMarginCallWarning()[source]

          Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue

          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-margin-call.html b/Resources/qcalgorithm-api/qcalgorithm-on-margin-call.html index 9ba6d83e8e..363d6ef20f 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-margin-call.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-margin-call.html @@ -1,5 +1,5 @@
          -
          on_margin_call(requests)[source]
          +
          on_margin_call(requests)[source]

          Margin call event handler. This method is called right before the margin call orders are placed in the market.

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnMarginCall(requests)[source]
          +
          OnMarginCall(requests)[source]

          Margin call event handler. This method is called right before the margin call orders are placed in the market.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-order-event.html b/Resources/qcalgorithm-api/qcalgorithm-on-order-event.html index 4f16cc5386..ac16bce054 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-order-event.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-order-event.html @@ -1,5 +1,5 @@
          -
          on_order_event(order_event)[source]
          +
          on_order_event(order_event)[source]

          Order fill event handler. On an order fill update the resulting information is passed to this method.

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnOrderEvent(orderEvent)[source]
          +
          OnOrderEvent(orderEvent)[source]

          Order fill event handler. On an order fill update the resulting information is passed to this method.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-securities-changed.html b/Resources/qcalgorithm-api/qcalgorithm-on-securities-changed.html index f54dc8f5da..95070956dd 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-securities-changed.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-securities-changed.html @@ -1,5 +1,5 @@
          -
          on_securities_changed(changes)[source]
          +
          on_securities_changed(changes)[source]

          Event fired each time the we add/remove securities from the data feed

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnSecuritiesChanged(changes)[source]
          +
          OnSecuritiesChanged(changes)[source]

          Event fired each time the we add/remove securities from the data feed

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-splits.html b/Resources/qcalgorithm-api/qcalgorithm-on-splits.html index 88a87d428f..6cbeaf1184 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-splits.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-splits.html @@ -1,5 +1,5 @@
          -
          on_splits(splits)[source]
          +
          on_splits(splits)[source]

          Event handler to be called when there's been a split event

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnSplits(splits)[source]
          +
          OnSplits(splits)[source]

          Event handler to be called when there's been a split event

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-symbol-changed-events.html b/Resources/qcalgorithm-api/qcalgorithm-on-symbol-changed-events.html index 9828cdc6c2..08a640d909 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-symbol-changed-events.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-symbol-changed-events.html @@ -1,5 +1,5 @@
          -
          on_symbol_changed_events(symbols_changed)[source]
          +
          on_symbol_changed_events(symbols_changed)[source]

          Event handler to be called when there's been a symbol changed event

          Parameters:
          @@ -12,7 +12,7 @@
          -
          OnSymbolChangedEvents(symbolsChanged)[source]
          +
          OnSymbolChangedEvents(symbolsChanged)[source]

          Event handler to be called when there's been a symbol changed event

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-on-warmup-finished.html b/Resources/qcalgorithm-api/qcalgorithm-on-warmup-finished.html index 668c7a9cef..3a474aed50 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-on-warmup-finished.html +++ b/Resources/qcalgorithm-api/qcalgorithm-on-warmup-finished.html @@ -1,5 +1,5 @@
          -
          on_warmup_finished()[source]
          +
          on_warmup_finished()[source]

          Called when the algorithm has completed initialization and warm up.

          @@ -7,7 +7,7 @@
          -
          OnWarmupFinished()[source]
          +
          OnWarmupFinished()[source]

          Called when the algorithm has completed initialization and warm up.

          diff --git a/Resources/qcalgorithm-api/qcalgorithm-order.html b/Resources/qcalgorithm-api/qcalgorithm-order.html index d9e428b464..8949e750b3 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-order.html @@ -92,7 +92,7 @@ symbol (Symbol) — Symbol of the MarketType Required.
        • - quantity (Decimal | Int32 | Double) — Number of shares to request. + quantity (Int32 | Decimal | Double) — Number of shares to request.
        • asynchronous (bool, optional) — Send the order asynchronously (false). Otherwise we'll block until it fills diff --git a/Resources/qcalgorithm-api/qcalgorithm-plot-indicator.html b/Resources/qcalgorithm-api/qcalgorithm-plot-indicator.html index 0a1779e185..acb503af4b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-plot-indicator.html +++ b/Resources/qcalgorithm-api/qcalgorithm-plot-indicator.html @@ -1,5 +1,5 @@
          -
          plot_indicator(chart, wait_for_ready, first, second=None, third=None, fourth=None)[source]
          +
          plot_indicator(chart, wait_for_ready, first, second=None, third=None, fourth=None)[source]

          Automatically plots each indicator when a new value is available

          Parameters:
          @@ -46,7 +46,7 @@
          -
          PlotIndicator(chart, waitForReady, first, second=None, third=None, fourth=None)[source]
          +
          PlotIndicator(chart, waitForReady, first, second=None, third=None, fourth=None)[source]

          Automatically plots each indicator when a new value is available

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-plot.html b/Resources/qcalgorithm-api/qcalgorithm-plot.html index ed70cb8091..6686e670f2 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-plot.html +++ b/Resources/qcalgorithm-api/qcalgorithm-plot.html @@ -27,7 +27,7 @@
          -
          plot(chart, first, second=None, third=None, fourth=None)[source]
          +
          plot(chart, first, second=None, third=None, fourth=None)[source]

          Plot a chart using string series name, with value.

          Parameters:
          @@ -36,23 +36,23 @@ chart (str) — The chart's name
        • - first (Indicator | BarIndicator | TradeBarIndicator) — The first indicator to plot + first (BarIndicator | Indicator | TradeBarIndicator) — The first indicator to plot
        • - second (Indicator | BarIndicator | TradeBarIndicator, optional) — The second indicator to plot + second (BarIndicator | Indicator | TradeBarIndicator, optional) — The second indicator to plot
        • - third (Indicator | BarIndicator | TradeBarIndicator, optional) — The third indicator to plot + third (BarIndicator | Indicator | TradeBarIndicator, optional) — The third indicator to plot
        • - fourth (Indicator | BarIndicator | TradeBarIndicator, optional) — The fourth indicator to plot + fourth (BarIndicator | Indicator | TradeBarIndicator, optional) — The fourth indicator to plot
        -
        plot(chart, series, value)[source]
        +
        plot(chart, series, value)[source]

        Plot a chart using string series name, with value.

        Parameters:
        @@ -106,7 +106,7 @@
        -
        plot(series, py_object)[source]
        +
        plot(series, py_object)[source]

        Plot a chart using string series name, with value.

        Parameters:
        @@ -134,23 +134,23 @@ series (string) — Series name
      • - open (Single | Decimal | Int32 | Double) — The candlestick open value + open (Int32 | Decimal | Single | Double) — The candlestick open value
      • - high (Single | Decimal | Int32 | Double) — The candlestick high value + high (Int32 | Decimal | Single | Double) — The candlestick high value
      • - low (Single | Decimal | Int32 | Double) — The candlestick low value + low (Int32 | Decimal | Single | Double) — The candlestick low value
      • - close (Single | Decimal | Int32 | Double) — The candlestick close value + close (Int32 | Decimal | Single | Double) — The candlestick close value
      -
      Plot(chart, first, second=None, third=None, fourth=None)[source]
      +
      Plot(chart, first, second=None, third=None, fourth=None)[source]

      Plot a chart using string series name, with value.

      Parameters:
      @@ -159,23 +159,23 @@ chart (string) — The chart's name
    • - first (Indicator | BarIndicator | TradeBarIndicator) — The first indicator to plot + first (BarIndicator | Indicator | TradeBarIndicator) — The first indicator to plot
    • - second (Indicator | BarIndicator | TradeBarIndicator, optional) — The second indicator to plot + second (BarIndicator | Indicator | TradeBarIndicator, optional) — The second indicator to plot
    • - third (Indicator | BarIndicator | TradeBarIndicator, optional) — The third indicator to plot + third (BarIndicator | Indicator | TradeBarIndicator, optional) — The third indicator to plot
    • - fourth (Indicator | BarIndicator | TradeBarIndicator, optional) — The fourth indicator to plot + fourth (BarIndicator | Indicator | TradeBarIndicator, optional) — The fourth indicator to plot
    -
    Plot(chart, series, value)[source]
    +
    Plot(chart, series, value)[source]

    Plot a chart using string series name, with value.

    Parameters:
    @@ -187,7 +187,7 @@ series (string)
  • - value (Single | Decimal | Int32 | Double) + value (Int32 | Decimal | Single | Double)
    • @@ -229,7 +229,7 @@
    -
    Plot(series, pyObject)[source]
    +
    Plot(series, pyObject)[source]

    Plot a chart using string series name, with value.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-pphl.html b/Resources/qcalgorithm-api/qcalgorithm-pphl.html index 4a91960390..403c45c26b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-pphl.html +++ b/Resources/qcalgorithm-api/qcalgorithm-pphl.html @@ -1,5 +1,5 @@
    -
    pphl(symbol, length_high, length_low, last_stored_values=100, resolution=None, selector=None)[source]
    +
    pphl(symbol, length_high, length_low, last_stored_values=100, resolution=None, selector=None)[source]

    Creates a new PivotPointsHighLow indicator

    Parameters:
    @@ -30,7 +30,7 @@
    -
    PPHL(symbol, lengthHigh, lengthLow, lastStoredValues=100, resolution=None, selector=None)[source]
    +
    PPHL(symbol, lengthHigh, lengthLow, lastStoredValues=100, resolution=None, selector=None)[source]

    Creates a new PivotPointsHighLow indicator

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-ppo.html b/Resources/qcalgorithm-api/qcalgorithm-ppo.html index 3ba508d535..346d223514 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ppo.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ppo.html @@ -1,5 +1,5 @@
    -
    ppo(symbol, fast_period, slow_period, moving_average_type, resolution=None, selector=None)[source]
    +
    ppo(symbol, fast_period, slow_period, moving_average_type, resolution=None, selector=None)[source]

    Creates a new PercentagePriceOscillator indicator.

    Parameters:
    @@ -30,7 +30,7 @@
    -
    PPO(symbol, fastPeriod, slowPeriod, movingAverageType, resolution=None, selector=None)[source]
    +
    PPO(symbol, fastPeriod, slowPeriod, movingAverageType, resolution=None, selector=None)[source]

    Creates a new PercentagePriceOscillator indicator.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-psar.html b/Resources/qcalgorithm-api/qcalgorithm-psar.html index c3b25967e5..632014f900 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-psar.html +++ b/Resources/qcalgorithm-api/qcalgorithm-psar.html @@ -1,5 +1,5 @@
    -
    psar(symbol, af_start=0.02, af_increment=0.02, af_max=0.2, resolution=None, selector=None)[source]
    +
    psar(symbol, af_start=0.02, af_increment=0.02, af_max=0.2, resolution=None, selector=None)[source]

    Creates a new Parabolic SAR indicator

    Parameters:
    @@ -30,7 +30,7 @@
    -
    PSAR(symbol, afStart=0.02, afIncrement=0.02, afMax=0.2, resolution=None, selector=None)[source]
    +
    PSAR(symbol, afStart=0.02, afIncrement=0.02, afMax=0.2, resolution=None, selector=None)[source]

    Creates a new Parabolic SAR indicator

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-quit.html b/Resources/qcalgorithm-api/qcalgorithm-quit.html index 2cd735b300..b04aa0d53b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-quit.html +++ b/Resources/qcalgorithm-api/qcalgorithm-quit.html @@ -1,5 +1,5 @@
    -
    quit(message)[source]
    +
    quit(message)[source]

    Terminate the algorithm after processing the current event handler.

    Parameters:
    @@ -12,13 +12,13 @@
    -
    Quit(message)[source]
    +
    Quit(message)[source]

    Terminate the algorithm after processing the current event handler.

    Parameters:
    • - message (PyObject | String) — Exit message to display on quitting + message (String | PyObject) — Exit message to display on quitting
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-r.html b/Resources/qcalgorithm-api/qcalgorithm-r.html index d13b16b070..22897d89ce 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-r.html +++ b/Resources/qcalgorithm-api/qcalgorithm-r.html @@ -1,5 +1,5 @@
    -
    r(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]
    +
    r(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]

    Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

    Parameters:
    @@ -33,7 +33,7 @@
    -
    R(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]
    +
    R(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]

    Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rc.html b/Resources/qcalgorithm-api/qcalgorithm-rc.html index ee330ac025..2d442e6cdd 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rc.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rc.html @@ -1,5 +1,5 @@
    -
    rc(symbol, period, k, resolution=None, selector=None)[source]
    +
    rc(symbol, period, k, resolution=None, selector=None)[source]

    Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope

    Parameters:
    @@ -27,7 +27,7 @@
    -
    RC(symbol, period, k, resolution=None, selector=None)[source]
    +
    RC(symbol, period, k, resolution=None, selector=None)[source]

    Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rdv.html b/Resources/qcalgorithm-api/qcalgorithm-rdv.html index b5397ea7aa..cd06735602 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rdv.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rdv.html @@ -1,5 +1,5 @@
    -
    rdv(symbol, period=2, resolution=4, selector=None)[source]
    +
    rdv(symbol, period=2, resolution=4, selector=None)[source]

    Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    RDV(symbol, period=2, resolution=4, selector=None)[source]
    +
    RDV(symbol, period=2, resolution=4, selector=None)[source]

    Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically updated on the given resolution.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-record.html b/Resources/qcalgorithm-api/qcalgorithm-record.html index 1f672bb544..b2ee144b59 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-record.html +++ b/Resources/qcalgorithm-api/qcalgorithm-record.html @@ -24,7 +24,7 @@ series (string)
  • - value (Decimal | Int32 | Double) + value (Int32 | Decimal | Double)
    • diff --git a/Resources/qcalgorithm-api/qcalgorithm-register-indicator.html b/Resources/qcalgorithm-api/qcalgorithm-register-indicator.html index 4a92a48ca9..f37f969e03 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-register-indicator.html +++ b/Resources/qcalgorithm-api/qcalgorithm-register-indicator.html @@ -14,7 +14,7 @@ resolution (Optional[timedelta] | Optional[Resolution]) — The resolution at which to send data to the indicator, null to use the same resolution as the subscription
  • - selector (None | Callable[IBaseData, float] | PyObject) — (T)x) + selector (PyObject | None | Callable[IBaseData, float]) — (T)x)
    • @@ -58,7 +58,7 @@ consolidator (IDataConsolidator) — The consolidator to receive raw subscription data
  • - selector (None | Callable[IBaseData, float] | PyObject, optional) — (T)x) + selector (PyObject | None | Callable[IBaseData, float], optional) — (T)x)
    • @@ -77,7 +77,7 @@ indicator (None | IndicatorBase[IndicatorDataPoint] | PyObject) — The indicator to receive data from the consolidator
  • - resolution (Nullable[Resolution] | Nullable[TimeSpan]) — The resolution at which to send data to the indicator, null to use the same resolution as the subscription + resolution (Nullable[TimeSpan] | Nullable[Resolution]) — The resolution at which to send data to the indicator, null to use the same resolution as the subscription
  • selector (None | Func[IBaseData, Decimal] | PyObject) — (T)x) diff --git a/Resources/qcalgorithm-api/qcalgorithm-remove-option-contract.html b/Resources/qcalgorithm-api/qcalgorithm-remove-option-contract.html index 7d4df744cb..933fc554c6 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-remove-option-contract.html +++ b/Resources/qcalgorithm-api/qcalgorithm-remove-option-contract.html @@ -1,5 +1,5 @@
    -
    remove_option_contract(symbol)[source]
    +
    remove_option_contract(symbol)[source]

    Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

    Parameters:
    @@ -14,7 +14,7 @@
    -
    RemoveOptionContract(symbol)[source]
    +
    RemoveOptionContract(symbol)[source]

    Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-remove-security.html b/Resources/qcalgorithm-api/qcalgorithm-remove-security.html index 6e7492fc71..29ca8ad11c 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-remove-security.html +++ b/Resources/qcalgorithm-api/qcalgorithm-remove-security.html @@ -1,5 +1,5 @@
    -
    remove_security(symbol)[source]
    +
    remove_security(symbol)[source]

    Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

    Parameters:
    @@ -14,7 +14,7 @@
    -
    RemoveSecurity(symbol)[source]
    +
    RemoveSecurity(symbol)[source]

    Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-resolve-consolidator.html b/Resources/qcalgorithm-api/qcalgorithm-resolve-consolidator.html index a35266d4c9..2c3535029a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-resolve-consolidator.html +++ b/Resources/qcalgorithm-api/qcalgorithm-resolve-consolidator.html @@ -1,5 +1,5 @@
    -
    resolve_consolidator(symbol, resolution, data_type=None)[source]
    +
    resolve_consolidator(symbol, resolution, data_type=None)[source]

    Gets the default consolidator for the specified symbol and resolution

    Parameters:
    @@ -21,7 +21,7 @@
    -
    resolve_consolidator(symbol, time_span, data_type=None)[source]
    +
    resolve_consolidator(symbol, time_span, data_type=None)[source]

    Gets the default consolidator for the specified symbol and resolution

    Parameters:
    @@ -43,7 +43,7 @@
    -
    ResolveConsolidator(symbol, resolution, dataType=None)[source]
    +
    ResolveConsolidator(symbol, resolution, dataType=None)[source]

    Gets the default consolidator for the specified symbol and resolution

    Parameters:
    @@ -65,7 +65,7 @@
    -
    ResolveConsolidator(symbol, timeSpan, dataType=None)[source]
    +
    ResolveConsolidator(symbol, timeSpan, dataType=None)[source]

    Gets the default consolidator for the specified symbol and resolution

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rma.html b/Resources/qcalgorithm-api/qcalgorithm-rma.html index 8b66b3c550..37b9ef7782 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rma.html @@ -1,5 +1,5 @@
    -
    rma(symbol, period, resolution=None, selector=None)[source]
    +
    rma(symbol, period, resolution=None, selector=None)[source]

    Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    RMA(symbol, period, resolution=None, selector=None)[source]
    +
    RMA(symbol, period, resolution=None, selector=None)[source]

    Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-roc.html b/Resources/qcalgorithm-api/qcalgorithm-roc.html index 488199ce61..7cf9995b80 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-roc.html +++ b/Resources/qcalgorithm-api/qcalgorithm-roc.html @@ -1,5 +1,5 @@
    -
    roc(symbol, period, resolution=None, selector=None)[source]
    +
    roc(symbol, period, resolution=None, selector=None)[source]

    Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    ROC(symbol, period, resolution=None, selector=None)[source]
    +
    ROC(symbol, period, resolution=None, selector=None)[source]

    Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security. The indicator will be automatically updated on the given resolution.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rocp.html b/Resources/qcalgorithm-api/qcalgorithm-rocp.html index 9b8a822770..d6a6523fc6 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rocp.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rocp.html @@ -1,5 +1,5 @@
    -
    rocp(symbol, period, resolution=None, selector=None)[source]
    +
    rocp(symbol, period, resolution=None, selector=None)[source]

    Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    ROCP(symbol, period, resolution=None, selector=None)[source]
    +
    ROCP(symbol, period, resolution=None, selector=None)[source]

    Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security. The indicator will be automatically updated on the given resolution.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rocr.html b/Resources/qcalgorithm-api/qcalgorithm-rocr.html index 2e11d11faf..bfc24fa5c3 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rocr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rocr.html @@ -1,5 +1,5 @@
    -
    rocr(symbol, period, resolution=None, selector=None)[source]
    +
    rocr(symbol, period, resolution=None, selector=None)[source]

    Creates a new RateOfChangeRatio indicator.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    ROCR(symbol, period, resolution=None, selector=None)[source]
    +
    ROCR(symbol, period, resolution=None, selector=None)[source]

    Creates a new RateOfChangeRatio indicator.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rsi.html b/Resources/qcalgorithm-api/qcalgorithm-rsi.html index 5fc2efab60..ae841a17e9 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rsi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rsi.html @@ -1,5 +1,5 @@
    -
    rsi(symbol, period, moving_average_type=2, resolution=None, selector=None)[source]
    +
    rsi(symbol, period, moving_average_type=2, resolution=None, selector=None)[source]

    Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based on the ratio of average gains to average losses over the specified period.

    Parameters:
    @@ -27,7 +27,7 @@
    -
    RSI(symbol, period, movingAverageType=2, resolution=None, selector=None)[source]
    +
    RSI(symbol, period, movingAverageType=2, resolution=None, selector=None)[source]

    Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based on the ratio of average gains to average losses over the specified period.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rsv.html b/Resources/qcalgorithm-api/qcalgorithm-rsv.html index 56389f8765..7ecb156bfc 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rsv.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rsv.html @@ -1,5 +1,5 @@
    -
    rsv(symbol, period, resolution=None, selector=None)[source]
    +
    rsv(symbol, period, resolution=None, selector=None)[source]

    Creates a new RogersSatchellVolatility indicator for the symbol. The indicator will be automatically updated on the given resolution.

    Parameters:
    @@ -24,7 +24,7 @@
    -
    RSV(symbol, period, resolution=None, selector=None)[source]
    +
    RSV(symbol, period, resolution=None, selector=None)[source]

    Creates a new RogersSatchellVolatility indicator for the symbol. The indicator will be automatically updated on the given resolution.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-rvi.html b/Resources/qcalgorithm-api/qcalgorithm-rvi.html index 0e7f942e56..b30eba6298 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-rvi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-rvi.html @@ -1,5 +1,5 @@
    -
    rvi(symbol, period, moving_average_type=0, resolution=None, selector=None)[source]
    +
    rvi(symbol, period, moving_average_type=0, resolution=None, selector=None)[source]

    Creates a new RelativeVigorIndex indicator.

    Parameters:
    @@ -27,7 +27,7 @@
    -
    RVI(symbol, period, movingAverageType=0, resolution=None, selector=None)[source]
    +
    RVI(symbol, period, movingAverageType=0, resolution=None, selector=None)[source]

    Creates a new RelativeVigorIndex indicator.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-sedol.html b/Resources/qcalgorithm-api/qcalgorithm-sedol.html index 5dc686e56b..4d6d042571 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sedol.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sedol.html @@ -1,5 +1,5 @@
    -
    sedol(sedol, trading_date=None)[source]
    +
    sedol(sedol, trading_date=None)[source]

    Converts a SEDOL identifier into a String)

    Parameters:
    @@ -18,7 +18,7 @@
    -
    sedol(symbol)[source]
    +
    sedol(symbol)[source]

    Converts a SEDOL identifier into a String)

    Parameters:
    @@ -34,7 +34,7 @@
    -
    SEDOL(sedol, tradingDate=None)[source]
    +
    SEDOL(sedol, tradingDate=None)[source]

    Converts a SEDOL identifier into a String)

    Parameters:
    @@ -53,7 +53,7 @@
    -
    SEDOL(symbol)[source]
    +
    SEDOL(symbol)[source]

    Converts a SEDOL identifier into a String)

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-sell.html b/Resources/qcalgorithm-api/qcalgorithm-sell.html index ca94c7204e..d9b0b50172 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sell.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sell.html @@ -83,7 +83,7 @@ symbol (Symbol) — string Symbol of the asset to trade
  • - quantity (Single | Decimal | Int32 | Double) — int Quantity of the asset to trade + quantity (Int32 | Decimal | Single | Double) — int Quantity of the asset to trade
    • Returns:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-account-currency.html b/Resources/qcalgorithm-api/qcalgorithm-set-account-currency.html index 9476b16160..4c5b8c6607 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-account-currency.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-account-currency.html @@ -1,5 +1,5 @@
    -
    set_account_currency(account_currency, starting_cash=None)[source]
    +
    set_account_currency(account_currency, starting_cash=None)[source]

    Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given

    Parameters:
    @@ -15,7 +15,7 @@
    -
    SetAccountCurrency(accountCurrency, startingCash=None)[source]
    +
    SetAccountCurrency(accountCurrency, startingCash=None)[source]

    Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-algorithm-id.html b/Resources/qcalgorithm-api/qcalgorithm-set-algorithm-id.html index 1d37f6c59d..62701d133a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-algorithm-id.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-algorithm-id.html @@ -1,5 +1,5 @@
    -
    set_algorithm_id(algorithm_id)[source]
    +
    set_algorithm_id(algorithm_id)[source]

    Set the algorithm id (backtestId or live deployId for the algorithm).

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetAlgorithmId(algorithmId)[source]
    +
    SetAlgorithmId(algorithmId)[source]

    Set the algorithm id (backtestId or live deployId for the algorithm).

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-api.html b/Resources/qcalgorithm-api/qcalgorithm-set-api.html index 4c6512a074..2685da1ae1 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-api.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-api.html @@ -1,5 +1,5 @@
    -
    set_api(api)[source]
    +
    set_api(api)[source]

    Provide the API for the algorithm.

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetApi(api)[source]
    +
    SetApi(api)[source]

    Provide the API for the algorithm.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-available-data-types.html b/Resources/qcalgorithm-api/qcalgorithm-set-available-data-types.html index 340b23bc36..528a75b026 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-available-data-types.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-available-data-types.html @@ -1,7 +1,7 @@
    -
    set_available_data_types(available_data_types)[source]
    +
    set_available_data_types(available_data_types)[source]
    -

    Set the available data feeds in the SecurityManager

    +

    Set the available data feeds in the SecurityManager

    Parameters:
    • @@ -12,9 +12,9 @@
    -
    SetAvailableDataTypes(availableDataTypes)[source]
    +
    SetAvailableDataTypes(availableDataTypes)[source]
    -

    Set the available data feeds in the SecurityManager

    +

    Set the available data feeds in the SecurityManager

    Parameters:
    • diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-benchmark.html b/Resources/qcalgorithm-api/qcalgorithm-set-benchmark.html index b98f0eb74c..5de81a8324 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-benchmark.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-benchmark.html @@ -1,18 +1,18 @@
      -
      set_benchmark(benchmark)[source]
      +
      set_benchmark(benchmark)[source]

      Sets the benchmark used for computing statistics of the algorithm to the specified symbol

      Parameters:
      • - benchmark (PyObject | Callable[datetime, float]) — The benchmark producing function + benchmark (Callable[datetime, float] | PyObject) — The benchmark producing function
      -
      set_benchmark(ticker)[source]
      +
      set_benchmark(ticker)[source]

      Sets the benchmark used for computing statistics of the algorithm to the specified symbol

      Parameters:
      @@ -25,7 +25,7 @@
      -
      set_benchmark(symbol)[source]
      +
      set_benchmark(symbol)[source]

      Sets the benchmark used for computing statistics of the algorithm to the specified symbol

      Parameters:
      @@ -38,7 +38,7 @@
      -
      SetBenchmark(benchmark)[source]
      +
      SetBenchmark(benchmark)[source]

      Sets the benchmark used for computing statistics of the algorithm to the specified symbol

      Parameters:
      @@ -51,7 +51,7 @@
      -
      SetBenchmark(ticker)[source]
      +
      SetBenchmark(ticker)[source]

      Sets the benchmark used for computing statistics of the algorithm to the specified symbol

      Parameters:
      @@ -64,7 +64,7 @@
      -
      SetBenchmark(symbol)[source]
      +
      SetBenchmark(symbol)[source]

      Sets the benchmark used for computing statistics of the algorithm to the specified symbol

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-message-handler.html b/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-message-handler.html index 644a6a6828..4bedefc678 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-message-handler.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-message-handler.html @@ -1,24 +1,24 @@
      -
      set_brokerage_message_handler(handler)[source]
      +
      set_brokerage_message_handler(handler)[source]
      -

      Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a Error occurs, the algorithm is stopped.

      +

      Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a Error occurs, the algorithm is stopped.

      Parameters:
      • - handler (IBrokerageMessageHandler | PyObject) — The message handler to use + handler (PyObject | IBrokerageMessageHandler) — The message handler to use
      -
      SetBrokerageMessageHandler(handler)[source]
      +
      SetBrokerageMessageHandler(handler)[source]
      -

      Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a Error occurs, the algorithm is stopped.

      +

      Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a Error occurs, the algorithm is stopped.

      Parameters:
      • - handler (IBrokerageMessageHandler | PyObject) — The message handler to use + handler (PyObject | IBrokerageMessageHandler) — The message handler to use
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-model.html b/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-model.html index 789c8327fa..f2aff03a00 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-model.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-brokerage-model.html @@ -1,5 +1,5 @@
      -
      set_brokerage_model(brokerage, account_type=0)[source]
      +
      set_brokerage_model(brokerage, account_type=0)[source]

      Sets the brokerage to emulate in backtesting or paper trading. This can be used for brokerages that have been implemented in LEAN

      Parameters:
      @@ -15,7 +15,7 @@
      -
      set_brokerage_model(model)[source]
      +
      set_brokerage_model(model)[source]

      Sets the brokerage to emulate in backtesting or paper trading. This can be used for brokerages that have been implemented in LEAN

      Parameters:
      @@ -28,7 +28,7 @@
      -
      SetBrokerageModel(brokerage, accountType=0)[source]
      +
      SetBrokerageModel(brokerage, accountType=0)[source]

      Sets the brokerage to emulate in backtesting or paper trading. This can be used for brokerages that have been implemented in LEAN

      Parameters:
      @@ -44,7 +44,7 @@
      -
      SetBrokerageModel(model)[source]
      +
      SetBrokerageModel(model)[source]

      Sets the brokerage to emulate in backtesting or paper trading. This can be used for brokerages that have been implemented in LEAN

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-cash.html b/Resources/qcalgorithm-api/qcalgorithm-set-cash.html index f1618a1c8a..72868578ab 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-cash.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-cash.html @@ -1,5 +1,5 @@
      -
      set_cash(symbol, starting_cash, conversion_rate=0.0)[source]
      +
      set_cash(symbol, starting_cash, conversion_rate=0.0)[source]

      Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account.

