- c -

• C() : QuantConnect.Algorithm.QCAlgorithm
• CacheSymbol() : QuantConnect.Data.UniverseSelection.BaseDataCollection
• CachingFutureChainProvider() : QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider
• CachingOptionChainProvider() : QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider
• Calculate() : QuantConnect.Indicators.ImpliedVolatility , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Indicators.OptionIndicatorBase
• CalculateGreek() : QuantConnect.Indicators.Delta , QuantConnect.Indicators.Gamma , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Indicators.Rho , QuantConnect.Indicators.Theta , QuantConnect.Indicators.Vega
• CalculateIV() : QuantConnect.Indicators.ImpliedVolatility
• CalculateOrderQuantity() : QuantConnect.Algorithm.QCAlgorithm
• CalculateStopPrice() : QuantConnect.Orders.TrailingStopOrder
• CalendarInfo() : QuantConnect.Data.Consolidators.CalendarInfo
• CallBackspread() : QuantConnect.Securities.Option.OptionStrategies
• CallButterfly() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• CallCalendarSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• CallLadder() : QuantConnect.Securities.OptionFilterUniverse
• CallLeg() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition
• CallsOnly() : QuantConnect.Securities.OptionFilterUniverse
• CallSpread() : QuantConnect.Securities.OptionFilterUniverse
• Cancel() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager , QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Orders.OrderTicket
• CancelOpenOrders() : QuantConnect.Securities.SecurityTransactionManager
• CancelOrder() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.SecurityTransactionManager
• CancelOrderRequest() : QuantConnect.Orders.CancelOrderRequest
• CancelRequestAlreadySubmitted() : QuantConnect.Messages.OrderTicket
• CanConvert() : QuantConnect.Api.LiveAlgorithmResultsJsonConverter , QuantConnect.Api.OptimizationBacktestJsonConverter , QuantConnect.Api.ParameterSetJsonConverter , QuantConnect.Api.Serialization.ProductJsonConverter , QuantConnect.ChartSeriesJsonConverter , QuantConnect.DefaultConverter , QuantConnect.Notifications.NotificationJsonConverter , QuantConnect.Optimizer.Parameters.OptimizationParameterJsonConverter , QuantConnect.Orders.OrderJsonConverter , QuantConnect.Orders.ReadOrdersResponseJsonConverter , QuantConnect.Orders.TimeInForceJsonConverter , QuantConnect.Report.NullResultValueTypeJsonConverter< T > , QuantConnect.Report.OrderTypeNormalizingJsonConverter , QuantConnect.ScatterChartPointJsonConverter , QuantConnect.SymbolJsonConverter , QuantConnect.SymbolValueJsonConverter , QuantConnect.Util.CandlestickJsonConverter , QuantConnect.Util.ChartPointJsonConverter , QuantConnect.Util.DoubleUnixSecondsDateTimeJsonConverter , QuantConnect.Util.JsonRoundingConverter , QuantConnect.Util.NullStringValueConverter< T > , QuantConnect.Util.SeriesJsonConverter , QuantConnect.Util.SingleValueListConverter< T > , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• CandleSetting() : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
• Candlestick() : QuantConnect.Candlestick
• CandlestickPattern() : QuantConnect.Indicators.CandlestickPatterns.CandlestickPattern
• CandlestickPatterns() : QuantConnect.Algorithm.CandlestickPatterns
• CandlestickSeries() : QuantConnect.CandlestickSeries
• CanExecuteOrder() : QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.InteractiveBrokersBrokerageModel , QuantConnect.Brokerages.SamcoBrokerageModel , QuantConnect.Brokerages.TradierBrokerageModel , QuantConnect.Brokerages.TradingTechnologiesBrokerageModel , QuantConnect.Brokerages.ZerodhaBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• CanInterpret() : QuantConnect.Exceptions.ClrBubbledExceptionInterpreter , QuantConnect.Exceptions.DllNotFoundPythonExceptionInterpreter , QuantConnect.Exceptions.IExceptionInterpreter , QuantConnect.Exceptions.InvalidTokenPythonExceptionInterpreter , QuantConnect.Exceptions.KeyErrorPythonExceptionInterpreter , QuantConnect.Exceptions.NoMethodMatchPythonExceptionInterpreter , QuantConnect.Exceptions.PythonExceptionInterpreter , QuantConnect.Exceptions.ScheduledEventExceptionInterpreter , QuantConnect.Exceptions.StackExceptionInterpreter , QuantConnect.Exceptions.SystemExceptionInterpreter , QuantConnect.Exceptions.UnsupportedOperandPythonExceptionInterpreter
• CannotCastNonFiniteFloatingPointValueToDecimal() : QuantConnect.Messages.Extensions
• CanPerformSelection() : QuantConnect.Interfaces.IDataQueueUniverseProvider , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue
• CanRemoveMember() : QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator
• CanSend() : QuantConnect.Notifications.NotificationExtensions
• CanSubmitOrder() : BybitBrokerageModel , QuantConnect.Brokerages.AlpacaBrokerageModel , QuantConnect.Brokerages.AxosClearingBrokerageModel , QuantConnect.Brokerages.BinanceBrokerageModel , QuantConnect.Brokerages.BitfinexBrokerageModel , QuantConnect.Brokerages.CharlesSchwabBrokerageModel , QuantConnect.Brokerages.CoinbaseBrokerageModel , QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.ExanteBrokerageModel , QuantConnect.Brokerages.EzeBrokerageModel , QuantConnect.Brokerages.FTXBrokerageModel , QuantConnect.Brokerages.FxcmBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.InteractiveBrokersBrokerageModel , QuantConnect.Brokerages.KrakenBrokerageModel , QuantConnect.Brokerages.OandaBrokerageModel , QuantConnect.Brokerages.RBIBrokerageModel , QuantConnect.Brokerages.SamcoBrokerageModel , QuantConnect.Brokerages.TDAmeritradeBrokerageModel , QuantConnect.Brokerages.TradeStationBrokerageModel , QuantConnect.Brokerages.TradierBrokerageModel , QuantConnect.Brokerages.TradingTechnologiesBrokerageModel , QuantConnect.Brokerages.WolverineBrokerageModel , QuantConnect.Brokerages.ZerodhaBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• CanUpdateOrder() : BybitBrokerageModel , QuantConnect.Brokerages.AlpacaBrokerageModel , QuantConnect.Brokerages.AxosClearingBrokerageModel , QuantConnect.Brokerages.BinanceBrokerageModel , QuantConnect.Brokerages.BitfinexBrokerageModel , QuantConnect.Brokerages.CoinbaseBrokerageModel , QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.EzeBrokerageModel , QuantConnect.Brokerages.FTXBrokerageModel , QuantConnect.Brokerages.FxcmBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.InteractiveBrokersBrokerageModel , QuantConnect.Brokerages.KrakenBrokerageModel , QuantConnect.Brokerages.RBIBrokerageModel , QuantConnect.Brokerages.SamcoBrokerageModel , QuantConnect.Brokerages.TDAmeritradeBrokerageModel , QuantConnect.Brokerages.TradeStationBrokerageModel , QuantConnect.Brokerages.TradierBrokerageModel , QuantConnect.Brokerages.TradingTechnologiesBrokerageModel , QuantConnect.Brokerages.WolverineBrokerageModel , QuantConnect.Brokerages.ZerodhaBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• CapacityEstimate() : QuantConnect.CapacityEstimate
• CapExGrowth() : QuantConnect.Data.Fundamental.CapExGrowth
• CapExReportedCashFlowStatement() : QuantConnect.Data.Fundamental.CapExReportedCashFlowStatement
• CapExSalesRatio() : QuantConnect.Data.Fundamental.CapExSalesRatio
