QuantConnect
Classes
| Class | Description |
|---|---|
| AlgorithmConfiguration | This class includes algorithm configuration settings and parameters.... |
| AlgorithmControl | Wrapper for algorithm status enum to include the charting subscription. |
| AlgorithmSettings | This class includes user settings for the algorithm which can be changed in the IAlgorithm.initialize method |
| AlgorithmUtils | Provides utility methods for or related to algorithms |
| BaseSeries | Chart Series Object - Series data and properties for a chart: |
| BinaryComparison | Enumeration class defining binary comparisons and providing access to expressions and functions... |
| BinaryComparisonExtensions | Provides convenience extension methods for applying a BinaryComparison to collections. |
| Candlestick | Single candlestick for a candlestick chart |
| CandlestickSeries | Candlestick Chart Series Object - Series data and properties for a candlestick chart |
| CapacityEstimate | Estimates dollar volume capacity of algorithm (in account currency) using all Symbols in the portfolio. |
| ChannelStatus | Defines the different channel status values |
| Chart | Single Parent Chart Object for Custom Charting |
| ChartPoint | Single Chart Point Value Type for QCAlgorithm.Plot(); |
| ChartSeriesJsonConverter | Convert a Chart Series to and from JSON |
| Compression | Compression class manages the opening and extraction of compressed files (zip, tar, tar.gz). |
| Country | The Country class contains all countries normalized for your convenience.... |
| Currencies | Provides commonly used currency pairs and symbols |
| DataDownloaderGetParameters | Model class for passing in parameters for historical data |
| DataMonitorReport | Report generated by the IDataMonitor class that contains information about data requests |
| DataProviderEventArgs | Defines a base class for IDataProviderEvents |
| DataUniverseDownloaderGetParameters | Represents the parameters required for downloading universe data. |
| DateFormat | Shortcut date format strings |
| DefaultConverter | Helper json converter to use the default json converter, breaking inheritance json converter |
| DocumentationAttribute | Custom attribute used for documentation |
| DownloadFailedEventArgs | Event arguments for the IDataProviderEvents.download_failed event |
| Exchange | Lean exchange definition |
| Exchanges | Defines Lean exchanges codes and names |
| Expiry | Provides static functions that can be used to compute a future DateTime (expiry) given a DateTime. |
| ExtendedDictionary | Provides a base class for types holding key value pairs with helper methods for easy usage in Python |
| Extensions | Extensions function collections - group all static extensions functions here. |
| Field | Provides static properties to be used as selectors with the indicator system |
| FileExtension | Helper methods for file management |
| Globals | Provides application level constant values |
| Holding | Singular holding of assets from backend live nodes: |
| IDataDownloader | Data Downloader Interface for pulling data from a remote source. |
| IIsolatorLimitResultProvider | Provides an abstraction for managing isolator limit results.... |
| InvalidConfigurationDetectedEventArgs | Event arguments for the IDataProviderEvents.invalid_configuration_detected event |
| ISeriesPoint | Single chart series point/bar data. |
| Isolator | Isolator class - create a new instance of the algorithm and ensure it doesn't... |
| IsolatorLimitResult | Represents the result of the Isolator limiter callback |
| IsolatorLimitResultProvider | Provides access to the NullIsolatorLimitResultProvider and extension methods supporting ScheduledEvent |
| ITimeProvider | Provides access to the current time in UTC. This doesn't necessarily... |
| LocalTimeKeeper | Represents the current local time. This object is created via the TimeKeeper to... |
| Market | Markets Collection: Soon to be expanded to a collection of items specifying the market hour, timezones and country codes. |
| Messages | Provides user-facing message construction methods and static messages for the QuantConnect namespace |
| NewTradableDateEventArgs | Event arguments for the NewTradableDate event |