      Parameters:
      @@ -18,7 +18,7 @@
      -
      SetCash(symbol, startingCash, conversionRate=0.0)[source]
      +
      SetCash(symbol, startingCash, conversionRate=0.0)[source]

      Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account.

      Parameters:
      @@ -27,7 +27,7 @@ symbol (string) — The cash symbol to set
    • - startingCash (Decimal | Int32 | Double) — Decimal cash value of portfolio + startingCash (Int32 | Decimal | Double) — Decimal cash value of portfolio
    • conversionRate (decimal, optional) — The current conversion rate for the diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-current-slice.html b/Resources/qcalgorithm-api/qcalgorithm-set-current-slice.html index 6a96b7dcb0..63ff9e393f 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-current-slice.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-current-slice.html @@ -1,5 +1,5 @@
      -
      set_current_slice(slice)[source]
      +
      set_current_slice(slice)[source]

      Sets the current slice

      Parameters:
      @@ -12,7 +12,7 @@
      -
      SetCurrentSlice(slice)[source]
      +
      SetCurrentSlice(slice)[source]

      Sets the current slice

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-date-time.html b/Resources/qcalgorithm-api/qcalgorithm-set-date-time.html index baa9012c92..3273e1a1d1 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-date-time.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-date-time.html @@ -1,5 +1,5 @@
      -
      set_date_time(frontier)[source]
      +
      set_date_time(frontier)[source]

      Update the internal algorithm time frontier.

      Parameters:
      @@ -12,7 +12,7 @@
      -
      SetDateTime(frontier)[source]
      +
      SetDateTime(frontier)[source]

      Update the internal algorithm time frontier.

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-end-date.html b/Resources/qcalgorithm-api/qcalgorithm-set-end-date.html index 35a6af5a5b..e9b7261052 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-end-date.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-end-date.html @@ -1,5 +1,5 @@
      -
      set_end_date(year, month, day)[source]
      +
      set_end_date(year, month, day)[source]

      Set the end date for a backtest run

      Parameters:
      @@ -18,7 +18,7 @@
      -
      set_end_date(end)[source]
      +
      set_end_date(end)[source]

      Set the end date for a backtest run

      Parameters:
      @@ -31,7 +31,7 @@
      -
      SetEndDate(year, month, day)[source]
      +
      SetEndDate(year, month, day)[source]

      Set the end date for a backtest run

      Parameters:
      @@ -50,7 +50,7 @@
      -
      SetEndDate(end)[source]
      +
      SetEndDate(end)[source]

      Set the end date for a backtest run

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-execution.html b/Resources/qcalgorithm-api/qcalgorithm-set-execution.html index 576607f75c..c43ea7b9d6 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-execution.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-execution.html @@ -5,7 +5,7 @@
      Parameters:
      • - execution (PyObject | IExecutionModel) — Model defining how to execute trades to reach a portfolio target + execution (IExecutionModel | PyObject) — Model defining how to execute trades to reach a portfolio target
      @@ -18,7 +18,7 @@
      Parameters:
      • - execution (PyObject | IExecutionModel) — Model defining how to execute trades to reach a portfolio target + execution (IExecutionModel | PyObject) — Model defining how to execute trades to reach a portfolio target
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-finished-warming-up.html b/Resources/qcalgorithm-api/qcalgorithm-set-finished-warming-up.html index 8cdeec8ed8..1dd87d391f 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-finished-warming-up.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-finished-warming-up.html @@ -1,7 +1,7 @@
      set_finished_warming_up()[source]
      -

      Sets IsWarmingUp to false to indicate this algorithm has finished its warm up

      +

      Sets IsWarmingUp to false to indicate this algorithm has finished its warm up

      @@ -9,7 +9,7 @@
      SetFinishedWarmingUp()[source]
      -

      Sets IsWarmingUp to false to indicate this algorithm has finished its warm up

      +

      Sets IsWarmingUp to false to indicate this algorithm has finished its warm up

      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-future-chain-provider.html b/Resources/qcalgorithm-api/qcalgorithm-set-future-chain-provider.html index f3c3216e6a..279ba6a1bb 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-future-chain-provider.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-future-chain-provider.html @@ -1,5 +1,5 @@
      -
      set_future_chain_provider(future_chain_provider)[source]
      +
      set_future_chain_provider(future_chain_provider)[source]

      Sets the future chain provider, used to get the list of future contracts for an underlying symbol

      Parameters:
      @@ -12,7 +12,7 @@
      -
      SetFutureChainProvider(futureChainProvider)[source]
      +
      SetFutureChainProvider(futureChainProvider)[source]

      Sets the future chain provider, used to get the list of future contracts for an underlying symbol

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-history-provider.html b/Resources/qcalgorithm-api/qcalgorithm-set-history-provider.html index a2aca724a0..f9b134a8d6 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-history-provider.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-history-provider.html @@ -1,5 +1,5 @@
      -
      set_history_provider(history_provider)[source]
      +
      set_history_provider(history_provider)[source]

      Set the historical data provider

      Parameters:
      @@ -12,7 +12,7 @@
      -
      SetHistoryProvider(historyProvider)[source]
      +
      SetHistoryProvider(historyProvider)[source]

      Set the historical data provider

      Parameters:
      diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-holdings.html b/Resources/qcalgorithm-api/qcalgorithm-set-holdings.html index d60c3ac322..44c2189469 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-holdings.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-holdings.html @@ -1,5 +1,5 @@
      -
      set_holdings(symbol, percentage, liquidate_existing_holdings=False, tag=, order_properties=None)[source]
      +
      set_holdings(symbol, percentage, liquidate_existing_holdings=False, tag=, order_properties=None)[source]

      Sets holdings for a collection of targets. The implementation will order the provided targets executing first those that reduce a position, freeing margin.

      Parameters:
      @@ -8,10 +8,10 @@ symbol (Symbol) — string symbol we wish to hold
    • - percentage (float | int) — double percentage of holdings desired + percentage (float | int) — float percentage of holdings desired
    • - liquidate_existing_holdings (bool, optional) — liquidate existing holdings if necessary to hold this stock + liquidate_existing_holdings (bool, optional) — bool liquidate existing holdings if necessary to hold this stock
    • tag (str, optional) — Tag the order with a short string. @@ -46,7 +46,7 @@
    -
    SetHoldings(symbol, percentage, liquidateExistingHoldings=False, tag=, orderProperties=None)[source]
    +
    SetHoldings(symbol, percentage, liquidateExistingHoldings=False, tag=, orderProperties=None)[source]

    Sets holdings for a collection of targets. The implementation will order the provided targets executing first those that reduce a position, freeing margin.

    Parameters:
    @@ -55,10 +55,10 @@ symbol (Symbol) — string symbol we wish to hold
  • - percentage (Single | Decimal | Int32 | Double) — double percentage of holdings desired + percentage (Int32 | Decimal | Single | Double) — float percentage of holdings desired
  • - liquidateExistingHoldings (bool, optional) — liquidate existing holdings if necessary to hold this stock + liquidateExistingHoldings (bool, optional) — bool liquidate existing holdings if necessary to hold this stock
  • tag (string, optional) — Tag the order with a short string. diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-live-mode.html b/Resources/qcalgorithm-api/qcalgorithm-set-live-mode.html index f845fbdd4e..3a38cde80b 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-live-mode.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-live-mode.html @@ -1,5 +1,5 @@
    -
    set_live_mode(live)[source]
    +
    set_live_mode(live)[source]

    Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode.

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetLiveMode(live)[source]
    +
    SetLiveMode(live)[source]

    Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-locked.html b/Resources/qcalgorithm-api/qcalgorithm-set-locked.html index 504ac1324e..6e59fce834 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-locked.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-locked.html @@ -1,5 +1,5 @@
    -
    set_locked()[source]
    +
    set_locked()[source]

    Lock the algorithm initialization to avoid user modifiying cash and data stream subscriptions

    @@ -7,7 +7,7 @@
    -
    SetLocked()[source]
    +
    SetLocked()[source]

    Lock the algorithm initialization to avoid user modifiying cash and data stream subscriptions

    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-object-store.html b/Resources/qcalgorithm-api/qcalgorithm-set-object-store.html index bc7f5e9732..0bc3bc0613 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-object-store.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-object-store.html @@ -1,5 +1,5 @@
    -
    set_object_store(object_store)[source]
    +
    set_object_store(object_store)[source]

    Sets the object store

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetObjectStore(objectStore)[source]
    +
    SetObjectStore(objectStore)[source]

    Sets the object store

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-option-chain-provider.html b/Resources/qcalgorithm-api/qcalgorithm-set-option-chain-provider.html index 655f16c9c3..42b54085d1 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-option-chain-provider.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-option-chain-provider.html @@ -1,5 +1,5 @@
    -
    set_option_chain_provider(option_chain_provider)[source]
    +
    set_option_chain_provider(option_chain_provider)[source]

    Sets the option chain provider, used to get the list of option contracts for an underlying symbol

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetOptionChainProvider(optionChainProvider)[source]
    +
    SetOptionChainProvider(optionChainProvider)[source]

    Sets the option chain provider, used to get the list of option contracts for an underlying symbol

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-parameters.html b/Resources/qcalgorithm-api/qcalgorithm-set-parameters.html index ca87bc722f..a9702dbf0f 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-parameters.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-parameters.html @@ -1,5 +1,5 @@
    -
    set_parameters(parameters)[source]
    +
    set_parameters(parameters)[source]

    Sets the parameters from the dictionary

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetParameters(parameters)[source]
    +
    SetParameters(parameters)[source]

    Sets the parameters from the dictionary

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-quit.html b/Resources/qcalgorithm-api/qcalgorithm-set-quit.html index a14e6867ef..cfb9948b03 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-quit.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-quit.html @@ -1,5 +1,5 @@
    -
    set_quit(quit)[source]
    +
    set_quit(quit)[source]

    Set the Quit flag property of the algorithm.

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetQuit(quit)[source]
    +
    SetQuit(quit)[source]

    Set the Quit flag property of the algorithm.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-risk-free-interest-rate-model.html b/Resources/qcalgorithm-api/qcalgorithm-set-risk-free-interest-rate-model.html index b0d7966487..8f66fe8db4 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-risk-free-interest-rate-model.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-risk-free-interest-rate-model.html @@ -1,24 +1,24 @@
    -
    set_risk_free_interest_rate_model(model)[source]
    +
    set_risk_free_interest_rate_model(model)[source]

    Sets the risk free interest rate model to be used in the algorithm

    Parameters:
    • - model (PyObject | IRiskFreeInterestRateModel) — The risk free interest rate model to use + model (IRiskFreeInterestRateModel | PyObject) — The risk free interest rate model to use
    -
    SetRiskFreeInterestRateModel(model)[source]
    +
    SetRiskFreeInterestRateModel(model)[source]

    Sets the risk free interest rate model to be used in the algorithm

    Parameters:
    • - model (PyObject | IRiskFreeInterestRateModel) — The risk free interest rate model to use + model (IRiskFreeInterestRateModel | PyObject) — The risk free interest rate model to use
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-run-time-error.html b/Resources/qcalgorithm-api/qcalgorithm-set-run-time-error.html index 8176f8dea1..d26cfc0830 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-run-time-error.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-run-time-error.html @@ -1,5 +1,5 @@
    -
    set_run_time_error(exception)[source]
    +
    set_run_time_error(exception)[source]

    Set the runtime error

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetRunTimeError(exception)[source]
    +
    SetRunTimeError(exception)[source]

    Set the runtime error

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-runtime-statistic.html b/Resources/qcalgorithm-api/qcalgorithm-set-runtime-statistic.html index 87102ec8eb..01477b99df 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-runtime-statistic.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-runtime-statistic.html @@ -8,7 +8,7 @@ name (str) — Name of your runtime statistic
  • - value (float | str | int) — String value of your runtime statistic + value (float | int | str) — String value of your runtime statistic
    • @@ -24,7 +24,7 @@ name (string) — Name of your runtime statistic
  • - value (Double | Decimal | Int32 | String) — String value of your runtime statistic + value (Int32 | String | Decimal | Double) — String value of your runtime statistic
    • diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-security-initializer.html b/Resources/qcalgorithm-api/qcalgorithm-set-security-initializer.html index c4aae711ee..c622b305c2 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-security-initializer.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-security-initializer.html @@ -1,24 +1,24 @@
    -
    set_security_initializer(security_initializer)[source]
    +
    set_security_initializer(security_initializer)[source]

    Sets the security initializer, used to initialize/configure securities after creation. The initializer will be applied to all universes and manually added securities.

    Parameters:
    • - security_initializer (Action[Security] | PyObject | ISecurityInitializer) — The security initializer function or class + security_initializer (ISecurityInitializer | Action[Security] | PyObject) — The security initializer function or class
    -
    SetSecurityInitializer(securityInitializer)[source]
    +
    SetSecurityInitializer(securityInitializer)[source]

    Sets the security initializer, used to initialize/configure securities after creation. The initializer will be applied to all universes and manually added securities.

    Parameters:
    • - securityInitializer (Action[Security] | PyObject | ISecurityInitializer) — The security initializer function or class + securityInitializer (ISecurityInitializer | Action[Security] | PyObject) — The security initializer function or class
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-start-date.html b/Resources/qcalgorithm-api/qcalgorithm-set-start-date.html index 054d7277f6..b9fef61215 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-start-date.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-start-date.html @@ -1,5 +1,5 @@
    -
    set_start_date(year, month, day)[source]
    +
    set_start_date(year, month, day)[source]

    Set the start date for backtest.

    Parameters:
    @@ -18,7 +18,7 @@
    -
    set_start_date(start)[source]
    +
    set_start_date(start)[source]

    Set the start date for backtest.

    Parameters:
    @@ -31,7 +31,7 @@
    -
    SetStartDate(year, month, day)[source]
    +
    SetStartDate(year, month, day)[source]

    Set the start date for backtest.

