Lean  $LEAN_TAG$
QuantConnect.Report.PortfolioLooperAlgorithm Member List

This is the complete list of members for QuantConnect.Report.PortfolioLooperAlgorithm, including all inherited members.

A(Symbol target, Symbol reference, int alphaPeriod=1, int betaPeriod=252, Resolution? resolution=null, decimal? riskFreeRate=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ABANDS(Symbol symbol, int period, decimal width=4, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
AccountCurrencyQuantConnect.Algorithm.QCAlgorithm
ActiveSecuritiesQuantConnect.Algorithm.QCAlgorithm
AD(Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
AddAlpha(IAlphaModel alpha)QuantConnect.Algorithm.QCAlgorithm
AddAlpha(PyObject alpha)QuantConnect.Algorithm.QCAlgorithm
AddCfd(string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage)QuantConnect.Algorithm.QCAlgorithm
AddChart(Chart chart)QuantConnect.Algorithm.QCAlgorithm
AddCommand(PyObject type)QuantConnect.Algorithm.QCAlgorithm
AddCommand< T >()QuantConnect.Algorithm.QCAlgorithm
AddCrypto(string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage)QuantConnect.Algorithm.QCAlgorithm
AddCryptoFuture(string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage)QuantConnect.Algorithm.QCAlgorithm
AddData(PyObject type, string ticker, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
AddData(PyObject type, Symbol underlying, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
AddData(PyObject type, string ticker, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData(PyObject type, Symbol underlying, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData(Type dataType, string ticker, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData(Type dataType, Symbol underlying, Resolution? resolution=null, DateTimeZone timeZone=null, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData(PyObject type, string ticker, SymbolProperties properties, SecurityExchangeHours exchangeHours, Resolution? resolution=null, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData< T >(string ticker, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
AddData< T >(Symbol underlying, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
AddData< T >(string ticker, Resolution? resolution, bool fillForward, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData< T >(Symbol underlying, Resolution? resolution, bool fillForward, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData< T >(string ticker, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData< T >(Symbol underlying, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddData< T >(string ticker, SymbolProperties properties, SecurityExchangeHours exchangeHours, Resolution? resolution=null, bool fillForward=false, decimal leverage=1.0m)QuantConnect.Algorithm.QCAlgorithm
AddEquity(string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false, DataNormalizationMode? dataNormalizationMode=null)QuantConnect.Algorithm.QCAlgorithm
AddForex(string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage)QuantConnect.Algorithm.QCAlgorithm
AddFuture(string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int contractDepthOffset=0)QuantConnect.Algorithm.QCAlgorithm
AddFutureContract(Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false)QuantConnect.Algorithm.QCAlgorithm
AddFutureOption(Symbol symbol, Func< OptionFilterUniverse, OptionFilterUniverse > optionFilter=null)QuantConnect.Algorithm.QCAlgorithm
AddFutureOption(Symbol futureSymbol, PyObject optionFilter)QuantConnect.Algorithm.QCAlgorithm
AddFutureOptionContract(Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false)QuantConnect.Algorithm.QCAlgorithm
ADDIFF(IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
AddIndex(string ticker, Resolution? resolution=null, string market=null, bool fillForward=true)QuantConnect.Algorithm.QCAlgorithm
AddIndexOption(string underlying, Resolution? resolution=null, string market=null, bool fillForward=true)QuantConnect.Algorithm.QCAlgorithm
AddIndexOption(Symbol symbol, Resolution? resolution=null, bool fillForward=true)QuantConnect.Algorithm.QCAlgorithm
AddIndexOption(Symbol symbol, string targetOption, Resolution? resolution=null, bool fillForward=true)QuantConnect.Algorithm.QCAlgorithm
AddIndexOption(string underlying, string targetOption, Resolution? resolution=null, string market=null, bool fillForward=true)QuantConnect.Algorithm.QCAlgorithm
AddIndexOptionContract(Symbol symbol, Resolution? resolution=null, bool fillForward=true)QuantConnect.Algorithm.QCAlgorithm
AddOption(string underlying, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage)QuantConnect.Algorithm.QCAlgorithm
AddOption(Symbol underlying, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage)QuantConnect.Algorithm.QCAlgorithm
AddOption(Symbol underlying, string targetOption, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage)QuantConnect.Algorithm.QCAlgorithm
AddOptionContract(Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false)QuantConnect.Algorithm.QCAlgorithm
AddRiskManagement(IRiskManagementModel riskManagement)QuantConnect.Algorithm.QCAlgorithm
AddRiskManagement(PyObject riskManagement)QuantConnect.Algorithm.QCAlgorithm
AddSecurity(SecurityType securityType, string ticker, Resolution? resolution=null, bool fillForward=true, bool extendedMarketHours=false, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null)QuantConnect.Algorithm.QCAlgorithm
AddSecurity(SecurityType securityType, string ticker, Resolution? resolution, bool fillForward, decimal leverage, bool extendedMarketHours, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null)QuantConnect.Algorithm.QCAlgorithm
AddSecurity(SecurityType securityType, string ticker, Resolution? resolution, string market, bool fillForward, decimal leverage, bool extendedMarketHours, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null)QuantConnect.Algorithm.QCAlgorithm
AddSecurity(Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int contractDepthOffset=0)QuantConnect.Algorithm.QCAlgorithm
AddSeries(string chart, string series, SeriesType seriesType, string unit="$")QuantConnect.Algorithm.QCAlgorithm
