QuantConnect.Report.PortfolioLooperAlgorithm Class Reference
Fake algorithm that initializes portfolio and algorithm securities. Never ran. More...
Inheritance diagram for QuantConnect.Report.PortfolioLooperAlgorithm:
Public Member Functions | |||
| PortfolioLooperAlgorithm (decimal startingCash, IEnumerable< Order > orders, AlgorithmConfiguration algorithmConfiguration=null) | |||
| Initialize an instance of PortfolioLooperAlgorithm More... | |||
| void | FromOrders (IEnumerable< Order > orders) | ||
| Initializes all the proper Securities from the orders provided by the user More... | |||
| override void | Initialize () | ||
| Initialize this algorithm More... | |||
 Public Member Functions inherited from QuantConnect.Algorithm.QCAlgorithm | |||
| QCAlgorithm () | |||
| QCAlgorithm Base Class Constructor - Initialize the underlying QCAlgorithm components. QCAlgorithm manages the transactions, portfolio, charting and security subscriptions for the users algorithms. More... | |||
| virtual void | PostInitialize () | ||
| Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method More... | |||
| virtual void | OnWarmupFinished () | ||
| Called when the algorithm has completed initialization and warm up. More... | |||
| string | GetParameter (string name, string defaultValue=null) | ||
| Gets the parameter with the specified name. If a parameter with the specified name does not exist, the given default value is returned if any, else null More... | |||
| int | GetParameter (string name, int defaultValue) | ||
| Gets the parameter with the specified name parsed as an integer. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More... | |||
| double | GetParameter (string name, double defaultValue) | ||
| Gets the parameter with the specified name parsed as a double. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More... | |||
| decimal | GetParameter (string name, decimal defaultValue) | ||
| Gets the parameter with the specified name parsed as a decimal. If a parameter with the specified name does not exist, or the conversion is not possible, the given default value is returned More... | |||
| IReadOnlyDictionary< string, string > | GetParameters () | ||
| Gets a read-only dictionary with all current parameters More... | |||
| void | SetParameters (Dictionary< string, string > parameters) | ||
| Sets the parameters from the dictionary More... | |||
| void | SetAvailableDataTypes (Dictionary< SecurityType, List< TickType >> availableDataTypes) | ||
| Set the available data feeds in the SecurityManager More... | |||
| void | SetSecurityInitializer (ISecurityInitializer securityInitializer) | ||
| Sets the security initializer, used to initialize/configure securities after creation. The initializer will be applied to all universes and manually added securities. More... | |||
| void | SetSecurityInitializer (Action< Security, bool > securityInitializer) | ||
| Sets the security initializer function, used to initialize/configure securities after creation. The initializer will be applied to all universes and manually added securities. More... | |||
| void | SetSecurityInitializer (Action< Security > securityInitializer) | ||
| Sets the security initializer function, used to initialize/configure securities after creation. The initializer will be applied to all universes and manually added securities. More... | |||
| void | SetOptionChainProvider (IOptionChainProvider optionChainProvider) | ||
| Sets the option chain provider, used to get the list of option contracts for an underlying symbol More... | |||
| void | SetFutureChainProvider (IFutureChainProvider futureChainProvider) | ||
| Sets the future chain provider, used to get the list of future contracts for an underlying symbol More... | |||
| virtual void | OnData (Slice slice) | ||
| Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event More... | |||
| virtual void | OnSplits (Splits splits) | ||
| Event handler to be called when there's been a split event More... | |||
| virtual void | OnDividends (Dividends dividends) | ||
| Event handler to be called when there's been a dividend event More... | |||
| virtual void | OnDelistings (Delistings delistings) | ||
| Event handler to be called when there's been a delistings event More... | |||
| virtual void | OnSymbolChangedEvents (SymbolChangedEvents symbolsChanged) | ||
| Event handler to be called when there's been a symbol changed event More... | |||
| virtual void | OnSecuritiesChanged (SecurityChanges changes) | ||
| Event fired each time the we add/remove securities from the data feed More... | |||
| virtual void | OnMarginCall (List< SubmitOrderRequest > requests) | ||
| Margin call event handler. This method is called right before the margin call orders are placed in the market. More... | |||
| virtual void | OnMarginCallWarning () | ||
| Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue More... | |||
| virtual void | OnEndOfDay () | ||
| End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets). More... | |||
| virtual void | OnEndOfDay (string symbol) | ||
| End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets). More... | |||
| virtual void | OnEndOfDay (Symbol symbol) | ||
| End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets). More... | |||
| virtual void | OnEndOfAlgorithm () | ||
| End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs. More... | |||
| virtual void | OnOrderEvent (OrderEvent orderEvent) | ||
| Order fill event handler. On an order fill update the resulting information is passed to this method. More... | |||
| virtual void | OnAssignmentOrderEvent (OrderEvent assignmentEvent) | ||
| Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method. More... | |||
| virtual void | OnBrokerageMessage (BrokerageMessageEvent messageEvent) | ||
| Brokerage message event handler. This method is called for all types of brokerage messages. More... | |||
| virtual void | OnBrokerageDisconnect () | ||
| Brokerage disconnected event handler. This method is called when the brokerage connection is lost. More... | |||
| virtual void | OnBrokerageReconnect () | ||
| Brokerage reconnected event handler. This method is called when the brokerage connection is restored after a disconnection. More... | |||
| void | SetDateTime (DateTime frontier) | ||
| Update the internal algorithm time frontier. More... | |||
| void | SetTimeZone (string timeZone) | ||
| Sets the time zone of the Time property in the algorithm More... | |||
| void | SetTimeZone (DateTimeZone timeZone) | ||
| Sets the time zone of the Time property in the algorithm More... | |||
| void | SetBrokerageModel (BrokerageName brokerage, AccountType accountType=AccountType.Margin) | ||
| Sets the brokerage to emulate in backtesting or paper trading. This can be used for brokerages that have been implemented in LEAN More... | |||
| void | SetBrokerageModel (IBrokerageModel model) | ||
| Sets the brokerage to emulate in backtesting or paper trading. This can be used to set a custom brokerage model. More... | |||
| void | SetBrokerageMessageHandler (IBrokerageMessageHandler handler) | ||
| Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a BrokerageMessageType.Error occurs, the algorithm is stopped. More... | |||
| void | SetRiskFreeInterestRateModel (IRiskFreeInterestRateModel model) | ||
| Sets the risk free interest rate model to be used in the algorithm More... | |||
| void | SetBenchmark (SecurityType securityType, string symbol) | ||
| Sets the benchmark used for computing statistics of the algorithm to the specified symbol More... | |||
| void | SetBenchmark (string ticker) | ||
| Sets the benchmark used for computing statistics of the algorithm to the specified ticker, defaulting to SecurityType.Equity if the ticker doesn't exist in the algorithm More... | |||
| void | SetBenchmark (Symbol symbol) | ||
| Sets the benchmark used for computing statistics of the algorithm to the specified symbol More... | |||
| void | SetBenchmark (Func< DateTime, decimal > benchmark) | ||
| Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested More... | |||
| void | SetName (string name) | ||
| Sets name to the currently running backtest More... | |||
| void | AddTag (string tag) | ||
| Adds a tag to the algorithm More... | |||
| void | SetTags (HashSet< string > tags) | ||
| Sets the tags for the algorithm More... | |||
| void | SetAccountCurrency (string accountCurrency, decimal? startingCash=null) | ||
| Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given More... | |||
| void | SetCash (double startingCash) | ||
| Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account. More... | |||
| void | SetCash (int startingCash) | ||
| Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account. More... | |||
| void | SetCash (decimal startingCash) | ||
| Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account. More... | |||
| void | SetCash (string symbol, decimal startingCash, decimal conversionRate=0) | ||
| Set the cash for the specified symbol More... | |||
| void | SetStartDate (int year, int month, int day) | ||
| Set the start date for backtest. More... | |||
| void | SetEndDate (int year, int month, int day) | ||
| Set the end date for a backtest run More... | |||
| void | SetAlgorithmId (string algorithmId) | ||
| Set the algorithm id (backtestId or live deployId for the algorithm). More... | |||
| void | SetStartDate (DateTime start) | ||
| Set the start date for the backtest More... | |||
| void | SetEndDate (DateTime end) | ||
| Set the end date for a backtest. More... | |||
| void | SetLocked () | ||
| Lock the algorithm initialization to avoid user modifiying cash and data stream subscriptions More... | |||
| bool | GetLocked () | ||
| Gets whether or not this algorithm has been locked and fully initialized More... | |||
| void | SetLiveMode (bool live) | ||
| Set live mode state of the algorithm run: Public setter for the algorithm property LiveMode. More... | |||
| void | SetAlgorithmMode (AlgorithmMode algorithmMode) | ||
| Sets the algorithm running mode More... | |||
| void | SetDeploymentTarget (DeploymentTarget deploymentTarget) | ||
| Sets the algorithm deployment target More... | |||
| void | SetTradeBuilder (ITradeBuilder tradeBuilder) | ||
| Set the ITradeBuilder implementation to generate trades from executions and market price updates More... | |||
| Security | AddSecurity (SecurityType securityType, string ticker, Resolution? resolution=null, bool fillForward=true, bool extendedMarketHours=false, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null) | ||
| Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine. More... | |||
| Security | AddSecurity (SecurityType securityType, string ticker, Resolution? resolution, bool fillForward, decimal leverage, bool extendedMarketHours, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null) | ||
| Add specified data to required list. QC will funnel this data to the handle data routine. More... | |||
| Security | AddSecurity (SecurityType securityType, string ticker, Resolution? resolution, string market, bool fillForward, decimal leverage, bool extendedMarketHours, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null) | ||
| Set a required SecurityType-symbol and resolution for algorithm More... | |||
| Security | 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) | ||
| Set a required SecurityType-symbol and resolution for algorithm More... | |||
| Equity | AddEquity (string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false, DataNormalizationMode? dataNormalizationMode=null) | ||
| Creates and adds a new Equity security to the algorithm More... | |||
| Option | AddOption (string underlying, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage) | ||
| Creates and adds a new equity Option security to the algorithm More... | |||
| Option | AddOption (Symbol underlying, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage) | ||
| Creates and adds a new Option security to the algorithm. This method can be used to add options with non-equity asset classes to the algorithm (e.g. Future Options). More... | |||
| Option | AddOption (Symbol underlying, string targetOption, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage) | ||
| Creates and adds a new Option security to the algorithm. This method can be used to add options with non-equity asset classes to the algorithm (e.g. Future Options). More... | |||
| Future | 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) | ||
| Creates and adds a new Future security to the algorithm More... | |||
| Future | AddFutureContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false) | ||
| Creates and adds a new single Future contract to the algorithm More... | |||
| void | AddFutureOption (Symbol symbol, Func< OptionFilterUniverse, OptionFilterUniverse > optionFilter=null) | ||
| Creates and adds a new Future Option contract to the algorithm. More... | |||
| Option | AddFutureOptionContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false) | ||
| Adds a future option contract to the algorithm. More... | |||
| IndexOption | AddIndexOption (string underlying, Resolution? resolution=null, string market=null, bool fillForward=true) | ||
| Creates and adds index options to the algorithm. More... | |||
| IndexOption | AddIndexOption (Symbol symbol, Resolution? resolution=null, bool fillForward=true) | ||
| Creates and adds index options to the algorithm. More... | |||
| IndexOption | AddIndexOption (Symbol symbol, string targetOption, Resolution? resolution=null, bool fillForward=true) | ||
| Creates and adds index options to the algorithm. More... | |||
| IndexOption | AddIndexOption (string underlying, string targetOption, Resolution? resolution=null, string market=null, bool fillForward=true) | ||
| Creates and adds index options to the algorithm. More... | |||