    Parameters:
    @@ -50,7 +50,7 @@
    -
    SetStartDate(start)[source]
    +
    SetStartDate(start)[source]

    Set the start date for backtest.

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-status.html b/Resources/qcalgorithm-api/qcalgorithm-set-status.html index 242b78ba79..155febf231 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-status.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-status.html @@ -1,5 +1,5 @@
    -
    set_status(status)[source]
    +
    set_status(status)[source]

    Set the state of a live deployment

    Parameters:
    @@ -12,7 +12,7 @@
    -
    SetStatus(status)[source]
    +
    SetStatus(status)[source]

    Set the state of a live deployment

    Parameters:
    diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-summary-statistic.html b/Resources/qcalgorithm-api/qcalgorithm-set-summary-statistic.html index 5f418a30e7..fe1ad6bf45 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-summary-statistic.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-summary-statistic.html @@ -8,7 +8,7 @@ name (str) — Name of the custom summary statistic
  • - value (float | str | int) — Value of the custom summary statistic + value (float | int | str) — Value of the custom summary statistic
    • @@ -24,7 +24,7 @@ name (string) — Name of the custom summary statistic
  • - value (Double | Decimal | Int32 | String) — Value of the custom summary statistic + value (Int32 | String | Decimal | Double) — Value of the custom summary statistic
    • diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-time-zone.html b/Resources/qcalgorithm-api/qcalgorithm-set-time-zone.html index 3ac40d5bf3..2457541951 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-time-zone.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-time-zone.html @@ -1,7 +1,7 @@
    -
    set_time_zone(time_zone)[source]
    +
    set_time_zone(time_zone)[source]
    -

    Sets the time zone of the Time property in the algorithm

    +

    Sets the time zone of the Time property in the algorithm

    Parameters:
    • @@ -12,9 +12,9 @@
    -
    SetTimeZone(timeZone)[source]
    +
    SetTimeZone(timeZone)[source]
    -

    Sets the time zone of the Time property in the algorithm

    +

    Sets the time zone of the Time property in the algorithm

    Parameters:
    • diff --git a/Resources/qcalgorithm-api/qcalgorithm-set-trade-builder.html b/Resources/qcalgorithm-api/qcalgorithm-set-trade-builder.html index a7c3795a4b..57c143966c 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-set-trade-builder.html +++ b/Resources/qcalgorithm-api/qcalgorithm-set-trade-builder.html @@ -1,7 +1,7 @@
      -
      set_trade_builder(trade_builder)[source]
      +
      set_trade_builder(trade_builder)[source]
      -

      Set the ITradeBuilder implementation to generate trades from executions and market price updates

      +

      Set the ITradeBuilder implementation to generate trades from executions and market price updates

      Parameters:
      • @@ -12,9 +12,9 @@
      -
      SetTradeBuilder(tradeBuilder)[source]
      +
      SetTradeBuilder(tradeBuilder)[source]
      -

      Set the ITradeBuilder implementation to generate trades from executions and market price updates

      +

      Set the ITradeBuilder implementation to generate trades from executions and market price updates

      Parameters:
      • diff --git a/Resources/qcalgorithm-api/qcalgorithm-shortable-quantity.html b/Resources/qcalgorithm-api/qcalgorithm-shortable-quantity.html index 2869d4dcdb..34e52d9921 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-shortable-quantity.html +++ b/Resources/qcalgorithm-api/qcalgorithm-shortable-quantity.html @@ -1,5 +1,5 @@
        -
        shortable_quantity(symbol)[source]
        +
        shortable_quantity(symbol)[source]

        Gets the quantity shortable for the given asset

        Parameters:
        @@ -15,7 +15,7 @@
        -
        ShortableQuantity(symbol)[source]
        +
        ShortableQuantity(symbol)[source]

        Gets the quantity shortable for the given asset

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-shortable.html b/Resources/qcalgorithm-api/qcalgorithm-shortable.html index 74d51df6c1..a34b3f1dd4 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-shortable.html +++ b/Resources/qcalgorithm-api/qcalgorithm-shortable.html @@ -1,5 +1,5 @@
        -
        shortable(symbol, short_quantity, update_order_id=None)[source]
        +
        shortable(symbol, short_quantity, update_order_id=None)[source]

        Determines if the Symbol is shortable at the brokerage

        Parameters:
        @@ -21,7 +21,7 @@
        -
        Shortable(symbol, shortQuantity, updateOrderId=None)[source]
        +
        Shortable(symbol, shortQuantity, updateOrderId=None)[source]

        Determines if the Symbol is shortable at the brokerage

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-si.html b/Resources/qcalgorithm-api/qcalgorithm-si.html index e9f2706994..cc7f74d238 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-si.html +++ b/Resources/qcalgorithm-api/qcalgorithm-si.html @@ -1,5 +1,5 @@
        -
        si(symbol, limit_move, resolution=4, selector=None)[source]
        +
        si(symbol, limit_move, resolution=4, selector=None)[source]

        Creates a Wilder Swing Index (SI) indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        SI(symbol, limitMove, resolution=4, selector=None)[source]
        +
        SI(symbol, limitMove, resolution=4, selector=None)[source]

        Creates a Wilder Swing Index (SI) indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-sma.html b/Resources/qcalgorithm-api/qcalgorithm-sma.html index 5bfe18a41b..30623d2fa8 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sma.html @@ -1,5 +1,5 @@
        -
        sma(symbol, period, resolution=None, selector=None)[source]
        +
        sma(symbol, period, resolution=None, selector=None)[source]

        Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        SMA(symbol, period, resolution=None, selector=None)[source]
        +
        SMA(symbol, period, resolution=None, selector=None)[source]

        Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-sobv.html b/Resources/qcalgorithm-api/qcalgorithm-sobv.html index d776d04d0c..f0e4418a71 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sobv.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sobv.html @@ -1,5 +1,5 @@
        -
        sobv(symbol, period, type=0, resolution=None, selector=None)[source]
        +
        sobv(symbol, period, type=0, resolution=None, selector=None)[source]

        Creates a new SmoothedOnBalanceVolume indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -27,7 +27,7 @@
        -
        SOBV(symbol, period, type=0, resolution=None, selector=None)[source]
        +
        SOBV(symbol, period, type=0, resolution=None, selector=None)[source]

        Creates a new SmoothedOnBalanceVolume indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-sortino.html b/Resources/qcalgorithm-api/qcalgorithm-sortino.html index 3642f5aabb..bea01ef936 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sortino.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sortino.html @@ -1,5 +1,5 @@
        -
        sortino(symbol, sortino_period, minimum_acceptable_return=0.0, resolution=None, selector=None)[source]
        +
        sortino(symbol, sortino_period, minimum_acceptable_return=0.0, resolution=None, selector=None)[source]

        Creates a new Sortino indicator.

        Parameters:
        @@ -27,7 +27,7 @@
        -
        SORTINO(symbol, sortinoPeriod, minimumAcceptableReturn=0.0, resolution=None, selector=None)[source]
        +
        SORTINO(symbol, sortinoPeriod, minimumAcceptableReturn=0.0, resolution=None, selector=None)[source]

        Creates a new Sortino indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-sr.html b/Resources/qcalgorithm-api/qcalgorithm-sr.html index 3b63cb9730..fabe5d31d3 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sr.html @@ -1,5 +1,5 @@
        -
        sr(symbol, sharpe_period, risk_free_rate=None, resolution=None, selector=None)[source]
        +
        sr(symbol, sharpe_period, risk_free_rate=None, resolution=None, selector=None)[source]

        Creates a new Stochastic RSI indicator which will compute the %K and %D

        Parameters:
        @@ -27,7 +27,7 @@
        -
        SR(symbol, sharpePeriod, riskFreeRate=None, resolution=None, selector=None)[source]
        +
        SR(symbol, sharpePeriod, riskFreeRate=None, resolution=None, selector=None)[source]

        Creates a new Stochastic RSI indicator which will compute the %K and %D

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-srsi.html b/Resources/qcalgorithm-api/qcalgorithm-srsi.html index 2dd51bc950..f2d4800117 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-srsi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-srsi.html @@ -1,5 +1,5 @@
        -
        srsi(symbol, rsi_period, stoch_period, k_smoothing_period, d_smoothing_period, moving_average_type=0, resolution=None, selector=None)[source]
        +
        srsi(symbol, rsi_period, stoch_period, k_smoothing_period, d_smoothing_period, moving_average_type=0, resolution=None, selector=None)[source]

        Creates a new Stochastic RSI indicator which will compute the %K and %D

        Parameters:
        @@ -36,7 +36,7 @@
        -
        SRSI(symbol, rsiPeriod, stochPeriod, kSmoothingPeriod, dSmoothingPeriod, movingAverageType=0, resolution=None, selector=None)[source]
        +
        SRSI(symbol, rsiPeriod, stochPeriod, kSmoothingPeriod, dSmoothingPeriod, movingAverageType=0, resolution=None, selector=None)[source]

        Creates a new Stochastic RSI indicator which will compute the %K and %D

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-stc.html b/Resources/qcalgorithm-api/qcalgorithm-stc.html index 574663bd5e..9bf0febc61 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-stc.html +++ b/Resources/qcalgorithm-api/qcalgorithm-stc.html @@ -1,5 +1,5 @@
        -
        stc(symbol, cycle_period, fast_period, slow_period, moving_average_type=1, resolution=None, selector=None)[source]
        +
        stc(symbol, cycle_period, fast_period, slow_period, moving_average_type=1, resolution=None, selector=None)[source]

        Creates a new Schaff Trend Cycle indicator

        Parameters:
        @@ -33,7 +33,7 @@
        -
        STC(symbol, cyclePeriod, fastPeriod, slowPeriod, movingAverageType=1, resolution=None, selector=None)[source]
        +
        STC(symbol, cyclePeriod, fastPeriod, slowPeriod, movingAverageType=1, resolution=None, selector=None)[source]

        Creates a new Schaff Trend Cycle indicator

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-std.html b/Resources/qcalgorithm-api/qcalgorithm-std.html index f408d68341..2fb98e17aa 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-std.html +++ b/Resources/qcalgorithm-api/qcalgorithm-std.html @@ -1,5 +1,5 @@
        -
        std(symbol, period, resolution=None, selector=None)[source]
        +
        std(symbol, period, resolution=None, selector=None)[source]

        Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        STD(symbol, period, resolution=None, selector=None)[source]
        +
        STD(symbol, period, resolution=None, selector=None)[source]

        Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-sto.html b/Resources/qcalgorithm-api/qcalgorithm-sto.html index ea50a059e5..5f5c24bed9 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sto.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sto.html @@ -1,5 +1,5 @@
        -
        sto(symbol, period, k_period, d_period, resolution=None, selector=None)[source]
        +
        sto(symbol, period, k_period, d_period, resolution=None, selector=None)[source]

        Creates a new Stochastic indicator.

        Parameters:
        @@ -30,7 +30,7 @@
        -
        STO(symbol, period, kPeriod, dPeriod, resolution=None, selector=None)[source]
        +
        STO(symbol, period, kPeriod, dPeriod, resolution=None, selector=None)[source]

        Creates a new Stochastic indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-stop-limit-order.html b/Resources/qcalgorithm-api/qcalgorithm-stop-limit-order.html index 352c8b342f..a3a584861d 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-stop-limit-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-stop-limit-order.html @@ -39,7 +39,7 @@ symbol (Symbol) — String symbol for the asset
      • - quantity (Decimal | Int32 | Double) — Quantity of shares for limit order + quantity (Int32 | Decimal | Double) — Quantity of shares for limit order
      • stopPrice (decimal) — Stop price for this order diff --git a/Resources/qcalgorithm-api/qcalgorithm-stop-market-order.html b/Resources/qcalgorithm-api/qcalgorithm-stop-market-order.html index 318ea1c56d..809cbe5b09 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-stop-market-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-stop-market-order.html @@ -36,7 +36,7 @@ symbol (Symbol) — String symbol for the asset we're trading
      • - quantity (Decimal | Int32 | Double) — Quantity to be traded + quantity (Int32 | Decimal | Double) — Quantity to be traded
      • stopPrice (decimal) — Price to fill the stop order diff --git a/Resources/qcalgorithm-api/qcalgorithm-str.html b/Resources/qcalgorithm-api/qcalgorithm-str.html index 432969f75a..f9a61cf5ba 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-str.html +++ b/Resources/qcalgorithm-api/qcalgorithm-str.html @@ -1,5 +1,5 @@
        -
        str(symbol, period, multiplier, moving_average_type=2, resolution=None, selector=None)[source]
        +
        str(symbol, period, multiplier, moving_average_type=2, resolution=None, selector=None)[source]

        Creates a new SuperTrend indicator.