| NumericalPrecisionLimitedEventArgs | Event arguments for the IDataProviderEvents.numerical_precision_limited event |
| OS | Operating systems class for managing anything that is operation system specific. |
| Parse | Provides methods for parsing strings using CultureInfo.InvariantCulture |
| ReaderErrorDetectedEventArgs | Event arguments for the IDataProviderEvents.reader_error_detected event |
| RealTimeProvider | Provides an implementation of ITimeProvider that... |
| RealTimeSynchronizedTimer | Real time timer class for precise callbacks on a millisecond resolution in a self managed thread. |
| RegressionTestException | Custom exception class for regression tests |
| Result | Base class for backtesting and live results that packages result data.... |
| ScatterChartPoint | A chart point for a scatter series plot |
| ScatterChartPointJsonConverter | ScatterChartPoint json converter |
| SecurityIdentifier | Defines a unique identifier for securities |
| Series | Chart Series Object - Series data and properties for a chart: |
| SeriesSampler | A type capable of taking a chart and resampling using a linear interpolation strategy |
| StartDateLimitedEventArgs | Event arguments for the IDataProviderEvents.start_date_limited event |
| StringExtensions | Provides extension methods for properly parsing and serializing values while properly using... |
| StubsAvoidImplicitsAttribute | Custom attribute used for marking properties, fields or arguments types that should not... |
| StubsIgnoreAttribute | P... |
| Symbol | Represents a unique security identifier. This is made of two components,... |
| SymbolCache | Provides a string->Symbol mapping to allow for user defined strings to be lifted into a Symbol... |
| SymbolJsonConverter | Defines a JsonConverter to be used when deserializing to... |
| SymbolRepresentation | Public static helper class that does parsing/generation of symbol representations (options, futures) |
| SymbolValueJsonConverter | Defines a JsonConverter to be used when you only want to serialize... |
| Time | Time helper class collection for working with trading dates |
| TimeKeeper | Provides a means of centralizing time for various time zones. |
| TimeUpdatedEventArgs | Event arguments class for the LocalTimeKeeper.time_updated event |
| TimeZoneOffsetProvider | Represents the discontinuties in a single time zone and provides offsets to UTC.... |
| TimeZones | Provides access to common time zones |
| TradingCalendar | Class represents trading calendar, populated with variety of events relevant to currently trading instruments |
| TradingDay | Class contains trading events associated with particular day in TradingCalendar |
| ZipStreamWriter | Provides an implementation of TextWriter to write to a zip file |
Enumerations
Bases: IntEnum
Account type: margin or cash
MARGIN = 0
Margin account type (0)
CASH = 1
Cash account type (1)
Bases: IntEnum
Represents the deployment modes of an algorithm
LIVE = 0
Live (0)
OPTIMIZATION = 1
Optimization (1)
BACKTESTING = 2
Backtesting (2)
RESEARCH = 3
Research (3)
Bases: IntEnum
States of a live deployment.
DEPLOY_ERROR = 0
Error compiling algorithm at start (0)
IN_QUEUE = 1
Waiting for a server (1)
RUNNING = 2
Running algorithm (2)
STOPPED = 3
Stopped algorithm or exited with runtime errors (3)
LIQUIDATED = 4
Liquidated algorithm (4)
DELETED = 5
Algorithm has been deleted (5)
COMPLETED = 6
Algorithm completed running (6)
RUNTIME_ERROR = 7
Runtime Error Stoped Algorithm (7)
INVALID = 8
Error in the algorithm id (not used) (8)
LOGGING_IN = 9
The algorithm is logging into the brokerage (9)
INITIALIZING = 10
The algorithm is initializing (10)
HISTORY = 11
History status update (11)
Bases: IntEnum
Represents the types of environments supported by brokerages for trading
LIVE = 0
Live trading (0)
PAPER = 1
Paper trading (1)
Bases: IntEnum
The different types of CashBook.updated events
ADDED = 0
A new Cash.symbol was added (0)
REMOVED = 1
One or more Cash instances were removed (1)
UPDATED = 2
An existing Cash.symbol was updated (2)
Bases: IntEnum
Type of chart - should we draw the series as overlayed or stacked
OVERLAY = 0
STACKED = 1
Bases: IntEnum
Datafeed enum options for selecting the source of the datafeed.
