|
| class | AlgorithmConfiguration |
| | This class includes algorithm configuration settings and parameters. This is used to include configuration parameters in the result packet to be used for report generation. More...
|
| |
| class | AlgorithmControl |
| | Wrapper for algorithm status enum to include the charting subscription. More...
|
| |
| class | AlgorithmSettings |
| | This class includes user settings for the algorithm which can be changed in the IAlgorithm.Initialize method More...
|
| |
| class | BaseSeries |
| | Chart Series Object - Series data and properties for a chart: More...
|
| |
| class | BinaryComparison |
| | Enumeration class defining binary comparisons and providing access to expressions and functions capable of evaluating a particular comparison for any type. If a particular type does not implement a binary comparison than an exception will be thrown. More...
|
| |
| class | BinaryComparisonExtensions |
| | Provides convenience extension methods for applying a BinaryComparison to collections. More...
|
| |
| class | Candlestick |
| | Single candlestick for a candlestick chart More...
|
| |
| class | CandlestickSeries |
| | Candlestick Chart Series Object - Series data and properties for a candlestick chart More...
|
| |
| class | CapacityEstimate |
| | Estimates dollar volume capacity of algorithm (in account currency) using all Symbols in the portfolio. More...
|
| |
| class | ChannelStatus |
| | Defines the different channel status values More...
|
| |
| class | Chart |
| | Single Parent Chart Object for Custom Charting More...
|
| |
| class | ChartPoint |
| | Single Chart Point Value Type for QCAlgorithm.Plot(); More...
|
| |
| class | ChartSeriesJsonConverter |
| |
| class | Compression |
| | Compression class manages the opening and extraction of compressed files (zip, tar, tar.gz). More...
|
| |
| class | Currencies |
| | Provides commonly used currency pairs and symbols More...
|
| |
| class | DataDownloaderGetParameters |
| | Model class for passing in parameters for historical data More...
|
| |
| class | DataMonitorReport |
| | Report generated by the IDataMonitor class that contains information about data requests More...
|
| |
| class | DataProviderEventArgs |
| | Defines a base class for IDataProviderEvents More...
|
| |
| class | DateFormat |
| | Shortcut date format strings More...
|
| |
| class | DefaultConverter |
| | Helper json converter to use the default json converter, breaking inheritance json converter More...
|
| |
| class | DocumentationAttribute |
| | Custom attribute used for documentation More...
|
| |
| class | DownloadFailedEventArgs |
| | Event arguments for the IDataProviderEvents.DownloadFailed event More...
|
| |
| class | Exchange |
| | Lean exchange definition More...
|
| |
| class | Exchanges |
| | Defines Lean exchanges codes and names More...
|
| |
| class | Expiry |
| | Provides static functions that can be used to compute a future DateTime (expiry) given a DateTime. More...
|
| |
| class | ExtendedDictionary |
| | Provides a base class for types holding instances keyed by Symbol More...
|
| |
| class | Extensions |
| | Extensions function collections - group all static extensions functions here. More...
|
| |
| class | Field |
| | Provides static properties to be used as selectors with the indicator system More...
|
| |
| class | FileExtension |
| | Helper methods for file management More...
|
| |
| class | Globals |
| | Provides application level constant values More...
|
| |
| class | Holding |
| | Singular holding of assets from backend live nodes: More...
|
| |
| interface | IDataDownloader |
| | Data Downloader Interface for pulling data from a remote source. More...
|
| |
| interface | IIsolatorLimitResultProvider |
| | Provides an abstraction for managing isolator limit results. This is originally intended to be used by the training feature to permit a single algorithm time loop to extend past the default of ten minutes More...
|
| |
| class | InvalidConfigurationDetectedEventArgs |
| | Event arguments for the IDataProviderEvents.InvalidConfigurationDetected event More...
|
| |
| interface | ISeriesPoint |
| | Single chart series point/bar data. More...
|
| |
| class | Isolator |
| | Isolator class - create a new instance of the algorithm and ensure it doesn't exceed memory or time execution limits. More...
|
| |
| class | IsolatorLimitResult |
| | Represents the result of the Isolator limiter callback More...