| IndexOption | AddIndexOptionContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true) | ||
| Adds an index option contract to the algorithm. More... | |||
| Option | AddOptionContract (Symbol symbol, Resolution? resolution=null, bool fillForward=true, decimal leverage=Security.NullLeverage, bool extendedMarketHours=false) | ||
| Creates and adds a new single Option contract to the algorithm More... | |||
| Forex | AddForex (string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage) | ||
| Creates and adds a new Forex security to the algorithm More... | |||
| Cfd | AddCfd (string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage) | ||
| Creates and adds a new Cfd security to the algorithm More... | |||
| Index | AddIndex (string ticker, Resolution? resolution=null, string market=null, bool fillForward=true) | ||
| Creates and adds a new Index security to the algorithm More... | |||
| Crypto | AddCrypto (string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage) | ||
| Creates and adds a new Crypto security to the algorithm More... | |||
| CryptoFuture | AddCryptoFuture (string ticker, Resolution? resolution=null, string market=null, bool fillForward=true, decimal leverage=Security.NullLeverage) | ||
| Creates and adds a new CryptoFuture security to the algorithm More... | |||
| bool | RemoveOptionContract (Symbol symbol) | ||
| Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings More... | |||
| bool | RemoveSecurity (Symbol symbol) | ||
| Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings More... | |||
| Security | AddData< T > (string ticker, Resolution? resolution=null) | ||
AddData
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| Security | AddData< T > (Symbol underlying, Resolution? resolution=null) | ||
AddData
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| Security | AddData< T > (string ticker, Resolution? resolution, bool fillForward, decimal leverage=1.0m) | ||
AddData
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| Security | AddData< T > (Symbol underlying, Resolution? resolution, bool fillForward, decimal leverage=1.0m) | ||
AddData
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| Security | AddData< T > (string ticker, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m) | ||
AddData
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| Security | AddData< T > (Symbol underlying, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m) | ||
AddData
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| Security | AddData< T > (string ticker, SymbolProperties properties, SecurityExchangeHours exchangeHours, Resolution? resolution=null, bool fillForward=false, decimal leverage=1.0m) | ||
AddData
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| void | Debug (string message) | ||
| Send a debug message to the web console: More... | |||
| void | Debug (int message) | ||
| Send a debug message to the web console: More... | |||
| void | Debug (double message) | ||
| Send a debug message to the web console: More... | |||
| void | Debug (decimal message) | ||
| Send a debug message to the web console: More... | |||
| void | Log (string message) | ||
| Added another method for logging if user guessed. More... | |||
| void | Log (int message) | ||
| Added another method for logging if user guessed. More... | |||
| void | Log (double message) | ||
| Added another method for logging if user guessed. More... | |||
| void | Log (decimal message) | ||
| Added another method for logging if user guessed. More... | |||
| void | Error (string message) | ||
| Send a string error message to the Console. More... | |||
| void | Error (int message) | ||
| Send a int error message to the Console. More... | |||
| void | Error (double message) | ||
| Send a double error message to the Console. More... | |||
| void | Error (decimal message) | ||
| Send a decimal error message to the Console. More... | |||
| void | Error (Exception error) | ||
| Send a string error message to the Console. More... | |||
| void | Quit (string message="") | ||
| Terminate the algorithm after processing the current event handler. More... | |||
| void | SetQuit (bool quit) | ||
| Set the Quit flag property of the algorithm. More... | |||
| Symbol | Symbol (string ticker) | ||
| Converts the string 'ticker' symbol into a full Symbol object This requires that the string 'ticker' has been added to the algorithm More... | |||
| string | Ticker (Symbol symbol) | ||
| For the given symbol will resolve the ticker it used at the current algorithm date More... | |||
| void | SetHistoryProvider (IHistoryProvider historyProvider) | ||
| Set the historical data provider More... | |||
| void | SetRunTimeError (Exception exception) | ||
| Set the runtime error More... | |||
| void | SetStatus (AlgorithmStatus status) | ||
| Set the state of a live deployment More... | |||
| string | Download (string address) | ||
| Downloads the requested resource as a string. The resource to download is specified as a string containing the URI. More... | |||
| string | Download (string address, IEnumerable< KeyValuePair< string, string >> headers) | ||
| Downloads the requested resource as a string. The resource to download is specified as a string containing the URI. More... | |||
| string | Download (string address, IEnumerable< KeyValuePair< string, string >> headers, string userName, string password) | ||
| Downloads the requested resource as a string. The resource to download is specified as a string containing the URI. More... | |||
| ScheduledEvent | Train (Action trainingCode) | ||
| Schedules the provided training code to execute immediately More... | |||
| ScheduledEvent | Train (IDateRule dateRule, ITimeRule timeRule, Action trainingCode) | ||
| Schedules the training code to run using the specified date and time rules More... | |||
| void | SetCurrentSlice (Slice slice) | ||
| Sets the current slice More... | |||
| void | SetApi (IApi api) | ||
| Provide the API for the algorithm. More... | |||
| void | SetObjectStore (IObjectStore objectStore) | ||
| Sets the object store More... | |||
| bool | Shortable (Symbol symbol) | ||
| Determines if the Symbol is shortable at the brokerage More... | |||
| bool | Shortable (Symbol symbol, decimal shortQuantity, int? updateOrderId=null) | ||
| Determines if the Symbol is shortable at the brokerage More... | |||
| long | ShortableQuantity (Symbol symbol) | ||
| Gets the quantity shortable for the given asset More... | |||
| Symbol | ISIN (string isin, DateTime? tradingDate=null) | ||
| Converts an ISIN identifier into a Symbol More... | |||
| string | ISIN (Symbol symbol) | ||
| Converts a Symbol into an ISIN identifier More... | |||
| Symbol | CompositeFIGI (string compositeFigi, DateTime? tradingDate=null) | ||
| Converts a composite FIGI identifier into a Symbol More... | |||
| string | CompositeFIGI (Symbol symbol) | ||
| Converts a Symbol into a composite FIGI identifier More... | |||
| Symbol | CUSIP (string cusip, DateTime? tradingDate=null) | ||
| Converts a CUSIP identifier into a Symbol More... | |||
| string | CUSIP (Symbol symbol) | ||
| Converts a Symbol into a CUSIP identifier More... | |||
| Symbol | SEDOL (string sedol, DateTime? tradingDate=null) | ||
| Converts a SEDOL identifier into a Symbol More... | |||
| string | SEDOL (Symbol symbol) | ||
| Converts a Symbol into a SEDOL identifier More... | |||
| Symbol[] | CIK (int cik, DateTime? tradingDate=null) | ||
| Converts a CIK identifier into Symbol array More... | |||
| int? | CIK (Symbol symbol) | ||
| Converts a Symbol into a CIK identifier More... | |||
| Fundamental | Fundamentals (Symbol symbol) | ||
| Get the fundamental data for the requested symbol at the current time More... | |||
| List< Fundamental > | Fundamentals (List< Symbol > symbols) | ||
| Get the fundamental data for the requested symbols at the current time More... | |||
| OptionChain | OptionChain (Symbol symbol, bool flatten=false) | ||
| Get the option chain for the specified symbol at the current time (Time) More... | |||
| OptionChains | OptionChains (IEnumerable< Symbol > symbols, bool flatten=false) | ||
| Get the option chains for the specified symbols at the current time (Time) More... | |||
| string | Link (object command) | ||
| Get an authenticated link to execute the given command instance More... | |||
| void | AddCommand< T > () | ||
| Register a command type to be used More... | |||
| CommandResultPacket | RunCommand (CallbackCommand command) | ||
| Run a callback command instance More... | |||
| virtual ? bool | OnCommand (dynamic data) | ||
| Generic untyped command call handler More... | |||
| void | SetStatisticsService (IStatisticsService statisticsService) | ||
| Sets the statistics service instance to be used by the algorithm More... | |||
| void | FrameworkPostInitialize () | ||
| Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method More... | |||
| void | OnFrameworkData (Slice slice) | ||
| Used to send data updates to algorithm framework models More... | |||
| void | OnFrameworkSecuritiesChanged (SecurityChanges changes) | ||
| Used to send security changes to algorithm framework models More... | |||
| void | SetUniverseSelection (IUniverseSelectionModel universeSelection) | ||
| Sets the universe selection model More... | |||
| void | AddUniverseSelection (IUniverseSelectionModel universeSelection) | ||
| Adds a new universe selection model More... | |||
| void | SetAlpha (IAlphaModel alpha) | ||
| Sets the alpha model More... | |||
| void | AddAlpha (IAlphaModel alpha) | ||
| Adds a new alpha model More... | |||
| void | SetPortfolioConstruction (IPortfolioConstructionModel portfolioConstruction) | ||
| Sets the portfolio construction model More... | |||
| void | SetExecution (IExecutionModel execution) | ||
| Sets the execution model More... | |||
| void | SetRiskManagement (IRiskManagementModel riskManagement) | ||
| Sets the risk management model More... | |||
| void | AddRiskManagement (IRiskManagementModel riskManagement) | ||
| Adds a new risk management model More... | |||
| void | EmitInsights (params Insight[] insights) | ||
| Manually emit insights from an algorithm. This is typically invoked before calls to submit orders in algorithms written against QCAlgorithm that have been ported into the algorithm framework. More... | |||
| void | EmitInsights (Insight insight) | ||
| Manually emit insights from an algorithm. This is typically invoked before calls to submit orders in algorithms written against QCAlgorithm that have been ported into the algorithm framework. More... | |||
| void | SetAlpha (PyObject alpha) | ||
| Sets the alpha model More... | |||
| void | AddAlpha (PyObject alpha) | ||
| Adds a new alpha model More... | |||
| void | SetExecution (PyObject execution) | ||
| Sets the execution model More... | |||
| void | SetPortfolioConstruction (PyObject portfolioConstruction) | ||
| Sets the portfolio construction model More... | |||
| void | SetUniverseSelection (PyObject universeSelection) | ||
| Sets the universe selection model More... | |||
| void | AddUniverseSelection (PyObject universeSelection) | ||
| Adds a new universe selection model More... | |||
| void | SetRiskManagement (PyObject riskManagement) | ||
| Sets the risk management model More... | |||
| void | AddRiskManagement (PyObject riskManagement) | ||
| Adds a new risk management model More... | |||
| void | SetWarmup (TimeSpan timeSpan) | ||
| Sets the warm up period to the specified value More... | |||
| void | SetWarmUp (TimeSpan timeSpan) | ||
| Sets the warm up period to the specified value More... | |||
| void | SetWarmup (TimeSpan timeSpan, Resolution? resolution) | ||
| Sets the warm up period to the specified value More... | |||
| void | SetWarmUp (TimeSpan timeSpan, Resolution? resolution) | ||
| Sets the warm up period to the specified value More... | |||
| void | SetWarmup (int barCount) | ||
| Sets the warm up period by resolving a start date that would send that amount of data into the algorithm. The highest (smallest) resolution in the securities collection will be used. For example, if an algorithm has minute and daily data and 200 bars are requested, that would use 200 minute bars. More... | |||
| void | SetWarmUp (int barCount) | ||
| Sets the warm up period by resolving a start date that would send that amount of data into the algorithm. The highest (smallest) resolution in the securities collection will be used. For example, if an algorithm has minute and daily data and 200 bars are requested, that would use 200 minute bars. More... | |||
| void | SetWarmup (int barCount, Resolution? resolution) | ||
| Sets the warm up period by resolving a start date that would send that amount of data into the algorithm. More... | |||
| void | SetWarmUp (int barCount, Resolution? resolution) | ||
| Sets the warm up period by resolving a start date that would send that amount of data into the algorithm. More... | |||
| void | SetFinishedWarmingUp () | ||
| Sets IAlgorithm.IsWarmingUp to false to indicate this algorithm has finished its warm up More... | |||
| IEnumerable< Slice > | History (TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< Slice > | History (int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< BaseDataCollection > | History (Universe universe, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< BaseDataCollection > | History (Universe universe, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for all symbols of the requested type over the requested span. The symbol's configured values for resolution and fill forward behavior will be used The symbols must exist in the Securities collection. More... | |||
| IEnumerable< BaseDataCollection > | 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) | ||
| Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< DataDictionary< T > > | History< T > (TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for all symbols of the requested type over the requested span. The symbol's configured values for resolution and fill forward behavior will be used The symbols must exist in the Securities collection. More... | |||
| IEnumerable< DataDictionary< T > > | 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) | ||
| Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< DataDictionary< T > > | 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) | ||
| Gets the historical data for the specified symbols. The exact number of bars will be returned for each symbol. This may result in some data start earlier/later than others due to when various exchanges are open. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< DataDictionary< T > > | 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) | ||
| Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< T > | History< T > (Symbol symbol, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection. More... | |||
| IEnumerable< TradeBar > | History (Symbol symbol, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IEnumerable< T > | History< T > (Symbol symbol, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IEnumerable< T > | 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) | ||
| Gets the historical data for the specified symbol between the specified dates. The symbol must exist in the Securities collection. More... | |||
| IEnumerable< TradeBar > | History (Symbol symbol, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection. More... | |||
| IEnumerable< TradeBar > | 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) | ||
| Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection. More... | |||
| IEnumerable< Slice > | History (IEnumerable< Symbol > symbols, TimeSpan span, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for the specified symbols over the requested span. The symbol's configured values for resolution and fill forward behavior will be used The symbols must exist in the Securities collection. More... | |||
| IEnumerable< Slice > | History (IEnumerable< Symbol > symbols, int periods, Resolution? resolution=null, bool? fillForward=null, bool? extendedMarketHours=null, DataMappingMode? dataMappingMode=null, DataNormalizationMode? dataNormalizationMode=null, int? contractDepthOffset=null) | ||
| Gets the historical data for the specified symbols. The exact number of bars will be returned for each symbol. This may result in some data start earlier/later than others due to when various exchanges are open. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< Slice > | 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) | ||
| Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection. More... | |||
| IEnumerable< Slice > | History (HistoryRequest request) | ||
| Executes the specified history request More... | |||
| IEnumerable< Slice > | History (IEnumerable< HistoryRequest > requests) | ||
| Executes the specified history requests More... | |||
| IEnumerable< BaseData > | GetLastKnownPrices (Security security) | ||
| Yields data to warmup a security for all it's subscribed data types More... | |||
| IEnumerable< BaseData > | GetLastKnownPrices (Symbol symbol) | ||
| Yields data to warmup a security for all it's subscribed data types More... | |||
| BaseData | GetLastKnownPrice (Security security) | ||
| Get the last known price using the history provider. Useful for seeding securities with the correct price More... | |||
| AccelerationBands | ABANDS (Symbol symbol, int period, decimal width=4, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Acceleration Bands indicator. More... | |||
| AccumulationDistribution | AD (Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new AccumulationDistribution indicator. More... | |||
| AccumulationDistributionOscillator | ADOSC (Symbol symbol, int fastPeriod, int slowPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new AccumulationDistributionOscillator indicator. More... | |||
| Alpha | A (Symbol target, Symbol reference, int alphaPeriod=1, int betaPeriod=252, Resolution? resolution=null, decimal? riskFreeRate=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a Alpha indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution. More... | |||
| AverageRange | AR (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Average Range (AR) indicator. More... | |||
| AutoRegressiveIntegratedMovingAverage | ARIMA (Symbol symbol, int arOrder, int diffOrder, int maOrder, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new ARIMA indicator. More... | |||
| AverageDirectionalIndex | ADX (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution. More... | |||
| AwesomeOscillator | AO (Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType type, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Awesome Oscillator from the specified periods. More... | |||
| AverageDirectionalMovementIndexRating | ADXR (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new AverageDirectionalMovementIndexRating indicator. More... | |||
| ArnaudLegouxMovingAverage | ALMA (Symbol symbol, int period, int sigma=6, decimal offset=0.85m, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new ArnaudLegouxMovingAverage indicator. More... | |||
| AbsolutePriceOscillator | APO (Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new AbsolutePriceOscillator indicator. More... | |||
| AroonOscillator | AROON (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta) More... | |||
| AroonOscillator | AROON (Symbol symbol, int upPeriod, int downPeriod, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta) More... | |||
| AverageTrueRange | ATR (Symbol symbol, int period, MovingAverageType type=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| AugenPriceSpike | APS (Symbol symbol, int period=3, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| BollingerBands | BB (Symbol symbol, int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation More... | |||
| Beta | B (Symbol target, Symbol reference, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a Beta indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution. More... | |||
| BalanceOfPower | BOP (Symbol symbol, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution. More... | |||
| CoppockCurve | CC (Symbol symbol, int shortRocPeriod=11, int longRocPeriod=14, int lwmaPeriod=10, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Initializes a new instance of the CoppockCurve indicator More... | |||
| Correlation | C (Symbol target, Symbol reference, int period, CorrelationType correlationType=CorrelationType.Pearson, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a Correlation indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution. More... | |||
| CommodityChannelIndex | CCI (Symbol symbol, int period, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution. More... | |||
| ChoppinessIndex | CHOP (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new ChoppinessIndex indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| ChandeKrollStop | CKS (Symbol symbol, int atrPeriod, decimal atrMult, int period, MovingAverageType movingAverageType=MovingAverageType.Wilders, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Chande Kroll Stop indicator which will compute the short and lower stop. The indicator will be automatically updated on the given resolution. More... | |||
| ChaikinMoneyFlow | CMF (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new ChaikinMoneyFlow indicator. More... | |||
| ChandeMomentumOscillator | CMO (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new ChandeMomentumOscillator indicator. More... | |||
| DeMarkerIndicator | DEM (Symbol symbol, int period, MovingAverageType type, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| DonchianChannel | DCH (Symbol symbol, int upperPeriod, int lowerPeriod, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution. More... | |||
| DonchianChannel | DCH (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Overload shorthand to create a new symmetric Donchian Channel indicator which has the upper and lower channels set to the same period length. More... | |||
| Delta | D (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Delta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| Delta | Δ (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Delta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| DoubleExponentialMovingAverage | DEMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new DoubleExponentialMovingAverage indicator. More... | |||
| DerivativeOscillator | DO (Symbol symbol, int rsiPeriod, int smoothingRsiPeriod, int doubleSmoothingRsiPeriod, int signalLinePeriod, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new DerivativeOscillator indicator. More... | |||
| DetrendedPriceOscillator | DPO (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new DetrendedPriceOscillator indicator. More... | |||
| ExponentialMovingAverage | EMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| ExponentialMovingAverage | EMA (Symbol symbol, int period, decimal smoothingFactor, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| EaseOfMovementValue | EMV (Symbol symbol, int period=1, int scale=10000, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| FilteredIdentity | FilteredIdentity (Symbol symbol, Func< IBaseData, IBaseDataBar > selector=null, Func< IBaseData, bool > filter=null, string fieldName=null) | ||
| Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| FilteredIdentity | FilteredIdentity (Symbol symbol, Resolution resolution, Func< IBaseData, IBaseDataBar > selector=null, Func< IBaseData, bool > filter=null, string fieldName=null) | ||
| Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| FilteredIdentity | FilteredIdentity (Symbol symbol, TimeSpan resolution, Func< IBaseData, IBaseDataBar > selector=null, Func< IBaseData, bool > filter=null, string fieldName=null) | ||
| Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| ForceIndex | FI (Symbol symbol, int period, MovingAverageType type=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new ForceIndex indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| FisherTransform | FISH (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates an FisherTransform indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| FractalAdaptiveMovingAverage | FRAMA (Symbol symbol, int period, int longPeriod=198, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| Gamma | G (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Gamma indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| Gamma | Γ (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Gamma indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| HeikinAshi | HeikinAshi (Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Heikin-Ashi indicator. More... | |||
| HurstExponent | HE (Symbol symbol, int period, int maxLag=20, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Hurst Exponent indicator for the specified symbol. The Hurst Exponent measures the long-term memory or self-similarity in a time series. The default maxLag value of 20 is chosen for reliable and accurate results, but using a higher lag may reduce precision. More... | |||
| HilbertTransform | HT (Symbol symbol, int length, decimal inPhaseMultiplicationFactor, decimal quadratureMultiplicationFactor, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Hilbert Transform indicator More... | |||
| HullMovingAverage | HMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth. More... | |||
| InternalBarStrength | IBS (Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new InternalBarStrength indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| IchimokuKinkoHyo | ICHIMOKU (Symbol symbol, int tenkanPeriod, int kijunPeriod, int senkouAPeriod, int senkouBPeriod, int senkouADelayPeriod, int senkouBDelayPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| Identity | Identity (Symbol symbol, Func< IBaseData, decimal > selector=null, string fieldName=null) | ||
| Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| Identity | Identity (Symbol symbol, Resolution resolution, Func< IBaseData, decimal > selector=null, string fieldName=null) | ||
| Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| Identity | Identity (Symbol symbol, TimeSpan resolution, Func< IBaseData, decimal > selector=null, string fieldName=null) | ||
| Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| ImpliedVolatility | IV (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, Resolution? resolution=null) | ||
| Creates a new ImpliedVolatility indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| KaufmanAdaptiveMovingAverage | KAMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new KaufmanAdaptiveMovingAverage indicator. More... | |||
| KaufmanAdaptiveMovingAverage | KAMA (Symbol symbol, int period, int fastEmaPeriod, int slowEmaPeriod, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new KaufmanAdaptiveMovingAverage indicator. More... | |||
| KaufmanEfficiencyRatio | KER (Symbol symbol, int period=2, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| KeltnerChannels | KCH (Symbol symbol, int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Keltner Channels indicator. The indicator will be automatically updated on the given resolution. More... | |||
| LogReturn | LOGR (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new LogReturn indicator. More... | |||
| LeastSquaresMovingAverage | LSMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates and registers a new Least Squares Moving Average instance. More... | |||
| LinearWeightedMovingAverage | LWMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute the weights across the periods. More... | |||
