- d -

• D() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.OptionFilterUniverse
• DailyStrictEndTime() : QuantConnect.Data.Common.MarketHourAwareConsolidator
• DairyLastTradeDate() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• DarkCloudCover() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover
• DatabaseFileNotFound() : QuantConnect.Messages.SymbolPropertiesDatabase
• DataConsolidatorPythonWrapper() : QuantConnect.Python.DataConsolidatorPythonWrapper
• DataDictionary() : QuantConnect.Data.Market.DataDictionary< T >
• DataDownloadConfig() : QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig
• DataDownloaderGetParameters() : QuantConnect.DataDownloaderGetParameters
• DataFeedPacket() : QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket
• DataHistory() : QuantConnect.Data.DataHistory< T >
• DataManager() : QuantConnect.Lean.Engine.DataFeeds.DataManager
• DataMonitor() : QuantConnect.Data.DataMonitor
• DataMonitorReport() : QuantConnect.DataMonitorReport
• DataNormalizationMode() : QuantConnect.Data.SubscriptionDataConfigExtensions
• DataProviderEventArgs() : QuantConnect.DataProviderEventArgs
• DataProviderNewDataRequestEventArgs() : QuantConnect.Interfaces.DataProviderNewDataRequestEventArgs
• DataQueueFuturesChainUniverseDataCollectionEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator
• DataQueueHandlerManager() : QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager
• DataQueueOptionChainUniverseDataCollectionEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator
• DataTimeZone() : QuantConnect.Data.BaseData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 , QuantConnect.Data.Custom.IconicTypes.LinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Market.MarginInterestRate , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse
• DataTypeMissingParameterlessConstructor() : QuantConnect.Messages.Extensions
• DateIsOpen() : QuantConnect.Securities.SecurityExchange
• DateRules() : QuantConnect.Scheduling.DateRules
• DateTime() : QuantConnect.Parse
• DateTimeExact() : QuantConnect.Parse
• DateTimeIsOpen() : QuantConnect.Securities.SecurityExchange
• DateTimeJsonConverter() : QuantConnect.Util.DateTimeJsonConverter
• DateTimeRange() : QuantConnect.Time
• DateTimeToUnixTimeStamp() : QuantConnect.Time
• DateTimeToUnixTimeStampMilliseconds() : QuantConnect.Time
• DateTimeToUnixTimeStampNanoseconds() : QuantConnect.Time
• DateTimeWithZone() : QuantConnect.Time.DateTimeWithZone
• DaysInInventory() : QuantConnect.Data.Fundamental.DaysInInventory
• DaysInPayment() : QuantConnect.Data.Fundamental.DaysInPayment
• DaysInSales() : QuantConnect.Data.Fundamental.DaysInSales
• DCH() : QuantConnect.Algorithm.QCAlgorithm
• DDACostofRevenueIncomeStatement() : QuantConnect.Data.Fundamental.DDACostofRevenueIncomeStatement
• DebtDueBeyondBalanceSheet() : QuantConnect.Data.Fundamental.DebtDueBeyondBalanceSheet
• DebtDueInYear1BalanceSheet() : QuantConnect.Data.Fundamental.DebtDueInYear1BalanceSheet
• DebtDueInYear2BalanceSheet() : QuantConnect.Data.Fundamental.DebtDueInYear2BalanceSheet
• DebtDueInYear5BalanceSheet() : QuantConnect.Data.Fundamental.DebtDueInYear5BalanceSheet
• DebtSecuritiesBalanceSheet() : QuantConnect.Data.Fundamental.DebtSecuritiesBalanceSheet
• DebtSecuritiesinIssueBalanceSheet() : QuantConnect.Data.Fundamental.DebtSecuritiesinIssueBalanceSheet
• DebtToAssets() : QuantConnect.Data.Fundamental.DebtToAssets
• DebtTotalBalanceSheet() : QuantConnect.Data.Fundamental.DebtTotalBalanceSheet
• Debug() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Logging.CompositeLogHandler , QuantConnect.Logging.ConsoleErrorLogHandler , QuantConnect.Logging.ConsoleLogHandler , QuantConnect.Logging.FileLogHandler , QuantConnect.Logging.FunctionalLogHandler , QuantConnect.Logging.ILogHandler , QuantConnect.Logging.Log , QuantConnect.Logging.LogHandlerExtensions , QuantConnect.Logging.QueueLogHandler
• DebugMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• DebugPacket() : QuantConnect.Packets.DebugPacket
• Decimal() : QuantConnect.Parse
• Decode() : QuantConnect.Market
• DecodeBase36() : QuantConnect.Extensions
• DecodeBase64() : QuantConnect.Extensions
• DecomposeCurrencyPair() : QuantConnect.Securities.Cfd.Cfd , QuantConnect.Securities.Crypto.Crypto , QuantConnect.Securities.Forex.Forex , QuantConnect.Util.CurrencyPairUtil
• DecreaseInInterestBearingDepositsInBankCashFlowStatement() : QuantConnect.Data.Fundamental.DecreaseInInterestBearingDepositsInBankCashFlowStatement
• Deduct() : QuantConnect.Securities.Positions.PositionExtensions
• DefaultBrokerageMessageHandler() : QuantConnect.Brokerages.DefaultBrokerageMessageHandler
• DefaultBrokerageModel() : QuantConnect.Brokerages.DefaultBrokerageModel
• DefaultDataTypes() : QuantConnect.Data.SubscriptionManager
• DefaultMarginCallModel() : QuantConnect.Securities.DefaultMarginCallModel
• DefaultOptionAssignmentModel() : QuantConnect.Securities.Option.DefaultOptionAssignmentModel
• DefaultOptionStyle() : QuantConnect.Extensions
• DefaultOrderBook() : QuantConnect.Brokerages.DefaultOrderBook
• DefaultResolution() : QuantConnect.Data.BaseData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData , QuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 , QuantConnect.Data.Custom.IconicTypes.LinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.Fundamental.Fundamental , QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Data.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Python.PythonData
• DefaultSymbolGenerator() : QuantConnect.ToolBox.RandomDataGenerator.DefaultSymbolGenerator
• DeferredAssetsBalanceSheet() : QuantConnect.Data.Fundamental.DeferredAssetsBalanceSheet
• DeferredCostsBalanceSheet() : QuantConnect.Data.Fundamental.DeferredCostsBalanceSheet
• DeferredIncomeTaxCashFlowStatement() : QuantConnect.Data.Fundamental.DeferredIncomeTaxCashFlowStatement
• DeferredIncomeTotalBalanceSheet() : QuantConnect.Data.Fundamental.DeferredIncomeTotalBalanceSheet
• DeferredPolicyAcquisitionCostsBalanceSheet() : QuantConnect.Data.Fundamental.DeferredPolicyAcquisitionCostsBalanceSheet
• DeferredTaxAssetsBalanceSheet() : QuantConnect.Data.Fundamental.DeferredTaxAssetsBalanceSheet
• DeferredTaxCashFlowStatement() : QuantConnect.Data.Fundamental.DeferredTaxCashFlowStatement
• DeferredTaxLiabilitiesTotalBalanceSheet() : QuantConnect.Data.Fundamental.DeferredTaxLiabilitiesTotalBalanceSheet
• DefinedPensionBenefitBalanceSheet() : QuantConnect.Data.Fundamental.DefinedPensionBenefitBalanceSheet
• Delay() : QuantConnect.Indicators.Delay
• DelayedSettlementModel() : QuantConnect.Securities.DelayedSettlementModel
• Delete() : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.FileHandler , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Storage.ObjectStore , QuantConnect.ToolBox.TemporaryPathProvider
• DeleteBacktest() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• DeleteObjectStore() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• DeleteOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• DeleteProject() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• DeleteProjectFile() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• Delisting() : QuantConnect.Data.Market.Delisting
• DelistingNotificationEventArgs() : QuantConnect.Brokerages.DelistingNotificationEventArgs
• Delistings() : QuantConnect.Data.Market.Delistings
• Delta() : QuantConnect.Indicators.Delta , QuantConnect.Securities.OptionFilterUniverse
• DEMA() : QuantConnect.Algorithm.QCAlgorithm
• DeMarkerIndicator() : QuantConnect.Indicators.DeMarkerIndicator