AddTag(string tag)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject pyObject)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject pyObject, PyObject pyfine)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(string name, Resolution resolution, PyObject pySelector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(string name, PyObject pySelector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, PyObject pySelector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject T, string name, PyObject selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject T, string name, Resolution resolution, PyObject selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject T, string name, Resolution resolution, UniverseSettings universeSettings, PyObject selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject T, string name, UniverseSettings universeSettings, PyObject selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject T, SecurityType securityType, string name, Resolution resolution, string market, PyObject selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(PyObject T, SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, PyObject selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(Type dataType, SecurityType? securityType=null, string name=null, Resolution? resolution=null, string market=null, UniverseSettings universeSettings=null, PyObject pySelector=null)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(Universe universe)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(IDateRule dateRule, Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> coarseSelector, Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >> fineSelector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(Universe universe, Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> fineSelector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(string name, Func< DateTime, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(string name, Resolution resolution, Func< DateTime, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse(SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, Func< DateTime, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(Func< IEnumerable< BaseData >, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, Func< IEnumerable< BaseData >, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, Resolution resolution, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, Resolution resolution, Func< IEnumerable< BaseData >, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, Resolution resolution, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, Resolution resolution, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name, Resolution resolution, string market, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(SecurityType securityType, string name, Resolution resolution, string market, Func< IEnumerable< BaseData >, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< string >> selector)QuantConnect.Algorithm.QCAlgorithm
AddUniverse< T >(string name=null, Resolution? resolution=null, string market=null, UniverseSettings universeSettings=null, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector=null)QuantConnect.Algorithm.QCAlgorithm
AddUniverseOptions(PyObject universe, PyObject optionFilter)QuantConnect.Algorithm.QCAlgorithm
AddUniverseOptions(Symbol underlyingSymbol, Func< OptionFilterUniverse, OptionFilterUniverse > optionFilter)QuantConnect.Algorithm.QCAlgorithm
AddUniverseOptions(Universe universe, Func< OptionFilterUniverse, OptionFilterUniverse > optionFilter)QuantConnect.Algorithm.QCAlgorithm
AddUniverseSelection(IUniverseSelectionModel universeSelection)QuantConnect.Algorithm.QCAlgorithm
AddUniverseSelection(PyObject universeSelection)QuantConnect.Algorithm.QCAlgorithm
ADOSC(Symbol symbol, int fastPeriod, int slowPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ADR(IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ADVR(IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ADX(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ADXR(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
AlgorithmIdQuantConnect.Algorithm.QCAlgorithm
AlgorithmModeQuantConnect.Algorithm.QCAlgorithm
ALMA(Symbol symbol, int period, int sigma=6, decimal offset=0.85m, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
AlphaQuantConnect.Algorithm.QCAlgorithm
AO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType type, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
APO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
APS(Symbol symbol, int period=3, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
AR(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ARIMA(Symbol symbol, int arOrder, int diffOrder, int maOrder, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
AROON(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
AROON(Symbol symbol, int upPeriod, int downPeriod, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ASI(Symbol symbol, decimal limitMove, Resolution? resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ATR(Symbol symbol, int period, MovingAverageType type=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
B(Symbol target, Symbol reference, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
BB(Symbol symbol, int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
BenchmarkQuantConnect.Algorithm.QCAlgorithm
BOP(Symbol symbol, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
BrokerageMessageHandlerQuantConnect.Algorithm.QCAlgorithm
BrokerageModelQuantConnect.Algorithm.QCAlgorithm
BrokerageNameQuantConnect.Algorithm.QCAlgorithm
Buy(Symbol symbol, int quantity)QuantConnect.Algorithm.QCAlgorithm
Buy(Symbol symbol, double quantity)QuantConnect.Algorithm.QCAlgorithm
Buy(Symbol symbol, decimal quantity)QuantConnect.Algorithm.QCAlgorithm
Buy(Symbol symbol, float quantity)QuantConnect.Algorithm.QCAlgorithm
Buy(OptionStrategy strategy, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
C(Symbol target, Symbol reference, int period, CorrelationType correlationType=CorrelationType.Pearson, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
CalculateOrderQuantity(Symbol symbol, double target)QuantConnect.Algorithm.QCAlgorithm
CalculateOrderQuantity(Symbol symbol, decimal target)QuantConnect.Algorithm.QCAlgorithm
CandlestickPatternsQuantConnect.Algorithm.QCAlgorithm
CC(Symbol symbol, int shortRocPeriod=11, int longRocPeriod=14, int lwmaPeriod=10, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
CCI(Symbol symbol, int period, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
CHOP(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
CIK(int cik, DateTime? tradingDate=null)QuantConnect.Algorithm.QCAlgorithm
CIK(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
CKS(Symbol symbol, int atrPeriod, decimal atrMult, int period, MovingAverageType movingAverageType=MovingAverageType.Wilders, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
CMF(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
CMO(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
ComboLegLimitOrder(List< Leg > legs, int quantity, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
ComboLimitOrder(List< Leg > legs, int quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
ComboMarketOrder(List< Leg > legs, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
CompositeFIGI(string compositeFigi, DateTime? tradingDate=null)QuantConnect.Algorithm.QCAlgorithm
