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• EachDay() : QuantConnect.Time
• EachTradeableDay() : QuantConnect.Time
• EachTradeableDayInTimeZone() : QuantConnect.Time
• EarningRatios() : QuantConnect.Data.Fundamental.EarningRatios
• EarningReports() : QuantConnect.Data.Fundamental.EarningReports
• EarningReportsAccessionNumber() : QuantConnect.Data.Fundamental.EarningReportsAccessionNumber
• EarningReportsFileDate() : QuantConnect.Data.Fundamental.EarningReportsFileDate
• EarningReportsFormType() : QuantConnect.Data.Fundamental.EarningReportsFormType
• EarningReportsPeriodEndingDate() : QuantConnect.Data.Fundamental.EarningReportsPeriodEndingDate
• EarningReportsPeriodType() : QuantConnect.Data.Fundamental.EarningReportsPeriodType
• EarningsFromEquityInterestIncomeStatement() : QuantConnect.Data.Fundamental.EarningsFromEquityInterestIncomeStatement
• EarningsfromEquityInterestNetOfTaxIncomeStatement() : QuantConnect.Data.Fundamental.EarningsfromEquityInterestNetOfTaxIncomeStatement
• EarningsLossesFromEquityInvestmentsCashFlowStatement() : QuantConnect.Data.Fundamental.EarningsLossesFromEquityInvestmentsCashFlowStatement
• EaseOfMovementValue() : QuantConnect.Indicators.EaseOfMovementValue
• EBITDAGrowth() : QuantConnect.Data.Fundamental.EBITDAGrowth
• EBITDAIncomeStatement() : QuantConnect.Data.Fundamental.EBITDAIncomeStatement
• EBITDAMargin() : QuantConnect.Data.Fundamental.EBITDAMargin
• EBITIncomeStatement() : QuantConnect.Data.Fundamental.EBITIncomeStatement
• EBITMargin() : QuantConnect.Data.Fundamental.EBITMargin
• Education() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• EffectiveTaxRateAsReportedIncomeStatement() : QuantConnect.Data.Fundamental.EffectiveTaxRateAsReportedIncomeStatement
• EffectOfExchangeRateChangesCashFlowStatement() : QuantConnect.Data.Fundamental.EffectOfExchangeRateChangesCashFlowStatement
• ElectricUtilityPlantBalanceSheet() : QuantConnect.Data.Fundamental.ElectricUtilityPlantBalanceSheet
• EMA() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.IndicatorExtensions
• EMA< T >() : QuantConnect.Indicators.IndicatorExtensions
• EmaCrossAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel
• EmaCrossUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.EmaCrossUniverseSelectionModel
• Email() : QuantConnect.Notifications.NotificationManager
• EmailAddress() : QuantConnect.Util.Validate
• EmitInsights() : QuantConnect.Algorithm.QCAlgorithm
• EmitSplitsAndDividends() : QuantConnect.Data.SubscriptionDataConfigExtensions
• EmployeeBenefitsBalanceSheet() : QuantConnect.Data.Fundamental.EmployeeBenefitsBalanceSheet
• Empty() : QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Positions.PositionGroup
• EMV() : QuantConnect.Algorithm.QCAlgorithm
• EnableMonitoring() : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• Encode() : QuantConnect.Market
• EncodeBase36() : QuantConnect.Extensions
• EncodeBase64() : QuantConnect.Extensions
• EndCashPositionCashFlowStatement() : QuantConnect.Data.Fundamental.EndCashPositionCashFlowStatement
• EndsWithInvariant() : QuantConnect.StringExtensions
• EnergyETFUniverse() : QuantConnect.Algorithm.Framework.Selection.EnergyETFUniverse
• Engine() : QuantConnect.Lean.Engine.Engine
• Engulfing() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Engulfing
• Enqueue() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Util.FixedSizeQueue< T >
• EnqueueableEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T >
• EnsureCurrencyDataFeed() : QuantConnect.Securities.Cash
• EnsureCurrencyDataFeeds() : QuantConnect.Lean.Engine.DataFeeds.UniverseSelection , QuantConnect.Securities.CashBook
• EnsureCurrencySubscriptionDataConfigs() : QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager
• Entry() : QuantConnect.Securities.MarketHoursDatabase.Entry
• Enum< T >() : QuantConnect.Parse
