- b -

• B() : QuantConnect.Algorithm.QCAlgorithm
• BackMonth() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• BackMonths() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• BacktestingBrokerage() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
• BacktestingBrokerageFactory() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory
• BacktestingChainProvider() : QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider
• BacktestingFutureChainProvider() : QuantConnect.Lean.Engine.DataFeeds.BacktestingFutureChainProvider
• BacktestingOptionChainProvider() : QuantConnect.Lean.Engine.DataFeeds.BacktestingOptionChainProvider
• BacktestingResultHandler() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler
• BacktestingSetupHandler() : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler
• BacktestNodePacket() : QuantConnect.Packets.BacktestNodePacket
• BacktestProgressMonitor() : QuantConnect.Lean.Engine.Results.BacktestProgressMonitor
• BacktestResult() : QuantConnect.Packets.BacktestResult
• BacktestResultPacket() : QuantConnect.Packets.BacktestResultPacket
• BacktestResultParameters() : QuantConnect.Packets.BacktestResultParameters
• BalanceOfPower() : QuantConnect.Indicators.BalanceOfPower
• BalanceSheet() : QuantConnect.Data.Fundamental.BalanceSheet
• BalanceSheetFileDate() : QuantConnect.Data.Fundamental.BalanceSheetFileDate
• BankIndebtednessBalanceSheet() : QuantConnect.Data.Fundamental.BankIndebtednessBalanceSheet
• BankLoansCurrentBalanceSheet() : QuantConnect.Data.Fundamental.BankLoansCurrentBalanceSheet
• BankLoansNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.BankLoansNonCurrentBalanceSheet
• BankLoansTotalBalanceSheet() : QuantConnect.Data.Fundamental.BankLoansTotalBalanceSheet
• BankOwnedLifeInsuranceBalanceSheet() : QuantConnect.Data.Fundamental.BankOwnedLifeInsuranceBalanceSheet
• Banks() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Bar() : QuantConnect.Data.Market.Bar
• BarIndicator() : QuantConnect.Indicators.BarIndicator
• BaroneAdesiWhaley() : QuantConnect.Securities.Option.OptionPriceModels
• BaseData() : QuantConnect.Data.BaseData
• BaseDataCollection() : QuantConnect.Data.UniverseSelection.BaseDataCollection
• BaseDataCollectionAggregatorEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator
• BaseDataCollectionAggregatorReader() : QuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader
• BaseDataCollectionSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory
• BaseDataConsolidator() : QuantConnect.Data.Consolidators.BaseDataConsolidator
• BaseDataExchange() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• BaseDataRequest() : QuantConnect.Data.BaseDataRequest
• BaseDataSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory
• BasePairsTradingAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel
• BasePythonWrapper() : QuantConnect.Python.BasePythonWrapper< TInterface >
• BaseResultParameters() : QuantConnect.Packets.BaseResultParameters
• BaseResultsHandler() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• BaseScheduleRules() : QuantConnect.Scheduling.BaseScheduleRules
• BaseSeries() : QuantConnect.BaseSeries
• BaseSubscriptionDataSourceReader() : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
• BaseSymbolGenerator() : QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• BaseTimelessConsolidator() : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >
• BaseWebsocketsBrokerage() : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• BasicAccountingChange() : QuantConnect.Data.Fundamental.BasicAccountingChange
• BasicAverageShares() : QuantConnect.Data.Fundamental.BasicAverageShares
• BasicContinuousOperations() : QuantConnect.Data.Fundamental.BasicContinuousOperations
• BasicDiscontinuousOperations() : QuantConnect.Data.Fundamental.BasicDiscontinuousOperations
• BasicEPS() : QuantConnect.Data.Fundamental.BasicEPS
• BasicEPSOtherGainsLosses() : QuantConnect.Data.Fundamental.BasicEPSOtherGainsLosses
• BasicExtraordinary() : QuantConnect.Data.Fundamental.BasicExtraordinary
• Batch() : QuantConnect.Extensions
• BatchBy< T >() : QuantConnect.Extensions
• BB() : QuantConnect.Algorithm.QCAlgorithm
• BearCallLadder() : QuantConnect.Securities.Option.OptionStrategies
• BearCallSpread() : QuantConnect.Securities.Option.OptionStrategies
• BearPutLadder() : QuantConnect.Securities.Option.OptionStrategies
• BearPutSpread() : QuantConnect.Securities.Option.OptionStrategies
• BeforeMarketClose() : QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier , QuantConnect.Scheduling.TimeRules
• BeforeMarketOpen() : QuantConnect.Scheduling.TimeRules
• BeginningCashPositionCashFlowStatement() : QuantConnect.Data.Fundamental.BeginningCashPositionCashFlowStatement
• BeltHold() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.BeltHold
• BenchmarkPoints() : QuantConnect.Report.ResultsUtil
• BenchmarkPythonWrapper() : QuantConnect.Python.BenchmarkPythonWrapper
• BestBidAskUpdatedEventArgs() : QuantConnect.Brokerages.BestBidAskUpdatedEventArgs
• Beta() : QuantConnect.Indicators.Beta , QuantConnect.Report.Rolling
• Better() : QuantConnect.Optimizer.Objectives.Extremum