|
| |
| class | IsolatorLimitResultProvider |
| | Provides access to the NullIsolatorLimitResultProvider and extension methods supporting ScheduledEvent More...
|
| |
| interface | ITimeProvider |
| | Provides access to the current time in UTC. This doesn't necessarily need to be wall-clock time, but rather the current time in some system More...
|
| |
| class | LocalTimeKeeper |
| | Represents the current local time. This object is created via the TimeKeeper to manage conversions to local time. More...
|
| |
| class | Market |
| | Markets Collection: Soon to be expanded to a collection of items specifying the market hour, timezones and country codes. More...
|
| |
| class | Messages |
| | Provides user-facing message construction methods and static messages for the Algorithm.Framework.Alphas.Analysis namespace More...
|
| |
| class | NewTradableDateEventArgs |
| | Event arguments for the NewTradableDate event More...
|
| |
| class | NumericalPrecisionLimitedEventArgs |
| | Event arguments for the IDataProviderEvents.NumericalPrecisionLimited event More...
|
| |
| class | OS |
| | Operating systems class for managing anything that is operation system specific. More...
|
| |
| class | Parse |
| | Provides methods for parsing strings using CultureInfo.InvariantCulture More...
|
| |
| class | ReaderErrorDetectedEventArgs |
| | Event arguments for the IDataProviderEvents.ReaderErrorDetected event More...
|
| |
| class | RealTimeProvider |
| | Provides an implementation of ITimeProvider that uses DateTime.UtcNow to provide the current time More...
|
| |
| class | RealTimeSynchronizedTimer |
| | Real time timer class for precise callbacks on a millisecond resolution in a self managed thread. More...
|
| |
| class | Result |
| | Base class for backtesting and live results that packages result data. LiveResult BacktestResult More...
|
| |
| class | ScatterChartPoint |
| | A chart point for a scatter series plot More...
|
| |
| class | ScatterChartPointJsonConverter |
| | ScatterChartPoint json converter More...
|
| |
| class | SecurityIdentifier |
| | Defines a unique identifier for securities More...
|
| |
| class | Series |
| | Chart Series Object - Series data and properties for a chart: More...
|
| |
| class | SeriesSampler |
| | A type capable of taking a chart and resampling using a linear interpolation strategy More...
|
| |
| class | StartDateLimitedEventArgs |
| | Event arguments for the IDataProviderEvents.StartDateLimited event More...
|
| |
| class | StringExtensions |
| | Provides extension methods for properly parsing and serializing values while properly using an IFormatProvider/CultureInfo when applicable More...
|
| |
| class | StubsIgnoreAttribute |
| | P Custom attribute used for marking classes, methods, properties, etc. that should be ignored by the stubs generator More...
|
| |
| class | Symbol |
| | Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security More...
|
| |
| class | SymbolCache |
| | Provides a string->Symbol mapping to allow for user defined strings to be lifted into a Symbol This is mainly used via the Symbol implicit operator, but also functions that create securities should also call Set to add new mappings More...
|
| |
| class | SymbolCapacity |
| | Per-symbol capacity estimations, tightly coupled with the CapacityEstimate class.
|
| |
| class | SymbolJsonConverter |
| | Defines a JsonConverter to be used when deserializing to the Symbol class. More...
|
| |
| class | SymbolRepresentation |
| | Public static helper class that does parsing/generation of symbol representations (options, futures) More...
|
| |
| class | SymbolValueJsonConverter |
| | Defines a JsonConverter to be used when you only want to serialize the Symbol.Value property instead of the full Symbol instance More...
|
| |
| class | Time |
| | Time helper class collection for working with trading dates More...
|
| |
| class | TimeKeeper |
| | Provides a means of centralizing time for various time zones. More...
|
| |
| class | TimeUpdatedEventArgs |
| | Event arguments class for the LocalTimeKeeper.TimeUpdated event More...
|
| |
| class | TimeZoneOffsetProvider |
| | Represents the discontinuties in a single time zone and provides offsets to UTC. This type assumes that times will be asked in a forward marching manner. This type is not thread safe. More...
|
| |
| class | TimeZones |
| | Provides access to common time zones More...