• CapitalExpenditureAnnual5YrGrowth() : QuantConnect.Data.Fundamental.CapitalExpenditureAnnual5YrGrowth
• CapitalExpenditureCashFlowStatement() : QuantConnect.Data.Fundamental.CapitalExpenditureCashFlowStatement
• CapitalExpendituretoEBITDA() : QuantConnect.Data.Fundamental.CapitalExpendituretoEBITDA
• CapitalLeaseObligationsBalanceSheet() : QuantConnect.Data.Fundamental.CapitalLeaseObligationsBalanceSheet
• CapitalMarkets() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• CapitalStockBalanceSheet() : QuantConnect.Data.Fundamental.CapitalStockBalanceSheet
• Cash() : QuantConnect.Securities.Cash
• CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement
• CashAmount() : QuantConnect.Securities.CashAmount
• CashAndCashEquivalentsBalanceSheet() : QuantConnect.Data.Fundamental.CashAndCashEquivalentsBalanceSheet
• CashAndDueFromBanksBalanceSheet() : QuantConnect.Data.Fundamental.CashAndDueFromBanksBalanceSheet
• CashBalanceSheet() : QuantConnect.Data.Fundamental.CashBalanceSheet
• CashBook() : QuantConnect.Securities.CashBook
• CashBookUpdatedEventArgs() : QuantConnect.Securities.CashBookUpdatedEventArgs
• CashBuyingPowerModel() : QuantConnect.Securities.CashBuyingPowerModel
• CashCashEquivalentsAndFederalFundsSoldBalanceSheet() : QuantConnect.Data.Fundamental.CashCashEquivalentsAndFederalFundsSoldBalanceSheet
• CashCashEquivalentsAndMarketableSecuritiesBalanceSheet() : QuantConnect.Data.Fundamental.CashCashEquivalentsAndMarketableSecuritiesBalanceSheet
• CashConversionCycle() : QuantConnect.Data.Fundamental.CashConversionCycle
• CashDividendsForMinoritiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashDividendsForMinoritiesCashFlowStatement
• CashDividendsPaidCashFlowStatement() : QuantConnect.Data.Fundamental.CashDividendsPaidCashFlowStatement
• CashEquivalentsBalanceSheet() : QuantConnect.Data.Fundamental.CashEquivalentsBalanceSheet
• CashFlowFileDate() : QuantConnect.Data.Fundamental.CashFlowFileDate
• CashFlowFromContinuingFinancingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromContinuingFinancingActivitiesCashFlowStatement
• CashFlowFromContinuingInvestingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromContinuingInvestingActivitiesCashFlowStatement
• CashFlowFromContinuingOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromContinuingOperatingActivitiesCashFlowStatement
• CashFlowFromDiscontinuedOperationCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowFromDiscontinuedOperationCashFlowStatement
• CashFlowFromFinancingGrowth() : QuantConnect.Data.Fundamental.CashFlowFromFinancingGrowth
• CashFlowFromInvestingGrowth() : QuantConnect.Data.Fundamental.CashFlowFromInvestingGrowth
• CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement
• CashFlowStatement() : QuantConnect.Data.Fundamental.CashFlowStatement
• CashFromDiscontinuedFinancingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFromDiscontinuedFinancingActivitiesCashFlowStatement
• CashFromDiscontinuedInvestingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFromDiscontinuedInvestingActivitiesCashFlowStatement
• CashFromDiscontinuedOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashFromDiscontinuedOperatingActivitiesCashFlowStatement
• CashGeneratedfromOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashGeneratedfromOperatingActivitiesCashFlowStatement
• CashPaidforInsuranceActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaidforInsuranceActivitiesCashFlowStatement
• CashPaidtoReinsurersCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaidtoReinsurersCashFlowStatement
• CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement
• CashPaymentsforLoansCashFlowStatement() : QuantConnect.Data.Fundamental.CashPaymentsforLoansCashFlowStatement
• CashRatio() : QuantConnect.Data.Fundamental.CashRatio
• CashRatioGrowth() : QuantConnect.Data.Fundamental.CashRatioGrowth
• CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement
• CashReceiptsfromFeesandCommissionsCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromFeesandCommissionsCashFlowStatement
• CashReceiptsfromLoansCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromLoansCashFlowStatement
• CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement
• CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement
• CashReceiptsfromTaxRefundsCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceiptsfromTaxRefundsCashFlowStatement
• CashReceivedfromInsuranceActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.CashReceivedfromInsuranceActivitiesCashFlowStatement
• CashRestrictedOrPledgedBalanceSheet() : QuantConnect.Data.Fundamental.CashRestrictedOrPledgedBalanceSheet
• CashSymbolNotFound() : QuantConnect.Messages.CashBook
• CashtoTotalAssets() : QuantConnect.Data.Fundamental.CashtoTotalAssets
• CC() : QuantConnect.Algorithm.QCAlgorithm
• CCI() : QuantConnect.Algorithm.QCAlgorithm
• CededPremiumsIncomeStatement() : QuantConnect.Data.Fundamental.CededPremiumsIncomeStatement
• Cfd() : QuantConnect.Securities.Cfd.Cfd
• CfdExchange() : QuantConnect.Securities.Cfd.CfdExchange
• CfdHolding() : QuantConnect.Securities.Cfd.CfdHolding
• CFOGrowth() : QuantConnect.Data.Fundamental.CFOGrowth
• ChaikinMoneyFlow() : QuantConnect.Indicators.ChaikinMoneyFlow
• ChainedTo() : QuantConnect.Data.UniverseSelection.UniverseExtensions
• ChandeKrollStop() : QuantConnect.Indicators.ChandeKrollStop
• ChandeMomentumOscillator() : QuantConnect.Indicators.ChandeMomentumOscillator
• ChangeInAccountPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInAccountPayableCashFlowStatement
• ChangeInAccruedExpenseCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInAccruedExpenseCashFlowStatement
• ChangeinAccruedIncomeCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinAccruedIncomeCashFlowStatement
• ChangeInAccruedInvestmentIncomeCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInAccruedInvestmentIncomeCashFlowStatement
• ChangeinAdvancesfromCentralBanksCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinAdvancesfromCentralBanksCashFlowStatement
• ChangeinCashSupplementalAsReportedCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinCashSupplementalAsReportedCashFlowStatement
• ChangeInDeferredAcquisitionCostsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInDeferredAcquisitionCostsCashFlowStatement
• ChangeinDeferredAcquisitionCostsNetCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinDeferredAcquisitionCostsNetCashFlowStatement
• ChangeInDeferredChargesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInDeferredChargesCashFlowStatement
• ChangeinDepositsbyBanksandCustomersCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinDepositsbyBanksandCustomersCashFlowStatement
• ChangeInDividendPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInDividendPayableCashFlowStatement
• ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement
• ChangeinFinancialAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinFinancialAssetsCashFlowStatement
• ChangeinFinancialLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinFinancialLiabilitiesCashFlowStatement
• ChangeInFundsWithheldCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInFundsWithheldCashFlowStatement
• ChangeInIncomeTaxPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInIncomeTaxPayableCashFlowStatement
• ChangeinInsuranceContractAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceContractAssetsCashFlowStatement
• ChangeinInsuranceContractLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceContractLiabilitiesCashFlowStatement
• ChangeinInsuranceFundsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceFundsCashFlowStatement
• ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement
• ChangeInInterestPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInInterestPayableCashFlowStatement
• ChangeInInventoryCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInInventoryCashFlowStatement
• ChangeinInvestmentContractIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinInvestmentContractIncomeStatement
• ChangeinInvestmentContractLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinInvestmentContractLiabilitiesCashFlowStatement
• ChangeInLoansCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInLoansCashFlowStatement
• ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement
• ChangeInOtherCurrentAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInOtherCurrentAssetsCashFlowStatement
• ChangeInOtherCurrentLiabilitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInOtherCurrentLiabilitiesCashFlowStatement
• ChangeInOtherWorkingCapitalCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInOtherWorkingCapitalCashFlowStatement
• ChangeInPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInPayableCashFlowStatement
• ChangeInPayablesAndAccruedExpenseCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInPayablesAndAccruedExpenseCashFlowStatement
• ChangeInPrepaidAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInPrepaidAssetsCashFlowStatement
• ChangeInReceivablesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInReceivablesCashFlowStatement
• ChangeinReinsuranceReceivablesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeinReinsuranceReceivablesCashFlowStatement
• ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement
• ChangeInRestrictedCashCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInRestrictedCashCashFlowStatement
• ChangeInTaxPayableCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInTaxPayableCashFlowStatement
• ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement
• ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement() : QuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement
• ChangeInTradingAccountSecuritiesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInTradingAccountSecuritiesCashFlowStatement
• ChangeInUnearnedPremiumsCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInUnearnedPremiumsCashFlowStatement
• ChangeInWorkingCapitalCashFlowStatement() : QuantConnect.Data.Fundamental.ChangeInWorkingCapitalCashFlowStatement
• ChangesInAccountReceivablesCashFlowStatement() : QuantConnect.Data.Fundamental.ChangesInAccountReceivablesCashFlowStatement
• ChangesInCashCashFlowStatement() : QuantConnect.Data.Fundamental.ChangesInCashCashFlowStatement
• Channel() : QuantConnect.Data.Channel
• ChannelNameFromTickType() : QuantConnect.Data.DataQueueHandlerSubscriptionManager , QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• CharlesSchwabBrokerageModel() : QuantConnect.Brokerages.CharlesSchwabBrokerageModel
• Chart() : QuantConnect.Chart
• ChartPoint() : QuantConnect.ChartPoint
• CheckCompliance() : QuantConnect.Optimizer.Objectives.Target
• CheckPendingRemovals() : QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager
• CheckRemoteFileCache() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataSourceReader
• Chemicals() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• CHOP() : QuantConnect.Algorithm.QCAlgorithm
• ChoppinessIndex() : QuantConnect.Indicators.ChoppinessIndex
• CIK() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinitionSymbolResolver
• CircularQueue() : QuantConnect.Util.CircularQueue< T >
• CKS() : QuantConnect.Algorithm.QCAlgorithm
• ClaimsandChangeinInsuranceLiabilitiesIncomeStatement() : QuantConnect.Data.Fundamental.ClaimsandChangeinInsuranceLiabilitiesIncomeStatement
• ClaimsandPaidIncurredIncomeStatement() : QuantConnect.Data.Fundamental.ClaimsandPaidIncurredIncomeStatement
• ClaimsOutstandingBalanceSheet() : QuantConnect.Data.Fundamental.ClaimsOutstandingBalanceSheet
• ClaimsPaidCashFlowStatement() : QuantConnect.Data.Fundamental.ClaimsPaidCashFlowStatement
• ClassesofCashPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.ClassesofCashPaymentsCashFlowStatement
• ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement() : QuantConnect.Data.Fundamental.ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement
• ClassicGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• ClassicRangeConsolidator() : QuantConnect.Data.Consolidators.ClassicRangeConsolidator
• ClassicRenkoConsolidator() : QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput >
• Clear() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Data.Market.DataDictionary< T >
• clear() : QuantConnect.ExtendedDictionary< T >
• Clear() : QuantConnect.ExtendedDictionary< T >
• clear() : QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• Clear() : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Securities.CashBook , QuantConnect.Securities.Positions.PositionCollection , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Storage.ObjectStore , QuantConnect.SymbolCache , QuantConnect.Util.ConcurrentSet< T >
• Clear< T >() : QuantConnect.Extensions
• ClearCache() : QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• ClearFulfilled() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection
• ClearInvalidOperation< T >() : QuantConnect.Messages.ExtendedDictionary
• ClearLeanPaths() : QuantConnect.Logging.Log
• Clone() : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.BaseSeries , QuantConnect.Candlestick , QuantConnect.CandlestickSeries , QuantConnect.Chart , QuantConnect.ChartPoint , QuantConnect.Data.BaseData , QuantConnect.Data.DynamicData , QuantConnect.Data.Fundamental.AssetClassification , QuantConnect.Data.Fundamental.CompanyProfile , QuantConnect.Data.Fundamental.CompanyReference , QuantConnect.Data.Fundamental.EarningRatios , QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.FinancialStatements , QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.Fundamental.Fundamental , QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty , QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.SecurityReference , QuantConnect.Data.Fundamental.ValuationRatios , QuantConnect.Data.IBaseData , QuantConnect.Data.Market.Bar , QuantConnect.Data.Market.Delisting , QuantConnect.Data.Market.Dividend , QuantConnect.Data.Market.FuturesChain , QuantConnect.Data.Market.OpenInterest , QuantConnect.Data.Market.OptionChain , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.RangeBar , QuantConnect.Data.Market.RenkoBar , QuantConnect.Data.Market.Split , QuantConnect.Data.Market.SymbolChangedEvent , QuantConnect.Data.Market.Tick , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Data.UniverseSelection.Schedule , QuantConnect.Holding , QuantConnect.Interfaces.IOrderProperties , QuantConnect.ISeriesPoint , QuantConnect.Orders.BinanceOrderProperties , QuantConnect.Orders.BitfinexOrderProperties , QuantConnect.Orders.ComboLegLimitOrder , QuantConnect.Orders.ComboLimitOrder , QuantConnect.Orders.ComboMarketOrder , QuantConnect.Orders.FTXOrderProperties , QuantConnect.Orders.IndiaOrderProperties , QuantConnect.Orders.InteractiveBrokersOrderProperties , QuantConnect.Orders.LimitIfTouchedOrder , QuantConnect.Orders.LimitOrder , QuantConnect.Orders.MarketOnCloseOrder , QuantConnect.Orders.MarketOnOpenOrder , QuantConnect.Orders.MarketOrder , QuantConnect.Orders.OptionExerciseOrder , QuantConnect.Orders.Order , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.OrderProperties , QuantConnect.Orders.OrderSubmissionData , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.StopMarketOrder , QuantConnect.Orders.TrailingStopOrder , QuantConnect.ScatterChartPoint , QuantConnect.Series , QuantConnect.Util.ObjectActivator
• Clone< T >() : QuantConnect.Util.ObjectActivator
• CloneEmpty() : QuantConnect.Chart
• CloneValues() : QuantConnect.BaseSeries
• Close() : QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.ToolBox.Bz2StreamProvider , QuantConnect.ToolBox.FileStreamProvider , QuantConnect.ToolBox.GzipStreamProvider , QuantConnect.ToolBox.IStreamProvider , QuantConnect.ToolBox.LazyStreamWriter , QuantConnect.ToolBox.ZipStreamProvider
• ClosedAllDay() : QuantConnect.Securities.LocalMarketHours , QuantConnect.Securities.MarketHoursSegment
• Closes() : QuantConnect.Extensions , QuantConnect.Securities.Positions.PositionGroupExtensions
• ClosingMarubozu() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu
• CMF() : QuantConnect.Algorithm.QCAlgorithm
• CMO() : QuantConnect.Algorithm.QCAlgorithm
• Coarse() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel
• CoarseFundamental() : QuantConnect.Data.UniverseSelection.CoarseFundamental
• CoarseFundamentalUniverse() : QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse
• CoarseFundamentalUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel
• CoarseUniverseGenerator() : QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram
• CoarseUniverseGeneratorProgram() : QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram
• CoinbaseBrokerageModel() : QuantConnect.Brokerages.CoinbaseBrokerageModel
• CoinbaseFeeModel() : QuantConnect.Orders.Fees.CoinbaseFeeModel
• Collapse() : QuantConnect.Data.Market.QuoteBar
• CollectionSubscriptionDataSourceReader() : QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader
• Collective2SignalExport() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport
• Combine() : QuantConnect.Securities.Positions.PositionExtensions
• CombineWith() : QuantConnect.Securities.Positions.PositionGroupCollection
• ComboLegLimitFill() : QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• ComboLegLimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.ComboLegLimitOrder
• ComboLimitFill() : QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• ComboLimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.ComboLimitOrder
• ComboMarketFill() : QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• ComboMarketOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.ComboMarketOrder
• ComboOrder() : QuantConnect.Orders.ComboOrder
• CommandFileDoesNotExist() : QuantConnect.Messages.FileCommandHandler
• CommandInfo() : QuantConnect.Messages.OrderCommand
• CommandLineOption() : QuantConnect.Configuration.CommandLineOption
• CommandPythonWrapper() : QuantConnect.Python.CommandPythonWrapper
• CommandResultPacket() : QuantConnect.Commands.CommandResultPacket
• CommercialLoanBalanceSheet() : QuantConnect.Data.Fundamental.CommercialLoanBalanceSheet
• CommercialPaperBalanceSheet() : QuantConnect.Data.Fundamental.CommercialPaperBalanceSheet
• CommissionExpensesIncomeStatement() : QuantConnect.Data.Fundamental.CommissionExpensesIncomeStatement
• CommissionPaidCashFlowStatement() : QuantConnect.Data.Fundamental.CommissionPaidCashFlowStatement
• CommodityChannelIndex() : QuantConnect.Indicators.CommodityChannelIndex
• CommonEquityToAssets() : QuantConnect.Data.Fundamental.CommonEquityToAssets
• CommonStockBalanceSheet() : QuantConnect.Data.Fundamental.CommonStockBalanceSheet
• CommonStockDividendPaidCashFlowStatement() : QuantConnect.Data.Fundamental.CommonStockDividendPaidCashFlowStatement
• CommonStockEquityBalanceSheet() : QuantConnect.Data.Fundamental.CommonStockEquityBalanceSheet
• CommonStockIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.CommonStockIssuanceCashFlowStatement
• CommonStockPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.CommonStockPaymentsCashFlowStatement
• CommonUtilityPlantBalanceSheet() : QuantConnect.Data.Fundamental.CommonUtilityPlantBalanceSheet
• CompanyProfile() : QuantConnect.Data.Fundamental.CompanyProfile
• CompanyReference() : QuantConnect.Data.Fundamental.CompanyReference
• Compare() : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• Compare< T >() : QuantConnect.Extensions , QuantConnect.Util.ComparisonOperator
• ComparePair() : QuantConnect.Util.CurrencyPairUtil
• CompareTo() : QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorDataPoint , QuantConnect.SecurityIdentifier , QuantConnect.Symbol
• Compile() : QuantConnect.Report.Report
• CompleteAdding() : QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.BusyCollection< T >
• CompletedHistoryResult() : QuantConnect.Packets.CompletedHistoryResult
• Composer() : QuantConnect.Util.Composer
• CompositeAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel
• CompositeDataProvider() : QuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider
• CompositeFIGI() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinitionSymbolResolver
• CompositeIndicator() : QuantConnect.Indicators.CompositeIndicator
• CompositeLogHandler() : QuantConnect.Logging.CompositeLogHandler
• CompositePositionGroupResolver() : QuantConnect.Securities.Positions.CompositePositionGroupResolver
• CompositeRiskManagementModel() : QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel
• CompositeSecurityInitializer() : QuantConnect.Securities.CompositeSecurityInitializer
• CompositeTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.CompositeTimeProvider
• CompositeTimeRule() : QuantConnect.Scheduling.CompositeTimeRule
• CompositeUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel
• CompoundingAnnualPerformance() : QuantConnect.Statistics.Statistics
• ComputeCloseTime() : QuantConnect.Algorithm.Framework.Alphas.Insight
• ComputeDistribution() : QuantConnect.Data.Market.Dividend
• ComputedZeroInitialMargin() : QuantConnect.Messages.PositionGroupBuyingPowerModel
• ComputeIndicator() : QuantConnect.Indicators.Beta , QuantConnect.Indicators.Correlation , QuantConnect.Indicators.DualSymbolIndicator< T >