CompositeFIGI(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Resolution period, Action< TradeBar > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, TimeSpan period, Action< TradeBar > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Resolution period, Action< QuoteBar > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, TimeSpan period, Action< QuoteBar > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Func< DateTime, CalendarInfo > calendar, Action< QuoteBar > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Func< DateTime, CalendarInfo > calendar, Action< TradeBar > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Resolution period, PyObject handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Resolution period, TickType? tickType, PyObject handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, TimeSpan period, PyObject handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, TimeSpan period, TickType? tickType, PyObject handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Func< DateTime, CalendarInfo > calendar, PyObject handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate(Symbol symbol, Func< DateTime, CalendarInfo > calendar, TickType? tickType, PyObject handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate< T >(Symbol symbol, TimeSpan period, Action< T > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate< T >(Symbol symbol, Resolution period, TickType? tickType, Action< T > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate< T >(Symbol symbol, TimeSpan period, TickType? tickType, Action< T > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate< T >(Symbol symbol, Func< DateTime, CalendarInfo > calendar, Action< T > handler)QuantConnect.Algorithm.QCAlgorithm
Consolidate< T >(Symbol symbol, Func< DateTime, CalendarInfo > calendar, TickType? tickType, Action< T > handler)QuantConnect.Algorithm.QCAlgorithm
CreateConsolidator(TimeSpan period, Type consolidatorInputType, TickType? tickType=null)QuantConnect.Algorithm.QCAlgorithmstatic
CreateDateRangeHistoryRequests(IEnumerable< Symbol > symbols, DateTime startAlgoTz, DateTime endAlgoTz, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithmprotected
CreateDateRangeHistoryRequests(IEnumerable< Symbol > symbols, Type requestedType, DateTime startAlgoTz, DateTime endAlgoTz, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithmprotected
CreateIndicatorName(Symbol symbol, FormattableString type, Resolution? resolution)QuantConnect.Algorithm.QCAlgorithm
CreateIndicatorName(Symbol symbol, string type, Resolution? resolution)QuantConnect.Algorithm.QCAlgorithm
CurrentSliceQuantConnect.Algorithm.QCAlgorithm
CUSIP(string cusip, DateTime? tradingDate=null)QuantConnect.Algorithm.QCAlgorithm
CUSIP(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
D(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
DateRulesQuantConnect.Algorithm.QCAlgorithm
DCH(Symbol symbol, int upperPeriod, int lowerPeriod, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
DCH(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
Debug(string message)QuantConnect.Algorithm.QCAlgorithm
Debug(int message)QuantConnect.Algorithm.QCAlgorithm
Debug(double message)QuantConnect.Algorithm.QCAlgorithm
Debug(decimal message)QuantConnect.Algorithm.QCAlgorithm
Debug(PyObject message)QuantConnect.Algorithm.QCAlgorithm
DebugMessagesQuantConnect.Algorithm.QCAlgorithm
DebugModeQuantConnect.Algorithm.QCAlgorithm
DefaultOrderPropertiesQuantConnect.Algorithm.QCAlgorithm
DEM(Symbol symbol, int period, MovingAverageType type, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) (defined in QuantConnect.Algorithm.QCAlgorithm)QuantConnect.Algorithm.QCAlgorithm
DEMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
DeploymentTargetQuantConnect.Algorithm.QCAlgorithm
DeregisterIndicator(IndicatorBase indicator)QuantConnect.Algorithm.QCAlgorithm
DO(Symbol symbol, int rsiPeriod, int smoothingRsiPeriod, int doubleSmoothingRsiPeriod, int signalLinePeriod, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
Download(string address)QuantConnect.Algorithm.QCAlgorithm
Download(string address, IEnumerable< KeyValuePair< string, string >> headers)QuantConnect.Algorithm.QCAlgorithm
Download(string address, IEnumerable< KeyValuePair< string, string >> headers, string userName, string password)QuantConnect.Algorithm.QCAlgorithm
Download(string address, PyObject headers)QuantConnect.Algorithm.QCAlgorithm
Download(string address, PyObject headers, string userName, string password)QuantConnect.Algorithm.QCAlgorithm
DPO(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
EMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
EMA(Symbol symbol, int period, decimal smoothingFactor, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
EmitInsights(params Insight[] insights)QuantConnect.Algorithm.QCAlgorithm
EmitInsights(Insight insight)QuantConnect.Algorithm.QCAlgorithm
EMV(Symbol symbol, int period=1, int scale=10000, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
EnableAutomaticIndicatorWarmUpQuantConnect.Algorithm.QCAlgorithm
EndDateQuantConnect.Algorithm.QCAlgorithm
Error(string message)QuantConnect.Algorithm.QCAlgorithm
Error(int message)QuantConnect.Algorithm.QCAlgorithm
Error(double message)QuantConnect.Algorithm.QCAlgorithm
Error(decimal message)QuantConnect.Algorithm.QCAlgorithm
Error(Exception error)QuantConnect.Algorithm.QCAlgorithm
Error(PyObject message)QuantConnect.Algorithm.QCAlgorithm
ErrorMessagesQuantConnect.Algorithm.QCAlgorithm
ExecutionQuantConnect.Algorithm.QCAlgorithm
ExerciseOption(Symbol optionSymbol, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
FI(Symbol symbol, int period, MovingAverageType type=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
FilteredIdentity(Symbol symbol, Func< IBaseData, IBaseDataBar > selector=null, Func< IBaseData, bool > filter=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
FilteredIdentity(Symbol symbol, Resolution resolution, Func< IBaseData, IBaseDataBar > selector=null, Func< IBaseData, bool > filter=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
FilteredIdentity(Symbol symbol, TimeSpan resolution, Func< IBaseData, IBaseDataBar > selector=null, Func< IBaseData, bool > filter=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
FilteredIdentity(Symbol symbol, PyObject selector=null, PyObject filter=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
FilteredIdentity(Symbol symbol, Resolution resolution, PyObject selector=null, PyObject filter=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
FilteredIdentity(Symbol symbol, TimeSpan resolution, PyObject selector=null, PyObject filter=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
FISH(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
FRAMA(Symbol symbol, int period, int longPeriod=198, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
FrameworkPostInitialize()QuantConnect.Algorithm.QCAlgorithm
FromOrders(IEnumerable< Order > orders)QuantConnect.Report.PortfolioLooperAlgorithm
Fundamentals(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
Fundamentals(List< Symbol > symbols)QuantConnect.Algorithm.QCAlgorithm
FutureChainProviderQuantConnect.Algorithm.QCAlgorithm
G(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
GetChartUpdates(bool clearChartData=false)QuantConnect.Algorithm.QCAlgorithm
GetDataFrame(IEnumerable< Slice > data, bool flatten, Type dataType=null)QuantConnect.Algorithm.QCAlgorithmprotected
GetDataFrame< T >(IEnumerable< T > data, bool flatten)QuantConnect.Algorithm.QCAlgorithmprotected
GetDataTypedHistory< T >(IEnumerable< HistoryRequest > requests)QuantConnect.Algorithm.QCAlgorithmprotected
GetLastKnownPrice(Security security)QuantConnect.Algorithm.QCAlgorithm