| MovingAverageConvergenceDivergence | MACD (Symbol symbol, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| MeanAbsoluteDeviation | MAD (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new MeanAbsoluteDeviation indicator. More... | |||
| MesaAdaptiveMovingAverage | MAMA (Symbol symbol, decimal fastLimit=0.5m, decimal slowLimit=0.05m, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Mesa Adaptive Moving Average (MAMA) indicator. The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average. More... | |||
| VolumeProfile | VP (Symbol symbol, int period=2, decimal valueAreaVolumePercentage=0.70m, decimal priceRangeRoundOff=0.05m, Resolution resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null) | ||
| Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution. More... | |||
| TimeProfile | TP (Symbol symbol, int period=2, decimal valueAreaVolumePercentage=0.70m, decimal priceRangeRoundOff=0.05m, Resolution resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null) | ||
| Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically updated on the given resolution. More... | |||
| TimeSeriesForecast | TSF (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Time Series Forecast indicator More... | |||
| Maximum | MAX (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Maximum indicator to compute the maximum value More... | |||
| MoneyFlowIndex | MFI (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new MoneyFlowIndex indicator. The indicator will be automatically updated on the given resolution. More... | |||
| MassIndex | MASS (Symbol symbol, int emaPeriod=9, int sumPeriod=25, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Mass Index indicator. The indicator will be automatically updated on the given resolution. More... | |||
| MidPoint | MIDPOINT (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new MidPoint indicator. More... | |||
| MidPrice | MIDPRICE (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new MidPrice indicator. More... | |||
| Minimum | MIN (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Minimum indicator to compute the minimum value More... | |||
| Momentum | MOM (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Momentum indicator. This will compute the absolute n-period change in the security. The indicator will be automatically updated on the given resolution. More... | |||
| MomersionIndicator | MOMERSION (Symbol symbol, int? minPeriod, int fullPeriod, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Momersion indicator. More... | |||
| MomentumPercent | MOMP (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security. The indicator will be automatically updated on the given resolution. More... | |||
| NormalizedAverageTrueRange | NATR (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new NormalizedAverageTrueRange indicator. More... | |||
| OnBalanceVolume | OBV (Symbol symbol, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new On Balance Volume indicator. This will compute the cumulative total volume based on whether the close price being higher or lower than the previous period. The indicator will be automatically updated on the given resolution. More... | |||
| PivotPointsHighLow | PPHL (Symbol symbol, int lengthHigh, int lengthLow, int lastStoredValues=100, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new PivotPointsHighLow indicator More... | |||
| PercentagePriceOscillator | PPO (Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new PercentagePriceOscillator indicator. More... | |||
| ParabolicStopAndReverse | PSAR (Symbol symbol, decimal afStart=0.02m, decimal afIncrement=0.02m, decimal afMax=0.2m, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Parabolic SAR indicator More... | |||
| RegressionChannel | RC (Symbol symbol, int period, decimal k, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope More... | |||
| RelativeMovingAverage | RMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| RateOfChange | ROC (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security. The indicator will be automatically updated on the given resolution. More... | |||
| RateOfChangePercent | ROCP (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security. The indicator will be automatically updated on the given resolution. More... | |||
| RateOfChangeRatio | ROCR (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new RateOfChangeRatio indicator. More... | |||
| RelativeStrengthIndex | RSI (Symbol symbol, int period, MovingAverageType movingAverageType=MovingAverageType.Wilders, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based on the ratio of average gains to average losses over the specified period. More... | |||
| RelativeVigorIndex | RVI (Symbol symbol, int period, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new RelativeVigorIndex indicator. More... | |||
| RelativeDailyVolume | RDV (Symbol symbol, int period=2, Resolution resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null) | ||
| Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| Rho | R (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Rho indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| Rho | ρ (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Rho indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| StochasticRelativeStrengthIndex | SRSI (Symbol symbol, int rsiPeriod, int stochPeriod, int kSmoothingPeriod, int dSmoothingPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Stochastic RSI indicator which will compute the K and D More... | |||
| SuperTrend | STR (Symbol symbol, int period, decimal multiplier, MovingAverageType movingAverageType=MovingAverageType.Wilders, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new SuperTrend indicator. More... | |||
| SharpeRatio | SR (Symbol symbol, int sharpePeriod, decimal? riskFreeRate=null, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new SharpeRatio indicator. More... | |||
| SortinoRatio | SORTINO (Symbol symbol, int sortinoPeriod, double minimumAcceptableReturn=0.0, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Sortino indicator. More... | |||
| SqueezeMomentum | SM (Symbol symbol, int bollingerPeriod=20, decimal bollingerMultiplier=2m, int keltnerPeriod=20, decimal keltnerMultiplier=1.5m, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a Squeeze Momentum indicator to identify market squeezes and potential breakouts. Compares Bollinger Bands and Keltner Channels to signal low or high volatility periods. More... | |||
| SimpleMovingAverage | SMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| SchaffTrendCycle | STC (Symbol symbol, int cyclePeriod, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Schaff Trend Cycle indicator More... | |||
| SmoothedOnBalanceVolume | SOBV (Symbol symbol, int period, MovingAverageType type=MovingAverageType.Simple, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new SmoothedOnBalanceVolume indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| StandardDeviation | STD (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period. More... | |||
| TargetDownsideDeviation | TDD (Symbol symbol, int period, double minimumAcceptableReturn=0, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0. More... | |||
| Stochastic | STO (Symbol symbol, int period, int kPeriod, int dPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Stochastic indicator. More... | |||
| Stochastic | STO (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Overload short hand to create a new Stochastic indicator; defaulting to the 3 period for dStoch More... | |||
| PremierStochasticOscillator | PSO (Symbol symbol, int period, int emaPeriod, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new instance of the Premier Stochastic Oscillator for the specified symbol. More... | |||
| Sum | SUM (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Sum indicator. More... | |||
| SwissArmyKnife | SWISS (Symbol symbol, int period, double delta, SwissArmyKnifeTool tool, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| Theta | T (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Theta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| Theta | Θ (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType optionModel=OptionPricingModelType.BlackScholes, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Theta indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| T3MovingAverage | T3 (Symbol symbol, int period, decimal volumeFactor=0.7m, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new T3MovingAverage indicator. More... | |||
| TripleExponentialMovingAverage | TEMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new TripleExponentialMovingAverage indicator. More... | |||
| TrueStrengthIndex | TSI (Symbol symbol, int longTermPeriod=25, int shortTermPeriod=13, int signalPeriod=7, MovingAverageType signalType=MovingAverageType.Exponential, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| TrueRange | TR (Symbol symbol, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new TrueRange indicator. More... | |||
| TriangularMovingAverage | TRIMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new TriangularMovingAverage indicator. More... | |||
| Trix | TRIX (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Trix indicator. More... | |||
| UltimateOscillator | ULTOSC (Symbol symbol, int period1, int period2, int period3, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new UltimateOscillator indicator. More... | |||
| Vega | V (Symbol symbol, Symbol mirrorOption=null, decimal? riskFreeRate=null, decimal? dividendYield=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null, Resolution? resolution=null) | ||
| Creates a new Vega indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| VariableIndexDynamicAverage | VIDYA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Chande's Variable Index Dynamic Average indicator. More... | |||
| Variance | VAR (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Variance indicator. This will return the population variance of samples over the specified period. More... | |||
| Variance | V (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new Variance indicator. This will return the population variance of samples over the specified period. More... | |||
| ValueAtRisk | VAR (Symbol symbol, int period, double confidenceLevel, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new ValueAtRisk indicator. More... | |||
| VolumeWeightedAveragePriceIndicator | VWAP (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| IntradayVwap | VWAP (Symbol symbol) | ||
| Creates the canonical VWAP indicator that resets each day. The indicator will be automatically updated on the security's configured resolution. More... | |||
| VolumeWeightedMovingAverage | VWMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new VolumeWeightedMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| Vortex | VTX (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Vortex indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| WilliamsPercentR | WILR (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new Williams R indicator. This will compute the percentage change of the current closing price in relation to the high and low of the past N periods. The indicator will be automatically updated on the given resolution. More... | |||
| WilderMovingAverage | WWMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a WilderMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| WilderSwingIndex | SI (Symbol symbol, decimal limitMove, Resolution? resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a Wilder Swing Index (SI) indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| WilderAccumulativeSwingIndex | ASI (Symbol symbol, decimal limitMove, Resolution? resolution=Resolution.Daily, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| ArmsIndex | TRIN (IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Arms Index indicator More... | |||
| ArmsIndex | TRIN (Symbol[] symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Arms Index indicator More... | |||
| AdvanceDeclineRatio | ADR (IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Advance/Decline Ratio indicator More... | |||
| AdvanceDeclineVolumeRatio | ADVR (IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Advance/Decline Volume Ratio indicator More... | |||
| AdvanceDeclineDifference | ADDIFF (IEnumerable< Symbol > symbols, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new Advance/Decline Difference indicator More... | |||
| McGinleyDynamic | MGD (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a new McGinley Dynamic indicator More... | |||
| McClellanOscillator | MOSC (IEnumerable< Symbol > symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new McClellan Oscillator indicator More... | |||
| McClellanOscillator | MOSC (Symbol[] symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new McClellan Oscillator indicator More... | |||
| McClellanSummationIndex | MSI (IEnumerable< Symbol > symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new McClellan Summation Index indicator More... | |||
| McClellanSummationIndex | MSI (Symbol[] symbols, int fastPeriod=19, int slowPeriod=39, Resolution? resolution=null, Func< IBaseData, TradeBar > selector=null) | ||
| Creates a new McClellan Summation Index indicator More... | |||
| RogersSatchellVolatility | RSV (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, IBaseDataBar > selector=null) | ||
| Creates a new RogersSatchellVolatility indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| ZeroLagExponentialMovingAverage | ZLEMA (Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates a ZeroLagExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution. More... | |||
| string | CreateIndicatorName (Symbol symbol, FormattableString type, Resolution? resolution) | ||
| Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...) More... | |||
| string | CreateIndicatorName (Symbol symbol, string type, Resolution? resolution) | ||
| Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...) More... | |||
| void | RegisterIndicator (Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator (Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, TimeSpan? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator (Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, IDataConsolidator consolidator, Func< IBaseData, decimal > selector=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator< T > (Symbol symbol, IndicatorBase< T > indicator, Resolution? resolution=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator< T > (Symbol symbol, IndicatorBase< T > indicator, Resolution? resolution, Func< IBaseData, T > selector) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator< T > (Symbol symbol, IndicatorBase< T > indicator, TimeSpan? resolution, Func< IBaseData, T > selector=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator< T > (Symbol symbol, IndicatorBase< T > indicator, IDataConsolidator consolidator, Func< IBaseData, T > selector=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | UnregisterIndicator (IndicatorBase indicator) | ||
| Will unregister an indicator and it's associated consolidator instance so they stop receiving data updates More... | |||
| void | DeregisterIndicator (IndicatorBase indicator) | ||
| Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates More... | |||
| void | WarmUpIndicator (Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| void | WarmUpIndicator (IEnumerable< Symbol > symbols, IndicatorBase< IndicatorDataPoint > indicator, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| void | WarmUpIndicator (Symbol symbol, IndicatorBase< IndicatorDataPoint > indicator, TimeSpan period, Func< IBaseData, decimal > selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| void | WarmUpIndicator< T > (Symbol symbol, IndicatorBase< T > indicator, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| void | WarmUpIndicator< T > (IEnumerable< Symbol > symbols, IndicatorBase< T > indicator, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| void | WarmUpIndicator< T > (Symbol symbol, IndicatorBase< T > indicator, TimeSpan period, Func< IBaseData, T > selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| IDataConsolidator | ResolveConsolidator (Symbol symbol, Resolution? resolution, Type dataType=null) | ||
| Gets the default consolidator for the specified symbol and resolution More... | |||
| IDataConsolidator | ResolveConsolidator (Symbol symbol, TimeSpan? timeSpan, Type dataType=null) | ||
| Gets the default consolidator for the specified symbol and resolution More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Resolution period, Action< TradeBar > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, TimeSpan period, Action< TradeBar > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Resolution period, Action< QuoteBar > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, TimeSpan period, Action< QuoteBar > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate< T > (Symbol symbol, TimeSpan period, Action< T > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol and tick type. The handler and tick type must match. More... | |||
| IDataConsolidator | Consolidate< T > (Symbol symbol, Resolution period, TickType? tickType, Action< T > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol and tick type. The handler and tick type must match. More... | |||
| IDataConsolidator | Consolidate< T > (Symbol symbol, TimeSpan period, TickType? tickType, Action< T > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol and tick type. The handler and tick type must match. More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Func< DateTime, CalendarInfo > calendar, Action< QuoteBar > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Func< DateTime, CalendarInfo > calendar, Action< TradeBar > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate< T > (Symbol symbol, Func< DateTime, CalendarInfo > calendar, Action< T > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol and tick type. The handler and tick type must match. More... | |||
| IDataConsolidator | Consolidate< T > (Symbol symbol, Func< DateTime, CalendarInfo > calendar, TickType? tickType, Action< T > handler) | ||
| Registers the handler to receive consolidated data for the specified symbol and tick type. The handler and tick type must match. More... | |||
| IndicatorHistory | IndicatorHistory (IndicatorBase< IndicatorDataPoint > indicator, Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Symbol > symbols, int period, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Gets the historical data of an indicator for the specified symbols. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory< T > (IndicatorBase< T > indicator, Symbol symbol, int period, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory< T > (IndicatorBase< T > indicator, IEnumerable< Symbol > symbols, int period, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Gets the historical data of a bar indicator for the specified symbols. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (IndicatorBase< IndicatorDataPoint > indicator, Symbol symbol, TimeSpan span, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Symbol > symbols, TimeSpan span, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory< T > (IndicatorBase< T > indicator, IEnumerable< Symbol > symbols, TimeSpan span, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory< T > (IndicatorBase< T > indicator, Symbol symbol, TimeSpan span, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Symbol > symbols, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Gets the historical data of an indicator for the specified symbols. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (IndicatorBase< IndicatorDataPoint > indicator, Symbol symbol, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, decimal > selector=null) | ||
| Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory< T > (IndicatorBase< T > indicator, Symbol symbol, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory< T > (IndicatorBase< T > indicator, IEnumerable< Symbol > symbols, DateTime start, DateTime end, Resolution? resolution=null, Func< IBaseData, T > selector=null) | ||
| Gets the historical data of a bar indicator for the specified symbols. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (IndicatorBase< IndicatorDataPoint > indicator, IEnumerable< Slice > history, Func< IBaseData, decimal > selector=null) | ||
| Gets the historical data of an indicator and convert it into pandas.DataFrame More... | |||
| IndicatorHistory | IndicatorHistory< T > (IndicatorBase< T > indicator, IEnumerable< Slice > history, Func< IBaseData, T > selector=null) | ||
| Gets the historical data of an bar indicator and convert it into pandas.DataFrame More... | |||
| void | AddChart (Chart chart) | ||
| Add a Chart object to algorithm collection More... | |||
| void | Plot (string series, decimal value) | ||
| Plot a chart using string series name, with value. More... | |||
| void | Record (string series, int value) | ||
| Plot a chart using string series name, with int value. Alias of Plot(); More... | |||
| void | Record (string series, double value) | ||
| Plot a chart using string series name, with double value. Alias of Plot(); More... | |||
| void | Record (string series, decimal value) | ||
| Plot a chart using string series name, with decimal value. Alias of Plot(); More... | |||
| void | Plot (string series, double value) | ||
| Plot a chart using string series name, with double value. More... | |||
| void | Plot (string series, int value) | ||
| Plot a chart using string series name, with int value. More... | |||
| void | Plot (string series, float value) | ||
| Plot a chart using string series name, with float value. More... | |||
| void | Plot (string chart, string series, double value) | ||
| Plot a chart to string chart name, using string series name, with double value. More... | |||
| void | Plot (string chart, string series, int value) | ||
| Plot a chart to string chart name, using string series name, with int value More... | |||
| void | Plot (string chart, string series, float value) | ||
| Plot a chart to string chart name, using string series name, with float value More... | |||
| void | Plot (string chart, string series, decimal value) | ||
| Plot a value to a chart of string-chart name, with string series name, and decimal value. If chart does not exist, create it. More... | |||
| void | Plot (string series, double open, double high, double low, double close) | ||
| Plot a candlestick to the default/primary chart series by the given series name. More... | |||
| void | Plot (string series, float open, float high, float low, float close) | ||
| Plot a candlestick to the default/primary chart series by the given series name. More... | |||
| void | Plot (string series, int open, int high, int low, int close) | ||
| Plot a candlestick to the default/primary chart series by the given series name. More... | |||
| void | Plot (string series, decimal open, decimal high, decimal low, decimal close) | ||
| Plot a candlestick to the default/primary chart series by the given series name. More... | |||
| void | Plot (string chart, string series, double open, double high, double low, double close) | ||
| Plot a candlestick to the given series of the given chart. More... | |||
| void | Plot (string chart, string series, float open, float high, float low, float close) | ||
| Plot a candlestick to the given series of the given chart. More... | |||
| void | Plot (string chart, string series, int open, int high, int low, int close) | ||
| Plot a candlestick to the given series of the given chart. More... | |||
| void | Plot (string chart, string series, decimal open, decimal high, decimal low, decimal close) | ||
| Plot a candlestick to a chart of string-chart name, with string series name, and decimal value. If chart does not exist, create it. More... | |||
| void | Plot (string series, TradeBar bar) | ||
| Plot a candlestick to the given series of the given chart. More... | |||
| void | Plot (string chart, string series, TradeBar bar) | ||
| Plot a candlestick to the given series of the given chart. More... | |||
| void | AddSeries (string chart, string series, SeriesType seriesType, string unit="$") | ||
| Add a series object for charting. This is useful when initializing charts with series other than type = line. If a series exists in the chart with the same name, then it is replaced. More... | |||
| void | Plot (string chart, params IndicatorBase[] indicators) | ||
| Plots the value of each indicator on the chart More... | |||
| void | PlotIndicator (string chart, params IndicatorBase[] indicators) | ||
| Automatically plots each indicator when a new value is available More... | |||
| void | PlotIndicator (string chart, bool waitForReady, params IndicatorBase[] indicators) | ||
| Automatically plots each indicator when a new value is available, optionally waiting for indicator.IsReady to return true More... | |||
| void | SetRuntimeStatistic (string name, string value) | ||
| Set a runtime statistic for the algorithm. Runtime statistics are shown in the top banner of a live algorithm GUI. More... | |||
| void | SetRuntimeStatistic (string name, decimal value) | ||
| Set a runtime statistic for the algorithm. Runtime statistics are shown in the top banner of a live algorithm GUI. More... | |||
| void | SetRuntimeStatistic (string name, int value) | ||
| Set a runtime statistic for the algorithm. Runtime statistics are shown in the top banner of a live algorithm GUI. More... | |||
| void | SetRuntimeStatistic (string name, double value) | ||
| Set a runtime statistic for the algorithm. Runtime statistics are shown in the top banner of a live algorithm GUI. More... | |||
| void | SetSummaryStatistic (string name, string value) | ||
| Set a custom summary statistic for the algorithm. More... | |||
| void | SetSummaryStatistic (string name, int value) | ||
| Set a custom summary statistic for the algorithm. More... | |||
| void | SetSummaryStatistic (string name, double value) | ||
| Set a custom summary statistic for the algorithm. More... | |||
| void | SetSummaryStatistic (string name, decimal value) | ||
| Set a custom summary statistic for the algorithm. More... | |||
| IEnumerable< Chart > | GetChartUpdates (bool clearChartData=false) | ||
| Get the chart updates by fetch the recent points added and return for dynamic Charting. More... | |||
| void | SetPandasConverter () | ||
| Sets pandas converter More... | |||
| Security | AddData (PyObject type, string ticker, Resolution? resolution=null) | ||
| AddData a new user defined data source, requiring only the minimum config options. The data is added with a default time zone of NewYork (Eastern Daylight Savings Time). This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data More... | |||
| Security | AddData (PyObject type, Symbol underlying, Resolution? resolution=null) | ||
AddData a new user defined data source, requiring only the minimum config options. The data is added with a default time zone of NewYork (Eastern Daylight Savings Time). This adds a Symbol to the Underlying property in the custom data Symbol object. Use this method when adding custom data with a ticker from the past, such as "AOL" before it became "TWX", or if you need to filter using custom data and place trades on the Symbol associated with the custom data. More... | |||
| Security | AddData (PyObject type, string ticker, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m) | ||