• ComputeNextValue() : HilbertTransform , QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.AccumulationDistribution , QuantConnect.Indicators.AccumulationDistributionOscillator , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.Alpha , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.ArnaudLegouxMovingAverage , QuantConnect.Indicators.AroonOscillator , QuantConnect.Indicators.AugenPriceSpike , QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.AverageDirectionalIndex , QuantConnect.Indicators.AverageDirectionalMovementIndexRating , QuantConnect.Indicators.AverageRange , QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.AwesomeOscillator , QuantConnect.Indicators.BalanceOfPower , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby , QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock , QuantConnect.Indicators.CandlestickPatterns.BeltHold , QuantConnect.Indicators.CandlestickPatterns.Breakaway , QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu , QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow , QuantConnect.Indicators.CandlestickPatterns.Counterattack , QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover , QuantConnect.Indicators.CandlestickPatterns.Doji , QuantConnect.Indicators.CandlestickPatterns.DojiStar , QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji , QuantConnect.Indicators.CandlestickPatterns.Engulfing , QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar , QuantConnect.Indicators.CandlestickPatterns.EveningStar , QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite , QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji , QuantConnect.Indicators.CandlestickPatterns.Hammer , QuantConnect.Indicators.CandlestickPatterns.HangingMan , QuantConnect.Indicators.CandlestickPatterns.Harami , QuantConnect.Indicators.CandlestickPatterns.HaramiCross , QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle , QuantConnect.Indicators.CandlestickPatterns.Hikkake , QuantConnect.Indicators.CandlestickPatterns.HikkakeModified , QuantConnect.Indicators.CandlestickPatterns.HomingPigeon , QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows , QuantConnect.Indicators.CandlestickPatterns.InNeck , QuantConnect.Indicators.CandlestickPatterns.InvertedHammer , QuantConnect.Indicators.CandlestickPatterns.Kicking , QuantConnect.Indicators.CandlestickPatterns.KickingByLength , QuantConnect.Indicators.CandlestickPatterns.LadderBottom , QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji , QuantConnect.Indicators.CandlestickPatterns.LongLineCandle , QuantConnect.Indicators.CandlestickPatterns.Marubozu , QuantConnect.Indicators.CandlestickPatterns.MatchingLow , QuantConnect.Indicators.CandlestickPatterns.MatHold , QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar , QuantConnect.Indicators.CandlestickPatterns.MorningStar , QuantConnect.Indicators.CandlestickPatterns.OnNeck , QuantConnect.Indicators.CandlestickPatterns.Piercing , QuantConnect.Indicators.CandlestickPatterns.RickshawMan , QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods , QuantConnect.Indicators.CandlestickPatterns.SeparatingLines , QuantConnect.Indicators.CandlestickPatterns.ShootingStar , QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle , QuantConnect.Indicators.CandlestickPatterns.SpinningTop , QuantConnect.Indicators.CandlestickPatterns.StalledPattern , QuantConnect.Indicators.CandlestickPatterns.StickSandwich , QuantConnect.Indicators.CandlestickPatterns.Takuri , QuantConnect.Indicators.CandlestickPatterns.TasukiGap , QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows , QuantConnect.Indicators.CandlestickPatterns.ThreeInside , QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike , QuantConnect.Indicators.CandlestickPatterns.ThreeOutside , QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth , QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers , QuantConnect.Indicators.CandlestickPatterns.Thrusting , QuantConnect.Indicators.CandlestickPatterns.Tristar , QuantConnect.Indicators.CandlestickPatterns.TwoCrows , QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver , QuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods , QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows , QuantConnect.Indicators.ChaikinMoneyFlow , QuantConnect.Indicators.ChandeKrollStop , QuantConnect.Indicators.ChandeMomentumOscillator , QuantConnect.Indicators.ChoppinessIndex , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.CompositeIndicator , QuantConnect.Indicators.ConnorsRelativeStrengthIndex , QuantConnect.Indicators.ConstantIndicator< T > , QuantConnect.Indicators.CoppockCurve , QuantConnect.Indicators.Delay , QuantConnect.Indicators.DeMarkerIndicator , QuantConnect.Indicators.DerivativeOscillator , QuantConnect.Indicators.DetrendedPriceOscillator , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.DoubleExponentialMovingAverage , QuantConnect.Indicators.DualSymbolIndicator< T > , QuantConnect.Indicators.EaseOfMovementValue , QuantConnect.Indicators.ExponentialMovingAverage , QuantConnect.Indicators.FilteredIdentity , QuantConnect.Indicators.FisherTransform , QuantConnect.Indicators.ForceIndex , QuantConnect.Indicators.FractalAdaptiveMovingAverage , QuantConnect.Indicators.FunctionalIndicator< T > , QuantConnect.Indicators.HeikinAshi , QuantConnect.Indicators.HullMovingAverage , QuantConnect.Indicators.HurstExponent , QuantConnect.Indicators.IchimokuKinkoHyo , QuantConnect.Indicators.Identity , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.InternalBarStrength , QuantConnect.Indicators.IntradayVwap , QuantConnect.Indicators.KaufmanAdaptiveMovingAverage , QuantConnect.Indicators.KaufmanEfficiencyRatio , QuantConnect.Indicators.KeltnerChannels , QuantConnect.Indicators.LeastSquaresMovingAverage , QuantConnect.Indicators.LinearWeightedMovingAverage , QuantConnect.Indicators.LogReturn , QuantConnect.Indicators.MarketProfile , QuantConnect.Indicators.MassIndex , QuantConnect.Indicators.Maximum , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Indicators.McGinleyDynamic , QuantConnect.Indicators.MeanAbsoluteDeviation , QuantConnect.Indicators.MesaAdaptiveMovingAverage , QuantConnect.Indicators.MidPoint , QuantConnect.Indicators.MidPrice , QuantConnect.Indicators.Minimum , QuantConnect.Indicators.Momentum , QuantConnect.Indicators.MomersionIndicator , QuantConnect.Indicators.MoneyFlowIndex , QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.NormalizedAverageTrueRange , QuantConnect.Indicators.OnBalanceVolume , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.ParabolicStopAndReverse , QuantConnect.Indicators.PercentagePriceOscillator , QuantConnect.Indicators.PivotPointsHighLow , QuantConnect.Indicators.PremierStochasticOscillator , QuantConnect.Indicators.PythonIndicator , QuantConnect.Indicators.RateOfChange , QuantConnect.Indicators.RateOfChangePercent , QuantConnect.Indicators.RateOfChangeRatio , QuantConnect.Indicators.RegressionChannel , QuantConnect.Indicators.RelativeDailyVolume , QuantConnect.Indicators.RelativeMovingAverage , QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.RelativeVigorIndexSignal , QuantConnect.Indicators.RogersSatchellVolatility , QuantConnect.Indicators.SchaffTrendCycle , QuantConnect.Indicators.SharpeRatio , QuantConnect.Indicators.SimpleMovingAverage , QuantConnect.Indicators.SmoothedOnBalanceVolume , QuantConnect.Indicators.SqueezeMomentum , QuantConnect.Indicators.StandardDeviation , QuantConnect.Indicators.Stochastic , QuantConnect.Indicators.StochasticRelativeStrengthIndex , QuantConnect.Indicators.Sum , QuantConnect.Indicators.SuperTrend , QuantConnect.Indicators.SwissArmyKnife , QuantConnect.Indicators.T3MovingAverage , QuantConnect.Indicators.TargetDownsideDeviation , QuantConnect.Indicators.TimeSeriesForecast , QuantConnect.Indicators.TriangularMovingAverage , QuantConnect.Indicators.TripleExponentialMovingAverage , QuantConnect.Indicators.Trix , QuantConnect.Indicators.TrueRange , QuantConnect.Indicators.TrueStrengthIndex , QuantConnect.Indicators.UltimateOscillator , QuantConnect.Indicators.ValueAtRisk , QuantConnect.Indicators.VariableIndexDynamicAverage , QuantConnect.Indicators.Variance , QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator , QuantConnect.Indicators.VolumeWeightedMovingAverage , QuantConnect.Indicators.Vortex , QuantConnect.Indicators.WilderAccumulativeSwingIndex , QuantConnect.Indicators.WilderMovingAverage , QuantConnect.Indicators.WilderSwingIndex , QuantConnect.Indicators.WilliamsPercentR , QuantConnect.Indicators.WindowIdentity , QuantConnect.Indicators.WindowIndicator< T > , QuantConnect.Indicators.ZeroLagExponentialMovingAverage , QuantConnect.Indicators.ZigZag
• ComputeScore() : QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyMatchObjectiveFunction , QuantConnect.Securities.Option.StrategyMatcher.UnmatchedPositionCountOptionStrategyMatchObjectiveFunction
• ComputeTrueRange() : QuantConnect.Indicators.AverageTrueRange
• ComTreShaNumBalanceSheet() : QuantConnect.Data.Fundamental.ComTreShaNumBalanceSheet
• ConcatDataFrames< T >() : QuantConnect.Python.PandasConverter
• ConcatEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator
• ConcealedBabySwallow() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow
• ConfidenceWeightedPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.ConfidenceWeightedPortfolioConstructionModel
• ConfigureConsoleTextWriter() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• ConfigureEnumerator() : QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
• Conglomerates() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Connect() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Interfaces.IBrokerage
• ConnectSync() : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• ConnorsRelativeStrengthIndex() : QuantConnect.Indicators.ConnorsRelativeStrengthIndex
• ConsoleLeanOptimizer() : QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer
• ConsoleLogHandler() : QuantConnect.Logging.ConsoleLogHandler
• Consolidate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.Positions.PositionExtensions
• Consolidate< T >() : QuantConnect.Algorithm.QCAlgorithm
• ConsolidateChartPoints() : QuantConnect.BaseSeries , QuantConnect.CandlestickSeries , QuantConnect.Series
• ConsolidatorDataProcessor() : QuantConnect.ToolBox.ConsolidatorDataProcessor
• ConstantAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel
• ConstantBuyingPowerModel() : QuantConnect.Securities.ConstantBuyingPowerModel
• ConstantCurrencyConversion() : QuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion
• ConstantDividendYieldModel() : QuantConnect.Data.ConstantDividendYieldModel
• ConstantFeeModel() : QuantConnect.Orders.Fees.ConstantFeeModel
• ConstantIndicator() : QuantConnect.Indicators.ConstantIndicator< T >
• ConstantOptionStrategyLegPredicateReferenceValue() : QuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegPredicateReferenceValue< T >
• ConstantQLDividendYieldEstimator() : QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator
• ConstantQLRiskFreeRateEstimator() : QuantConnect.Securities.Option.ConstantQLRiskFreeRateEstimator
• ConstantRiskFreeRateInterestRateModel() : QuantConnect.Data.ConstantRiskFreeRateInterestRateModel
• ConstantSlippageModel() : QuantConnect.Orders.Slippage.ConstantSlippageModel
• ConstituentsUniverse() : QuantConnect.Data.UniverseSelection.ConstituentsUniverse< T >
• ConstituentsUniverseData() : QuantConnect.Data.UniverseSelection.ConstituentsUniverseData
• ConstituentUniverseDefinitions() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Constraint() : QuantConnect.Optimizer.Objectives.Constraint
• Construction() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• ConstructionInProgressBalanceSheet() : QuantConnect.Data.Fundamental.ConstructionInProgressBalanceSheet
• Consume() : QuantConnect.IsolatorLimitResultProvider , QuantConnect.Util.RateLimit.ITokenBucket , QuantConnect.Util.RateLimit.LeakyBucket , QuantConnect.Util.RateLimit.TokenBucket
• ConsumerLoanBalanceSheet() : QuantConnect.Data.Fundamental.ConsumerLoanBalanceSheet
• ConsumerPackagedGoods() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Contains() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Brokerages.BrokerageMultiWebSocketEntry , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection , QuantConnect.Securities.CashBook , QuantConnect.Securities.MarketHoursSegment , QuantConnect.Securities.Positions.PositionGroupCollection , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.ConcurrentSet< T > , QuantConnect.Util.FixedSizeHashQueue< T >
• ContainsKey() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.Slice , QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Python.PythonSlice , QuantConnect.Securities.CashBook , QuantConnect.Securities.MarketHoursDatabase , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.SymbolPropertiesDatabase , QuantConnect.Securities.UniverseManager , QuantConnect.Storage.ObjectStore
• ContainsMember() : QuantConnect.Data.UniverseSelection.Universe
• ContinuingAndDiscontinuedBasicEPS() : QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedBasicEPS
• ContinuingAndDiscontinuedDilutedEPS() : QuantConnect.Data.Fundamental.ContinuingAndDiscontinuedDilutedEPS
• ContinuousContractUniverse() : QuantConnect.Data.UniverseSelection.ContinuousContractUniverse
• ContractHoldingsAdjustmentFillTag() : QuantConnect.Messages.DefaultExerciseModel
• Contracts() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• ContractSecurityFilterUniverse() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• Controls() : QuantConnect.Packets.Controls
• Conversion() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• ConversionRateNotFound() : QuantConnect.Messages.CashBook
• Convert() : QuantConnect.Algorithm.Framework.Alphas.Serialization.InsightJsonConverter , QuantConnect.Optimizer.Objectives.ExtremumJsonConverter , QuantConnect.Orders.Serialization.OrderEventJsonConverter , QuantConnect.Securities.CashBook , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesConverter , QuantConnect.Util.ColorJsonConverter , QuantConnect.Util.DoubleUnixSecondsDateTimeJsonConverter , QuantConnect.Util.MarketHoursDatabaseJsonConverter , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson , QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseJson , QuantConnect.Util.SecurityIdentifierJsonConverter , QuantConnect.Util.StringDecimalJsonConverter , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• Convert< T >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• ConvertAndDispose< T >() : QuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker
• ConvertFromUtc() : QuantConnect.Extensions , QuantConnect.TimeZoneOffsetProvider
• ConvertHoldingsToCollective2() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport
• ConvertibleCashAmount() : QuantConnect.Securities.ConvertibleCashAmount
• ConvertibleLoansCurrentBalanceSheet() : QuantConnect.Data.Fundamental.ConvertibleLoansCurrentBalanceSheet
• ConvertibleLoansNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.ConvertibleLoansNonCurrentBalanceSheet
• ConvertibleLoansTotalBalanceSheet() : QuantConnect.Data.Fundamental.ConvertibleLoansTotalBalanceSheet
• ConvertInvariant() : QuantConnect.StringExtensions
• ConvertInvariant< T >() : QuantConnect.StringExtensions
• ConvertInvariantCannotConvertTo() : QuantConnect.Messages.StringExtensions
• ConvertPercentageToQuantity() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport
• ConvertPeriod() : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• ConvertPythonUniverseFilterFunction< T >() : QuantConnect.Extensions
• ConvertSelectionSymbolDelegate< T >() : QuantConnect.Extensions
• ConvertTargetsToNumerai() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport
• ConvertTo() : QuantConnect.Extensions
• ConvertTo< T >() : QuantConnect.Extensions
• ConvertToAccountCurrency() : QuantConnect.Securities.CashBook , QuantConnect.Securities.ErrorCurrencyConverter , QuantConnect.Securities.ICurrencyConverter , QuantConnect.Securities.IdentityCurrencyConverter
• ConvertToComputedValue() : QuantConnect.Indicators.PivotPointsHighLow
• ConvertToCSVFormat() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport
• ConvertToDelegate< T >() : QuantConnect.Extensions
• ConvertToDelegateCannotConverPyObjectToType() : QuantConnect.Messages.Extensions
• ConvertToDictionary< TKey, TValue >() : QuantConnect.Extensions
• ConvertToDictionaryFailed() : QuantConnect.Messages.Extensions , QuantConnect.Messages.PandasConverter
• ConvertToSymbolEnumerable() : QuantConnect.Extensions
• ConvertToSymbolEnumerableFailed() : QuantConnect.Messages.Extensions
• ConvertToSymbols() : QuantConnect.Util.PythonUtil
• ConvertToUniverseSelectionStringDelegate< T >() : QuantConnect.Extensions
• ConvertToUniverseSelectionSymbolDelegate< T >() : QuantConnect.Extensions
• ConvertToUtc() : QuantConnect.Extensions , QuantConnect.TimeZoneOffsetProvider
• CoppockCurve() : QuantConnect.Indicators.CoppockCurve
• copy() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• CopyTo() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Orders.Order , QuantConnect.Securities.CashBook , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.ConcurrentSet< T >
• CorporateFactorProvider() : QuantConnect.Data.Auxiliary.CorporateFactorProvider
• CorporateFactorRow() : QuantConnect.Data.Auxiliary.CorporateFactorRow
• Correlation() : QuantConnect.Indicators.Correlation
• CostOfRevenueIncomeStatement() : QuantConnect.Data.Fundamental.CostOfRevenueIncomeStatement
• Counterattack() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Counterattack
• CoveredCall() : QuantConnect.Securities.Option.OptionStrategies
• CoveredPut() : QuantConnect.Securities.Option.OptionStrategies
• CrankNicolsonFD() : QuantConnect.Securities.Option.OptionPriceModels
• Create() : QuantConnect.AlgorithmConfiguration , QuantConnect.BaseSeries , QuantConnect.Brokerages.BrokerageModel , QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.Data.Market.Dividend , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.UniverseSelection.SecurityChanges , QuantConnect.Indicators.InternalIndicatorValues , QuantConnect.Lean.Engine.DataFeeds.SubscriptionData , QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils , QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory , QuantConnect.Orders.Leg , QuantConnect.Securities.Future.MarginRequirementsEntry , QuantConnect.Securities.Option.OptionPriceModels , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData , QuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegReferenceValue , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate , QuantConnect.Securities.Positions.PortfolioState , QuantConnect.Symbol , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator , QuantConnect.Util.MarketHoursDatabaseJsonConverter , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• Create< T >() : QuantConnect.Util.Ref< T >
• CreateAlgorithmInstance() : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• CreateAndScheduleWorker() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils
• CreateBacktest() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateBase() : QuantConnect.Symbol
• CreateBenchmarkDifferences() : QuantConnect.Statistics.StatisticsBuilder
• CreateBenchmarkSecurity() : QuantConnect.Interfaces.ISecurityService , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityService
• CreateBrokerage() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory , QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Brokerages.Paper.PaperBrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• CreateBrokerageMessageHandler() : QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Interfaces.IBrokerageFactory
• CreateCanonicalOption() : QuantConnect.Symbol
• CreateCoarseFundamentalUniverse() : QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel
• CreateCommonKey() : QuantConnect.Securities.SecurityDatabaseKey
• CreateCompile() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateConfiguration() : QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse , QuantConnect.Data.UniverseSelection.FineFundamentalUniverse , QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory
• CreateConsolidator() : QuantConnect.Algorithm.QCAlgorithm
• CreateDataInstance() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.FutureFilterUniverse , QuantConnect.Securities.OptionFilterUniverse
• CreateDateRangeHistoryRequests() : QuantConnect.Algorithm.QCAlgorithm
• CreateDefaultKey() : QuantConnect.Securities.Positions.SecurityPositionGroupModel
• CreateDirectory() : QuantConnect.Lean.Engine.Storage.FileHandler
• CreateEmpty() : QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket
• CreateEmptyPositions() : QuantConnect.Securities.Positions.PositionGroupKey
• CreateEnumerator() : QuantConnect.Data.ISubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.TimeTriggeredUniverseSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
• CreateEnumerators() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.CorporateEventEnumeratorFactory
• CreateEventName() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• CreateFactorFile() : QuantConnect.ToolBox.FactorFileGenerator
• CreateForOption() : QuantConnect.Data.DividendYieldProvider
• CreateFromAssemblies() : QuantConnect.Exceptions.StackExceptionInterpreter
• CreateFuture() : QuantConnect.Symbol
• CreateFutureChain() : QuantConnect.Extensions
• CreateHistoryRequest() : QuantConnect.Data.HistoryRequestFactory
• CreateIndicatorName() : QuantConnect.Algorithm.QCAlgorithm