• Enumerate() : QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.DefaultOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.FunctionalOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.IdentityOptionStrategyDefinitionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.IOptionPositionCollectionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyDefinitionEnumerator , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
• EnumerateFiles() : QuantConnect.Lean.Engine.Storage.FileHandler
• EnumeratorHandler() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• Equals() : QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.Channel , QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.SubscriptionDataSource , QuantConnect.Exchange , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IndicatorDataPoint , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Optimizer.Parameters.OptimizationParameter , QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.Scheduling.ScheduledEvent , QuantConnect.Securities.CashAmount , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch , QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel , QuantConnect.Securities.Positions.PositionGroupKey , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.Symbol , QuantConnect.Util.ListComparer< T >
• EqualWeightingPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.EqualWeightingPortfolioConstructionModel
• EquipmentIncomeStatement() : QuantConnect.Data.Fundamental.EquipmentIncomeStatement
• Equity() : QuantConnect.Securities.Equity.Equity
• EquityAttributableToOwnersOfParentBalanceSheet() : QuantConnect.Data.Fundamental.EquityAttributableToOwnersOfParentBalanceSheet
• EquityCache() : QuantConnect.Securities.Equity.EquityCache
• EquityDataFilter() : QuantConnect.Securities.Equity.EquityDataFilter
• EquityExchange() : QuantConnect.Securities.Equity.EquityExchange
• EquityHolding() : QuantConnect.Securities.Equity.EquityHolding
• EquityInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.EquityInvestmentsBalanceSheet
• EquityPerShareGrowth() : QuantConnect.Data.Fundamental.EquityPerShareGrowth
• EquityPoints() : QuantConnect.Report.ResultsUtil
• EquitySharesInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.EquitySharesInvestmentsBalanceSheet
• Error() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Logging.CompositeLogHandler , QuantConnect.Logging.ConsoleLogHandler , QuantConnect.Logging.FileLogHandler , QuantConnect.Logging.FunctionalLogHandler , QuantConnect.Logging.ILogHandler , QuantConnect.Logging.Log , QuantConnect.Logging.LogHandlerExtensions , QuantConnect.Logging.QueueLogHandler , QuantConnect.Orders.OrderResponse , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• ErrorHistoryResult() : QuantConnect.Packets.ErrorHistoryResult
• ErrorMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• ErrorParsingSecurityIdentifier() : QuantConnect.Messages.SecurityIdentifier
• Estimate() : QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator , QuantConnect.Securities.Option.ConstantQLRiskFreeRateEstimator , QuantConnect.Securities.Option.ConstantQLUnderlyingVolatilityEstimator , QuantConnect.Securities.Option.FedRateQLRiskFreeRateEstimator , QuantConnect.Securities.Option.IQLDividendYieldEstimator , QuantConnect.Securities.Option.IQLRiskFreeRateEstimator , QuantConnect.Securities.Option.IQLUnderlyingVolatilityEstimator
• EstimatedCapacityReportElement() : QuantConnect.Report.ReportElements.EstimatedCapacityReportElement
• EstimateOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ETF() : QuantConnect.Algorithm.UniverseDefinitions
• ETFConstituentsUniverseFactory() : QuantConnect.Data.UniverseSelection.ETFConstituentsUniverseFactory
• ETFConstituentsUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel
• EUREXFutureFeesUnsupportedSecurityType() : QuantConnect.Messages.InteractiveBrokersFeeModel
• Evaluate() : QuantConnect.Benchmarks.FuncBenchmark , QuantConnect.Benchmarks.IBenchmark , QuantConnect.Benchmarks.SecurityBenchmark , QuantConnect.Python.BenchmarkPythonWrapper , QuantConnect.Securities.Option.CurrentPriceOptionPriceModel , QuantConnect.Securities.Option.IOptionPriceModel , QuantConnect.Securities.Option.QLOptionPriceModel
