AccountType | QuantConnect.Python.BrokerageModelPythonWrapper | |
ApplySplit(List< OrderTicket > tickets, Split split) | QuantConnect.Python.BrokerageModelPythonWrapper | |
BasePythonWrapper(bool validateInterface=true) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
BasePythonWrapper(PyObject instance, bool validateInterface=true) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
BrokerageModelPythonWrapper(PyObject model) | QuantConnect.Python.BrokerageModelPythonWrapper | |
CanExecuteOrder(Security security, Order order) | QuantConnect.Python.BrokerageModelPythonWrapper | |
CanSubmitOrder(Security security, Order order, out BrokerageMessageEvent message) | QuantConnect.Python.BrokerageModelPythonWrapper | |
CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message) | QuantConnect.Python.BrokerageModelPythonWrapper | |
DefaultMarkets | QuantConnect.Python.BrokerageModelPythonWrapper | |
Equals(BasePythonWrapper< TInterface > other) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | virtual |
Equals(object obj) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
GetBenchmark(SecurityManager securities) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetBuyingPowerModel(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetBuyingPowerModel(Security security, AccountType accountType) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetEvent(string name) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
GetFeeModel(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetFillModel(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetHashCode() | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
GetLeverage(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetMarginInterestRateModel(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetMethod(string methodName) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
GetModel() | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetProperty(string propertyName) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
GetProperty< T >(string propertyName) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
GetSettlementModel(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetSettlementModel(Security security, AccountType accountType) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetShortableProvider(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
GetSlippageModel(Security security) | QuantConnect.Python.BrokerageModelPythonWrapper | |
HasAttr(string name) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
Instance | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | protected |
InvokeMethod(string methodName, params object[] args) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
InvokeMethod< T >(string methodName, params object[] args) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
InvokeMethodAndEnumerate< T >(string methodName, params object[] args) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
InvokeMethodAndGetDictionary< TKey, TValue >(string methodName, params object[] args) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
InvokeMethodAndWrapResult< T >(string methodName, Func< PyObject, T > wrapResult, params object[] args) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
InvokeMethodWithOutParameters< T >(string methodName, Type[] outParametersTypes, out object[] outParameters, params object[] args) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
InvokeVoidMethod(string methodName, params object[] args) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
RequiredFreeBuyingPowerPercent | QuantConnect.Python.BrokerageModelPythonWrapper | |
SetProperty(string propertyName, object value) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
SetPythonInstance(PyObject instance) | QuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
Shortable(IAlgorithm algorithm, Symbol symbol, decimal quantity) | QuantConnect.Python.BrokerageModelPythonWrapper | |