        Parameters:
        @@ -29,7 +29,7 @@
        -
        STR(symbol, period, multiplier, movingAverageType=2, resolution=None, selector=None)[source]
        +
        STR(symbol, period, multiplier, movingAverageType=2, resolution=None, selector=None)[source]

        Creates a new SuperTrend indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-sum.html b/Resources/qcalgorithm-api/qcalgorithm-sum.html index bea44096e9..99c218fd98 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-sum.html +++ b/Resources/qcalgorithm-api/qcalgorithm-sum.html @@ -1,5 +1,5 @@
        -
        sum(symbol, period, resolution=None, selector=None)[source]
        +
        sum(symbol, period, resolution=None, selector=None)[source]

        Creates a new Sum indicator.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        SUM(symbol, period, resolution=None, selector=None)[source]
        +
        SUM(symbol, period, resolution=None, selector=None)[source]

        Creates a new Sum indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-swiss.html b/Resources/qcalgorithm-api/qcalgorithm-swiss.html index 5fdd9a76c1..1c31f2769d 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-swiss.html +++ b/Resources/qcalgorithm-api/qcalgorithm-swiss.html @@ -1,5 +1,5 @@
        -
        swiss(symbol, period, delta, tool, resolution=None, selector=None)[source]
        +
        swiss(symbol, period, delta, tool, resolution=None, selector=None)[source]

        Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -30,7 +30,7 @@
        -
        SWISS(symbol, period, delta, tool, resolution=None, selector=None)[source]
        +
        SWISS(symbol, period, delta, tool, resolution=None, selector=None)[source]

        Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-symbol.html b/Resources/qcalgorithm-api/qcalgorithm-symbol.html index c372a3eff7..bbcc01a877 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-symbol.html +++ b/Resources/qcalgorithm-api/qcalgorithm-symbol.html @@ -1,5 +1,5 @@
        -
        symbol(ticker)[source]
        +
        symbol(ticker)[source]

        Converts the string 'ticker' symbol into a full String) object This requires that the string 'ticker' has been added to the algorithm

        Parameters:
        @@ -15,7 +15,7 @@
        -
        Symbol(ticker)[source]
        +
        Symbol(ticker)[source]

        Converts the string 'ticker' symbol into a full String) object This requires that the string 'ticker' has been added to the algorithm

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-t-3.html b/Resources/qcalgorithm-api/qcalgorithm-t-3.html index f171debbaf..8d72a3c751 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-t-3.html +++ b/Resources/qcalgorithm-api/qcalgorithm-t-3.html @@ -1,5 +1,5 @@
        -
        t_3(symbol, period, volume_factor=0.7, resolution=None, selector=None)[source]
        +
        t_3(symbol, period, volume_factor=0.7, resolution=None, selector=None)[source]

        Creates a new T3MovingAverage indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-t.html b/Resources/qcalgorithm-api/qcalgorithm-t.html index 86de7ca329..c579ef9208 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-t.html +++ b/Resources/qcalgorithm-api/qcalgorithm-t.html @@ -1,5 +1,5 @@
        -
        t(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]
        +
        t(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]

        For the given symbol will resolve the ticker it used at the current algorithm date

        Parameters:
        @@ -33,7 +33,7 @@
        -
        T(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]
        +
        T(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]

        For the given symbol will resolve the ticker it used at the current algorithm date

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-t3.html b/Resources/qcalgorithm-api/qcalgorithm-t3.html index 06c8d290f9..da630b9a0f 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-t3.html +++ b/Resources/qcalgorithm-api/qcalgorithm-t3.html @@ -1,5 +1,5 @@
        -
        T3(symbol, period, volumeFactor=0.7, resolution=None, selector=None)[source]
        +
        T3(symbol, period, volumeFactor=0.7, resolution=None, selector=None)[source]

        Creates a new T3MovingAverage indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-tdd.html b/Resources/qcalgorithm-api/qcalgorithm-tdd.html index de996c38c5..e224416201 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-tdd.html +++ b/Resources/qcalgorithm-api/qcalgorithm-tdd.html @@ -1,5 +1,5 @@
        -
        tdd(symbol, period, minimum_acceptable_return=0.0, resolution=None, selector=None)[source]
        +
        tdd(symbol, period, minimum_acceptable_return=0.0, resolution=None, selector=None)[source]

        Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.

        Parameters:
        @@ -27,7 +27,7 @@
        -
        TDD(symbol, period, minimumAcceptableReturn=0.0, resolution=None, selector=None)[source]
        +
        TDD(symbol, period, minimumAcceptableReturn=0.0, resolution=None, selector=None)[source]

        Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-tema.html b/Resources/qcalgorithm-api/qcalgorithm-tema.html index 9a66978032..a609db7164 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-tema.html +++ b/Resources/qcalgorithm-api/qcalgorithm-tema.html @@ -1,5 +1,5 @@
        -
        tema(symbol, period, resolution=None, selector=None)[source]
        +
        tema(symbol, period, resolution=None, selector=None)[source]

        Creates a new TripleExponentialMovingAverage indicator.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        TEMA(symbol, period, resolution=None, selector=None)[source]
        +
        TEMA(symbol, period, resolution=None, selector=None)[source]

        Creates a new TripleExponentialMovingAverage indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-ticker.html b/Resources/qcalgorithm-api/qcalgorithm-ticker.html index b7abfb1111..f0392c83de 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ticker.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ticker.html @@ -1,5 +1,5 @@
        -
        ticker(symbol)[source]
        +
        ticker(symbol)[source]

        For the given symbol will resolve the ticker it used at the current algorithm date

        Parameters:
        @@ -15,7 +15,7 @@
        -
        Ticker(symbol)[source]
        +
        Ticker(symbol)[source]

        For the given symbol will resolve the ticker it used at the current algorithm date

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-time-zone.html b/Resources/qcalgorithm-api/qcalgorithm-time-zone.html index a2b3255cee..ee9e477453 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-time-zone.html +++ b/Resources/qcalgorithm-api/qcalgorithm-time-zone.html @@ -1,10 +1,10 @@
        property time_zone[source]
        -

        Gets the time zone used for the Time property. The default value is NewYork

        +

        Gets the time zone used for the Time property. The default value is NewYork

        Returns:
        -

        Gets the time zone used for the Time property. The default value is NewYork

        +

        Gets the time zone used for the Time property. The default value is NewYork

        Return type:

        datetimeZone

        @@ -12,10 +12,10 @@
        property TimeZone[source]
        -

        Gets the time zone used for the Time property. The default value is NewYork

        +

        Gets the time zone used for the Time property. The default value is NewYork

        Returns:
        -

        Gets the time zone used for the Time property. The default value is NewYork

        +

        Gets the time zone used for the Time property. The default value is NewYork

        Return type:

        DateTimeZone

        diff --git a/Resources/qcalgorithm-api/qcalgorithm-time.html b/Resources/qcalgorithm-api/qcalgorithm-time.html index 894d007cb9..c2af1e0bb3 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-time.html +++ b/Resources/qcalgorithm-api/qcalgorithm-time.html @@ -1,10 +1,10 @@
        property time[source]
        -

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        +

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        Returns:
        -

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        +

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        Return type:

        datetime

        @@ -12,10 +12,10 @@
        property Time[source]
        -

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        +

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        Returns:
        -

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        +

        Read-only value for current time frontier of the algorithm in terms of the TimeZone

        Return type:

        DateTime

        diff --git a/Resources/qcalgorithm-api/qcalgorithm-tp.html b/Resources/qcalgorithm-api/qcalgorithm-tp.html index f7e1d66313..c196a23a53 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-tp.html +++ b/Resources/qcalgorithm-api/qcalgorithm-tp.html @@ -1,5 +1,5 @@
        -
        tp(symbol, period=2, value_area_volume_percentage=0.7, price_range_round_off=0.05, resolution=4, selector=None)[source]
        +
        tp(symbol, period=2, value_area_volume_percentage=0.7, price_range_round_off=0.05, resolution=4, selector=None)[source]

        Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -30,7 +30,7 @@
        -
        TP(symbol, period=2, valueAreaVolumePercentage=0.7, priceRangeRoundOff=0.05, resolution=4, selector=None)[source]
        +
        TP(symbol, period=2, valueAreaVolumePercentage=0.7, priceRangeRoundOff=0.05, resolution=4, selector=None)[source]

        Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-tr.html b/Resources/qcalgorithm-api/qcalgorithm-tr.html index db0a928f2a..cd9676c975 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-tr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-tr.html @@ -1,5 +1,5 @@
        -
        tr(symbol, resolution=None, selector=None)[source]
        +
        tr(symbol, resolution=None, selector=None)[source]

        Creates a new TrueRange indicator.

        Parameters:
        @@ -21,7 +21,7 @@
        -
        TR(symbol, resolution=None, selector=None)[source]
        +
        TR(symbol, resolution=None, selector=None)[source]

        Creates a new TrueRange indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-trailing-stop-order.html b/Resources/qcalgorithm-api/qcalgorithm-trailing-stop-order.html index 1c1b8f1aa3..1fcaf7d000 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-trailing-stop-order.html +++ b/Resources/qcalgorithm-api/qcalgorithm-trailing-stop-order.html @@ -42,7 +42,7 @@ symbol (Symbol) — Trading asset symbol
      • - quantity (Decimal | Int32 | Double) — Quantity to be traded + quantity (Int32 | Decimal | Double) — Quantity to be traded
      • stopPrice (decimal) — Initial stop price at which the order should be triggered diff --git a/Resources/qcalgorithm-api/qcalgorithm-train.html b/Resources/qcalgorithm-api/qcalgorithm-train.html index 58becf278a..2f081dc729 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-train.html +++ b/Resources/qcalgorithm-api/qcalgorithm-train.html @@ -1,5 +1,5 @@
        -
        train(date_rule, time_rule, training_code)[source]
        +
        train(date_rule, time_rule, training_code)[source]

        Schedules the provided training code to execute immediately

        Parameters:
        @@ -20,7 +20,7 @@
        -
        Train(dateRule, timeRule, trainingCode)[source]
        +
        Train(dateRule, timeRule, trainingCode)[source]

        Schedules the provided training code to execute immediately

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-trima.html b/Resources/qcalgorithm-api/qcalgorithm-trima.html index 366cb1794a..e0ad5f55f8 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-trima.html +++ b/Resources/qcalgorithm-api/qcalgorithm-trima.html @@ -1,5 +1,5 @@
        -
        trima(symbol, period, resolution=None, selector=None)[source]
        +
        trima(symbol, period, resolution=None, selector=None)[source]

        Creates a new TriangularMovingAverage indicator.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        TRIMA(symbol, period, resolution=None, selector=None)[source]
        +
        TRIMA(symbol, period, resolution=None, selector=None)[source]

        Creates a new TriangularMovingAverage indicator.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-trin.html b/Resources/qcalgorithm-api/qcalgorithm-trin.html index bd60184652..47b2ae9bc9 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-trin.html +++ b/Resources/qcalgorithm-api/qcalgorithm-trin.html @@ -1,5 +1,5 @@
        -
        trin(symbols, resolution=None, selector=None)[source]
        +
        trin(symbols, resolution=None, selector=None)[source]

        Creates a new Arms Index indicator

        Parameters:
        @@ -21,13 +21,13 @@
        -
        TRIN(symbols, resolution=None, selector=None)[source]
        +
        TRIN(symbols, resolution=None, selector=None)[source]

        Creates a new Arms Index indicator

        Parameters:
        • - symbols (IEnumerable[Symbol] | Symbol[]) — The symbols whose Arms Index we want + symbols (Symbol[] | IEnumerable[Symbol]) — The symbols whose Arms Index we want
        • resolution (Resolution, optional) — The resolution diff --git a/Resources/qcalgorithm-api/qcalgorithm-trix.html b/Resources/qcalgorithm-api/qcalgorithm-trix.html index 7638968cd7..7a3928cceb 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-trix.html +++ b/Resources/qcalgorithm-api/qcalgorithm-trix.html @@ -1,5 +1,5 @@
          -
          trix(symbol, period, resolution=None, selector=None)[source]
          +
          trix(symbol, period, resolution=None, selector=None)[source]

          Creates a new Trix indicator.

          Parameters:
          @@ -24,7 +24,7 @@
          -
          TRIX(symbol, period, resolution=None, selector=None)[source]
          +
          TRIX(symbol, period, resolution=None, selector=None)[source]

          Creates a new Trix indicator.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-tsf.html b/Resources/qcalgorithm-api/qcalgorithm-tsf.html index 2edd4a3693..71626efda4 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-tsf.html +++ b/Resources/qcalgorithm-api/qcalgorithm-tsf.html @@ -1,5 +1,5 @@
          -
          tsf(symbol, period, resolution=None, selector=None)[source]
          +
          tsf(symbol, period, resolution=None, selector=None)[source]

          Creates a new Time Series Forecast indicator

          Parameters:
          @@ -24,7 +24,7 @@
          -
          TSF(symbol, period, resolution=None, selector=None)[source]
          +
          TSF(symbol, period, resolution=None, selector=None)[source]

          Creates a new Time Series Forecast indicator

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-tsi.html b/Resources/qcalgorithm-api/qcalgorithm-tsi.html index b969b11f21..a4022efda1 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-tsi.html +++ b/Resources/qcalgorithm-api/qcalgorithm-tsi.html @@ -1,5 +1,5 @@
          -
          tsi(symbol, long_term_period=25, short_term_period=13, signal_period=7, signal_type=1, resolution=None, selector=None)[source]
          +
          tsi(symbol, long_term_period=25, short_term_period=13, signal_period=7, signal_type=1, resolution=None, selector=None)[source]

          Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -33,7 +33,7 @@
          -
          TSI(symbol, longTermPeriod=25, shortTermPeriod=13, signalPeriod=7, signalType=1, resolution=None, selector=None)[source]
          +
          TSI(symbol, longTermPeriod=25, shortTermPeriod=13, signalPeriod=7, signalType=1, resolution=None, selector=None)[source]

          Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-ultosc.html b/Resources/qcalgorithm-api/qcalgorithm-ultosc.html index 73b452c55a..d723f8302a 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-ultosc.html +++ b/Resources/qcalgorithm-api/qcalgorithm-ultosc.html @@ -1,5 +1,5 @@
          -
          ultosc(symbol, period_1, period_2, period_3, resolution=None, selector=None)[source]
          +
          ultosc(symbol, period_1, period_2, period_3, resolution=None, selector=None)[source]

          Creates a new UltimateOscillator indicator.

          Parameters:
          @@ -30,7 +30,7 @@
          -
          ULTOSC(symbol, period1, period2, period3, resolution=None, selector=None)[source]
          +
          ULTOSC(symbol, period1, period2, period3, resolution=None, selector=None)[source]

          Creates a new UltimateOscillator indicator.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-unregister-indicator.html b/Resources/qcalgorithm-api/qcalgorithm-unregister-indicator.html index 731c1cf010..2da7c92f70 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-unregister-indicator.html +++ b/Resources/qcalgorithm-api/qcalgorithm-unregister-indicator.html @@ -1,5 +1,5 @@
          -
          unregister_indicator(indicator)[source]
          +
          unregister_indicator(indicator)[source]

          Will unregister an indicator and it's associated consolidator instance so they stop receiving data updates

          Parameters:
          @@ -12,7 +12,7 @@
          -
          UnregisterIndicator(indicator)[source]
          +
          UnregisterIndicator(indicator)[source]

          Will unregister an indicator and it's associated consolidator instance so they stop receiving data updates

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-v.html b/Resources/qcalgorithm-api/qcalgorithm-v.html index 8b4407ea2f..c2616c7623 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-v.html +++ b/Resources/qcalgorithm-api/qcalgorithm-v.html @@ -1,5 +1,5 @@
          -
          v(symbol, period, resolution=None, selector=None)[source]
          +
          v(symbol, period, resolution=None, selector=None)[source]

          Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -24,7 +24,7 @@
          -
          v(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]
          +
          v(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=None, iv_model=None, resolution=None)[source]

          Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -58,7 +58,7 @@
          -
          V(symbol, period, resolution=None, selector=None)[source]
          +
          V(symbol, period, resolution=None, selector=None)[source]

          Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -83,7 +83,7 @@
          -
          V(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]
          +
          V(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=None, ivModel=None, resolution=None)[source]

          Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-vidya.html b/Resources/qcalgorithm-api/qcalgorithm-vidya.html index 18beeed89f..d61f9ed718 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-vidya.html +++ b/Resources/qcalgorithm-api/qcalgorithm-vidya.html @@ -1,5 +1,5 @@
          -
          vidya(symbol, period, resolution=None, selector=None)[source]
          +
          vidya(symbol, period, resolution=None, selector=None)[source]

          Creates a new Chande's Variable Index Dynamic Average indicator.

