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• Package() : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesConverter
• PackagingAndContainers() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Packet() : QuantConnect.Packets.Packet
• PandasColumnAttribute() : QuantConnect.Python.PandasColumnAttribute
• PandasData() : QuantConnect.Python.PandasData
• PaperBrokerage() : QuantConnect.Brokerages.Paper.PaperBrokerage
• PaperBrokerageFactory() : QuantConnect.Brokerages.Paper.PaperBrokerageFactory
• ParabolicStopAndReverse() : QuantConnect.Indicators.ParabolicStopAndReverse
• ParameterAttribute() : QuantConnect.Parameters.ParameterAttribute
• ParameterSet() : QuantConnect.Optimizer.Parameters.ParameterSet
• ParametersReportElement() : QuantConnect.Report.ReportElements.ParametersReportElement
• Parse() : QuantConnect.Configuration.ApplicationParser , QuantConnect.Currencies , QuantConnect.Data.Auxiliary.CorporateFactorRow , QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.Auxiliary.MappingContractFactorRow , QuantConnect.Data.Market.TradeBar , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.ToolBox.IStreamParser , QuantConnect.ToolBox.LeanDataReader , QuantConnect.ToolBox.LeanParser , QuantConnect.Util.LeanDataPathComponents
• ParseArguments() : DownloaderDataProviderArgumentParser , QuantConnect.Configuration.LeanArgumentParser , QuantConnect.Configuration.OptimizerArgumentParser , QuantConnect.Configuration.ReportArgumentParser , QuantConnect.Configuration.ToolboxArgumentParser
• ParseCfd() : QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar
• ParseCfd< T >() : QuantConnect.Data.Market.TradeBar
• ParseCrypto() : QuantConnect.Data.Market.TradeBar
• ParseCrypto< T >() : QuantConnect.Data.Market.TradeBar
• ParseDataMappingMode() : QuantConnect.Extensions
• ParseDataSecurityType() : QuantConnect.Util.LeanData
• ParseDate() : QuantConnect.Time
• ParseEquity() : QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar
• ParseEquity< T >() : QuantConnect.Data.Market.TradeBar
• ParseFIXUtcTimestamp() : QuantConnect.Time
• ParseForex() : QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar
• ParseForex< T >() : QuantConnect.Data.Market.TradeBar
• ParseFuture() : QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar
• ParseFuture< T >() : QuantConnect.Data.Market.TradeBar
• ParseFutureOptionSymbol() : QuantConnect.SymbolRepresentation
• ParseFutureSymbol() : QuantConnect.SymbolRepresentation
• ParseFutureTicker() : QuantConnect.SymbolRepresentation
• ParseIndex() : QuantConnect.Data.Market.TradeBar
• ParseKey() : QuantConnect.Util.LeanData
• ParseOption() : QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar
• ParseOption< T >() : QuantConnect.Data.Market.TradeBar
• ParseOptionRight() : QuantConnect.Extensions
• ParseOptionStyle() : QuantConnect.Extensions
• ParseOptionTickerIQFeed() : QuantConnect.SymbolRepresentation
• ParseOptionTickerOSI() : QuantConnect.SymbolRepresentation
• ParseTime() : QuantConnect.Util.LeanData
• PassesPositionGroupSpecificBuyingPowerForOrderChecks() : QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel , QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel
• PathForKey() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• PatternDayTradingMarginModel() : QuantConnect.Securities.PatternDayTradingMarginModel
• Pause() : QuantConnect.RealTimeSynchronizedTimer
• PayablesAndAccruedExpensesBalanceSheet() : QuantConnect.Data.Fundamental.PayablesAndAccruedExpensesBalanceSheet
• PayablesBalanceSheet() : QuantConnect.Data.Fundamental.PayablesBalanceSheet
• PaymentForLoansCashFlowStatement() : QuantConnect.Data.Fundamental.PaymentForLoansCashFlowStatement
• PaymentsonBehalfofEmployeesCashFlowStatement() : QuantConnect.Data.Fundamental.PaymentsonBehalfofEmployeesCashFlowStatement
• PaymentstoSuppliersforGoodsandServicesCashFlowStatement() : QuantConnect.Data.Fundamental.PaymentstoSuppliersforGoodsandServicesCashFlowStatement
• PaymentTurnover() : QuantConnect.Data.Fundamental.PaymentTurnover
• PearsonCorrelationPairsTradingAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.PearsonCorrelationPairsTradingAlphaModel
• PendingRemovalsManager() : QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager
• PensionAndEmployeeBenefitExpenseCashFlowStatement() : QuantConnect.Data.Fundamental.PensionAndEmployeeBenefitExpenseCashFlowStatement
• PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet() : QuantConnect.Data.Fundamental.PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet
• PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet() : QuantConnect.Data.Fundamental.PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet
• PensionCostsIncomeStatement() : QuantConnect.Data.Fundamental.PensionCostsIncomeStatement
• Percent() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget
• PercentagePriceOscillator() : QuantConnect.Indicators.PercentagePriceOscillator
• PercentChange() : QuantConnect.Report.DeedleUtil
• PerformCashSync() : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerageCashSynchronizer
• PerformSelection() : QuantConnect.Data.UniverseSelection.Universe
• PeriodAuditor() : QuantConnect.Data.Fundamental.PeriodAuditor
• PeriodCountConsolidatorBase() : QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated >
• PersistData() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• PersonalServices() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Piercing() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Piercing
• PipeDataProcessor() : QuantConnect.ToolBox.PipeDataProcessor
• PipeTo() : QuantConnect.ToolBox.PipeDataProcessor
• PivotPoint() : QuantConnect.Indicators.PivotPoint
• PivotPointsEventArgs() : QuantConnect.Indicators.PivotPointsEventArgs
• PivotPointsHighLow() : QuantConnect.Indicators.PivotPointsHighLow
• PlaceCrossZeroOrder() : QuantConnect.Brokerages.Brokerage
• PlaceOrder() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• Plot() : QuantConnect.Algorithm.QCAlgorithm
• PlotIndicator() : QuantConnect.Algorithm.QCAlgorithm
• Plus() : QuantConnect.Indicators.IndicatorExtensions
• PointInTimeHolding() : QuantConnect.Report.PointInTimePortfolio.PointInTimeHolding
• PointInTimePortfolio() : QuantConnect.Report.PointInTimePortfolio
• PolicyAcquisitionExpenseIncomeStatement() : QuantConnect.Data.Fundamental.PolicyAcquisitionExpenseIncomeStatement
• PolicyholderBenefitsCededIncomeStatement() : QuantConnect.Data.Fundamental.PolicyholderBenefitsCededIncomeStatement
• PolicyholderBenefitsGrossIncomeStatement() : QuantConnect.Data.Fundamental.PolicyholderBenefitsGrossIncomeStatement
• PolicyholderDepositInvestmentReceivedCashFlowStatement() : QuantConnect.Data.Fundamental.PolicyholderDepositInvestmentReceivedCashFlowStatement
• PolicyholderDividendsIncomeStatement() : QuantConnect.Data.Fundamental.PolicyholderDividendsIncomeStatement
• PolicyholderFundsBalanceSheet() : QuantConnect.Data.Fundamental.PolicyholderFundsBalanceSheet
• PolicyholderInterestIncomeStatement() : QuantConnect.Data.Fundamental.PolicyholderInterestIncomeStatement
• PolicyLoansBalanceSheet() : QuantConnect.Data.Fundamental.PolicyLoansBalanceSheet
• PolicyReservesBenefitsBalanceSheet() : QuantConnect.Data.Fundamental.PolicyReservesBenefitsBalanceSheet
• pop() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• popitem() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• PopitemMethodNotSupported< T >() : QuantConnect.Messages.ExtendedDictionary
• PopulateQueryString() : QuantConnect.Api.Authentication
• PortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
• PortfolioConstructionModelPythonWrapper() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper
• PortfolioLooperAlgorithm() : QuantConnect.Report.PortfolioLooperAlgorithm
• PortfolioOptimizerPythonWrapper() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioOptimizerPythonWrapper
• PortfolioStatistics() : QuantConnect.Statistics.PortfolioStatistics
• PortfolioTarget() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget
• Position() : QuantConnect.Securities.Positions.Position
• PositionCollection() : QuantConnect.Securities.Positions.PositionCollection
• PositionGroup() : QuantConnect.Securities.Positions.PositionGroup
• PositionGroupBuyingPower() : QuantConnect.Securities.Positions.PositionGroupBuyingPower
• PositionGroupBuyingPowerModel() : QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
• PositionGroupBuyingPowerParameters() : QuantConnect.Securities.Positions.PositionGroupBuyingPowerParameters
• PositionGroupCollection() : QuantConnect.Securities.Positions.PositionGroupCollection
• PositionGroupInitialMarginForOrderParameters() : QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters
• PositionGroupInitialMarginParameters() : QuantConnect.Securities.Positions.PositionGroupInitialMarginParameters
• PositionGroupKey() : QuantConnect.Securities.Positions.PositionGroupKey