GetLastKnownPrices(Security security)QuantConnect.Algorithm.QCAlgorithm
GetLastKnownPrices(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
GetLocked()QuantConnect.Algorithm.QCAlgorithm
GetParameter(string name, string defaultValue=null)QuantConnect.Algorithm.QCAlgorithm
GetParameter(string name, int defaultValue)QuantConnect.Algorithm.QCAlgorithm
GetParameter(string name, double defaultValue)QuantConnect.Algorithm.QCAlgorithm
GetParameter(string name, decimal defaultValue)QuantConnect.Algorithm.QCAlgorithm
GetParameters()QuantConnect.Algorithm.QCAlgorithm
HE(Symbol symbol, int period, int maxLag=20, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
HeikinAshi(Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
History(TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(Universe universe, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(Universe universe, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(Universe universe, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(Symbol symbol, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(Symbol symbol, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(Symbol symbol, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(IEnumerable< Symbol > symbols, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(IEnumerable< Symbol > symbols, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(IEnumerable< Symbol > symbols, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History(HistoryRequest request)QuantConnect.Algorithm.QCAlgorithm
History(IEnumerable< HistoryRequest > requests)QuantConnect.Algorithm.QCAlgorithm
History(PyObject tickers, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject tickers, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject tickers, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject type, PyObject tickers, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject type, PyObject tickers, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject type, PyObject tickers, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject type, Symbol symbol, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject type, Symbol symbol, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History(PyObject type, Symbol symbol, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
History< T >(TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History< T >(IEnumerable< Symbol > symbols, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History< T >(IEnumerable< Symbol > symbols, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History< T >(IEnumerable< Symbol > symbols, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History< T >(Symbol symbol, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History< T >(Symbol symbol, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
History< T >(Symbol symbol, DateTime start, DateTime end, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null)QuantConnect.Algorithm.QCAlgorithm
HistoryProviderQuantConnect.Algorithm.QCAlgorithm
HMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
HT(Symbol symbol, int length, decimal inPhaseMultiplicationFactor, decimal quadratureMultiplicationFactor, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IBS(Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ICHIMOKU(Symbol symbol, int tenkanPeriod, int kijunPeriod, int senkouAPeriod, int senkouBPeriod, int senkouADelayPeriod, int senkouBDelayPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
Identity(Symbol symbol, Func< IBaseData, decimal > selector=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
Identity(Symbol symbol, Resolution resolution, Func< IBaseData, decimal > selector=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
Identity(Symbol symbol, TimeSpan resolution, Func< IBaseData, decimal > selector=null, string fieldName=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(IndicatorBase< IndicatorDataPoint > indicator, Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Symbol > symbols, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(IndicatorBase< IndicatorDataPoint > indicator, Symbol symbol, TimeSpan span, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Symbol > symbols, TimeSpan span, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Symbol > symbols, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(IndicatorBase< IndicatorDataPoint > indicator, Symbol symbol, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Slice > history, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(PyObject indicator, PyObject symbol, int period, Resolution? resolution=null, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(PyObject indicator, PyObject symbol, TimeSpan span, Resolution? resolution=null, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(PyObject indicator, PyObject symbol, DateTime start, DateTime end, Resolution? resolution=null, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory(PyObject indicator, IEnumerable< Slice > history, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory< T >(IndicatorBase< T > indicator, Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory< T >(IndicatorBase< T > indicator, IEnumerable< Symbol > symbols, int period, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory< T >(IndicatorBase< T > indicator, IEnumerable< Symbol > symbols, TimeSpan span, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory< T >(IndicatorBase< T > indicator, Symbol symbol, TimeSpan span, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory< T >(IndicatorBase< T > indicator, Symbol symbol, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory< T >(IndicatorBase< T > indicator, IEnumerable< Symbol > symbols, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
IndicatorHistory< T >(IndicatorBase< T > indicator, IEnumerable< Slice > history, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
Initialize()QuantConnect.Report.PortfolioLooperAlgorithmvirtual
InsightsQuantConnect.Algorithm.QCAlgorithm
InsightsGeneratedQuantConnect.Algorithm.QCAlgorithm
ISIN(string isin, DateTime? tradingDate=null)QuantConnect.Algorithm.QCAlgorithm
ISIN(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
IsMarketOpen(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
IsWarmingUpQuantConnect.Algorithm.QCAlgorithm
IV(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
KAMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
KAMA(Symbol symbol, int period, int fastEmaPeriod, int slowEmaPeriod, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
KCH(Symbol symbol, int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
KER(Symbol symbol, int period=2, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
LimitIfTouchedOrder(Symbol symbol, int quantity, decimal triggerPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
LimitIfTouchedOrder(Symbol symbol, double quantity, decimal triggerPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
LimitIfTouchedOrder(Symbol symbol, decimal quantity, decimal triggerPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