          Parameters:
          @@ -24,7 +24,7 @@
          -
          VIDYA(symbol, period, resolution=None, selector=None)[source]
          +
          VIDYA(symbol, period, resolution=None, selector=None)[source]

          Creates a new Chande's Variable Index Dynamic Average indicator.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-vp.html b/Resources/qcalgorithm-api/qcalgorithm-vp.html index 2ec6afff42..a9ef8d0575 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-vp.html +++ b/Resources/qcalgorithm-api/qcalgorithm-vp.html @@ -1,5 +1,5 @@
          -
          vp(symbol, period=2, value_area_volume_percentage=0.7, price_range_round_off=0.05, resolution=4, selector=None)[source]
          +
          vp(symbol, period=2, value_area_volume_percentage=0.7, price_range_round_off=0.05, resolution=4, selector=None)[source]

          Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -30,7 +30,7 @@
          -
          VP(symbol, period=2, valueAreaVolumePercentage=0.7, priceRangeRoundOff=0.05, resolution=4, selector=None)[source]
          +
          VP(symbol, period=2, valueAreaVolumePercentage=0.7, priceRangeRoundOff=0.05, resolution=4, selector=None)[source]

          Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-vtx.html b/Resources/qcalgorithm-api/qcalgorithm-vtx.html new file mode 100644 index 0000000000..99117560d8 --- /dev/null +++ b/Resources/qcalgorithm-api/qcalgorithm-vtx.html @@ -0,0 +1,50 @@ +
          +
          vtx(symbol, period, resolution=None, selector=None)[source]
          +
          +

          Creates a new Vortex indicator for the symbol. The indicator will be automatically updated on the given resolution.

          +
          Parameters:
          +
            +
          • + symbol (Symbol) — The symbol whose VWMA we want +
            • +
          • + period (int) — The smoothing period used to smooth the computed VWMA values +
            • +
          • + resolution (Resolution, optional) — The resolution +
            • +
          • + selector (Callable[IBaseData, IBaseDataBar], optional) — Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar +
            • +
          +
          Returns:
          +

          A new Vortex indicator with the specified smoothing period

          +
          Return type:
          +

          Vortex

          +
          +
          +
          +
          VTX(symbol, period, resolution=None, selector=None)[source]
          +
          +

          Creates a new Vortex indicator for the symbol. The indicator will be automatically updated on the given resolution.

          +
          Parameters:
          +
            +
          • + symbol (Symbol) — The symbol whose VWMA we want +
            • +
          • + period (Int32) — The smoothing period used to smooth the computed VWMA values +
            • +
          • + resolution (Resolution, optional) — The resolution +
            • +
          • + selector (Func<IBaseData, IBaseDataBar>, optional) — Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar +
            • +
          +
          Returns:
          +

          A new Vortex indicator with the specified smoothing period

          +
          Return type:
          +

          Vortex

          +
          +
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-vwap.html b/Resources/qcalgorithm-api/qcalgorithm-vwap.html index 1acb4bc186..cda15a1c68 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-vwap.html +++ b/Resources/qcalgorithm-api/qcalgorithm-vwap.html @@ -1,5 +1,5 @@
          -
          vwap(symbol)[source]
          +
          vwap(symbol)[source]

          Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -15,7 +15,7 @@
          -
          vwap(symbol, period, resolution=None, selector=None)[source]
          +
          vwap(symbol, period, resolution=None, selector=None)[source]

          Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -40,7 +40,7 @@
          -
          VWAP(symbol)[source]
          +
          VWAP(symbol)[source]

          Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -56,7 +56,7 @@
          -
          VWAP(symbol, period, resolution=None, selector=None)[source]
          +
          VWAP(symbol, period, resolution=None, selector=None)[source]

          Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-vwma.html b/Resources/qcalgorithm-api/qcalgorithm-vwma.html index 95f4698785..8a2fae27ce 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-vwma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-vwma.html @@ -1,5 +1,5 @@
          -
          vwma(symbol, period, resolution=None, selector=None)[source]
          +
          vwma(symbol, period, resolution=None, selector=None)[source]

          Creates a new VolumeWeightedMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          @@ -24,7 +24,7 @@
          -
          VWMA(symbol, period, resolution=None, selector=None)[source]
          +
          VWMA(symbol, period, resolution=None, selector=None)[source]

          Creates a new VolumeWeightedMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

          Parameters:
          diff --git a/Resources/qcalgorithm-api/qcalgorithm-warm-up-indicator.html b/Resources/qcalgorithm-api/qcalgorithm-warm-up-indicator.html index dfa1aa7f0c..e7728ee328 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-warm-up-indicator.html +++ b/Resources/qcalgorithm-api/qcalgorithm-warm-up-indicator.html @@ -14,48 +14,48 @@ resolution (Resolution, optional) — The resolution
        • - selector (None | Callable[IBaseData, float] | PyObject, optional) — (T)x) + selector (PyObject | None | Callable[IBaseData, float], optional) — (T)x)
        -
        warm_up_indicator(symbols, indicator, resolution=None, selector=None)[source]
        +
        warm_up_indicator(symbol, indicator, period, selector=None)[source]

        Warms up a given indicator with historical data

        Parameters:
        • - symbols (List[Symbol]) — The symbols whose indicator we want + symbol (Symbol) — The symbol whose indicator we want
        • - indicator (None | IndicatorBase[IndicatorDataPoint]) — The indicator we want to warm up + indicator (None | IndicatorBase[IndicatorDataPoint] | PyObject) — The indicator we want to warm up
        • - resolution (Resolution, optional) — The resolution + period (timedelta) — The necessary period to warm up the indicator
        • - selector (None | Callable[IBaseData, float], optional) — x.Value) + selector (PyObject | None | Callable[IBaseData, float], optional) — (T)x)
        -
        warm_up_indicator(symbol, indicator, period, selector=None)[source]
        +
        warm_up_indicator(symbols, indicator, resolution=None, selector=None)[source]

        Warms up a given indicator with historical data

        Parameters:
        • - symbol (Symbol) — The symbol whose indicator we want + symbols (List[Symbol]) — The symbols whose indicator we want
        • - indicator (None | IndicatorBase[IndicatorDataPoint]) — The indicator we want to warm up + indicator (IndicatorBase[IndicatorDataPoint] | None) — The indicator we want to warm up
        • - period (timedelta) — The necessary period to warm up the indicator + resolution (Resolution, optional) — The resolution
        • selector (None | Callable[IBaseData, float], optional) — x.Value) @@ -87,44 +87,44 @@
        -
        WarmUpIndicator(symbols, indicator, resolution=None, selector=None)[source]
        +
        WarmUpIndicator(symbol, indicator, period, selector=None)[source]

        Warms up a given indicator with historical data

        Parameters:
        • - symbols (List<Symbol>) — The symbols whose indicator we want + symbol (Symbol) — The symbol whose indicator we want
        • - indicator (None | IndicatorBase[IndicatorDataPoint]) — The indicator we want to warm up + indicator (None | IndicatorBase[IndicatorDataPoint] | PyObject) — The indicator we want to warm up
        • - resolution (Resolution, optional) — The resolution + period (TimeSpan) — The necessary period to warm up the indicator
        • - selector (None | Func[IBaseData, Decimal], optional) — x.Value) + selector (None | Func[IBaseData, Decimal] | PyObject, optional) — (T)x)
        -
        WarmUpIndicator(symbol, indicator, period, selector=None)[source]
        +
        WarmUpIndicator(symbols, indicator, resolution=None, selector=None)[source]

        Warms up a given indicator with historical data

        Parameters:
        • - symbol (Symbol) — The symbol whose indicator we want + symbols (List<Symbol>) — The symbols whose indicator we want
        • - indicator (None | IndicatorBase[IndicatorDataPoint]) — The indicator we want to warm up + indicator (IndicatorBase[IndicatorDataPoint] | None) — The indicator we want to warm up
        • - period (TimeSpan) — The necessary period to warm up the indicator + resolution (Resolution, optional) — The resolution
        • - selector (None | Func[IBaseData, Decimal], optional) — x.Value) + selector (Func[IBaseData, Decimal] | None, optional) — x.Value)
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-wilr.html b/Resources/qcalgorithm-api/qcalgorithm-wilr.html index a9a76ea638..a47ca7b498 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-wilr.html +++ b/Resources/qcalgorithm-api/qcalgorithm-wilr.html @@ -1,5 +1,5 @@
        -
        wilr(symbol, period, resolution=None, selector=None)[source]
        +
        wilr(symbol, period, resolution=None, selector=None)[source]

        Creates a new Williams %R indicator. This will compute the percentage change of the current closing price in relation to the high and low of the past N periods. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        WILR(symbol, period, resolution=None, selector=None)[source]
        +
        WILR(symbol, period, resolution=None, selector=None)[source]

        Creates a new Williams %R indicator. This will compute the percentage change of the current closing price in relation to the high and low of the past N periods. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-wwma.html b/Resources/qcalgorithm-api/qcalgorithm-wwma.html index c30de8ab18..860cba03d1 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-wwma.html +++ b/Resources/qcalgorithm-api/qcalgorithm-wwma.html @@ -1,5 +1,5 @@
        -
        wwma(symbol, period, resolution=None, selector=None)[source]
        +
        wwma(symbol, period, resolution=None, selector=None)[source]

        Creates a WilderMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        WWMA(symbol, period, resolution=None, selector=None)[source]
        +
        WWMA(symbol, period, resolution=None, selector=None)[source]

        Creates a WilderMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git a/Resources/qcalgorithm-api/qcalgorithm-zlema.html b/Resources/qcalgorithm-api/qcalgorithm-zlema.html index 830abbdb6c..3dad54ca38 100644 --- a/Resources/qcalgorithm-api/qcalgorithm-zlema.html +++ b/Resources/qcalgorithm-api/qcalgorithm-zlema.html @@ -1,5 +1,5 @@
        -
        zlema(symbol, period, resolution=None, selector=None)[source]
        +
        zlema(symbol, period, resolution=None, selector=None)[source]

        Creates a ZeroLagExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        @@ -24,7 +24,7 @@
        -
        ZLEMA(symbol, period, resolution=None, selector=None)[source]
        +
        ZLEMA(symbol, period, resolution=None, selector=None)[source]

        Creates a ZeroLagExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

        Parameters:
        diff --git "a/Resources/qcalgorithm-api/qcalgorithm-\316\263.html" "b/Resources/qcalgorithm-api/qcalgorithm-\316\263.html" index d3c7fc9a8e..e1f9cd0dad 100644 --- "a/Resources/qcalgorithm-api/qcalgorithm-\316\263.html" +++ "b/Resources/qcalgorithm-api/qcalgorithm-\316\263.html" @@ -1,5 +1,5 @@
        -
        γ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]
        +
        γ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]

        Creates a new Gamma indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        @@ -33,7 +33,7 @@
        -
        Γ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]
        +
        Γ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]

        Creates a new Gamma indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        diff --git "a/Resources/qcalgorithm-api/qcalgorithm-\316\264.html" "b/Resources/qcalgorithm-api/qcalgorithm-\316\264.html" index 495840fae9..94fb4e4b28 100644 --- "a/Resources/qcalgorithm-api/qcalgorithm-\316\264.html" +++ "b/Resources/qcalgorithm-api/qcalgorithm-\316\264.html" @@ -1,5 +1,5 @@
        -
        δ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]
        +
        δ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]

        Creates a new Delta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        @@ -33,7 +33,7 @@
        -
        Δ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]
        +
        Δ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]

        Creates a new Delta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        diff --git "a/Resources/qcalgorithm-api/qcalgorithm-\316\270.html" "b/Resources/qcalgorithm-api/qcalgorithm-\316\270.html" index 3e135053e1..936a3b61e0 100644 --- "a/Resources/qcalgorithm-api/qcalgorithm-\316\270.html" +++ "b/Resources/qcalgorithm-api/qcalgorithm-\316\270.html" @@ -1,5 +1,5 @@
        -
        θ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]
        +
        θ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]

        Creates a new Theta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        @@ -33,7 +33,7 @@
        -
        Θ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]
        +
        Θ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]

        Creates a new Theta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        diff --git "a/Resources/qcalgorithm-api/qcalgorithm-\317\201.html" "b/Resources/qcalgorithm-api/qcalgorithm-\317\201.html" index fd7e801fbd..db30602304 100644 --- "a/Resources/qcalgorithm-api/qcalgorithm-\317\201.html" +++ "b/Resources/qcalgorithm-api/qcalgorithm-\317\201.html" @@ -1,5 +1,5 @@
        -
        ρ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]
        +
        ρ(symbol, mirror_option=None, risk_free_rate=None, dividend_yield=None, option_model=0, iv_model=None, resolution=None)[source]

        Creates a new Rho indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        @@ -33,7 +33,7 @@
        -
        ρ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]
        +
        ρ(symbol, mirrorOption=None, riskFreeRate=None, dividendYield=None, optionModel=0, ivModel=None, resolution=None)[source]

        Creates a new Rho indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution

        Parameters:
        diff --git a/Resources/qcalgorithm-api/security-changes.html b/Resources/qcalgorithm-api/security-changes.html index 8aa021598e..848f750e1c 100644 --- a/Resources/qcalgorithm-api/security-changes.html +++ b/Resources/qcalgorithm-api/security-changes.html @@ -26,20 +26,20 @@

        SecurityChanges

        property filter_custom_securities
        -

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        Returns:
        -

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        Return type:

        bool

        property filter_internal_securities
        -

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        Returns:
        -

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        Return type:

        bool

        @@ -96,20 +96,20 @@

        SecurityChanges

        property FilterCustomSecurities
        -

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        Returns:
        -

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out custom securities from the AddedSecurities and RemovedSecurities properties

        Return type:

        bool

        property FilterInternalSecurities
        -

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        Returns:
        -

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        +

        True will filter out internal securities from the AddedSecurities and RemovedSecurities properties

        Return type:

        bool

        diff --git a/Resources/qcalgorithm-api/security-exchange-hours.html b/Resources/qcalgorithm-api/security-exchange-hours.html index e9b9e21d77..2ce74c53c0 100644 --- a/Resources/qcalgorithm-api/security-exchange-hours.html +++ b/Resources/qcalgorithm-api/security-exchange-hours.html @@ -15,7 +15,7 @@