• PositionGroupMaintenanceMarginParameters() : QuantConnect.Securities.Positions.PositionGroupMaintenanceMarginParameters
• PositionGroupQuantityRoundedToZero() : QuantConnect.Messages.PositionGroupBuyingPowerModel
• PostInitialize() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer , QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• PostTaxMargin5YrAvg() : QuantConnect.Data.Fundamental.PostTaxMargin5YrAvg
• PPHL() : QuantConnect.Algorithm.QCAlgorithm
• PPO() : QuantConnect.Algorithm.QCAlgorithm
• PrecalculatedSubscriptionData() : QuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData
• PredicateTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.PredicateTimeProvider
• PreferredSecuritiesOutsideStockEquityBalanceSheet() : QuantConnect.Data.Fundamental.PreferredSecuritiesOutsideStockEquityBalanceSheet
• PreferredSharesNumberBalanceSheet() : QuantConnect.Data.Fundamental.PreferredSharesNumberBalanceSheet
• PreferredStockBalanceSheet() : QuantConnect.Data.Fundamental.PreferredStockBalanceSheet
• PreferredStockDividendPaidCashFlowStatement() : QuantConnect.Data.Fundamental.PreferredStockDividendPaidCashFlowStatement
• PreferredStockDividendsIncomeStatement() : QuantConnect.Data.Fundamental.PreferredStockDividendsIncomeStatement
• PreferredStockEquityBalanceSheet() : QuantConnect.Data.Fundamental.PreferredStockEquityBalanceSheet
• PreferredStockIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.PreferredStockIssuanceCashFlowStatement
• PreferredStockPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.PreferredStockPaymentsCashFlowStatement
• PrefilterUsing() : QuantConnect.Data.UniverseSelection.UniverseExtensions
• PremierStochasticOscillator() : QuantConnect.Indicators.PremierStochasticOscillator
• PremiumReceivedCashFlowStatement() : QuantConnect.Data.Fundamental.PremiumReceivedCashFlowStatement
• PrepaidAssetsBalanceSheet() : QuantConnect.Data.Fundamental.PrepaidAssetsBalanceSheet
• PreprocessPerformanceValues() : QuantConnect.Statistics.StatisticsBuilder
• PretaxIncomeIncomeStatement() : QuantConnect.Data.Fundamental.PretaxIncomeIncomeStatement
• PretaxMargin() : QuantConnect.Data.Fundamental.PretaxMargin
• PreTaxMargin5YrAvg() : QuantConnect.Data.Fundamental.PreTaxMargin5YrAvg
• PreTreShaNumBalanceSheet() : QuantConnect.Data.Fundamental.PreTreShaNumBalanceSheet
• Price() : QuantConnect.Algorithm.Framework.Alphas.Insight
• PriceIsFavorable() : QuantConnect.Algorithm.Framework.Execution.SpreadExecutionModel , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel
• PriceOutOfRange() : QuantConnect.Messages.FxcmBrokerageModel
• Prices() : QuantConnect.Orders.Fills.Prices
• PriceScaleFactorEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.PriceScaleFactorEnumerator
• PricesShouldBeScaled() : QuantConnect.Data.SubscriptionDataConfigExtensions
• PrintMessageAndExit() : QuantConnect.Configuration.ApplicationParser
• ProbabilisticSharpeRatio() : QuantConnect.Statistics.Statistics
• ProceedsFromLoansCashFlowStatement() : QuantConnect.Data.Fundamental.ProceedsFromLoansCashFlowStatement
• ProceedsFromStockOptionExercisedCashFlowStatement() : QuantConnect.Data.Fundamental.ProceedsFromStockOptionExercisedCashFlowStatement
• ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement() : QuantConnect.Data.Fundamental.ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement
• ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement() : QuantConnect.Data.Fundamental.ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement
• Process() : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.IOrderProcessor , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor , QuantConnect.ToolBox.ConsolidatorDataProcessor , QuantConnect.ToolBox.CsvDataProcessor , QuantConnect.ToolBox.FilteredDataProcessor , QuantConnect.ToolBox.IDataProcessor , QuantConnect.ToolBox.PipeDataProcessor , QuantConnect.ToolBox.RawFileProcessor
• ProcessAlgorithmLogs() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ProcessAsynchronousEvents() : QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
• ProcessChanges() : QuantConnect.Securities.UniverseManager
• ProcessCloseTradeProfit() : QuantConnect.Securities.Option.OptionPortfolioModel , QuantConnect.Securities.SecurityPortfolioModel
• ProcessCommands() : QuantConnect.Commands.BaseCommandHandler , QuantConnect.Commands.ICommandHandler
• ProcessConsumer() : QuantConnect.Scheduling.TimeMonitor
• ProcessDataPoint() : QuantConnect.Securities.Future.FutureCache , QuantConnect.Securities.SecurityCache