LimitOrder(Symbol symbol, int quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
LimitOrder(Symbol symbol, double quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
LimitOrder(Symbol symbol, decimal quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Link(object command)QuantConnect.Algorithm.QCAlgorithm
Link(PyObject command)QuantConnect.Algorithm.QCAlgorithm
Liquidate(PyObject symbols, bool asynchronous=false, string tag="Liquidated", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Liquidate(Symbol symbol=null, bool asynchronous=false, string tag="Liquidated", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Liquidate(IEnumerable< Symbol > symbols, bool asynchronous=false, string tag="Liquidated", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Liquidate(Symbol symbolToLiquidate, string tag)QuantConnect.Algorithm.QCAlgorithm
LiveModeQuantConnect.Algorithm.QCAlgorithm
Log(string message)QuantConnect.Algorithm.QCAlgorithm
Log(int message)QuantConnect.Algorithm.QCAlgorithm
Log(double message)QuantConnect.Algorithm.QCAlgorithm
Log(decimal message)QuantConnect.Algorithm.QCAlgorithm
Log(PyObject message)QuantConnect.Algorithm.QCAlgorithm
LogMessagesQuantConnect.Algorithm.QCAlgorithm
LOGR(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
LSMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
LWMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MACD(Symbol symbol, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MAD(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MAMA(Symbol symbol, decimal fastLimit=0.5m, decimal slowLimit=0.05m, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
MarketHoursDatabaseQuantConnect.Algorithm.QCAlgorithmprotected
MarketOnCloseOrder(Symbol symbol, int quantity, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOnCloseOrder(Symbol symbol, double quantity, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOnCloseOrder(Symbol symbol, decimal quantity, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOnOpenOrder(Symbol symbol, double quantity, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOnOpenOrder(Symbol symbol, int quantity, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOnOpenOrder(Symbol symbol, decimal quantity, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOrder(Symbol symbol, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOrder(Symbol symbol, double quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOrder(Symbol symbol, decimal quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MarketOrder(Security security, decimal quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
MASS(Symbol symbol, int emaPeriod=9, int sumPeriod=25, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
MAX(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MaxNameAndTagsLengthQuantConnect.Algorithm.QCAlgorithmprotectedstatic
MaxTagsCountQuantConnect.Algorithm.QCAlgorithmprotectedstatic
MFI(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
MGD(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MIDPOINT(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MIDPRICE(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
MIN(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MOM(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MOMERSION(Symbol symbol, int? minPeriod, int fullPeriod, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MOMP(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
MOSC(IEnumerable< Symbol > symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
MOSC(Symbol[] symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
MSI(IEnumerable< Symbol > symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
MSI(Symbol[] symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
NameQuantConnect.Algorithm.QCAlgorithm
NameUpdatedQuantConnect.Algorithm.QCAlgorithm
NATR(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
NotifyQuantConnect.Algorithm.QCAlgorithm
ObjectStoreQuantConnect.Algorithm.QCAlgorithm
OBV(Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
OnAssignmentOrderEvent(OrderEvent assignmentEvent)QuantConnect.Algorithm.QCAlgorithmvirtual
OnBrokerageDisconnect()QuantConnect.Algorithm.QCAlgorithmvirtual
OnBrokerageMessage(BrokerageMessageEvent messageEvent)QuantConnect.Algorithm.QCAlgorithmvirtual
OnBrokerageReconnect()QuantConnect.Algorithm.QCAlgorithmvirtual
OnCommand(dynamic data)QuantConnect.Algorithm.QCAlgorithmvirtual
OnData(Slice slice)QuantConnect.Algorithm.QCAlgorithmvirtual
OnDelistings(Delistings delistings)QuantConnect.Algorithm.QCAlgorithmvirtual
OnDividends(Dividends dividends)QuantConnect.Algorithm.QCAlgorithmvirtual
OnEndOfAlgorithm()QuantConnect.Algorithm.QCAlgorithmvirtual
OnEndOfDay()QuantConnect.Algorithm.QCAlgorithmvirtual
OnEndOfDay(string symbol)QuantConnect.Algorithm.QCAlgorithmvirtual
OnEndOfDay(Symbol symbol)QuantConnect.Algorithm.QCAlgorithmvirtual
OnEndOfTimeStep()QuantConnect.Algorithm.QCAlgorithm
OnFrameworkData(Slice slice)QuantConnect.Algorithm.QCAlgorithm
OnFrameworkSecuritiesChanged(SecurityChanges changes)QuantConnect.Algorithm.QCAlgorithm
OnMarginCall(List< SubmitOrderRequest > requests)QuantConnect.Algorithm.QCAlgorithmvirtual
OnMarginCallWarning()QuantConnect.Algorithm.QCAlgorithmvirtual
OnOrderEvent(OrderEvent orderEvent)QuantConnect.Algorithm.QCAlgorithmvirtual
OnSecuritiesChanged(SecurityChanges changes)QuantConnect.Algorithm.QCAlgorithmvirtual
OnSplits(Splits splits)QuantConnect.Algorithm.QCAlgorithmvirtual
OnSymbolChangedEvents(SymbolChangedEvents symbolsChanged)QuantConnect.Algorithm.QCAlgorithmvirtual
OnWarmupFinished()QuantConnect.Algorithm.QCAlgorithmvirtual
OptionChain(Symbol symbol, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
OptionChainProviderQuantConnect.Algorithm.QCAlgorithm
OptionChains(IEnumerable< Symbol > symbols, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
OptionChains(PyObject symbols, bool flatten=false)QuantConnect.Algorithm.QCAlgorithm
Order(Symbol symbol, double quantity)QuantConnect.Algorithm.QCAlgorithm
Order(Symbol symbol, int quantity)QuantConnect.Algorithm.QCAlgorithm
Order(Symbol symbol, decimal quantity)QuantConnect.Algorithm.QCAlgorithm
Order(Symbol symbol, decimal quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Order(OptionStrategy strategy, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Order(Symbol symbol, int quantity, OrderType type, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Order(Symbol symbol, decimal quantity, OrderType type)QuantConnect.Algorithm.QCAlgorithm
Order(Symbol symbol, int quantity, OrderType type)QuantConnect.Algorithm.QCAlgorithm
PandasConverterQuantConnect.Algorithm.QCAlgorithm