• BeveragesAlcoholic() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• BeveragesNonAlcoholic() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• BinanceBrokerageModel() : QuantConnect.Brokerages.BinanceBrokerageModel
• BinanceCoinFuturesBrokerageModel() : QuantConnect.Brokerages.BinanceCoinFuturesBrokerageModel
• BinanceCoinFuturesFeeModel() : QuantConnect.Orders.Fees.BinanceCoinFuturesFeeModel
• BinanceFeeModel() : QuantConnect.Orders.Fees.BinanceFeeModel
• BinanceFuturesBrokerageModel() : QuantConnect.Brokerages.BinanceFuturesBrokerageModel
• BinanceFuturesFeeModel() : QuantConnect.Orders.Fees.BinanceFuturesFeeModel
• BinanceUSBrokerageModel() : QuantConnect.Brokerages.BinanceUSBrokerageModel
• BinaryMessage() : QuantConnect.Brokerages.WebSocketClientWrapper.BinaryMessage
• BinarySearch< TItem >() : QuantConnect.Util.LinqExtensions
• BinarySearch< TItem, TSearch >() : QuantConnect.Util.LinqExtensions
• BindGetMember() : QuantConnect.Data.GetSetPropertyDynamicMetaObject
• BindSetMember() : QuantConnect.Data.GetSetPropertyDynamicMetaObject
• BinomialCoxRossRubinstein() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialJarrowRudd() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialJoshi() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialLeisenReimer() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialTian() : QuantConnect.Securities.Option.OptionPriceModels
• BinomialTrigeorgis() : QuantConnect.Securities.Option.OptionPriceModels
• BiologicalAssetsBalanceSheet() : QuantConnect.Data.Fundamental.BiologicalAssetsBalanceSheet
• Biotechnology() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• BitfinexBrokerageModel() : QuantConnect.Brokerages.BitfinexBrokerageModel
• BjerksundStensland() : QuantConnect.Securities.Option.OptionPriceModels
• BlackLittermanOptimizationPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel
• BlackScholes() : QuantConnect.Securities.Option.OptionPriceModels
• BlackTheoreticalPrice() : QuantConnect.Indicators.OptionGreekIndicatorsHelper
• BollingerBands() : QuantConnect.Indicators.BollingerBands
• BookValuePerShareGrowth() : QuantConnect.Data.Fundamental.BookValuePerShareGrowth
• BOP() : QuantConnect.Algorithm.QCAlgorithm
• BoxSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• Breakaway() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Breakaway
• Brokerage() : QuantConnect.Brokerages.Brokerage
• BrokerageConcurrentMessageHandler() : QuantConnect.Brokerages.BrokerageConcurrentMessageHandler< T >
• BrokerageDataDownloader() : QuantConnect.DownloaderDataProvider.Launcher.Models.BrokerageDataDownloader
• BrokerageException() : QuantConnect.Brokerages.BrokerageException
• BrokerageFactory() : QuantConnect.Brokerages.BrokerageFactory
• BrokerageFactoryAttribute() : QuantConnect.Brokerages.BrokerageFactoryAttribute
• BrokerageInfo() : QuantConnect.Messages.DefaultBrokerageMessageHandler
• BrokerageMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• BrokerageMessageEvent() : QuantConnect.Brokerages.BrokerageMessageEvent
• BrokerageMessageHandlerPythonWrapper() : QuantConnect.Python.BrokerageMessageHandlerPythonWrapper
• BrokerageModelPythonWrapper() : QuantConnect.Python.BrokerageModelPythonWrapper
• BrokerageModelSecurityInitializer() : QuantConnect.Securities.BrokerageModelSecurityInitializer
• BrokerageMultiWebSocketEntry() : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry
• BrokerageMultiWebSocketSubscriptionManager() : QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager
• BrokerageSetupHandler() : QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler
• BrokerageWarning() : QuantConnect.Messages.DefaultBrokerageMessageHandler
• Build() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder
• Builder() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder
• BuildingMaterials() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• BuildingsAndImprovementsBalanceSheet() : QuantConnect.Data.Fundamental.BuildingsAndImprovementsBalanceSheet
• BullCallLadder() : QuantConnect.Securities.Option.OptionStrategies
• BullCallSpread() : QuantConnect.Securities.Option.OptionStrategies
• BullPutLadder() : QuantConnect.Securities.Option.OptionStrategies
• BullPutSpread() : QuantConnect.Securities.Option.OptionStrategies
• BusinessServices() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• BusyBlockingCollection() : QuantConnect.Util.BusyBlockingCollection< T >
• ButterflyCall() : QuantConnect.Securities.Option.OptionStrategies
• ButterflyPut() : QuantConnect.Securities.Option.OptionStrategies
• Buy() : QuantConnect.Algorithm.QCAlgorithm
• BuyingPower() : QuantConnect.Securities.BuyingPower
• BuyingPowerModel() : QuantConnect.Securities.BuyingPowerModel
• BuyingPowerModelPythonWrapper() : QuantConnect.Python.BuyingPowerModelPythonWrapper
• BuyingPowerParameters() : QuantConnect.Securities.BuyingPowerParameters
• BuyOrderQuantityGreaterThanMaxForBuyingPower() : QuantConnect.Messages.CashBuyingPowerModel
• BybitBrokerageModel() : BybitBrokerageModel
• BybitFeeModel() : BybitFeeModel
• BybitFuturesFeeModel() : BybitFuturesFeeModel