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• KaikoDataConverter() : QuantConnect.ToolBox.KaikoDataConverter.KaikoDataConverterProgram
• KaikoDataReader() : QuantConnect.ToolBox.KaikoDataConverter.KaikoDataReader
• KAMA() : QuantConnect.Algorithm.QCAlgorithm
• KaufmanAdaptiveMovingAverage() : QuantConnect.Indicators.KaufmanAdaptiveMovingAverage
• KaufmanEfficiencyRatio() : QuantConnect.Indicators.KaufmanEfficiencyRatio
• KCH() : QuantConnect.Algorithm.QCAlgorithm
• KeepAlive() : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• KeltnerChannels() : QuantConnect.Indicators.KeltnerChannels
• KER() : QuantConnect.Algorithm.QCAlgorithm
• KeyNotFoundInCollection() : QuantConnect.Messages.KeyErrorPythonExceptionInterpreter
• KeyNotFoundInSeries() : QuantConnect.Messages.PandasData
• KeyNotInExpectedFormat() : QuantConnect.Messages.SecurityDatabaseKey
• keys() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• Kicking() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Kicking
• KickingByLength() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.KickingByLength
• KrakenBrokerageModel() : QuantConnect.Brokerages.KrakenBrokerageModel