Plot(string series, decimal value)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, double value)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, int value)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, float value)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, double value)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, int value)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, float value)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, decimal value)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, double open, double high, double low, double close)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, float open, float high, float low, float close)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, int open, int high, int low, int close)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, decimal open, decimal high, decimal low, decimal close)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, double open, double high, double low, double close)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, float open, float high, float low, float close)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, int open, int high, int low, int close)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, decimal open, decimal high, decimal low, decimal close)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, TradeBar bar)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, string series, TradeBar bar)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, params IndicatorBase[] indicators)QuantConnect.Algorithm.QCAlgorithm
Plot(string series, PyObject pyObject)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, Indicator first, Indicator second=null, Indicator third=null, Indicator fourth=null)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, BarIndicator first, BarIndicator second=null, BarIndicator third=null, BarIndicator fourth=null)QuantConnect.Algorithm.QCAlgorithm
Plot(string chart, TradeBarIndicator first, TradeBarIndicator second=null, TradeBarIndicator third=null, TradeBarIndicator fourth=null)QuantConnect.Algorithm.QCAlgorithm
PlotIndicator(string chart, params IndicatorBase[] indicators)QuantConnect.Algorithm.QCAlgorithm
PlotIndicator(string chart, bool waitForReady, params IndicatorBase[] indicators)QuantConnect.Algorithm.QCAlgorithm
PlotIndicator(string chart, PyObject first, PyObject second=null, PyObject third=null, PyObject fourth=null)QuantConnect.Algorithm.QCAlgorithm
PlotIndicator(string chart, bool waitForReady, PyObject first, PyObject second=null, PyObject third=null, PyObject fourth=null)QuantConnect.Algorithm.QCAlgorithm
PortfolioQuantConnect.Algorithm.QCAlgorithm
PortfolioConstructionQuantConnect.Algorithm.QCAlgorithm
PortfolioLooperAlgorithm(decimal startingCash, IEnumerable< Order > orders, AlgorithmConfiguration algorithmConfiguration=null)QuantConnect.Report.PortfolioLooperAlgorithm
PostInitialize()QuantConnect.Algorithm.QCAlgorithmvirtual
PPHL(Symbol symbol, int lengthHigh, int lengthLow, int lastStoredValues=100, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
PPO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
ProjectIdQuantConnect.Algorithm.QCAlgorithm
PSAR(Symbol symbol, decimal afStart=0.02m, decimal afIncrement=0.02m, decimal afMax=0.2m, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
PSO(Symbol symbol, int period, int emaPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
QCAlgorithm()QuantConnect.Algorithm.QCAlgorithm
Quit(string message="")QuantConnect.Algorithm.QCAlgorithm
Quit(PyObject message)QuantConnect.Algorithm.QCAlgorithm
R(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
RC(Symbol symbol, int period, decimal k, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
RDV(Symbol symbol, int period=2, Resolution resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
Record(string series, int value)QuantConnect.Algorithm.QCAlgorithm
Record(string series, double value)QuantConnect.Algorithm.QCAlgorithm
Record(string series, decimal value)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator(Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator(Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, TimeSpan? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator(Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, IDataConsolidator consolidator, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator(Symbol symbol, PyObject indicator, Resolution? resolution=null, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator(Symbol symbol, PyObject indicator, TimeSpan? resolution=null, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator(Symbol symbol, PyObject indicator, PyObject pyObject, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator(Symbol symbol, PyObject indicator, IDataConsolidator consolidator, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator< T >(Symbol symbol, IndicatorBase< T > indicator, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator< T >(Symbol symbol, IndicatorBase< T > indicator, Resolution? resolution, Func< IBaseData, T > selector)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator< T >(Symbol symbol, IndicatorBase< T > indicator, TimeSpan? resolution, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
RegisterIndicator< T >(Symbol symbol, IndicatorBase< T > indicator, IDataConsolidator consolidator, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
RemoveOptionContract(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
RemoveSecurity(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
ResolveConsolidator(Symbol symbol, Resolution? resolution, Type dataType=null)QuantConnect.Algorithm.QCAlgorithm
ResolveConsolidator(Symbol symbol, TimeSpan? timeSpan, Type dataType=null)QuantConnect.Algorithm.QCAlgorithm
RiskFreeInterestRateModelQuantConnect.Algorithm.QCAlgorithm
RiskManagementQuantConnect.Algorithm.QCAlgorithm
RMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
ROC(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
ROCP(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
ROCR(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
RSI(Symbol symbol, int period, MovingAverageType movingAverageType=MovingAverageType.Wilders, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
RSV(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
RunCommand(CallbackCommand command)QuantConnect.Algorithm.QCAlgorithm
RunTimeErrorQuantConnect.Algorithm.QCAlgorithm
RuntimeStatisticsQuantConnect.Algorithm.QCAlgorithm
RVI(Symbol symbol, int period, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
ScheduleQuantConnect.Algorithm.QCAlgorithm
SecuritiesQuantConnect.Algorithm.QCAlgorithm
SecurityInitializerQuantConnect.Algorithm.QCAlgorithm
SEDOL(string sedol, DateTime? tradingDate=null)QuantConnect.Algorithm.QCAlgorithm
SEDOL(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
Sell(Symbol symbol, int quantity)QuantConnect.Algorithm.QCAlgorithm
Sell(Symbol symbol, double quantity)QuantConnect.Algorithm.QCAlgorithm
Sell(Symbol symbol, float quantity)QuantConnect.Algorithm.QCAlgorithm
Sell(Symbol symbol, decimal quantity)QuantConnect.Algorithm.QCAlgorithm
Sell(OptionStrategy strategy, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
SetAccountCurrency(string accountCurrency, decimal? startingCash=null)QuantConnect.Algorithm.QCAlgorithm
SetAlgorithmId(string algorithmId)QuantConnect.Algorithm.QCAlgorithm
SetAlgorithmMode(AlgorithmMode algorithmMode)QuantConnect.Algorithm.QCAlgorithm
SetAlpha(IAlphaModel alpha)QuantConnect.Algorithm.QCAlgorithm