• CreateInstance() : QuantConnect.Benchmarks.SecurityBenchmark
• CreateLegData() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition
• CreateLiveAlgorithm() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateLiveCommand() : QuantConnect.Api.Api
• CreateMessage() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport , QuantConnect.Logging.FileLogHandler
• CreateNewBar() : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.RangeConsolidator
• CreateOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateOption() : QuantConnect.Symbol
• CreateOptionChain() : QuantConnect.Extensions
• CreateOptionPosition() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch
• CreateOptionStrategyLeg() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch
• CreateOrder() : QuantConnect.Orders.Order
• CreateOrderFromJObject() : QuantConnect.Orders.OrderJsonConverter
• CreatePositions() : QuantConnect.Orders.Order
• CreateProductFromJObject() : QuantConnect.Api.Serialization.ProductJsonConverter
• CreateProject() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• CreateReadOnly< T >() : QuantConnect.Util.Ref< T >
• CreateSafeChartName() : QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• CreateSecureHash() : QuantConnect.Api.Api
• CreateSecurity() : QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Interfaces.ISecurityService , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityService
• CreateSliceEnumerableFromSubscriptions() : QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider
• CreateStrategy() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch
• CreateStreamReader() : QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
• CreateStreamReaderErrorEventArgs() : QuantConnect.Lean.Engine.DataFeeds.CreateStreamReaderErrorEventArgs
• CreateSubscription() : QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeed , QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed , QuantConnect.Lean.Engine.DataFeeds.NullDataFeed , QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider , QuantConnect.Report.MockDataFeed
• CreateSymbol() : QuantConnect.Algorithm.Selection.OptionContractUniverse , QuantConnect.Data.UniverseSelection.ContinuousContractUniverse , QuantConnect.Data.UniverseSelection.UniverseExtensions , QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• CreateTargets() : QuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.NullPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper
• CreateTimePulse() : QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory
• CreateType() : QuantConnect.Extensions
• CreateUnitGroup() : QuantConnect.Securities.Positions.PositionGroupExtensions
• CreateUniverseEnumerator() : QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
• CreateUniverses() : QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.ManualUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.NullUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.OptionUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper , QuantConnect.Algorithm.Selection.OptionChainedUniverseSelectionModel
• CreateUtcEventTimes() : QuantConnect.Scheduling.CompositeTimeRule , QuantConnect.Scheduling.FuncTimeRule , QuantConnect.Scheduling.ITimeRule
• CreditCardIncomeStatement() : QuantConnect.Data.Fundamental.CreditCardIncomeStatement
• CreditLossesProvisionIncomeStatement() : QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement
• CreditRiskProvisionsIncomeStatement() : QuantConnect.Data.Fundamental.CreditRiskProvisionsIncomeStatement
• CreditServices() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Crisis() : QuantConnect.Report.Crisis
• CrossZeroFirstOrderRequest() : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
• CrossZeroOrderResponse() : QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse
• CrossZeroSecondOrderRequest() : QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest
• CRRTheoreticalPrice() : QuantConnect.Indicators.OptionGreekIndicatorsHelper
• CrunchDAOSignalExport() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport
• Crypto() : QuantConnect.Securities.Crypto.Crypto
• CryptoExchange() : QuantConnect.Securities.Crypto.CryptoExchange
• CryptoFuture() : QuantConnect.Securities.CryptoFuture.CryptoFuture
• CryptoFutureExchange() : QuantConnect.Securities.CryptoFuture.CryptoFutureExchange
• CryptoFutureHolding() : QuantConnect.Securities.CryptoFuture.CryptoFutureHolding
• CryptoFutureMarginModel() : QuantConnect.Securities.CryptoFuture.CryptoFutureMarginModel
• CryptoHolding() : QuantConnect.Securities.Crypto.CryptoHolding
• CsvDataProcessor() : QuantConnect.ToolBox.CsvDataProcessor
• CumulativeMax() : QuantConnect.Report.DeedleUtil
• CumulativeProduct() : QuantConnect.Report.DeedleUtil
• CumulativeReturns() : QuantConnect.Report.DeedleUtil
• CumulativeSum() : QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel , QuantConnect.Indicators.TimeSeriesIndicator , QuantConnect.Report.DeedleUtil
• CurrencyPairDual() : QuantConnect.Util.CurrencyPairUtil
• CurrencySubscriptionDataConfigManager() : QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager
• CurrentAccruedExpensesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentAccruedExpensesBalanceSheet
• CurrentAssetsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentAssetsBalanceSheet
• CurrentCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.CurrentCapitalLeaseObligationBalanceSheet
• CurrentDebtAndCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDebtAndCapitalLeaseObligationBalanceSheet
• CurrentDebtBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDebtBalanceSheet
• CurrentDeferredAssetsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredAssetsBalanceSheet
• CurrentDeferredLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredLiabilitiesBalanceSheet
• CurrentDeferredRevenueBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredRevenueBalanceSheet
• CurrentDeferredTaxesAssetsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredTaxesAssetsBalanceSheet
• CurrentDeferredTaxesLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentDeferredTaxesLiabilitiesBalanceSheet
• CurrentLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentLiabilitiesBalanceSheet
• CurrentNotesPayableBalanceSheet() : QuantConnect.Data.Fundamental.CurrentNotesPayableBalanceSheet
• CurrentOtherFinancialLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.CurrentOtherFinancialLiabilitiesBalanceSheet
• CurrentProvisionsBalanceSheet() : QuantConnect.Data.Fundamental.CurrentProvisionsBalanceSheet
• CurrentRatio() : QuantConnect.Data.Fundamental.CurrentRatio
• CurrentRatioGrowth() : QuantConnect.Data.Fundamental.CurrentRatioGrowth
• CUSIP() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinitionSymbolResolver
• CustomerAcceptancesBalanceSheet() : QuantConnect.Data.Fundamental.CustomerAcceptancesBalanceSheet
• CustomerAccountsBalanceSheet() : QuantConnect.Data.Fundamental.CustomerAccountsBalanceSheet
• CustomUniverse() : QuantConnect.Algorithm.Framework.Selection.CustomUniverse
• CustomUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel
• Cyclicals() : QuantConnect.Algorithm.ConstituentUniverseDefinitions