• DepletionCashFlowStatement() : QuantConnect.Data.Fundamental.DepletionCashFlowStatement
• DepletionIncomeStatement() : QuantConnect.Data.Fundamental.DepletionIncomeStatement
• DepositCertificatesBalanceSheet() : QuantConnect.Data.Fundamental.DepositCertificatesBalanceSheet
• DepositsbyBankBalanceSheet() : QuantConnect.Data.Fundamental.DepositsbyBankBalanceSheet
• DepositsMadeunderAssumedReinsuranceContractBalanceSheet() : QuantConnect.Data.Fundamental.DepositsMadeunderAssumedReinsuranceContractBalanceSheet
• DepositsReceivedunderCededInsuranceContractBalanceSheet() : QuantConnect.Data.Fundamental.DepositsReceivedunderCededInsuranceContractBalanceSheet
• DepreciationAmortizationDepletionCashFlowStatement() : QuantConnect.Data.Fundamental.DepreciationAmortizationDepletionCashFlowStatement
• DepreciationAmortizationDepletionIncomeStatement() : QuantConnect.Data.Fundamental.DepreciationAmortizationDepletionIncomeStatement
• DepreciationAndAmortizationCashFlowStatement() : QuantConnect.Data.Fundamental.DepreciationAndAmortizationCashFlowStatement
• DepreciationAndAmortizationIncomeStatement() : QuantConnect.Data.Fundamental.DepreciationAndAmortizationIncomeStatement
• DepreciationCashFlowStatement() : QuantConnect.Data.Fundamental.DepreciationCashFlowStatement
• DepreciationIncomeStatement() : QuantConnect.Data.Fundamental.DepreciationIncomeStatement
• DepreciationSupplementalIncomeStatement() : QuantConnect.Data.Fundamental.DepreciationSupplementalIncomeStatement
• Dequeue() : QuantConnect.Util.CircularQueue< T > , QuantConnect.Util.FixedSizeHashQueue< T >
• DeregisterIndicator() : QuantConnect.Algorithm.QCAlgorithm
• DerivativeAssetsBalanceSheet() : QuantConnect.Data.Fundamental.DerivativeAssetsBalanceSheet
• DerivativeOscillator() : QuantConnect.Indicators.DerivativeOscillator
• DerivativeProductLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.DerivativeProductLiabilitiesBalanceSheet
• DeserializeList() : QuantConnect.Extensions
• DeserializeList< T >() : QuantConnect.Extensions
• DeserializeMessage() : QuantConnect.Data.BaseData
• DetermineTargetPercent() : QuantConnect.Algorithm.Framework.Portfolio.AccumulativeInsightPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.EqualWeightingPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.InsightWeightingPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.MeanVarianceOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper , QuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel
• DetrendedPriceOscillator() : QuantConnect.Indicators.DetrendedPriceOscillator
• DifferenceSeries() : QuantConnect.Indicators.TimeSeriesIndicator
• DilutedAccountingChange() : QuantConnect.Data.Fundamental.DilutedAccountingChange
• DilutedAverageShares() : QuantConnect.Data.Fundamental.DilutedAverageShares
• DilutedContEPSGrowth() : QuantConnect.Data.Fundamental.DilutedContEPSGrowth
• DilutedContinuousOperations() : QuantConnect.Data.Fundamental.DilutedContinuousOperations
• DilutedDiscontinuousOperations() : QuantConnect.Data.Fundamental.DilutedDiscontinuousOperations
• DilutedEPS() : QuantConnect.Data.Fundamental.DilutedEPS
• DilutedEPSGrowth() : QuantConnect.Data.Fundamental.DilutedEPSGrowth
• DilutedEPSOtherGainsLosses() : QuantConnect.Data.Fundamental.DilutedEPSOtherGainsLosses
• DilutedExtraordinary() : QuantConnect.Data.Fundamental.DilutedExtraordinary
• DilutedNIAvailtoComStockholdersIncomeStatement() : QuantConnect.Data.Fundamental.DilutedNIAvailtoComStockholdersIncomeStatement
• DirectoryExists() : QuantConnect.Lean.Engine.Storage.FileHandler
• Disconnect() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• Disconnected() : QuantConnect.Brokerages.BrokerageMessageEvent
• DisconnectedWhenExchangesAreOpen() : QuantConnect.Messages.DefaultBrokerageMessageHandler
