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• LadderBottom() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.LadderBottom
• LaggedSeries() : QuantConnect.Indicators.TimeSeriesIndicator
• LandAndImprovementsBalanceSheet() : QuantConnect.Data.Fundamental.LandAndImprovementsBalanceSheet
• LargeCore() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• LargeGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• LargeValue() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• LastFriday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• LastIndexOfInvariant() : QuantConnect.StringExtensions
• LastMarketOpenNotFound() : QuantConnect.Messages.SecurityExchangeHours
• LastThursday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• LastWeekday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• LazyStreamWriter() : QuantConnect.ToolBox.LazyStreamWriter
• LazyToLower() : QuantConnect.Extensions
• LazyToUpper() : QuantConnect.Extensions
• LeakyBucket() : QuantConnect.Util.RateLimit.LeakyBucket
• LeakyBucketControlParameters() : QuantConnect.Packets.LeakyBucketControlParameters
• LeanDataPathComponents() : QuantConnect.Util.LeanDataPathComponents
• LeanDataReader() : QuantConnect.ToolBox.LeanDataReader
• LeanDataWriter() : QuantConnect.Data.LeanDataWriter
• LeanEngineAlgorithmHandlers() : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• LeanEngineSystemHandlers() : QuantConnect.Lean.Engine.LeanEngineSystemHandlers
• LeanOptimizer() : QuantConnect.Optimizer.LeanOptimizer
• LeasesBalanceSheet() : QuantConnect.Data.Fundamental.LeasesBalanceSheet
• LeastSquaresMovingAverage() : QuantConnect.Indicators.LeastSquaresMovingAverage
• LeverageUtilization() : QuantConnect.Report.Metrics
• LiabilitiesHeldforSaleCurrentBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesHeldforSaleCurrentBalanceSheet
• LiabilitiesHeldforSaleNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesHeldforSaleNonCurrentBalanceSheet
• LiabilitiesHeldforSaleTotalBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesHeldforSaleTotalBalanceSheet
• LiabilitiesOfDiscontinuedOperationsBalanceSheet() : QuantConnect.Data.Fundamental.LiabilitiesOfDiscontinuedOperationsBalanceSheet
• LimitedPartnershipCapitalBalanceSheet() : QuantConnect.Data.Fundamental.LimitedPartnershipCapitalBalanceSheet
• LimitFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• LimitIfTouchedFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• LimitIfTouchedOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.LimitIfTouchedOrder
• LimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.LimitOrder
• LinearSearch() : QuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion
• LinearWeightedMovingAverage() : QuantConnect.Indicators.LinearWeightedMovingAverage
• LineOfCreditBalanceSheet() : QuantConnect.Data.Fundamental.LineOfCreditBalanceSheet
• Link() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.Authentication
• Liquidate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• LiquidateLiveAlgorithm() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• LiquidETFUniverse() : QuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse
• ListBacktests() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ListedContracts() : QuantConnect.Securities.Future.FuturesListings
• ListEquals< T >() : QuantConnect.Extensions
• ListLiveAlgorithms() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ListObjectStore() : QuantConnect.Api.Api
• ListOptimizations() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ListProjects() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• LiveAlgorithmApiSettingsWrapper() : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• LiveAuxiliaryDataEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataEnumerator
• LiveAuxiliaryDataSynchronizingEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator
• LiveCustomDataSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory
• LiveFillForwardEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveFillForwardEnumerator
• LiveFutureChainProvider() : QuantConnect.Lean.Engine.DataFeeds.LiveFutureChainProvider
• LiveNodePacket() : QuantConnect.Packets.LiveNodePacket
• LiveOptionChainProvider() : QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider
• LiveResult() : QuantConnect.Packets.LiveResult
• LiveResultPacket() : QuantConnect.Packets.LiveResultPacket
• LiveResultParameters() : QuantConnect.Packets.LiveResultParameters
• LiveSubscriptionEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSubscriptionEnumerator
• LiveTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.LiveTimeProvider
• LiveTradingResultHandler() : QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• LoadBacktestJobAccountCurrency() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• LoadBacktestJobCashAmount() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• LoadCorporateEvents() : QuantConnect.Data.DividendYieldProvider
• LoadedExceptionInterpreter() : QuantConnect.Messages.StackExceptionInterpreter
• Loader() : QuantConnect.AlgorithmFactory.Loader
• LoadExistingHoldingsAndOrders() : QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler
• LoadingComplete() : QuantConnect.Messaging.EventMessagingHandler
• LoansandAdvancestoBankBalanceSheet() : QuantConnect.Data.Fundamental.LoansandAdvancestoBankBalanceSheet
• LoansandAdvancestoCustomerBalanceSheet() : QuantConnect.Data.Fundamental.LoansandAdvancestoCustomerBalanceSheet
• LoansHeldForSaleBalanceSheet() : QuantConnect.Data.Fundamental.LoansHeldForSaleBalanceSheet
• LoansReceivableBalanceSheet() : QuantConnect.Data.Fundamental.LoansReceivableBalanceSheet
• LocalDiskFactorFileProvider() : QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider
• LocalDiskMapFileProvider() : QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider
• LocalDiskShortableProvider() : QuantConnect.Data.Shortable.LocalDiskShortableProvider
• LocalFileSubscriptionStreamReader() : QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader
• LocalMarketHours() : QuantConnect.Securities.LocalMarketHours
• LocalZipFactorFileProvider() : QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider
• LocalZipMapFileProvider() : QuantConnect.Data.Auxiliary.LocalZipMapFileProvider
• Log() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• LogEntry() : QuantConnect.Logging.LogEntry
• LogEventRaised() : QuantConnect.Logging.QueueLogHandler
• LogMarginInformation() : QuantConnect.Securities.SecurityPortfolioManager
• LogMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• LogPacket() : QuantConnect.Packets.LogPacket
• LOGR() : QuantConnect.Algorithm.QCAlgorithm
• LogReturn() : QuantConnect.Indicators.LogReturn
• Long() : QuantConnect.Parse
• LongLeggedDoji() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji
• LongLineCandle() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.LongLineCandle
• LongTermCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.LongTermCapitalLeaseObligationBalanceSheet
• LongTermDebtAndCapitalLeaseObligationBalanceSheet() : QuantConnect.Data.Fundamental.LongTermDebtAndCapitalLeaseObligationBalanceSheet
• LongTermDebtBalanceSheet() : QuantConnect.Data.Fundamental.LongTermDebtBalanceSheet
• LongTermDebtEquityRatio() : QuantConnect.Data.Fundamental.LongTermDebtEquityRatio
• LongTermDebtIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.LongTermDebtIssuanceCashFlowStatement
• LongTermDebtPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.LongTermDebtPaymentsCashFlowStatement
• LongTermDebtTotalCapitalRatio() : QuantConnect.Data.Fundamental.LongTermDebtTotalCapitalRatio
• LongTermInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.LongTermInvestmentsBalanceSheet
• LongTermProvisionsBalanceSheet() : QuantConnect.Data.Fundamental.LongTermProvisionsBalanceSheet
• LookupSubscriptionConfigDataTypes() : QuantConnect.Data.SubscriptionManager , QuantConnect.Interfaces.ISubscriptionDataConfigService , QuantConnect.Lean.Engine.DataFeeds.DataManager
• LookupSymbols() : QuantConnect.Interfaces.IDataQueueUniverseProvider , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue
• LossAdjustmentExpenseIncomeStatement() : QuantConnect.Data.Fundamental.LossAdjustmentExpenseIncomeStatement
• LossonExtinguishmentofDebtIncomeStatement() : QuantConnect.Data.Fundamental.LossonExtinguishmentofDebtIncomeStatement
• LossRatio() : QuantConnect.Data.Fundamental.LossRatio
• LSMA() : QuantConnect.Algorithm.QCAlgorithm
• LWMA() : QuantConnect.Algorithm.QCAlgorithm