BACKTESTING = 0
Backtesting Datafeed Endpoint (0)
FILE_SYSTEM = 1
Loading files off the local system (1)
LIVE_TRADING = 2
Getting datafeed from a QC-Live-Cloud (2)
DATABASE = 3
Database (3)
Bases: IntEnum
Continuous contracts mapping modes
LAST_TRADING_DAY = 0
The contract maps on the previous day of expiration of the front month (0)
FIRST_DAY_MONTH = 1
The contract maps on the first date of the delivery month of the front month. If the contract expires prior to this date, then it rolls on the contract's last trading date instead (1)
OPEN_INTEREST = 2
The contract maps when the following back month contract has a higher open interest that the current front month (2)
OPEN_INTEREST_ANNUAL = 3
The contract maps when any of the back month contracts of the next year have a higher volume that the current front month (3)
Bases: IntEnum
Specifies how data is normalized before being sent into an algorithm
RAW = 0
No modifications to the asset price at all. For Equities, dividends are paid in cash and splits are applied directly to your portfolio quantity. (0)
ADJUSTED = 1
Splits and dividends are backward-adjusted into the price of the asset. The price today is identical to the current market price. (1)
SPLIT_ADJUSTED = 2
Equity splits are applied to the price adjustment but dividends are paid in cash to your portfolio. This normalization mode allows you to manage dividend payments (e.g. reinvestment) while still giving a smooth time series of prices for indicators. (2)
TOTAL_RETURN = 3
Equity splits are applied to the price adjustment and the value of all future dividend payments is added to the initial asset price. (3)
FORWARD_PANAMA_CANAL = 4
Eliminates price jumps between two consecutive contracts, adding a factor based on the difference of their prices. The first contract has the true price. Factor 0. (4)
BACKWARDS_PANAMA_CANAL = 5
Eliminates price jumps between two consecutive contracts, adding a factor based on the difference of their prices. The last contract has the true price. Factor 0. (5)
BACKWARDS_RATIO = 6
Eliminates price jumps between two consecutive contracts, multiplying the prices by their ratio. The last contract has the true price. Factor 1. (6)
SCALED_RAW = 7
Splits and dividends are adjusted into the prices in a given date. Only for history requests. (7)
Bases: IntEnum
Specifies the type of QuantConnect.Data.Market.Delisting data
WARNING = 0
Specifies a warning of an imminent delisting (0)
DELISTED = 1
Specifies the symbol has been delisted (1)
Bases: IntEnum
Represents the types deployment targets for algorithms
CLOUD_PLATFORM = 0
Cloud Platform (0)
LOCAL_PLATFORM = 1
Local Platform (1)
PRIVATE_CLOUD_PLATFORM = 2
Private Cloud Platform (2)
Bases: IntEnum
Multilanguage support enum: which language is this project for the interop bridge converter.
C_SHARP = 0
C# Language Project (0)
F_SHARP = 1
FSharp Project (1)
VISUAL_BASIC = 2
Visual Basic Project (2)
JAVA = 3
Java Language Project (3)
PYTHON = 4
Python Language Project (4)
Bases: IntEnum
Market data style: is the market data a summary (OHLC style) bar, or is it a time-price value.
BASE = 0
Base market data type (0)
TRADE_BAR = 1
TradeBar market data type (OHLC summary bar) (1)
TICK = 2
Tick market data type (price-time pair) (2)
AUXILIARY = 3
Data associated with an instrument (3)
QUOTE_BAR = 4
QuoteBar market data type (4)
OPTION_CHAIN = 5
Option chain data (5)
FUTURES_CHAIN = 6
Futures chain data (6)
Bases: IntEnum
Specifies the different types of options
CALL = 0
A call option, the right to buy at the strike price (0)
PUT = 1
A put option, the right to sell at the strike price (1)
Bases: IntEnum
Specifies the style of an option
AMERICAN = 0
American style options are able to be exercised at any time on or before the expiration date (0)
EUROPEAN = 1
European style options are able to be exercised on the expiration date only (1)
Bases: IntEnum
enum Period - Enum of all the analysis periods, AS integers. Reference "Period" Array to access the values
TEN_SECONDS = 10
Period Short Codes - 10
THIRTY_SECONDS = 30
Period Short Codes - 30 Second
ONE_MINUTE = 60
Period Short Codes - 60 Second
TWO_MINUTES = 120
Period Short Codes - 120 Second
THREE_MINUTES = 180
Period Short Codes - 180 Second
FIVE_MINUTES = 300
Period Short Codes - 300 Second
TEN_MINUTES = 600
Period Short Codes - 600 Second
FIFTEEN_MINUTES = 900
Period Short Codes - 900 Second
TWENTY_MINUTES = 1200
Period Short Codes - 1200 Second
THIRTY_MINUTES = 1800
Period Short Codes - 1800 Second
ONE_HOUR = 3600
Period Short Codes - 3600 Second
TWO_HOURS = 7200
Period Short Codes - 7200 Second
FOUR_HOURS = 14400
Period Short Codes - 14400 Second
SIX_HOURS = 21600
Period Short Codes - 21600 Second
Bases: IntEnum
Specifies what side a position is on, long/short
SHORT = -1
A short position, quantity less than zero (-1)
NONE = 0
No position, quantity equals zero (0)
LONG = 1
A long position, quantity greater than zero (1)
Bases: IntEnum
Resolution of data requested.