• Evaluate< T >() : QuantConnect.BinaryComparison
• EvaluatePriceModel() : QuantConnect.Interfaces.IOptionPrice , QuantConnect.Securities.Option.Option
• EveningDojiStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar
• EveningStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.EveningStar
• Event() : QuantConnect.Scheduling.ScheduleManager
• EventBasedDataQueueHandlerSubscriptionManager() : QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
• Every() : QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.IFluentSchedulingDateSpecifier , QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier , QuantConnect.Scheduling.TimeRules
• EveryAlgorithmEndOfDay() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• EveryDay() : QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.IFluentSchedulingDateSpecifier
• EveryDayAt() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• EverySecurityEndOfDay() : QuantConnect.Lean.Engine.RealTime.ScheduledEventFactory
• ExanteBrokerageModel() : QuantConnect.Brokerages.ExanteBrokerageModel
• ExanteFeeModel() : QuantConnect.Orders.Fees.ExanteFeeModel
• ExceptWith() : QuantConnect.Util.ConcurrentSet< T >
• ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement() : QuantConnect.Data.Fundamental.ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement
• Exchange() : QuantConnect.Exchange
• ExchangeHoursNotFound() : QuantConnect.Messages.MarketHoursDatabase
• ExchangeRoundDown() : QuantConnect.Extensions
• ExchangeRoundDownInTimeZone() : QuantConnect.Extensions
• ExciseTaxesIncomeStatement() : QuantConnect.Data.Fundamental.ExciseTaxesIncomeStatement
• Execute() : QuantConnect.Algorithm.Framework.Execution.ExecutionModel , QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper , QuantConnect.Algorithm.Framework.Execution.IExecutionModel , QuantConnect.Algorithm.Framework.Execution.ImmediateExecutionModel , QuantConnect.Algorithm.Framework.Execution.NullExecutionModel , QuantConnect.Algorithm.Framework.Execution.SpreadExecutionModel , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel , QuantConnect.Util.KeyStringSynchronizer
• Execute< T >() : QuantConnect.Util.KeyStringSynchronizer
• ExecuteMarginCall() : QuantConnect.Python.MarginCallModelPythonWrapper , QuantConnect.Securities.DefaultMarginCallModel , QuantConnect.Securities.IMarginCallModel
• ExecuteWithTimeLimit() : QuantConnect.Isolator
• ExecutingCommand() : QuantConnect.Messages.BaseCommandHandler
• ExecutionModelPythonWrapper() : QuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper
• ExerciseOption() : QuantConnect.Algorithm.QCAlgorithm
• Exists() : QuantConnect.Lean.Engine.Storage.FileHandler
• Exit() : QuantConnect.Data.DataMonitor , QuantConnect.Interfaces.IDataMonitor , QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeed , QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed , QuantConnect.Lean.Engine.DataFeeds.NullDataFeed , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler , QuantConnect.Report.MockDataFeed
• ExpenseRatio() : QuantConnect.Data.Fundamental.ExpenseRatio
• Expiration() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• ExpirationCycle() : QuantConnect.Securities.FutureFilterUniverse
• Expire() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager , QuantConnect.Algorithm.Framework.Alphas.Insight
• ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement() : QuantConnect.Data.Fundamental.ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement
• ExponentialMovingAverage() : QuantConnect.Indicators.ExponentialMovingAverage
• Exposure() : QuantConnect.Report.Metrics
• Extract7ZipArchive() : QuantConnect.Compression
• Extremum() : QuantConnect.Optimizer.Objectives.Extremum
• EzeBrokerageModel() : QuantConnect.Brokerages.EzeBrokerageModel
• EzeOrderProperties() : QuantConnect.Orders.EzeOrderProperties