• DiscretelyRoundBy() : QuantConnect.Extensions
• DiskDataCacheProvider() : QuantConnect.Data.DiskDataCacheProvider
• Dispose() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport , QuantConnect.Api.Api , QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory , QuantConnect.Brokerages.Brokerage , QuantConnect.Brokerages.BrokerageFactory , QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager , QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.Paper.PaperBrokerageFactory , QuantConnect.Commands.BaseCommandHandler , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.DataMonitor , QuantConnect.Data.DataQueueHandlerSubscriptionManager , QuantConnect.Data.DiskDataCacheProvider , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Lean.Engine.DataFeeds.AggregationManager , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FilterEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSubscriptionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.PriceScaleFactorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RateLimitEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RefreshEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer , QuantConnect.Lean.Engine.DataFeeds.ProcessedDataProvider , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue , QuantConnect.Lean.Engine.DataFeeds.RealTimeScheduleEventService , QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader , QuantConnect.Lean.Engine.DataFeeds.Synchronizer , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Lean.Engine.LeanEngineSystemHandlers , QuantConnect.Lean.Engine.Server.LocalLeanManager , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Logging.CompositeLogHandler , QuantConnect.Logging.ConsoleLogHandler , QuantConnect.Logging.FileLogHandler , QuantConnect.Logging.FunctionalLogHandler , QuantConnect.Logging.QueueLogHandler , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler , QuantConnect.Optimizer.LeanOptimizer , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T > , QuantConnect.OS , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.Report.PortfolioLooper , QuantConnect.Scheduling.TimeMonitor , QuantConnect.Storage.ObjectStore , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader , QuantConnect.ToolBox.Bz2StreamProvider , QuantConnect.ToolBox.ConsolidatorDataProcessor , QuantConnect.ToolBox.CsvDataProcessor , QuantConnect.ToolBox.FileStreamProvider , QuantConnect.ToolBox.FilteredDataProcessor , QuantConnect.ToolBox.GzipStreamProvider , QuantConnect.ToolBox.LeanParser , QuantConnect.ToolBox.PipeDataProcessor , QuantConnect.ToolBox.RawFileProcessor , QuantConnect.ToolBox.ZipStreamProvider , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.BusyCollection< T > , QuantConnect.Util.RateGate , QuantConnect.Util.StreamReaderEnumerable , QuantConnect.Util.WorkerThread , QuantConnect.ZipStreamWriter
• DisposeSafely() : QuantConnect.Util.DisposableExtensions
• Distressed() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• DiversifiedFinancialServices() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Dividend() : QuantConnect.Data.Market.Dividend
• DividendCoverageRatio() : QuantConnect.Data.Fundamental.DividendCoverageRatio
• DividendIncomeIncomeStatement() : QuantConnect.Data.Fundamental.DividendIncomeIncomeStatement
• DividendPaidCFOCashFlowStatement() : QuantConnect.Data.Fundamental.DividendPaidCFOCashFlowStatement
• DividendPerShare() : QuantConnect.Data.Fundamental.DividendPerShare
• DividendReceivedCFOCashFlowStatement() : QuantConnect.Data.Fundamental.DividendReceivedCFOCashFlowStatement
• Dividends() : QuantConnect.Data.Market.Dividends
• DividendsPaidDirectCashFlowStatement() : QuantConnect.Data.Fundamental.DividendsPaidDirectCashFlowStatement