|
| |
| class | TradingCalendar |
| | Class represents trading calendar, populated with variety of events relevant to currently trading instruments More...
|
| |
| class | TradingDay |
| | Class contains trading events associated with particular day in TradingCalendar More...
|
| |
| class | ZipStreamWriter |
| | Provides an implementation of TextWriter to write to a zip file More...
|
| |
|
| enum | SeriesType {
SeriesType.Line,
SeriesType.Scatter,
SeriesType.Candle,
SeriesType.Bar,
SeriesType.Flag,
SeriesType.StackedArea,
SeriesType.Pie,
SeriesType.Treemap,
SeriesType.Heatmap = 9,
SeriesType.Scatter3d
} |
| | Available types of chart series More...
|
| |
| enum | ChartType { ChartType.Overlay,
ChartType.Stacked
} |
| | Type of chart - should we draw the series as overlayed or stacked More...
|
| |
| enum | BrokerageEnvironment { BrokerageEnvironment.Live,
BrokerageEnvironment.Paper
} |
| | Represents the types of environments supported by brokerages for trading More...
|
| |
| enum | Language {
Language.CSharp,
Language.FSharp,
Language.VisualBasic,
Language.Java,
Language.Python
} |
| | Multilanguage support enum: which language is this project for the interop bridge converter. More...
|
| |
| enum | ServerType { ServerType.Server512,
ServerType.Server1024,
ServerType.Server2048
} |
| | Live server types available through the web IDE. / QC deployment. More...
|
| |
| enum | SecurityType {
SecurityType.Base,
SecurityType.Equity,
SecurityType.Option,
SecurityType.Commodity,
SecurityType.Forex,
SecurityType.Future,
SecurityType.Cfd,
SecurityType.Crypto,
SecurityType.FutureOption,
SecurityType.Index,
SecurityType.IndexOption,
SecurityType.CryptoFuture
} |
| | Type of tradable security / underlying asset More...
|
| |
| enum | AccountType { AccountType.Margin,
AccountType.Cash
} |
| | Account type: margin or cash More...
|
| |
| enum | MarketDataType {
MarketDataType.Base,
MarketDataType.TradeBar,
MarketDataType.Tick,
MarketDataType.Auxiliary,
MarketDataType.QuoteBar,
MarketDataType.OptionChain,
MarketDataType.FuturesChain
} |
| | Market data style: is the market data a summary (OHLC style) bar, or is it a time-price value. More...
|
| |
| enum | DataFeedEndpoint { DataFeedEndpoint.Backtesting,
DataFeedEndpoint.FileSystem,
DataFeedEndpoint.LiveTrading,
DataFeedEndpoint.Database
} |
| | Datafeed enum options for selecting the source of the datafeed. More...
|
| |
| enum | StoragePermissions { StoragePermissions.Public,
StoragePermissions.Authenticated
} |
| | Cloud storage permission options. More...
|
| |
| enum | TickType { TickType.Trade,
TickType.Quote,
TickType.OpenInterest
} |
| | Types of tick data More...
|
| |
| enum | DelistingType { DelistingType.Warning = 0,
DelistingType.Delisted = 1
} |
| | Specifies the type of QuantConnect.Data.Market.Delisting data More...
|
| |
| enum | SplitType { SplitType.Warning = 0,
SplitType.SplitOccurred = 1
} |
| | Specifies the type of QuantConnect.Data.Market.Split data More...
|
| |
| enum | Resolution {
Resolution.Tick,
Resolution.Second,
Resolution.Minute,
Resolution.Hour,
Resolution.Daily
} |
| | Resolution of data requested. More...
|
| |
| enum | PositionSide { PositionSide.Short = -1,
PositionSide.None = 0,
PositionSide.Long = 1
} |
| | Specifies what side a position is on, long/short More...
|
| |
| enum | OptionRight { OptionRight.Call,
OptionRight.Put
} |
| | Specifies the different types of options More...
|
| |
| enum | OptionStyle { OptionStyle.American,
OptionStyle.European
} |
| | Specifies the style of an option More...
|
| |
| enum | SettlementType { SettlementType.PhysicalDelivery,
SettlementType.Cash
} |
| | Specifies the type of settlement in derivative deals More...