        SecurityExchangeHours

      Return type:
      -

      LocalMarketHours

      +

      LocalMarketHours

      get_next_market_close(local_date_time, extended_market_hours)
      @@ -204,10 +204,10 @@

      SecurityExchangeHours

      property regular_market_duration
      -

      Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

      +

      Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

      Returns:
      -

      Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

      +

      Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

      Return type:

      timedelta

      @@ -241,7 +241,7 @@

      SecurityExchangeHours

    Return type:
    -

    LocalMarketHours

    +

    LocalMarketHours

    GetNextMarketClose(localDateTime, extendedMarketHours)
    @@ -430,10 +430,10 @@

    SecurityExchangeHours

    property RegularMarketDuration
    -

    Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

    +

    Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

    Returns:
    -

    Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

    +

    Gets the most common tradable time during the market week. For a normal US equity trading day this is 6.5 hours. This does NOT account for extended market hours and only considers Market

    Return type:

    TimeSpan

    diff --git a/Resources/qcalgorithm-api/security.html b/Resources/qcalgorithm-api/security.html index ad4cc659a6..d5b4e829ed 100644 --- a/Resources/qcalgorithm-api/security.html +++ b/Resources/qcalgorithm-api/security.html @@ -17,12 +17,12 @@

    Security

    Return type:
    -

    BaseData

    +

    BaseData

    refresh_data_normalization_mode_property()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -79,7 +79,7 @@

    Security

    Parameters:
    • - feel_model (IFeeModel | PyObject) + feel_model (PyObject | IFeeModel)
    @@ -91,7 +91,7 @@

    Security

    Parameters:
    • - fill_model (PyObject | IFillModel) + fill_model (IFillModel | PyObject)
    @@ -115,7 +115,7 @@

    Security

    Parameters:
    • - local_time_keeper (LocalTimeKeeper) + local_time_keeper (LocalTimeKeeper)
    @@ -173,7 +173,7 @@

    Security

    Parameters:
    @@ -185,7 +185,7 @@

    Security

    Parameters:
    • - settlement_model (ISettlementModel | PyObject) + settlement_model (PyObject | ISettlementModel)
    @@ -208,7 +208,7 @@

    Security

    Parameters:
    • - shortable_provider (IintableProvider) + shortable_provider (IintableProvider)
    @@ -510,10 +510,10 @@

    Security

    property margin_model
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -590,10 +590,10 @@

    Security

    property shortable_provider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IintableProvider

    @@ -701,12 +701,12 @@

    Security

    Return type:
    -

    BaseData

    +

    BaseData

    RefreshDataNormalizationModeProperty()
    -

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    +

    This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

    @@ -763,7 +763,7 @@

    Security

    Parameters:
    • - feelModel (IFeeModel | PyObject) + feelModel (PyObject | IFeeModel)
    @@ -775,7 +775,7 @@

    Security

    Parameters:
    • - fillModel (PyObject | IFillModel) + fillModel (IFillModel | PyObject)
    @@ -799,7 +799,7 @@

    Security

    Parameters:
    @@ -857,7 +857,7 @@

    Security

    Parameters:
    @@ -869,7 +869,7 @@

    Security

    Parameters:
    • - settlementModel (ISettlementModel | PyObject) + settlementModel (PyObject | ISettlementModel)
    @@ -1184,10 +1184,10 @@

    Security

    property MarginModel
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Returns:
    -

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    +

    Gets the buying power model used for this security, an alias for BuyingPowerModel

    Return type:

    IBuyingPowerModel

    @@ -1264,10 +1264,10 @@

    Security

    property ShortableProvider
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Returns:
    -

    This securities IShortableProvider

    +

    This securities IShortableProvider

    Return type:

    IShortableProvider

    diff --git a/Resources/qcalgorithm-api/slice.html b/Resources/qcalgorithm-api/slice.html index 76d76dfdc5..b258448e31 100644 --- a/Resources/qcalgorithm-api/slice.html +++ b/Resources/qcalgorithm-api/slice.html @@ -6,7 +6,7 @@

    Slice

    clear()
    -

    Removes all keys and values from the IExtendedDictionary.

    +

    Removes all keys and values from the IExtendedDictionary.

    @@ -27,7 +27,7 @@

    Slice

    copy()
    -

    Creates a shallow copy of the IExtendedDictionary.

    +

    Creates a shallow copy of the IExtendedDictionary.

    Return type:
    @@ -53,14 +53,14 @@

    Slice

    get()
    -

    Gets the DataDictionary for all data of the specified type

    +

    Gets the DataDictionary for all data of the specified type

    get(symbol)
    -

    Gets the DataDictionary for all data of the specified type

    +

    Gets the DataDictionary for all data of the specified type

    Parameters:
    • @@ -88,7 +88,7 @@

      Slice

    get(type)
    -

    Gets the DataDictionary for all data of the specified type

    +

    Gets the DataDictionary for all data of the specified type

    Parameters:
    • @@ -248,10 +248,10 @@

      Slice

      property bars
      -

      Gets the TradeBars for this slice of data

      +

      Gets the TradeBars for this slice of data

      Returns:
      -

      Gets the TradeBars for this slice of data

      +

      Gets the TradeBars for this slice of data

      Return type:

      TradeBars

      @@ -288,20 +288,20 @@

      Slice

      property future_chains
      -

      Gets the FuturesChains for this slice of data

      +

      Gets the FuturesChains for this slice of data

      Returns:
      -

      Gets the FuturesChains for this slice of data

      +

      Gets the FuturesChains for this slice of data

      Return type:

      FuturesChains

      property futures_chains
      -

      Gets the FuturesChains for this slice of data

      +

      Gets the FuturesChains for this slice of data

      Returns:
      -

      Gets the FuturesChains for this slice of data

      +

      Gets the FuturesChains for this slice of data

      Return type:

      FuturesChains

      @@ -318,20 +318,20 @@

      Slice

      property is_read_only
      -

      Gets a value indicating whether the IDictionary object is read-only.

      +

      Gets a value indicating whether the IDictionary object is read-only.

      Returns:
      -

      Gets a value indicating whether the IDictionary object is read-only.

      +

      Gets a value indicating whether the IDictionary object is read-only.

      Return type:

      bool

      property item
      -

      Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

      +

      Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

      Returns:
      -

      Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

      +

      Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

      Return type:

      object

      @@ -348,30 +348,30 @@

      Slice

      property margin_interest_rates
      -

      Gets the MarginInterestRates for this slice of data

      +

      Gets the MarginInterestRates for this slice of data

      Returns:
      -

      Gets the MarginInterestRates for this slice of data

      +

      Gets the MarginInterestRates for this slice of data

      Return type:

      MarginInterestRates

      property option_chains
      -

      Gets the OptionChains for this slice of data

      +

      Gets the OptionChains for this slice of data

      Returns:
      -

      Gets the OptionChains for this slice of data

      +

      Gets the OptionChains for this slice of data

      Return type:

      OptionChains

      property quote_bars
      -

      Gets the QuoteBars for this slice of data

      +

      Gets the QuoteBars for this slice of data

      Returns:
      -

      Gets the QuoteBars for this slice of data

      +

      Gets the QuoteBars for this slice of data

      Return type:

      QuoteBars

      @@ -398,10 +398,10 @@

      Slice

      property ticks
      -

      Gets the Ticks for this slice of data

      +

      Gets the Ticks for this slice of data

      Returns:
      -

      Gets the Ticks for this slice of data

      +

      Gets the Ticks for this slice of data

      Return type:

      Ticks

      @@ -446,7 +446,7 @@

      Slice

      Clear()
      -

      Removes all items from the ICollection.

      +

      Removes all items from the ICollection.

      @@ -467,14 +467,14 @@

      Slice

      Get()
      -

      Gets the DataDictionary for all data of the specified type

      +

      Gets the DataDictionary for all data of the specified type

      Get(symbol)
      -

      Gets the DataDictionary for all data of the specified type

      +

      Gets the DataDictionary for all data of the specified type

      Parameters:
      • @@ -486,7 +486,7 @@

        Slice

        Get(type)
        -

        Gets the DataDictionary for all data of the specified type

        +

        Gets the DataDictionary for all data of the specified type

        Parameters:
        • @@ -552,14 +552,14 @@

          Slice

          clear()
          -

          Removes all keys and values from the IExtendedDictionary.

          +

          Removes all keys and values from the IExtendedDictionary.

          copy()
          -

          Creates a shallow copy of the IExtendedDictionary.

          +

          Creates a shallow copy of the IExtendedDictionary.

          Return type:
          @@ -696,10 +696,10 @@

          Slice

          property Bars
          -

          Gets the TradeBars for this slice of data

          +

          Gets the TradeBars for this slice of data

          Returns:
          -

          Gets the TradeBars for this slice of data

          +

          Gets the TradeBars for this slice of data

          Return type:

          TradeBars

          @@ -736,20 +736,20 @@

          Slice

          property FutureChains
          -

          Gets the FuturesChains for this slice of data

          +

          Gets the FuturesChains for this slice of data

          Returns:
          -

          Gets the FuturesChains for this slice of data

          +

          Gets the FuturesChains for this slice of data

          Return type:

          FuturesChains

          property FuturesChains
          -

          Gets the FuturesChains for this slice of data

          +

          Gets the FuturesChains for this slice of data

          Returns:
          -

          Gets the FuturesChains for this slice of data

          +

          Gets the FuturesChains for this slice of data

          Return type:

          FuturesChains

          @@ -766,10 +766,10 @@

          Slice

          property IsReadOnly
          -

          Gets a value indicating whether the IDictionary object is read-only.

          +

          Gets a value indicating whether the IDictionary object is read-only.

          Returns:
          -

          Gets a value indicating whether the IDictionary object is read-only.

          +

          Gets a value indicating whether the IDictionary object is read-only.

          Return type:

          bool

          @@ -786,30 +786,30 @@

          Slice

          property MarginInterestRates
          -

          Gets the MarginInterestRates for this slice of data

          +

          Gets the MarginInterestRates for this slice of data

          Returns:
          -

          Gets the MarginInterestRates for this slice of data

          +

          Gets the MarginInterestRates for this slice of data

          Return type:

          MarginInterestRates

          property OptionChains
          -

          Gets the OptionChains for this slice of data

          +

          Gets the OptionChains for this slice of data

          Returns:
          -

          Gets the OptionChains for this slice of data

          +

          Gets the OptionChains for this slice of data

          Return type:

          OptionChains

          property QuoteBars
          -

          Gets the QuoteBars for this slice of data

          +

          Gets the QuoteBars for this slice of data

          Returns:
          -

          Gets the QuoteBars for this slice of data

          +

          Gets the QuoteBars for this slice of data

          Return type:

          QuoteBars

          @@ -836,10 +836,10 @@

          Slice

          property Ticks
          -

          Gets the Ticks for this slice of data

          +

          Gets the Ticks for this slice of data

          Returns:
          -

          Gets the Ticks for this slice of data

          +

          Gets the Ticks for this slice of data

          Return type:

          Ticks

          @@ -876,10 +876,10 @@

          Slice

          property [QuantConnect.Symbol]
          -

          Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

          +

          Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

          Returns:
          -

          Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

          +

          Gets the data corresponding to the specified symbol. If the requested data is of Tick, then a List will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

          Return type:

          object

          diff --git a/Resources/qcalgorithm-api/splits.html b/Resources/qcalgorithm-api/splits.html index 30c179decc..f403789f36 100644 --- a/Resources/qcalgorithm-api/splits.html +++ b/Resources/qcalgorithm-api/splits.html @@ -6,21 +6,21 @@

          Splits

          add(key, value)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          add(item)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          • @@ -32,14 +32,14 @@

            Splits

            clear()
            -

            Removes all keys and values from the IExtendedDictionary.

            +

            Removes all keys and values from the IExtendedDictionary.

            contains(item)
            -

            Determines whether the ICollection contains a specific value.

            +

            Determines whether the ICollection contains a specific value.

            Parameters:
            • @@ -53,7 +53,7 @@

              Splits

              contains_key(key)
              -

              Determines whether the IDictionary contains an element with the specified key.

              +

              Determines whether the IDictionary contains an element with the specified key.

              Parameters:
              • @@ -67,7 +67,7 @@

                Splits

                copy()
                -

                Creates a shallow copy of the IExtendedDictionary.

                +

                Creates a shallow copy of the IExtendedDictionary.

                Return type:
                @@ -76,7 +76,7 @@

                Splits

                copy_to(array, array_index)
                -

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                +

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                Parameters:
                • @@ -98,7 +98,7 @@

                  Splits

                  sequence (Symbol[])
                • - value (Split) + value (Split)
                @@ -115,12 +115,12 @@

                Splits

                symbol (Symbol)
              • - value (Split) + value (Split)
              Return type:
              -

              Split

              +

              Split

              get_enumerator()
              @@ -143,7 +143,7 @@

              Splits

            Return type:
            -

            Split

            +

            Split

            items()
            @@ -173,12 +173,12 @@

            Splits

            symbol (Symbol)
          • - default_value (Split) + default_value (Split)
          Return type:
          -

          Split

          +

          Split

          popitem()
          @@ -192,7 +192,7 @@

          Splits

          remove(item)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -205,7 +205,7 @@

            Splits

          remove(key)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -226,12 +226,12 @@

            Splits

            symbol (Symbol)
          • - default_value (Split) + default_value (Split)
          Return type:
          -

          Split

          +

          Split

          try_get_value(key, value)
          @@ -276,20 +276,20 @@

          Splits

          property count
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Returns:
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Return type:

          int

          property is_read_only
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Returns:
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Return type:

          bool

          @@ -306,10 +306,10 @@

          Splits

          property keys
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Returns:
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Return type:

          List[Symbol]

          @@ -326,10 +326,10 @@

          Splits

          property values
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Returns:
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Return type:

          List[Split]

          @@ -344,21 +344,21 @@

          Splits

          Add(key, value)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          Add(item)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          • @@ -370,14 +370,14 @@

            Splits

            Clear()
            -

            Removes all items from the ICollection.

            +

            Removes all items from the ICollection.

            Contains(item)
            -

            Determines whether the ICollection contains a specific value.

            +

            Determines whether the ICollection contains a specific value.

            Parameters:
            • @@ -391,7 +391,7 @@

              Splits

              ContainsKey(key)
              -

              Determines whether the IDictionary contains an element with the specified key.

              +

              Determines whether the IDictionary contains an element with the specified key.

              Parameters:
              • @@ -405,7 +405,7 @@

                Splits

                CopyTo(array, arrayIndex)
                -

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                +

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                Parameters:
                • @@ -438,12 +438,12 @@

                  Splits

                Return type:
                -

                Split

                +

                Split

                Remove(item)
                -

                Removes the first occurrence of a specific object from the ICollection.