• DividendsPayableBalanceSheet() : QuantConnect.Data.Fundamental.DividendsPayableBalanceSheet
• DividendsReceivedCFICashFlowStatement() : QuantConnect.Data.Fundamental.DividendsReceivedCFICashFlowStatement
• DividendsReceivedDirectCashFlowStatement() : QuantConnect.Data.Fundamental.DividendsReceivedDirectCashFlowStatement
• DividendYieldModelPythonWrapper() : QuantConnect.Python.DividendYieldModelPythonWrapper
• DividendYieldProvider() : QuantConnect.Data.DividendYieldProvider
• DO() : QuantConnect.Algorithm.QCAlgorithm
• DocumentationAttribute() : QuantConnect.DocumentationAttribute
• DoForEach< T >() : QuantConnect.Util.LinqExtensions
• Doji() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Doji
• DojiStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.DojiStar
• DollarVolumeUniverseDefinitions() : QuantConnect.Algorithm.DollarVolumeUniverseDefinitions
• DonchianChannel() : QuantConnect.Indicators.DonchianChannel
• Double() : QuantConnect.Parse
• DoubleExponentialMovingAverage() : QuantConnect.Indicators.DoubleExponentialMovingAverage
• DowngradeErrorCodeToWarningBrokerageMessageHandler() : QuantConnect.Brokerages.DowngradeErrorCodeToWarningBrokerageMessageHandler
• Download() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.Api , QuantConnect.Interfaces.IApi , QuantConnect.Interfaces.IDownloadProvider
• DownloadAndSave() : QuantConnect.Data.LeanDataWriter
• DownloadByteArray() : QuantConnect.Extensions
• DownloadBytes() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi , QuantConnect.Interfaces.IDownloadProvider
• DownloadData() : QuantConnect.Api.Api , QuantConnect.Extensions , QuantConnect.Interfaces.IApi , QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider
• DownloadDataFailed() : QuantConnect.Messages.Extensions
• DownloaderDataProvider() : QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider
• DownloadFailedEventArgs() : QuantConnect.DownloadFailedEventArgs
• DownloadOnce() : QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider
• DPO() : QuantConnect.Algorithm.QCAlgorithm
• DPSGrowth() : QuantConnect.Data.Fundamental.DPSGrowth
• DragonflyDoji() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji
• DrawdownCollection() : QuantConnect.Report.DrawdownCollection
• DrawdownPercent() : QuantConnect.Statistics.Statistics
• DrawdownPeriod() : QuantConnect.Report.DrawdownPeriod
• DropSparseColumnsAll< TRowKey, TColumnKey >() : QuantConnect.Report.DeedleUtil
• DropSparseRowsAll< TRowKey, TColumnKey >() : QuantConnect.Report.DeedleUtil
• DrugManufacturers() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• DualSymbolIndicator() : QuantConnect.Indicators.DualSymbolIndicator< T >
• DueFromRelatedPartiesBalanceSheet() : QuantConnect.Data.Fundamental.DueFromRelatedPartiesBalanceSheet
• DuefromRelatedPartiesCurrentBalanceSheet() : QuantConnect.Data.Fundamental.DuefromRelatedPartiesCurrentBalanceSheet
• DuefromRelatedPartiesNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.DuefromRelatedPartiesNonCurrentBalanceSheet
• DuetoRelatedPartiesBalanceSheet() : QuantConnect.Data.Fundamental.DuetoRelatedPartiesBalanceSheet
• DuetoRelatedPartiesCurrentBalanceSheet() : QuantConnect.Data.Fundamental.DuetoRelatedPartiesCurrentBalanceSheet
• DuetoRelatedPartiesNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.DuetoRelatedPartiesNonCurrentBalanceSheet
• DuplicateKey() : QuantConnect.Messages.PandasData
• DuplicateKeyInFile() : QuantConnect.Messages.SymbolPropertiesDatabase
• DuringMarketHours() : QuantConnect.Scheduling.IFluentSchedulingRunnable
• DynamicDataConsolidator() : QuantConnect.Data.Consolidators.DynamicDataConsolidator
• DynamicLinkLibraryNotFound() : QuantConnect.Messages.DllNotFoundPythonExceptionInterpreter
• DynamicSecurityData() : QuantConnect.Securities.DynamicSecurityData