• ProcessDelistings() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage
• ProcessedDataProvider() : QuantConnect.Lean.Engine.DataFeeds.ProcessedDataProvider
• ProcessFill() : QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Securities.ISecurityPortfolioModel , QuantConnect.Securities.Option.OptionPortfolioModel , QuantConnect.Securities.SecurityPortfolioModel , QuantConnect.Statistics.TradeBuilder
• ProcessFills() : QuantConnect.Securities.SecurityPortfolioManager
• ProcessRequest() : QuantConnect.Securities.SecurityTransactionManager
• ProcessSecurityChanges() : QuantConnect.Extensions
• ProcessSynchronousEvents() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler
• ProcessUntilEmpty< T >() : QuantConnect.Extensions
• ProcessVolatilityHistoryRequirements() : QuantConnect.Lean.Engine.AlgorithmManager
• ProfessionalExpenseAndContractServicesExpenseIncomeStatement() : QuantConnect.Data.Fundamental.ProfessionalExpenseAndContractServicesExpenseIncomeStatement
• ProfitMargin5YrAvg() : QuantConnect.Data.Fundamental.ProfitMargin5YrAvg
• ProfitOnDisposalsCashFlowStatement() : QuantConnect.Data.Fundamental.ProfitOnDisposalsCashFlowStatement
• PropertiesBalanceSheet() : QuantConnect.Data.Fundamental.PropertiesBalanceSheet
• PropertyNotFound() : QuantConnect.Messages.DynamicSecurityData
• ProtectiveCall() : QuantConnect.Securities.Option.OptionStrategies
• ProtectiveCollar() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• ProtectivePut() : QuantConnect.Securities.Option.OptionStrategies
• ProtobufSerialize() : QuantConnect.Extensions
• ProvisionandWriteOffofAssetsCashFlowStatement() : QuantConnect.Data.Fundamental.ProvisionandWriteOffofAssetsCashFlowStatement
• ProvisionForDoubtfulAccountsIncomeStatement() : QuantConnect.Data.Fundamental.ProvisionForDoubtfulAccountsIncomeStatement
• ProvisionForLoanLeaseAndOtherLossesCashFlowStatement() : QuantConnect.Data.Fundamental.ProvisionForLoanLeaseAndOtherLossesCashFlowStatement
• ProvisionsTotalBalanceSheet() : QuantConnect.Data.Fundamental.ProvisionsTotalBalanceSheet
• PSAR() : QuantConnect.Algorithm.QCAlgorithm
• PSO() : QuantConnect.Algorithm.QCAlgorithm
• PurchaseOfBusinessCashFlowStatement() : QuantConnect.Data.Fundamental.PurchaseOfBusinessCashFlowStatement
• PurchaseOfIntangiblesCashFlowStatement() : QuantConnect.Data.Fundamental.PurchaseOfIntangiblesCashFlowStatement
• PurchaseOfInvestmentCashFlowStatement() : QuantConnect.Data.Fundamental.PurchaseOfInvestmentCashFlowStatement
• PurchaseOfInvestmentPropertiesCashFlowStatement() : QuantConnect.Data.Fundamental.PurchaseOfInvestmentPropertiesCashFlowStatement
• PurchaseOfJointVentureAssociateCashFlowStatement() : QuantConnect.Data.Fundamental.PurchaseOfJointVentureAssociateCashFlowStatement
• PurchaseOfPPECashFlowStatement() : QuantConnect.Data.Fundamental.PurchaseOfPPECashFlowStatement
• PurchaseOfSubsidiariesCashFlowStatement() : QuantConnect.Data.Fundamental.PurchaseOfSubsidiariesCashFlowStatement
• Purge() : QuantConnect.BaseSeries
• PurgeQueue() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• PushNewResults() : QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy , QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy , QuantConnect.Optimizer.Strategies.IOptimizationStrategy , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• PushThrough() : QuantConnect.Data.SliceExtensions
• PushThroughConsolidators() : QuantConnect.Data.SliceExtensions
• PutBackspread() : QuantConnect.Securities.Option.OptionStrategies
• PutButterfly() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• PutCalendarSpread() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• PutLadder() : QuantConnect.Securities.OptionFilterUniverse
• PutLeg() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition
• PutsOnly() : QuantConnect.Securities.OptionFilterUniverse
• PutSpread() : QuantConnect.Securities.OptionFilterUniverse
• PythonActivator() : QuantConnect.Python.PythonActivator
• PythonData() : QuantConnect.Python.PythonData
• PythonEnvironmentPacket() : QuantConnect.Packets.PythonEnvironmentPacket
• PythonExceptionMessageParser() : QuantConnect.Util.PythonUtil
• PythonExceptionParser() : QuantConnect.Util.PythonUtil
• PythonExceptionStackParser() : QuantConnect.Util.PythonUtil
• PythonIndicator() : QuantConnect.Indicators.PythonIndicator
• PythonPathNotFound() : QuantConnect.Messages.PythonInitializer
• PythonSlice() : QuantConnect.Python.PythonSlice