SetAlpha(PyObject alpha)QuantConnect.Algorithm.QCAlgorithm
SetApi(IApi api)QuantConnect.Algorithm.QCAlgorithm
SetAvailableDataTypes(Dictionary< SecurityType, List< TickType >> availableDataTypes)QuantConnect.Algorithm.QCAlgorithm
SetBenchmark(SecurityType securityType, string symbol)QuantConnect.Algorithm.QCAlgorithm
SetBenchmark(string ticker)QuantConnect.Algorithm.QCAlgorithm
SetBenchmark(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
SetBenchmark(Func< DateTime, decimal > benchmark)QuantConnect.Algorithm.QCAlgorithm
SetBenchmark(PyObject benchmark)QuantConnect.Algorithm.QCAlgorithm
SetBrokerageMessageHandler(IBrokerageMessageHandler handler)QuantConnect.Algorithm.QCAlgorithm
SetBrokerageMessageHandler(PyObject handler)QuantConnect.Algorithm.QCAlgorithm
SetBrokerageModel(BrokerageName brokerage, AccountType accountType=AccountType.Margin)QuantConnect.Algorithm.QCAlgorithm
SetBrokerageModel(IBrokerageModel model)QuantConnect.Algorithm.QCAlgorithm
SetBrokerageModel(PyObject model)QuantConnect.Algorithm.QCAlgorithm
SetCash(double startingCash)QuantConnect.Algorithm.QCAlgorithm
SetCash(int startingCash)QuantConnect.Algorithm.QCAlgorithm
SetCash(decimal startingCash)QuantConnect.Algorithm.QCAlgorithm
SetCash(string symbol, decimal startingCash, decimal conversionRate=0)QuantConnect.Algorithm.QCAlgorithm
SetCurrentSlice(Slice slice)QuantConnect.Algorithm.QCAlgorithm
SetDateTime(DateTime frontier)QuantConnect.Algorithm.QCAlgorithm
SetDeploymentTarget(DeploymentTarget deploymentTarget)QuantConnect.Algorithm.QCAlgorithm
SetEndDate(int year, int month, int day)QuantConnect.Algorithm.QCAlgorithm
SetEndDate(DateTime end)QuantConnect.Algorithm.QCAlgorithm
SetExecution(IExecutionModel execution)QuantConnect.Algorithm.QCAlgorithm
SetExecution(PyObject execution)QuantConnect.Algorithm.QCAlgorithm
SetFinishedWarmingUp()QuantConnect.Algorithm.QCAlgorithm
SetFutureChainProvider(IFutureChainProvider futureChainProvider)QuantConnect.Algorithm.QCAlgorithm
SetHistoryProvider(IHistoryProvider historyProvider)QuantConnect.Algorithm.QCAlgorithm
SetHoldings(List< PortfolioTarget > targets, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
SetHoldings(Symbol symbol, double percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
SetHoldings(Symbol symbol, float percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
SetHoldings(Symbol symbol, int percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
SetHoldings(Symbol symbol, decimal percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
SetLiveMode(bool live)QuantConnect.Algorithm.QCAlgorithm
SetLocked()QuantConnect.Algorithm.QCAlgorithm
SetMaximumOrders(int max)QuantConnect.Algorithm.QCAlgorithm
SetName(string name)QuantConnect.Algorithm.QCAlgorithm
SetObjectStore(IObjectStore objectStore)QuantConnect.Algorithm.QCAlgorithm
SetOptionChainProvider(IOptionChainProvider optionChainProvider)QuantConnect.Algorithm.QCAlgorithm
SetPandasConverter()QuantConnect.Algorithm.QCAlgorithm
SetParameters(Dictionary< string, string > parameters)QuantConnect.Algorithm.QCAlgorithm
SetPortfolioConstruction(IPortfolioConstructionModel portfolioConstruction)QuantConnect.Algorithm.QCAlgorithm
SetPortfolioConstruction(PyObject portfolioConstruction)QuantConnect.Algorithm.QCAlgorithm
SetQuit(bool quit)QuantConnect.Algorithm.QCAlgorithm
SetRiskFreeInterestRateModel(IRiskFreeInterestRateModel model)QuantConnect.Algorithm.QCAlgorithm
SetRiskFreeInterestRateModel(PyObject model)QuantConnect.Algorithm.QCAlgorithm
SetRiskManagement(IRiskManagementModel riskManagement)QuantConnect.Algorithm.QCAlgorithm
SetRiskManagement(PyObject riskManagement)QuantConnect.Algorithm.QCAlgorithm
SetRunTimeError(Exception exception)QuantConnect.Algorithm.QCAlgorithm
SetRuntimeStatistic(string name, string value)QuantConnect.Algorithm.QCAlgorithm
SetRuntimeStatistic(string name, decimal value)QuantConnect.Algorithm.QCAlgorithm
SetRuntimeStatistic(string name, int value)QuantConnect.Algorithm.QCAlgorithm
SetRuntimeStatistic(string name, double value)QuantConnect.Algorithm.QCAlgorithm
SetSecurityInitializer(ISecurityInitializer securityInitializer)QuantConnect.Algorithm.QCAlgorithm
SetSecurityInitializer(Action< Security, bool > securityInitializer)QuantConnect.Algorithm.QCAlgorithm
SetSecurityInitializer(Action< Security > securityInitializer)QuantConnect.Algorithm.QCAlgorithm
SetSecurityInitializer(PyObject securityInitializer)QuantConnect.Algorithm.QCAlgorithm
SetStartDate(int year, int month, int day)QuantConnect.Algorithm.QCAlgorithm
SetStartDate(DateTime start)QuantConnect.Algorithm.QCAlgorithm
SetStatisticsService(IStatisticsService statisticsService)QuantConnect.Algorithm.QCAlgorithm
SetStatus(AlgorithmStatus status)QuantConnect.Algorithm.QCAlgorithm
SetSummaryStatistic(string name, string value)QuantConnect.Algorithm.QCAlgorithm
SetSummaryStatistic(string name, int value)QuantConnect.Algorithm.QCAlgorithm
SetSummaryStatistic(string name, double value)QuantConnect.Algorithm.QCAlgorithm
SetSummaryStatistic(string name, decimal value)QuantConnect.Algorithm.QCAlgorithm
SetTags(HashSet< string > tags)QuantConnect.Algorithm.QCAlgorithm
SetTimeZone(string timeZone)QuantConnect.Algorithm.QCAlgorithm
SetTimeZone(DateTimeZone timeZone)QuantConnect.Algorithm.QCAlgorithm
SettingsQuantConnect.Algorithm.QCAlgorithm
SetTradeBuilder(ITradeBuilder tradeBuilder)QuantConnect.Algorithm.QCAlgorithm
SetUniverseSelection(IUniverseSelectionModel universeSelection)QuantConnect.Algorithm.QCAlgorithm
SetUniverseSelection(PyObject universeSelection)QuantConnect.Algorithm.QCAlgorithm
SetWarmup(TimeSpan timeSpan)QuantConnect.Algorithm.QCAlgorithm
SetWarmup(TimeSpan timeSpan, Resolution? resolution)QuantConnect.Algorithm.QCAlgorithm
SetWarmup(int barCount)QuantConnect.Algorithm.QCAlgorithm
SetWarmup(int barCount, Resolution? resolution)QuantConnect.Algorithm.QCAlgorithm
SetWarmUp(TimeSpan timeSpan)QuantConnect.Algorithm.QCAlgorithm
SetWarmUp(TimeSpan timeSpan, Resolution? resolution)QuantConnect.Algorithm.QCAlgorithm
SetWarmUp(int barCount)QuantConnect.Algorithm.QCAlgorithm
SetWarmUp(int barCount, Resolution? resolution)QuantConnect.Algorithm.QCAlgorithm
Shortable(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
Shortable(Symbol symbol, decimal shortQuantity, int? updateOrderId=null)QuantConnect.Algorithm.QCAlgorithm
ShortableQuantity(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
SI(Symbol symbol, decimal limitMove, Resolution? resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
SignalExportQuantConnect.Algorithm.QCAlgorithm
SM(Symbol symbol, int bollingerPeriod=20, decimal bollingerMultiplier=2m, int keltnerPeriod=20, decimal keltnerMultiplier=1.5m, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
SMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
SOBV(Symbol symbol, int period, MovingAverageType type=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
SORTINO(Symbol symbol, int sortinoPeriod, double minimumAcceptableReturn=0.0, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
SR(Symbol symbol, int sharpePeriod, decimal? riskFreeRate=null, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