|
| |
| enum | AlgorithmStatus {
AlgorithmStatus.DeployError,
AlgorithmStatus.InQueue,
AlgorithmStatus.Running,
AlgorithmStatus.Stopped,
AlgorithmStatus.Liquidated,
AlgorithmStatus.Deleted,
AlgorithmStatus.Completed,
AlgorithmStatus.RuntimeError,
AlgorithmStatus.Invalid,
AlgorithmStatus.LoggingIn,
AlgorithmStatus.Initializing,
AlgorithmStatus.History
} |
| | States of a live deployment. More...
|
| |
| enum | SubscriptionTransportMedium {
SubscriptionTransportMedium.LocalFile,
SubscriptionTransportMedium.RemoteFile,
SubscriptionTransportMedium.Rest,
SubscriptionTransportMedium.Streaming,
SubscriptionTransportMedium.ObjectStore
} |
| | Specifies where a subscription's data comes from More...
|
| |
| enum | WritePolicy { WritePolicy.Overwrite = 0,
WritePolicy.Merge,
WritePolicy.Append
} |
| | Used by the Data.LeanDataWriter to determine which merge write policy should be applied More...
|
| |
| enum | Period {
Period.TenSeconds = 10,
Period.ThirtySeconds = 30,
Period.OneMinute = 60,
Period.TwoMinutes = 120,
Period.ThreeMinutes = 180,
Period.FiveMinutes = 300,
Period.TenMinutes = 600,
Period.FifteenMinutes = 900,
Period.TwentyMinutes = 1200,
Period.ThirtyMinutes = 1800,
Period.OneHour = 3600,
Period.TwoHours = 7200,
Period.FourHours = 14400,
Period.SixHours = 21600
} |
| | enum Period - Enum of all the analysis periods, AS integers. Reference "Period" Array to access the values More...
|
| |
| enum | DataNormalizationMode {
DataNormalizationMode.Raw,
DataNormalizationMode.Adjusted,
DataNormalizationMode.SplitAdjusted,
DataNormalizationMode.TotalReturn,
DataNormalizationMode.ForwardPanamaCanal,
DataNormalizationMode.BackwardsPanamaCanal,
DataNormalizationMode.BackwardsRatio,
DataNormalizationMode.ScaledRaw
} |
| | Specifies how data is normalized before being sent into an algorithm More...
|
| |
| enum | DataMappingMode { DataMappingMode.LastTradingDay,
DataMappingMode.FirstDayMonth,
DataMappingMode.OpenInterest,
DataMappingMode.OpenInterestAnnual
} |
| | Continuous contracts mapping modes More...
|
| |
| enum | CashBookUpdateType { CashBookUpdateType.Added,
CashBookUpdateType.Removed,
CashBookUpdateType.Updated
} |
| | The different types of CashBook.Updated events More...
|
| |
| enum | DeploymentTarget { DeploymentTarget.CloudPlatform,
DeploymentTarget.LocalPlatform
} |
| | Represents the types deployment targets for algorithms More...
|
| |
| enum | AlgorithmMode { AlgorithmMode.Live,
AlgorithmMode.Optimization,
AlgorithmMode.Backtesting,
AlgorithmMode.Research
} |
| | Represents the deployment modes of an algorithm More...
|
| |
| enum | ScatterMarkerSymbol {
ScatterMarkerSymbol.None,
ScatterMarkerSymbol.Circle,
ScatterMarkerSymbol.Square,
ScatterMarkerSymbol.Diamond,
ScatterMarkerSymbol.Triangle,
ScatterMarkerSymbol.TriangleDown
} |
| | Shape or symbol for the marker in a scatter plot More...
|
| |
| enum | TradingDayType {
TradingDayType.BusinessDay,
TradingDayType.PublicHoliday,
TradingDayType.Weekend,
TradingDayType.OptionExpiration,
TradingDayType.FutureExpiration,
TradingDayType.FutureRoll,
TradingDayType.SymbolDelisting,
TradingDayType.EquityDividends,
TradingDayType.EconomicEvent
} |
| | Enum lists available trading events More...
|
| |
1.8.17