TICK = 0
Tick Resolution (0)
SECOND = 1
Second Resolution (1)
MINUTE = 2
Minute Resolution (2)
HOUR = 3
Hour Resolution (3)
DAILY = 4
Daily Resolution (4)
Bases: IntEnum
Shape or symbol for the marker in a scatter plot
NONE = 0
Circle symbol (0)
CIRCLE = 1
Circle symbol (1)
SQUARE = 2
Square symbol (2)
DIAMOND = 3
Diamond symbol (3)
TRIANGLE = 4
Triangle symbol (4)
TRIANGLE_DOWN = 5
Triangle-down symbol (5)
Bases: IntEnum
Type of tradable security / underlying asset
BASE = 0
Base class for all security types (0)
EQUITY = 1
US Equity Security (1)
OPTION = 2
Option Security Type (2)
COMMODITY = 3
Commodity Security Type (3)
FOREX = 4
FOREX Security (4)
FUTURE = 5
Future Security Type (5)
CFD = 6
Contract For a Difference Security Type (6)
CRYPTO = 7
Cryptocurrency Security Type (7)
FUTURE_OPTION = 8
Futures Options Security Type (8)
INDEX = 9
Index Security Type (9)
INDEX_OPTION = 10
Index Option Security Type (10)
CRYPTO_FUTURE = 11
Crypto Future Type (11)
Bases: IntEnum
Available types of chart series
LINE = 0
Line Plot for Value Types (0)
SCATTER = 1
Scatter Plot for Chart Distinct Types (1)
CANDLE = 2
Charts (2)
BAR = 3
Bar chart (3)
FLAG = 4
Flag indicators (4)
STACKED_AREA = 5
100% area chart showing relative proportions of series values at each time index (5)
PIE = 6
Pie chart (6)
TREEMAP = 7
Treemap Plot (7)
HEATMAP = 9
Heatmap Plot (9) -- NOTE: 8 is reserved
SCATTER_3D = 9
Scatter 3D Plot (10)
Bases: IntEnum
Live server types available through the web IDE. / QC deployment.
SERVER_512 = 0
Additional server (0)
SERVER_1024 = 1
Upgraded server (1)
SERVER_2048 = 2
Server with 2048 MB Ram (2)
Bases: IntEnum
Specifies the type of settlement in derivative deals
PHYSICAL_DELIVERY = 0
Physical delivery of the underlying security (0)
CASH = 1
Cash is paid/received on settlement (1)
Bases: IntEnum
Specifies the type of QuantConnect.Data.Market.Split data
WARNING = 0
Specifies a warning of an imminent split event (0)
SPLIT_OCCURRED = 1
Specifies the symbol has been split (1)
Bases: IntEnum
Cloud storage permission options.
PUBLIC = 0
Public Storage Permissions (0)
AUTHENTICATED = 1
Authenticated Read Storage Permissions (1)
Bases: IntEnum
Specifies where a subscription's data comes from
LOCAL_FILE = 0
The subscription's data comes from disk (0)
REMOTE_FILE = 1
The subscription's data is downloaded from a remote source (1)
REST = 2
The subscription's data comes from a rest call that is polled and returns a single line/data point of information (2)
STREAMING = 3
The subscription's data is streamed (3)
OBJECT_STORE = 4
The subscription's data comes from the object store (4)
Bases: IntEnum
Types of tick data
TRADE = 0
Trade type tick object (0)
QUOTE = 1
Quote type tick object (1)
OPEN_INTEREST = 2
Open Interest type tick object (for options, futures) (2)
Bases: IntEnum
Enum lists available trading events
BUSINESS_DAY = 0
Business day (0)
PUBLIC_HOLIDAY = 1
Public Holiday (1)
WEEKEND = 2
Weekend (2)
OPTION_EXPIRATION = 3
Option Expiration Date (3)
FUTURE_EXPIRATION = 4
Futures Expiration Date (4)
FUTURE_ROLL = 5
Futures Roll Date (5)
SYMBOL_DELISTING = 6
Symbol Delisting Date (6)
EQUITY_DIVIDENDS = 7
Equity Ex-dividend Date (7)
ECONOMIC_EVENT = 8
FX Economic Event (8)
Bases: IntEnum
Used by the Data.LeanDataWriter to determine which merge write policy should be applied
OVERWRITE = 0
Will overwrite any existing file or zip entry with the new content (0)
MERGE = 1
Will inject and merge new content with the existings file content (1)
APPEND = 2
Will append new data to the end of the file or zip entry (2)