SRSI(Symbol symbol, int rsiPeriod, int stochPeriod, int kSmoothingPeriod, int dSmoothingPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
StartDateQuantConnect.Algorithm.QCAlgorithm
StatisticsQuantConnect.Algorithm.QCAlgorithm
StatusQuantConnect.Algorithm.QCAlgorithm
STC(Symbol symbol, int cyclePeriod, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
STD(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
STO(Symbol symbol, int period, int kPeriod, int dPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
STO(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
StopLimitOrder(Symbol symbol, int quantity, decimal stopPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
StopLimitOrder(Symbol symbol, double quantity, decimal stopPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
StopLimitOrder(Symbol symbol, decimal quantity, decimal stopPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
StopMarketOrder(Symbol symbol, int quantity, decimal stopPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
StopMarketOrder(Symbol symbol, double quantity, decimal stopPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
StopMarketOrder(Symbol symbol, decimal quantity, decimal stopPrice, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
STR(Symbol symbol, int period, decimal multiplier, MovingAverageType movingAverageType=MovingAverageType.Wilders, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
SubmitOrderRequest(SubmitOrderRequest request)QuantConnect.Algorithm.QCAlgorithm
SubscriptionManagerQuantConnect.Algorithm.QCAlgorithm
SUM(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
SWISS(Symbol symbol, int period, double delta, SwissArmyKnifeTool tool, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
Symbol(string ticker)QuantConnect.Algorithm.QCAlgorithm
SymbolPropertiesDatabaseQuantConnect.Algorithm.QCAlgorithmprotected
T(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
T3(Symbol symbol, int period, decimal volumeFactor=0.7m, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
TagsQuantConnect.Algorithm.QCAlgorithm
TagsUpdatedQuantConnect.Algorithm.QCAlgorithm
TDD(Symbol symbol, int period, double minimumAcceptableReturn=0, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
TEMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
Ticker(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
TimeQuantConnect.Algorithm.QCAlgorithm
TimeKeeperQuantConnect.Algorithm.QCAlgorithm
TimeRulesQuantConnect.Algorithm.QCAlgorithm
TimeZoneQuantConnect.Algorithm.QCAlgorithm
TP(Symbol symbol, int period=2, decimal valueAreaVolumePercentage=0.70m, decimal priceRangeRoundOff=0.05m, Resolution resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
TR(Symbol symbol, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
TradeBuilderQuantConnect.Algorithm.QCAlgorithm
TradingCalendarQuantConnect.Algorithm.QCAlgorithm
TrailingStopOrder(Symbol symbol, int quantity, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
TrailingStopOrder(Symbol symbol, double quantity, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
TrailingStopOrder(Symbol symbol, decimal quantity, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
TrailingStopOrder(Symbol symbol, int quantity, decimal stopPrice, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
TrailingStopOrder(Symbol symbol, double quantity, decimal stopPrice, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
TrailingStopOrder(Symbol symbol, decimal quantity, decimal stopPrice, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null)QuantConnect.Algorithm.QCAlgorithm
Train(Action trainingCode)QuantConnect.Algorithm.QCAlgorithm
Train(IDateRule dateRule, ITimeRule timeRule, Action trainingCode)QuantConnect.Algorithm.QCAlgorithm
Train(PyObject trainingCode)QuantConnect.Algorithm.QCAlgorithm
Train(IDateRule dateRule, ITimeRule timeRule, PyObject trainingCode)QuantConnect.Algorithm.QCAlgorithm
TransactionsQuantConnect.Algorithm.QCAlgorithm
TRIMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
TRIN(IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
TRIN(Symbol[] symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
TRIX(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
TSF(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
TSI(Symbol symbol, int longTermPeriod=25, int shortTermPeriod=13, int signalPeriod=7, MovingAverageType signalType=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
ULTOSC(Symbol symbol, int period1, int period2, int period3, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
UniverseQuantConnect.Algorithm.QCAlgorithm
UniverseManagerQuantConnect.Algorithm.QCAlgorithm
UniverseSelectionQuantConnect.Algorithm.QCAlgorithm
UniverseSettingsQuantConnect.Algorithm.QCAlgorithm
UnregisterIndicator(IndicatorBase indicator)QuantConnect.Algorithm.QCAlgorithm
UtcTimeQuantConnect.Algorithm.QCAlgorithm
V(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
V(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
VAR(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
VAR(Symbol symbol, int period, double confidenceLevel, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
VIDYA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
VP(Symbol symbol, int period=2, decimal valueAreaVolumePercentage=0.70m, decimal priceRangeRoundOff=0.05m, Resolution resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
VTX(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
VWAP(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
VWAP(Symbol symbol)QuantConnect.Algorithm.QCAlgorithm
VWMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator(Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator(IEnumerable< Symbol > symbols, IndicatorBase< IndicatorDataPoint > indicator, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator(Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, TimeSpan period, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator(Symbol symbol, PyObject indicator, Resolution? resolution=null, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator(Symbol symbol, PyObject indicator, TimeSpan period, PyObject selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator< T >(Symbol symbol, IndicatorBase< T > indicator, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator< T >(IEnumerable< Symbol > symbols, IndicatorBase< T > indicator, Resolution? resolution=null, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
WarmUpIndicator< T >(Symbol symbol, IndicatorBase< T > indicator, TimeSpan period, Func< IBaseData, T > selector=null)QuantConnect.Algorithm.QCAlgorithm
WILR(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null)QuantConnect.Algorithm.QCAlgorithm
WWMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
ZLEMA(Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null)QuantConnect.Algorithm.QCAlgorithm
Γ(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
Δ(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
Θ(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm
ρ(Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null)QuantConnect.Algorithm.QCAlgorithm