| AddData a new user defined data source, requiring only the minimum config options. This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data More... | |||
| Security | AddData (PyObject type, Symbol underlying, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m) | ||
AddData a new user defined data source, requiring only the minimum config options. This adds a Symbol to the Underlying property in the custom data Symbol object. Use this method when adding custom data with a ticker from the past, such as "AOL" before it became "TWX", or if you need to filter using custom data and place trades on the Symbol associated with the custom data. More... | |||
| Security | AddData (Type dataType, string ticker, Resolution? resolution, DateTimeZone timeZone, bool fillForward=false, decimal leverage=1.0m) | ||
| AddData a new user defined data source, requiring only the minimum config options. This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data More... | |||
| Security | AddData (Type dataType, Symbol underlying, Resolution? resolution=null, DateTimeZone timeZone=null, bool fillForward=false, decimal leverage=1.0m) | ||
AddData a new user defined data source, requiring only the minimum config options. This adds a Symbol to the Underlying property in the custom data Symbol object. Use this method when adding custom data with a ticker from the past, such as "AOL" before it became "TWX", or if you need to filter using custom data and place trades on the Symbol associated with the custom data. More... | |||
| Security | AddData (PyObject type, string ticker, SymbolProperties properties, SecurityExchangeHours exchangeHours, Resolution? resolution=null, bool fillForward=false, decimal leverage=1.0m) | ||
| AddData a new user defined data source including symbol properties and exchange hours, all other vars are not required and will use defaults. This overload reflects the C# equivalent for custom properties and market hours More... | |||
| void | AddFutureOption (Symbol futureSymbol, PyObject optionFilter) | ||
| Creates and adds a new Future Option contract to the algorithm. More... | |||
| Universe | AddUniverse (PyObject pyObject) | ||
| Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (TimeZones.NewYork) More... | |||
| Universe | AddUniverse (PyObject pyObject, PyObject pyfine) | ||
| Creates a new universe and adds it to the algorithm. This is for coarse and fine fundamental US Equity data and will be executed on day changes in the NewYork time zone (TimeZones.NewYork) More... | |||
| Universe | AddUniverse (string name, Resolution resolution, PyObject pySelector) | ||
| Creates a new universe and adds it to the algorithm. This can be used to return a list of string symbols retrieved from anywhere and will loads those symbols under the US Equity market. More... | |||
| Universe | AddUniverse (string name, PyObject pySelector) | ||
| Creates a new universe and adds it to the algorithm. This can be used to return a list of string symbols retrieved from anywhere and will loads those symbols under the US Equity market. More... | |||
| Universe | AddUniverse (SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, PyObject pySelector) | ||
| Creates a new user defined universe that will fire on the requested resolution during market hours. More... | |||
| Universe | AddUniverse (PyObject T, string name, PyObject selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, Market.USA, and UniverseSettings More... | |||
| Universe | AddUniverse (PyObject T, string name, Resolution resolution, PyObject selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Market.USA and UniverseSettings More... | |||
| Universe | AddUniverse (PyObject T, string name, Resolution resolution, UniverseSettings universeSettings, PyObject selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, and Market.USA More... | |||
| Universe | AddUniverse (PyObject T, string name, UniverseSettings universeSettings, PyObject selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, and Market.USA More... | |||
| Universe | AddUniverse (PyObject T, SecurityType securityType, string name, Resolution resolution, string market, PyObject selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. More... | |||
| Universe | AddUniverse (PyObject T, SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, PyObject selector) | ||
| Creates a new universe and adds it to the algorithm More... | |||
| Universe | AddUniverse (Type dataType, SecurityType? securityType=null, string name=null, Resolution? resolution=null, string market=null, UniverseSettings universeSettings=null, PyObject pySelector=null) | ||
| Creates a new universe and adds it to the algorithm More... | |||
| void | AddUniverseOptions (PyObject universe, PyObject optionFilter) | ||
| Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them More... | |||
| void | RegisterIndicator (Symbol symbol, PyObject indicator, Resolution? resolution=null, PyObject selector=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator (Symbol symbol, PyObject indicator, TimeSpan? resolution=null, PyObject selector=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator (Symbol symbol, PyObject indicator, PyObject pyObject, PyObject selector=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | RegisterIndicator (Symbol symbol, PyObject indicator, IDataConsolidator consolidator, PyObject selector=null) | ||
| Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator. More... | |||
| void | WarmUpIndicator (Symbol symbol, PyObject indicator, Resolution? resolution=null, PyObject selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| void | WarmUpIndicator (Symbol symbol, PyObject indicator, TimeSpan period, PyObject selector=null) | ||
| Warms up a given indicator with historical data More... | |||
| void | Plot (string series, PyObject pyObject) | ||
| Plot a chart using string series name, with value. More... | |||
| void | Plot (string chart, Indicator first, Indicator second=null, Indicator third=null, Indicator fourth=null) | ||
| Plots the value of each indicator on the chart More... | |||
| void | Plot (string chart, BarIndicator first, BarIndicator second=null, BarIndicator third=null, BarIndicator fourth=null) | ||
| Plots the value of each indicator on the chart More... | |||
| void | Plot (string chart, TradeBarIndicator first, TradeBarIndicator second=null, TradeBarIndicator third=null, TradeBarIndicator fourth=null) | ||
| Plots the value of each indicator on the chart More... | |||
| void | PlotIndicator (string chart, PyObject first, PyObject second=null, PyObject third=null, PyObject fourth=null) | ||
| Automatically plots each indicator when a new value is available More... | |||
| void | PlotIndicator (string chart, bool waitForReady, PyObject first, PyObject second=null, PyObject third=null, PyObject fourth=null) | ||
| Automatically plots each indicator when a new value is available More... | |||
| FilteredIdentity | FilteredIdentity (Symbol symbol, PyObject selector=null, PyObject filter=null, string fieldName=null) | ||
| Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| FilteredIdentity | FilteredIdentity (Symbol symbol, Resolution resolution, PyObject selector=null, PyObject filter=null, string fieldName=null) | ||
| Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| FilteredIdentity | FilteredIdentity (Symbol symbol, TimeSpan resolution, PyObject selector=null, PyObject filter=null, string fieldName=null) | ||
| Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols. The exact number of bars will be returned for each symbol. This may result in some data start earlier/later than others due to when various exchanges are open. The symbols must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols. The exact number of bars will be returned for each symbol. This may result in some data start earlier/later than others due to when various exchanges are open. The symbols must exist in the Securities collection. More... | |||
| PyObject | 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) | ||
| Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection. More... | |||
| void | SetBenchmark (PyObject benchmark) | ||
| Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested More... | |||
| void | SetBrokerageModel (PyObject model) | ||
| Sets the brokerage to emulate in backtesting or paper trading. This can be used to set a custom brokerage model. More... | |||
| void | SetBrokerageMessageHandler (PyObject handler) | ||
| Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a BrokerageMessageType.Error occurs, the algorithm is stopped. More... | |||
| void | SetRiskFreeInterestRateModel (PyObject model) | ||
| Sets the risk free interest rate model to be used in the algorithm More... | |||
| void | SetSecurityInitializer (PyObject securityInitializer) | ||
| Sets the security initializer function, used to initialize/configure securities after creation More... | |||
| string | Download (string address, PyObject headers) | ||
| Downloads the requested resource as a string. The resource to download is specified as a string containing the URI. More... | |||
| string | Download (string address, PyObject headers, string userName, string password) | ||
| Downloads the requested resource as a string. The resource to download is specified as a string containing the URI. More... | |||
| void | Debug (PyObject message) | ||
| Send a debug message to the web console: More... | |||
| void | Error (PyObject message) | ||
| Send a string error message to the Console. More... | |||
| void | Log (PyObject message) | ||
| Added another method for logging if user guessed. More... | |||
| void | Quit (PyObject message) | ||
| Terminate the algorithm after processing the current event handler. More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Resolution period, PyObject handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Resolution period, TickType? tickType, PyObject handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, TimeSpan period, PyObject handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, TimeSpan period, TickType? tickType, PyObject handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Func< DateTime, CalendarInfo > calendar, PyObject handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| ScheduledEvent | Train (PyObject trainingCode) | ||
| Schedules the provided training code to execute immediately More... | |||
| ScheduledEvent | Train (IDateRule dateRule, ITimeRule timeRule, PyObject trainingCode) | ||
| Schedules the training code to run using the specified date and time rules More... | |||
| IDataConsolidator | Consolidate (Symbol symbol, Func< DateTime, CalendarInfo > calendar, TickType? tickType, PyObject handler) | ||
| Registers the handler to receive consolidated data for the specified symbol More... | |||
| IndicatorHistory | IndicatorHistory (PyObject indicator, PyObject symbol, int period, Resolution? resolution=null, PyObject selector=null) | ||
| Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (PyObject indicator, PyObject symbol, TimeSpan span, Resolution? resolution=null, PyObject selector=null) | ||
| Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (PyObject indicator, PyObject symbol, DateTime start, DateTime end, Resolution? resolution=null, PyObject selector=null) | ||
| Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection. More... | |||
| IndicatorHistory | IndicatorHistory (PyObject indicator, IEnumerable< Slice > history, PyObject selector=null) | ||
| Gets the historical data of an indicator and convert it into pandas.DataFrame More... | |||
| List< OrderTicket > | Liquidate (PyObject symbols, bool asynchronous=false, string tag="Liquidated", IOrderProperties orderProperties=null) | ||
| Liquidate your portfolio holdings More... | |||
| void | AddCommand (PyObject type) | ||
| Register a command type to be used More... | |||
| OptionChains | OptionChains (PyObject symbols, bool flatten=false) | ||
| Get the option chains for the specified symbols at the current time (Time) More... | |||
| string | Link (PyObject command) | ||
| Get an authenticated link to execute the given command instance More... | |||
| OrderTicket | Buy (Symbol symbol, int quantity) | ||
| Buy Stock (Alias of Order) More... | |||
| OrderTicket | Buy (Symbol symbol, double quantity) | ||
| Buy Stock (Alias of Order) More... | |||
| OrderTicket | Buy (Symbol symbol, decimal quantity) | ||
| Buy Stock (Alias of Order) More... | |||
| OrderTicket | Buy (Symbol symbol, float quantity) | ||
| Buy Stock (Alias of Order) More... | |||
| OrderTicket | Sell (Symbol symbol, int quantity) | ||
| Sell stock (alias of Order) More... | |||
| OrderTicket | Sell (Symbol symbol, double quantity) | ||
| Sell stock (alias of Order) More... | |||
| OrderTicket | Sell (Symbol symbol, float quantity) | ||
| Sell stock (alias of Order) More... | |||
| OrderTicket | Sell (Symbol symbol, decimal quantity) | ||
| Sell stock (alias of Order) More... | |||
| OrderTicket | Order (Symbol symbol, double quantity) | ||
| Issue an order/trade for asset: Alias wrapper for Order(string, int); More... | |||
| OrderTicket | Order (Symbol symbol, int quantity) | ||
| Issue an order/trade for asset More... | |||
| OrderTicket | Order (Symbol symbol, decimal quantity) | ||
| Issue an order/trade for asset More... | |||
| OrderTicket | Order (Symbol symbol, decimal quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Wrapper for market order method: submit a new order for quantity of symbol using type order. More... | |||
| OrderTicket | MarketOrder (Symbol symbol, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Market order implementation: Send a market order and wait for it to be filled. More... | |||
| OrderTicket | MarketOrder (Symbol symbol, double quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Market order implementation: Send a market order and wait for it to be filled. More... | |||
