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QuantConnect.Python

Classes

Class Description
BasePythonWrapper Base class for Python wrapper classes
BenchmarkPythonWrapper Provides an implementation of IBenchmark that wraps a PyObject object
BrokerageMessageHandlerPythonWrapper Provides a wrapper for IBrokerageMessageHandler implementations written in python
BrokerageModelPythonWrapper Provides an implementation of IBrokerageModel that wraps a PyObject object
BuyingPowerModelPythonWrapper Wraps a PyObject object that represents a security's model of buying power
CommandPythonWrapper Python wrapper for a python defined command type
DataConsolidatorPythonWrapper Provides an Data Consolidator that wraps a PyObject object that represents a custom Python consolidator
DividendYieldModelPythonWrapper Wraps a PyObject object that represents a dividend yield model
FeeModelPythonWrapper Provides an order fee model that wraps a PyObject object that represents a model that simulates order fees
FillModelPythonWrapper Wraps a PyObject object that represents a model that simulates order fill events
MarginCallModelPythonWrapper Provides a margin call model that wraps a PyObject object that represents the model responsible for picking which orders should be executed during a margin call
MarginInterestRateModelPythonWrapper Wraps a PyObject object that represents a security's margin interest rate model
OptionAssignmentModelPythonWrapper Python wrapper for custom option assignment models
PandasColumnAttribute Attribute to rename a property or field when converting an instance to a pandas DataFrame row.
PandasConverter Collection of methods that converts lists of objects in pandas.DataFrame
PandasData Organizes a list of data to create pandas.DataFrames
PandasIgnoreAttribute Attribute to mark a property or field as ignored when converting an instance to a pandas DataFrame row....
PandasIgnoreMembersAttribute Attribute to indicate the pandas converter to ignore all members of the class when converting an instance to a pandas DataFrame row.
PandasNonExpandableAttribute Attribute to mark a class, field or property as non-expandable by the pandas converter....
PythonActivator Provides methods for creating new instances of python custom data objects
PythonConsolidator Provides a base class for python consolidators, necessary to use event handler.
PythonData Dynamic data class for Python algorithms....
PythonInitializer Helper class for Python initialization
PythonQuandl Dynamic data class for Python algorithms.
PythonWrapper Provides extension methods for managing python wrapper classes
RiskFreeInterestRateModelPythonWrapper Wraps a PyObject object that represents a risk-free interest rate model
SecurityInitializerPythonWrapper Wraps a PyObject object that represents a type capable of initializing a new security
SettlementModelPythonWrapper Provides an implementation of ISettlementModel that wraps a PyObject object
SignalExportTargetPythonWrapper Provides an implementation of ISignalExportTarget that wraps a PyObject object
SlippageModelPythonWrapper Wraps a PyObject object that represents a model that simulates market order slippage
VolatilityModelPythonWrapper Provides a volatility model that wraps a PyObject object that represents a model that computes the volatility of a security