                +

                Removes the first occurrence of a specific object from the ICollection.

                Parameters:
                • @@ -456,7 +456,7 @@

                  Splits

                Remove(key)
                -

                Removes the first occurrence of a specific object from the ICollection.

                +

                Removes the first occurrence of a specific object from the ICollection.

                Parameters:
                • @@ -487,14 +487,14 @@

                  Splits

                  clear()
                  -

                  Removes all keys and values from the IExtendedDictionary.

                  +

                  Removes all keys and values from the IExtendedDictionary.

                  copy()
                  -

                  Creates a shallow copy of the IExtendedDictionary.

                  +

                  Creates a shallow copy of the IExtendedDictionary.

                  Return type:
                  @@ -510,7 +510,7 @@

                  Splits

                  sequence (Symbol[])
                • - value (Split) + value (Split)
                @@ -527,12 +527,12 @@

                Splits

                symbol (Symbol)
              • - value (Split) + value (Split)
              Return type:
              -

              Split

              +

              Split

              items()
              @@ -562,12 +562,12 @@

              Splits

              symbol (Symbol)
            • - default_value (Split) + default_value (Split)
            Return type:
            -

            Split

            +

            Split

            popitem()
            @@ -588,12 +588,12 @@

            Splits

            symbol (Symbol)
          • - default_value (Split) + default_value (Split)
          Return type:
          -

          Split

          +

          Split

          update(other)
          @@ -621,30 +621,30 @@

          Splits

          property Count
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Returns:
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Return type:

          Int32

          property IsReadOnly
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Returns:
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Return type:

          bool

          property Keys
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Returns:
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Return type:

          ICollection<Symbol>

          @@ -661,10 +661,10 @@

          Splits

          property Values
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Returns:
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Return type:

          ICollection<Split>

          diff --git a/Resources/qcalgorithm-api/submit-order-request.html b/Resources/qcalgorithm-api/submit-order-request.html index 35c7d8de59..c132020a7d 100644 --- a/Resources/qcalgorithm-api/submit-order-request.html +++ b/Resources/qcalgorithm-api/submit-order-request.html @@ -6,14 +6,14 @@

          SubmitOrderRequest

          set_response(response, status=3)
          -

          Sets the Response for this request

          +

          Sets the Response for this request

          Parameters:
          @@ -63,10 +63,10 @@

          SubmitOrderRequest

          property order_request_type
          -

          Gets Submit

          +

          Gets Submit

          Returns:
          -

          Gets Submit

          +

          Gets Submit

          Return type:

          OrderRequestType

          @@ -93,10 +93,10 @@

          SubmitOrderRequest

          property response
          -

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          +

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          Returns:
          -

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          +

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          Return type:

          OrderResponse

          @@ -173,10 +173,10 @@

          SubmitOrderRequest

          property trailing_as_percentage
          -

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          +

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          Returns:
          -

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          +

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          Return type:

          bool

          @@ -201,14 +201,14 @@

          SubmitOrderRequest

          SetResponse(response, status=3)
          -

          Sets the Response for this request

          +

          Sets the Response for this request

          Parameters:
          @@ -258,10 +258,10 @@

          SubmitOrderRequest

          property OrderRequestType
          -

          Gets Submit

          +

          Gets Submit

          Returns:
          -

          Gets Submit

          +

          Gets Submit

          Return type:

          OrderRequestType

          @@ -288,10 +288,10 @@

          SubmitOrderRequest

          property Response
          -

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          +

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          Returns:
          -

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          +

          Gets the response for this request. If this request was never processed then this will equal Unprocessed. This value is never equal to null.

          Return type:

          OrderResponse

          @@ -368,10 +368,10 @@

          SubmitOrderRequest

          property TrailingAsPercentage
          -

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          +

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          Returns:
          -

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          +

          Determines whether the TrailingAmount is a percentage or an absolute currency value

          Return type:

          bool

          diff --git a/Resources/qcalgorithm-api/symbol-changed-events.html b/Resources/qcalgorithm-api/symbol-changed-events.html index cb80700c44..2487237f53 100644 --- a/Resources/qcalgorithm-api/symbol-changed-events.html +++ b/Resources/qcalgorithm-api/symbol-changed-events.html @@ -6,21 +6,21 @@

          SymbolChangedEvents

          add(key, value)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          add(item)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          • @@ -32,14 +32,14 @@

            SymbolChangedEvents

            clear()
            -

            Removes all keys and values from the IExtendedDictionary.

            +

            Removes all keys and values from the IExtendedDictionary.

            contains(item)
            -

            Determines whether the ICollection contains a specific value.

            +

            Determines whether the ICollection contains a specific value.

            Parameters:
            • @@ -53,7 +53,7 @@

              SymbolChangedEvents

              contains_key(key)
              -

              Determines whether the IDictionary contains an element with the specified key.

              +

              Determines whether the IDictionary contains an element with the specified key.

              Parameters:
              • @@ -67,7 +67,7 @@

                SymbolChangedEvents

                copy()
                -

                Creates a shallow copy of the IExtendedDictionary.

                +

                Creates a shallow copy of the IExtendedDictionary.

                Return type:
                @@ -76,7 +76,7 @@

                SymbolChangedEvents

                copy_to(array, array_index)
                -

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                +

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                Parameters:
                @@ -115,12 +115,12 @@

                SymbolChangedEvents

                symbol (Symbol)
              • - value (SymbolChangedEvent) + value (SymbolChangedEvent)
              Return type:
              -

              SymbolChangedEvent

              +

              SymbolChangedEvent

              get_enumerator()
              @@ -143,7 +143,7 @@

              SymbolChangedEvents

            Return type:
            -

            SymbolChangedEvent

            +

            SymbolChangedEvent

            items()
            @@ -173,12 +173,12 @@

            SymbolChangedEvents

            symbol (Symbol)
          • - default_value (SymbolChangedEvent) + default_value (SymbolChangedEvent)
          Return type:
          -

          SymbolChangedEvent

          +

          SymbolChangedEvent

          popitem()
          @@ -192,7 +192,7 @@

          SymbolChangedEvents

          remove(item)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -205,7 +205,7 @@

            SymbolChangedEvents

          remove(key)
          -

          Removes the first occurrence of a specific object from the ICollection.

          +

          Removes the first occurrence of a specific object from the ICollection.

          Parameters:
          • @@ -226,12 +226,12 @@

            SymbolChangedEvents

            symbol (Symbol)
          • - default_value (SymbolChangedEvent) + default_value (SymbolChangedEvent)
          Return type:
          -

          SymbolChangedEvent

          +

          SymbolChangedEvent

          try_get_value(key, value)
          @@ -276,20 +276,20 @@

          SymbolChangedEvents

          property count
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Returns:
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Return type:

          int

          property is_read_only
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Returns:
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Return type:

          bool

          @@ -306,10 +306,10 @@

          SymbolChangedEvents

          property keys
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Returns:
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Return type:

          List[Symbol]

          @@ -326,10 +326,10 @@

          SymbolChangedEvents

          property values
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Returns:
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Return type:

          List[SymbolChangedEvent]

          @@ -344,21 +344,21 @@

          SymbolChangedEvents

          Add(key, value)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          Add(item)
          -

          Adds an item to the ICollection.

          +

          Adds an item to the ICollection.

          Parameters:
          • @@ -370,14 +370,14 @@

            SymbolChangedEvents

            Clear()
            -

            Removes all items from the ICollection.

            +

            Removes all items from the ICollection.

            Contains(item)
            -

            Determines whether the ICollection contains a specific value.

            +

            Determines whether the ICollection contains a specific value.

            Parameters:
            • @@ -391,7 +391,7 @@

              SymbolChangedEvents

              ContainsKey(key)
              -

              Determines whether the IDictionary contains an element with the specified key.

              +

              Determines whether the IDictionary contains an element with the specified key.

              Parameters:
              • @@ -405,7 +405,7 @@

                SymbolChangedEvents

                CopyTo(array, arrayIndex)
                -

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                +

                Copies the elements of the ICollection to an Array, starting at a particular Array index.

                Parameters:
                • @@ -438,12 +438,12 @@

                  SymbolChangedEvents

                Return type:
                -

                SymbolChangedEvent

                +

                SymbolChangedEvent

                Remove(item)
                -

                Removes the first occurrence of a specific object from the ICollection.

                +

                Removes the first occurrence of a specific object from the ICollection.

                Parameters:
                • @@ -456,7 +456,7 @@

                  SymbolChangedEvents

                Remove(key)
                -

                Removes the first occurrence of a specific object from the ICollection.

                +

                Removes the first occurrence of a specific object from the ICollection.

                Parameters:
                • @@ -487,14 +487,14 @@

                  SymbolChangedEvents

                  clear()
                  -

                  Removes all keys and values from the IExtendedDictionary.

                  +

                  Removes all keys and values from the IExtendedDictionary.

                  copy()
                  -

                  Creates a shallow copy of the IExtendedDictionary.

                  +

                  Creates a shallow copy of the IExtendedDictionary.

                  Return type:
                  @@ -510,7 +510,7 @@

                  SymbolChangedEvents

                  sequence (Symbol[])
                • - value (SymbolChangedEvent) + value (SymbolChangedEvent)
                @@ -527,12 +527,12 @@

                SymbolChangedEvents

                symbol (Symbol)
              • - value (SymbolChangedEvent) + value (SymbolChangedEvent)
              Return type:
              -

              SymbolChangedEvent

              +

              SymbolChangedEvent

              items()
              @@ -562,12 +562,12 @@

              SymbolChangedEvents

              symbol (Symbol)
            • - default_value (SymbolChangedEvent) + default_value (SymbolChangedEvent)
            Return type:
            -

            SymbolChangedEvent

            +

            SymbolChangedEvent

            popitem()
            @@ -588,12 +588,12 @@

            SymbolChangedEvents

            symbol (Symbol)
          • - default_value (SymbolChangedEvent) + default_value (SymbolChangedEvent)
          Return type:
          -

          SymbolChangedEvent

          +

          SymbolChangedEvent

          update(other)
          @@ -621,30 +621,30 @@

          SymbolChangedEvents

          property Count
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Returns:
          -

          Gets the number of elements contained in the ICollection.

          +

          Gets the number of elements contained in the ICollection.

          Return type:

          Int32

          property IsReadOnly
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Returns:
          -

          Gets a value indicating whether the ICollection is read-only.

          +

          Gets a value indicating whether the ICollection is read-only.

          Return type:

          bool

          property Keys
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Returns:
          -

          Gets an ICollection containing the keys of the IDictionary.

          +

          Gets an ICollection containing the keys of the IDictionary.

          Return type:

          ICollection<Symbol>

          @@ -661,10 +661,10 @@

          SymbolChangedEvents

          property Values
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Returns:
          -

          Gets an ICollection containing the values in the IDictionary.

          +

          Gets an ICollection containing the values in the IDictionary.

          Return type:

          ICollection<SymbolChangedEvent>

          diff --git a/Resources/qcalgorithm-api/symbol.html b/Resources/qcalgorithm-api/symbol.html index cdd1fa9461..3bfe019e2f 100644 --- a/Resources/qcalgorithm-api/symbol.html +++ b/Resources/qcalgorithm-api/symbol.html @@ -97,10 +97,10 @@

          Symbol

          property has_underlying
          -

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          +

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          Returns:
          -

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          +

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          Return type:

          bool

          @@ -288,10 +288,10 @@

          Symbol

          property HasUnderlying
          -

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          +

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          Returns:
          -

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          +

          Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

          Return type:

          bool

          diff --git a/Resources/qcalgorithm-api/trade-bar.html b/Resources/qcalgorithm-api/trade-bar.html index 406c7aa3a5..d603581964 100644 --- a/Resources/qcalgorithm-api/trade-bar.html +++ b/Resources/qcalgorithm-api/trade-bar.html @@ -15,7 +15,7 @@

          TradeBar

        Return type:
        -

        BaseData

        +

        BaseData

        data_time_zone()
        @@ -42,7 +42,7 @@

        TradeBar

        Parameters:
        • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
        • date (datetime) @@ -53,7 +53,7 @@

          TradeBar

        Return type:
        -

        SubscriptionDataSource

        +

        SubscriptionDataSource

      is_sparse_data()
      @@ -71,7 +71,7 @@

      TradeBar

      Parameters:
      Return type:
      -

      BaseData

      +

      BaseData

      reader(config, stream, date, is_live_mode)
      @@ -93,7 +93,7 @@

      TradeBar

      Parameters:
      • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
      • stream (StreamReader) @@ -107,7 +107,7 @@

        TradeBar

      Return type:
      -

      BaseData

      +

      BaseData

      requires_mapping()
      @@ -381,7 +381,7 @@

      TradeBar

    Return type:
    -

    BaseData

    +

    BaseData

    DataTimeZone()
    @@ -408,7 +408,7 @@

    TradeBar

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • date (DateTime) @@ -419,7 +419,7 @@

      TradeBar

    Return type:
    -

    SubscriptionDataSource

    +

    SubscriptionDataSource

    IsSparseData()
    @@ -437,7 +437,7 @@

    TradeBar

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • line (string) @@ -451,7 +451,7 @@

      TradeBar

    Return type:
    -

    BaseData

    +

    BaseData

    Reader(config, stream, date, isLiveMode)
    @@ -459,7 +459,7 @@

    TradeBar

    Parameters:
    • - config (SubscriptionDataConfig) + config (SubscriptionDataConfig)
    • stream (StreamReader) @@ -473,7 +473,7 @@

      TradeBar

    Return type:
    -

    BaseData

    +

    BaseData

    RequiresMapping()
    diff --git a/Resources/qcalgorithm-api/universe.html b/Resources/qcalgorithm-api/universe.html index 5657760d3c..e995bd1967 100644 --- a/Resources/qcalgorithm-api/universe.html +++ b/Resources/qcalgorithm-api/universe.html @@ -74,7 +74,7 @@

    Universe

    utc_time (datetime)
  • - data (BaseDataCollection) + data (BaseDataCollection)
    • @@ -91,7 +91,7 @@

    Universe

    utc_time (datetime)
  • - data (BaseDataCollection) + data (BaseDataCollection)
    • @@ -301,7 +301,7 @@

    Universe

    utcTime (DateTime)
  • - data (BaseDataCollection) + data (BaseDataCollection)
    • @@ -318,7 +318,7 @@

    Universe

    utcTime (DateTime)
  • - data (BaseDataCollection) + data (BaseDataCollection)