| OrderTicket | MarketOrder (Symbol symbol, decimal quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Market order implementation: Send a market order and wait for it to be filled. More... | |||
| OrderTicket | MarketOrder (Security security, decimal quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Market order implementation: Send a market order and wait for it to be filled. More... | |||
| OrderTicket | MarketOnOpenOrder (Symbol symbol, double quantity, string tag="", IOrderProperties orderProperties=null) | ||
| Market on open order implementation: Send a market order when the exchange opens More... | |||
| OrderTicket | MarketOnOpenOrder (Symbol symbol, int quantity, string tag="", IOrderProperties orderProperties=null) | ||
| Market on open order implementation: Send a market order when the exchange opens More... | |||
| OrderTicket | MarketOnOpenOrder (Symbol symbol, decimal quantity, string tag="", IOrderProperties orderProperties=null) | ||
| Market on open order implementation: Send a market order when the exchange opens More... | |||
| OrderTicket | MarketOnCloseOrder (Symbol symbol, int quantity, string tag="", IOrderProperties orderProperties=null) | ||
| Market on close order implementation: Send a market order when the exchange closes More... | |||
| OrderTicket | MarketOnCloseOrder (Symbol symbol, double quantity, string tag="", IOrderProperties orderProperties=null) | ||
| Market on close order implementation: Send a market order when the exchange closes More... | |||
| OrderTicket | MarketOnCloseOrder (Symbol symbol, decimal quantity, string tag="", IOrderProperties orderProperties=null) | ||
| Market on close order implementation: Send a market order when the exchange closes More... | |||
| OrderTicket | LimitOrder (Symbol symbol, int quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a limit order to the transaction handler: More... | |||
| OrderTicket | LimitOrder (Symbol symbol, double quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a limit order to the transaction handler: More... | |||
| OrderTicket | LimitOrder (Symbol symbol, decimal quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a limit order to the transaction handler: More... | |||
| OrderTicket | StopMarketOrder (Symbol symbol, int quantity, decimal stopPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Create a stop market order and return the newly created order id; or negative if the order is invalid More... | |||
| OrderTicket | StopMarketOrder (Symbol symbol, double quantity, decimal stopPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Create a stop market order and return the newly created order id; or negative if the order is invalid More... | |||
| OrderTicket | StopMarketOrder (Symbol symbol, decimal quantity, decimal stopPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Create a stop market order and return the newly created order id; or negative if the order is invalid More... | |||
| OrderTicket | TrailingStopOrder (Symbol symbol, int quantity, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null) | ||
| Create a trailing stop order and return the newly created order id; or negative if the order is invalid. It will calculate the stop price using the trailing amount and the current market price. More... | |||
| OrderTicket | TrailingStopOrder (Symbol symbol, double quantity, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null) | ||
| Create a trailing stop order and return the newly created order id; or negative if the order is invalid. It will calculate the stop price using the trailing amount and the current market price. More... | |||
| OrderTicket | TrailingStopOrder (Symbol symbol, decimal quantity, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null) | ||
| Create a trailing stop order and return the newly created order id; or negative if the order is invalid. It will calculate the stop price using the trailing amount and the current market price. More... | |||
| OrderTicket | TrailingStopOrder (Symbol symbol, int quantity, decimal stopPrice, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null) | ||
| Create a trailing stop order and return the newly created order id; or negative if the order is invalid More... | |||
| OrderTicket | TrailingStopOrder (Symbol symbol, double quantity, decimal stopPrice, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null) | ||
| Create a trailing stop order and return the newly created order id; or negative if the order is invalid More... | |||
| OrderTicket | TrailingStopOrder (Symbol symbol, decimal quantity, decimal stopPrice, decimal trailingAmount, bool trailingAsPercentage, string tag="", IOrderProperties orderProperties=null) | ||
| Create a trailing stop order and return the newly created order id; or negative if the order is invalid More... | |||
| OrderTicket | StopLimitOrder (Symbol symbol, int quantity, decimal stopPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a stop limit order to the transaction handler: More... | |||
| OrderTicket | StopLimitOrder (Symbol symbol, double quantity, decimal stopPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a stop limit order to the transaction handler: More... | |||
| OrderTicket | StopLimitOrder (Symbol symbol, decimal quantity, decimal stopPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a stop limit order to the transaction handler: More... | |||
| OrderTicket | LimitIfTouchedOrder (Symbol symbol, int quantity, decimal triggerPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a limit if touched order to the transaction handler: More... | |||
| OrderTicket | LimitIfTouchedOrder (Symbol symbol, double quantity, decimal triggerPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a limit if touched order to the transaction handler: More... | |||
| OrderTicket | LimitIfTouchedOrder (Symbol symbol, decimal quantity, decimal triggerPrice, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Send a limit if touched order to the transaction handler: More... | |||
| OrderTicket | ExerciseOption (Symbol optionSymbol, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Send an exercise order to the transaction handler More... | |||
| IEnumerable< OrderTicket > | Buy (OptionStrategy strategy, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Buy Option Strategy (Alias of Order) More... | |||
| IEnumerable< OrderTicket > | Sell (OptionStrategy strategy, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Sell Option Strategy (alias of Order) More... | |||
| IEnumerable< OrderTicket > | Order (OptionStrategy strategy, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Issue an order/trade for buying/selling an option strategy More... | |||
| List< OrderTicket > | ComboMarketOrder (List< Leg > legs, int quantity, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Issue a combo market order/trade for multiple assets More... | |||
| List< OrderTicket > | ComboLegLimitOrder (List< Leg > legs, int quantity, string tag="", IOrderProperties orderProperties=null) | ||
| Issue a combo leg limit order/trade for multiple assets, each having its own limit price. More... | |||
| List< OrderTicket > | ComboLimitOrder (List< Leg > legs, int quantity, decimal limitPrice, string tag="", IOrderProperties orderProperties=null) | ||
| Issue a combo limit order/trade for multiple assets. A single limit price is defined for the combo order and will fill only if the sum of the assets price compares properly to the limit price, depending on the direction. More... | |||
| OrderTicket | SubmitOrderRequest (SubmitOrderRequest request) | ||
| Will submit an order request to the algorithm More... | |||
| List< OrderTicket > | Liquidate (Symbol symbol=null, bool asynchronous=false, string tag="Liquidated", IOrderProperties orderProperties=null) | ||
| Liquidate your portfolio holdings More... | |||
| List< OrderTicket > | Liquidate (IEnumerable< Symbol > symbols, bool asynchronous=false, string tag="Liquidated", IOrderProperties orderProperties=null) | ||
| Liquidate your portfolio holdings More... | |||
| List< int > | Liquidate (Symbol symbolToLiquidate, string tag) | ||
| Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies. More... | |||
| void | SetMaximumOrders (int max) | ||
| Maximum number of orders for the algorithm More... | |||
| void | SetHoldings (List< PortfolioTarget > targets, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null) | ||
| Sets holdings for a collection of targets. The implementation will order the provided targets executing first those that reduce a position, freeing margin. More... | |||
| void | SetHoldings (Symbol symbol, double percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null) | ||
| Alias for SetHoldings to avoid the M-decimal errors. More... | |||
| void | SetHoldings (Symbol symbol, float percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null) | ||
| Alias for SetHoldings to avoid the M-decimal errors. More... | |||
| void | SetHoldings (Symbol symbol, int percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null) | ||
| Alias for SetHoldings to avoid the M-decimal errors. More... | |||
| void | SetHoldings (Symbol symbol, decimal percentage, bool liquidateExistingHoldings=false, string tag="", IOrderProperties orderProperties=null) | ||
| Automatically place a market order which will set the holdings to between 100% or -100% of PORTFOLIO VALUE. E.g. SetHoldings("AAPL", 0.1); SetHoldings("IBM", -0.2); -> Sets portfolio as long 10% APPL and short 20% IBM E.g. SetHoldings("AAPL", 2); -> Sets apple to 2x leveraged with all our cash. If the market is closed, place a market on open order. More... | |||
| decimal | CalculateOrderQuantity (Symbol symbol, double target) | ||
| Calculate the order quantity to achieve target-percent holdings. More... | |||
| decimal | CalculateOrderQuantity (Symbol symbol, decimal target) | ||
| Calculate the order quantity to achieve target-percent holdings. More... | |||
| OrderTicket | Order (Symbol symbol, int quantity, OrderType type, bool asynchronous=false, string tag="", IOrderProperties orderProperties=null) | ||
| Obsolete implementation of Order method accepting a OrderType. This was deprecated since it was impossible to generate other orders via this method. Any calls to this method will always default to a Market Order. More... | |||
| OrderTicket | Order (Symbol symbol, decimal quantity, OrderType type) | ||
| Obsolete method for placing orders. More... | |||
| OrderTicket | Order (Symbol symbol, int quantity, OrderType type) | ||
| Obsolete method for placing orders. More... | |||
| bool | IsMarketOpen (Symbol symbol) | ||
| Determines if the exchange for the specified symbol is open at the current time. More... | |||
| void | OnEndOfTimeStep () | ||
| Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step. More... | |||
| Universe | AddUniverse (Universe universe) | ||
| Adds the universe to the algorithm More... | |||
| Universe | AddUniverse< T > (Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, Market.USA, and UniverseSettings More... | |||
| Universe | AddUniverse< T > (Func< IEnumerable< BaseData >, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, Market.USA, and UniverseSettings More... | |||
| Universe | AddUniverse< T > (string name, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, Market.USA, and UniverseSettings More... | |||
| Universe | AddUniverse< T > (string name, Func< IEnumerable< BaseData >, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, Market.USA, and UniverseSettings More... | |||
| Universe | AddUniverse< T > (string name, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, and Market.USA More... | |||
| Universe | AddUniverse< T > (string name, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, and Market.USA More... | |||
| Universe | AddUniverse< T > (string name, Resolution resolution, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Market.USA and UniverseSettings More... | |||
| Universe | AddUniverse< T > (string name, Resolution resolution, Func< IEnumerable< BaseData >, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Market.USA and UniverseSettings More... | |||
| Universe | AddUniverse< T > (string name, Resolution resolution, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, and Market.USA More... | |||
| Universe | AddUniverse< T > (string name, Resolution resolution, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, and Market.USA More... | |||
| Universe | AddUniverse< T > (string name, Resolution resolution, string market, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. More... | |||
| Universe | AddUniverse< T > (SecurityType securityType, string name, Resolution resolution, string market, Func< IEnumerable< BaseData >, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. More... | |||
| Universe | AddUniverse< T > (SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, Func< IEnumerable< BaseData >, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm More... | |||
| Universe | AddUniverse< T > (string name=null, Resolution? resolution=null, string market=null, UniverseSettings universeSettings=null, Func< IEnumerable< BaseData >, IEnumerable< Symbol >> selector=null) | ||
| Creates a new universe and adds it to the algorithm More... | |||
| Universe | AddUniverse (Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (TimeZones.NewYork) More... | |||
| Universe | AddUniverse (IDateRule dateRule, Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> selector) | ||
| Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed based on the provided IDateRule in the NewYork time zone (TimeZones.NewYork) More... | |||
| Universe | AddUniverse (Func< IEnumerable< CoarseFundamental >, IEnumerable< Symbol >> coarseSelector, Func< IEnumerable< FineFundamental >, IEnumerable< Symbol >> fineSelector) | ||
| Creates a new universe and adds it to the algorithm. This is for coarse and fine fundamental US Equity data and will be executed on day changes in the NewYork time zone (TimeZones.NewYork) More... | |||
| Universe | AddUniverse (Universe universe, Func< IEnumerable< Fundamental >, IEnumerable< Symbol >> fineSelector) | ||
| Creates a new universe and adds it to the algorithm. This is for fine fundamental US Equity data and will be executed on day changes in the NewYork time zone (TimeZones.NewYork) More... | |||
| Universe | AddUniverse (string name, Func< DateTime, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This can be used to return a list of string symbols retrieved from anywhere and will loads those symbols under the US Equity market. More... | |||
| Universe | AddUniverse (string name, Resolution resolution, Func< DateTime, IEnumerable< string >> selector) | ||
| Creates a new universe and adds it to the algorithm. This can be used to return a list of string symbols retrieved from anywhere and will loads those symbols under the US Equity market. More... | |||
| Universe | AddUniverse (SecurityType securityType, string name, Resolution resolution, string market, UniverseSettings universeSettings, Func< DateTime, IEnumerable< string >> selector) | ||
| Creates a new user defined universe that will fire on the requested resolution during market hours. More... | |||
| void | AddUniverseOptions (Symbol underlyingSymbol, Func< OptionFilterUniverse, OptionFilterUniverse > optionFilter) | ||
| Adds a new universe that creates options of the security by monitoring any changes in the Universe the provided security is in. Additionally, a filter can be applied to the options generated when the universe of the security changes. More... | |||
| void | AddUniverseOptions (Universe universe, Func< OptionFilterUniverse, OptionFilterUniverse > optionFilter) | ||
| Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them More... | |||
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Algorithm.QCAlgorithm | |
| static IDataConsolidator | CreateConsolidator (TimeSpan period, Type consolidatorInputType, TickType? tickType=null) |
| Creates a new consolidator for the specified period, generating the requested output type. More... | |
| Public Attributes inherited from QuantConnect.Algorithm.QCAlgorithm | |
| IReadOnlyDictionary< Symbol, Security > | ActiveSecurities => UniverseManager.ActiveSecurities |
| Read-only dictionary containing all active securities. An active security is a security that is currently selected by the universe or has holdings or open orders. More... | |
| string | AccountCurrency => Portfolio.CashBook.AccountCurrency |
| Gets the account currency More... | |
| ITimeKeeper | TimeKeeper => _timeKeeper |
| Gets the time keeper instance More... | |
| DateTime | StartDate => _startDate |
| Value of the user set start-date from the backtest. More... | |
| Protected Member Functions inherited from QuantConnect.Algorithm.QCAlgorithm | |
| IEnumerable< DataDictionary< T > > | GetDataTypedHistory< T > (IEnumerable< HistoryRequest > requests) |
| Centralized logic to get data typed history for a given list of requests. More... | |
| IEnumerable< HistoryRequest > | 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) |
| Helper method to create history requests from a date range More... | |
| IEnumerable< HistoryRequest > | 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) |
| Helper method to create history requests from a date range with custom data type More... | |
| PyObject | GetDataFrame (IEnumerable< Slice > data, bool flatten, Type dataType=null) |
| Converts an enumerable of Slice into a Python Pandas data frame More... | |
| PyObject | GetDataFrame< T > (IEnumerable< T > data, bool flatten) |
| Converts an enumerable of BaseData into a Python Pandas data frame More... | |
| Static Protected Attributes inherited from QuantConnect.Algorithm.QCAlgorithm | |
| const int | MaxNameAndTagsLength = 200 |
| Maximum length of the name or tags of a backtest More... | |
| const int | MaxTagsCount = 100 |
| Maximum number of tags allowed for a backtest More... | |
| Properties inherited from QuantConnect.Algorithm.QCAlgorithm | |
| MarketHoursDatabase | MarketHoursDatabase [get] |
| Gets the market hours database in use by this algorithm More... | |
| SymbolPropertiesDatabase | SymbolPropertiesDatabase [get] |
| Gets the symbol properties database in use by this algorithm More... | |
| SecurityManager | Securities [get, set] |
| Security collection is an array of the security objects such as Equities and FOREX. Securities data manages the properties of tradeable assets such as price, open and close time and holdings information. More... | |
| SecurityPortfolioManager | Portfolio [get, set] |
| Portfolio object provieds easy access to the underlying security-holding properties; summed together in a way to make them useful. This saves the user time by providing common portfolio requests in a single More... | |
| SubscriptionManager | SubscriptionManager [get, set] |
| Generic Data Manager - Required for compiling all data feeds in order, and passing them into algorithm event methods. The subscription manager contains a list of the data feed's we're subscribed to and properties of each data feed. More... | |
| SignalExportManager | SignalExport [get] |
| SignalExport - Allows sending export signals to different 3rd party API's. For example, it allows to send signals to Collective2, CrunchDAO and Numerai API's More... | |
| int | ProjectId [get, set] |
| The project id associated with this algorithm if any More... | |
| IBrokerageModel | BrokerageModel [get] |
| Gets the brokerage model - used to model interactions with specific brokerages. More... | |
| BrokerageName | BrokerageName [get] |
| Gets the brokerage name. More... | |
| IBrokerageMessageHandler | BrokerageMessageHandler [get, set] |
| Gets the brokerage message handler used to decide what to do with each message sent from the brokerage More... | |
| IRiskFreeInterestRateModel | RiskFreeInterestRateModel [get] |
| Gets the risk free interest rate model used to get the interest rates More... | |
| NotificationManager | Notify [get, set] |
| Notification Manager for Sending Live Runtime Notifications to users about important events. More... | |
| ScheduleManager | Schedule [get] |
| Gets schedule manager for adding/removing scheduled events More... | |
| AlgorithmStatus | Status [get, set] |
| Gets or sets the current status of the algorithm More... | |
| ISecurityInitializer | SecurityInitializer [get] |
| Gets an instance that is to be used to initialize newly created securities. More... | |
| ITradeBuilder | TradeBuilder [get] |
| Gets the Trade Builder to generate trades from executions More... | |
| CandlestickPatterns | CandlestickPatterns [get] |
| Gets an instance to access the candlestick pattern helper methods More... | |
| DateRules | DateRules [get] |
| Gets the date rules helper object to make specifying dates for events easier More... | |
| TimeRules | TimeRules [get] |
| Gets the time rules helper object to make specifying times for events easier More... | |
| TradingCalendar | TradingCalendar [get] |
| Gets trading calendar populated with trading events More... | |
| IAlgorithmSettings | Settings [get] |
| Gets the user settings for the algorithm More... | |
| IOptionChainProvider | OptionChainProvider [get] |
| Gets the option chain provider, used to get the list of option contracts for an underlying symbol More... | |
| IFutureChainProvider | FutureChainProvider [get] |
| Gets the future chain provider, used to get the list of future contracts for an underlying symbol More... | |
| IOrderProperties | DefaultOrderProperties [get, set] |
| Gets the default order properties More... | |
| string | Name [get, set] |
| Public name for the algorithm as automatically generated by the IDE. Intended for helping distinguish logs by noting the algorithm-id. More... | |
| HashSet< string >?? | Tags [get, set] |
| A list of tags associated with the algorithm or the backtest, useful for categorization More... | |
| DateTime | Time [get] |
| Read-only value for current time frontier of the algorithm in terms of the TimeZone More... | |
| DateTime | UtcTime [get] |
| Current date/time in UTC. More... | |
| DateTimeZone | TimeZone [get] |
| Gets the time zone used for the Time property. The default value is TimeZones.NewYork More... | |
| DateTime | EndDate [get] |
| Value of the user set start-date from the backtest. Controls the period of the backtest. More... | |
| string | AlgorithmId [get] |
| Algorithm Id for this backtest or live algorithm. More... | |
| bool | LiveMode [get] |
| Boolean property indicating the algorithm is currently running in live mode. More... | |
| AlgorithmMode | AlgorithmMode [get] |
| Algorithm running mode. More... | |
| DeploymentTarget | DeploymentTarget [get] |
| Deployment target, either local or cloud. More... | |
| ConcurrentQueue< string > | DebugMessages [get, set] |
| Storage for debugging messages before the event handler has passed control back to the Lean Engine. More... | |
| ConcurrentQueue< string > | LogMessages [get, set] |
| Storage for log messages before the event handlers have passed control back to the Lean Engine. More... | |
| Exception | RunTimeError [get, set] |
| Gets the run time error from the algorithm, or null if none was encountered. More... | |
| ConcurrentQueue< string > | ErrorMessages [get, set] |
| List of error messages generated by the user's code calling the "Error" function. More... | |
| Slice | CurrentSlice [get] |
| Returns the current Slice object More... | |
| ObjectStore | ObjectStore [get] |
| Gets the object store, used for persistence More... | |
| StatisticsResults??? | Statistics [get] |
| The current statistics for the running algorithm. More... | |
| IBenchmark | Benchmark [get] |
| Benchmark More... | |
| bool | DebugMode [get, set] |
| Enables additional logging of framework models including: All insights, portfolio targets, order events, and any risk management altered targets More... | |
| IUniverseSelectionModel | UniverseSelection [get, set] |
| Gets or sets the universe selection model. More... | |
| IAlphaModel | Alpha [get, set] |
| Gets or sets the alpha model More... | |
| InsightManager | Insights [get] |
| Gets the insight manager More... | |
| IPortfolioConstructionModel | PortfolioConstruction [get, set] |
| Gets or sets the portfolio construction model More... | |
| IExecutionModel | Execution [get, set] |
| Gets or sets the execution model More... | |
| IRiskManagementModel | RiskManagement [get, set] |
| Gets or sets the risk management model More... | |
| IHistoryProvider | HistoryProvider [get, set] |
| Gets or sets the history provider for the algorithm More... | |
| bool | IsWarmingUp [get] |
| Gets whether or not this algorithm is still warming up More... | |
| bool | EnableAutomaticIndicatorWarmUp [get, set] |
| Gets whether or not WarmUpIndicator is allowed to warm up indicators More... | |
| ConcurrentDictionary< string, string > | RuntimeStatistics = new ConcurrentDictionary<string, string>() [get] |
| Access to the runtime statistics property. User provided statistics. More... | |
| virtual PandasConverter | PandasConverter [get] |
| PandasConverter for this Algorithm More... | |
| SecurityTransactionManager | Transactions [get, set] |
| Transaction Manager - Process transaction fills and order management. More... | |
| UniverseManager | UniverseManager [get] |
| Gets universe manager which holds universes keyed by their symbol More... | |
| UniverseSettings | UniverseSettings [get] |
| Gets the universe settings to be used when adding securities via universe selection More... | |
| UniverseDefinitions | Universe [get] |
| Gets a helper that provides pre-defined universe definitions, such as top dollar volume More... | |
| Events inherited from QuantConnect.Algorithm.QCAlgorithm | |
| AlgorithmEvent< GeneratedInsightsCollection > | InsightsGenerated |
| Event fired when the algorithm generates insights More... | |
| AlgorithmEvent< string > | NameUpdated |
| Event fired algorithm's name is changed More... | |
| AlgorithmEvent< HashSet< string > > | TagsUpdated |
| Event fired when the tag collection is updated More... | |
Detailed Description
Fake algorithm that initializes portfolio and algorithm securities. Never ran.
Definition at line 28 of file PortfolioLooperAlgorithm.cs.
Constructor & Destructor Documentation
◆ PortfolioLooperAlgorithm()
| QuantConnect.Report.PortfolioLooperAlgorithm.PortfolioLooperAlgorithm | ( | decimal | startingCash, |
| IEnumerable< Order > | orders, | ||
| AlgorithmConfiguration | algorithmConfiguration = null |
||
| ) |
Initialize an instance of PortfolioLooperAlgorithm
- Parameters
-
startingCash Starting algorithm cash orders Orders to use algorithmConfiguration Optional parameter to override default algorithm configuration
Definition at line 40 of file PortfolioLooperAlgorithm.cs.
Member Function Documentation
◆ FromOrders()
| void QuantConnect.Report.PortfolioLooperAlgorithm.FromOrders | ( | IEnumerable< Order > | orders | ) |
Initializes all the proper Securities from the orders provided by the user
- Parameters
-
orders Orders to use
Definition at line 51 of file PortfolioLooperAlgorithm.cs.
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◆ Initialize()
|
virtual |
Initialize this algorithm
Reimplemented from QuantConnect.Algorithm.QCAlgorithm.
Definition at line 85 of file PortfolioLooperAlgorithm.cs.
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The documentation for this class was generated from the following file:
- Report/PortfolioLooper/PortfolioLooperAlgorithm.cs
