- s -

• SafeAsManagedObject() : QuantConnect.Extensions
• SafeDecimalCast() : QuantConnect.Extensions
• SafeDivision() : QuantConnect.Extensions
• SafeEnumeration< TSource, TKey >() : QuantConnect.Extensions
• SafeMultiply100() : QuantConnect.Extensions
• SafeRead() : QuantConnect.Data.Auxiliary.PriceScalingExtensions
• SafeSubstring() : QuantConnect.StringExtensions
• SalariesAndWagesIncomeStatement() : QuantConnect.Data.Fundamental.SalariesAndWagesIncomeStatement
• SaleOfBusinessCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfBusinessCashFlowStatement
• SaleOfIntangiblesCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfIntangiblesCashFlowStatement
• SaleOfInvestmentCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfInvestmentCashFlowStatement
• SaleOfInvestmentPropertiesCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfInvestmentPropertiesCashFlowStatement
• SaleOfJointVentureAssociateCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfJointVentureAssociateCashFlowStatement
• SaleOfPPECashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfPPECashFlowStatement
• SaleOfSubsidiariesCashFlowStatement() : QuantConnect.Data.Fundamental.SaleOfSubsidiariesCashFlowStatement
• SalesPerEmployee() : QuantConnect.Data.Fundamental.SalesPerEmployee
• SamcoBrokerageModel() : QuantConnect.Brokerages.SamcoBrokerageModel
• Sample() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.SeriesSampler
• SampleBenchmark() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleCapacity() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleChart() : QuantConnect.SeriesSampler
• SampleCharts() : QuantConnect.SeriesSampler
• SampleDrawdown() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleEquity() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleExposure() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SamplePerformance() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• SamplePortfolioTurnover() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SampleRange() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SampleSalesVolume() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Save() : QuantConnect.Storage.ObjectStore
• SaveBytes() : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Storage.ObjectStore
• SaveJson< T >() : QuantConnect.Storage.ObjectStore
• SaveLogs() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SaveResults() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• SaveString() : QuantConnect.Storage.ObjectStore
• SaveXml< T >() : QuantConnect.Storage.ObjectStore
• Scale() : QuantConnect.Extensions
• Scan() : QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Brokerages.Paper.PaperBrokerage , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.Python.SettlementModelPythonWrapper , QuantConnect.Securities.DelayedSettlementModel , QuantConnect.Securities.Future.FutureSettlementModel , QuantConnect.Securities.ImmediateSettlementModel , QuantConnect.Securities.ISettlementModel
• ScannableEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T >
• Scanner() : QuantConnect.RealTimeSynchronizedTimer
• ScanPastConsolidators() : QuantConnect.Data.SubscriptionManager
• ScanPastEvents() : QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• ScanSettlementModelParameters() : QuantConnect.Securities.ScanSettlementModelParameters
• ScatterChartPoint() : QuantConnect.ScatterChartPoint
• SchaffTrendCycle() : QuantConnect.Indicators.SchaffTrendCycle
• ScheduledEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator
• ScheduledEvent() : QuantConnect.Scheduling.ScheduledEvent
• ScheduledEventException() : QuantConnect.Scheduling.ScheduledEventException
• ScheduledEventName() : QuantConnect.Messages.ScheduledEventExceptionInterpreter
• ScheduledUniverse() : QuantConnect.Data.UniverseSelection.ScheduledUniverse
• ScheduledUniverseSelectionModel() : QuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel
• ScheduleEvent() : QuantConnect.Lean.Engine.DataFeeds.RealTimeScheduleEventService
• ScheduleManager() : QuantConnect.Scheduling.ScheduleManager
• Score() : QuantConnect.Algorithm.Framework.Alphas.IInsightScoreFunction , QuantConnect.Algorithm.Framework.Alphas.InsightScoreFunctionPythonWrapper
• SecondFriday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• SectorWeightingPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel
• SecuritiesActivitiesIncomeStatement() : QuantConnect.Data.Fundamental.SecuritiesActivitiesIncomeStatement
• SecuritiesAmortizationIncomeStatement() : QuantConnect.Data.Fundamental.SecuritiesAmortizationIncomeStatement
• SecuritiesAndInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.SecuritiesAndInvestmentsBalanceSheet
• SecuritiesLendingCollateralBalanceSheet() : QuantConnect.Data.Fundamental.SecuritiesLendingCollateralBalanceSheet
• SecuritiesLoanedBalanceSheet() : QuantConnect.Data.Fundamental.SecuritiesLoanedBalanceSheet
• Security() : QuantConnect.Securities.Security
• SecurityAgreeToBeResellBalanceSheet() : QuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet
• SecurityBenchmark() : QuantConnect.Benchmarks.SecurityBenchmark
• SecurityBorrowedBalanceSheet() : QuantConnect.Data.Fundamental.SecurityBorrowedBalanceSheet
• SecurityCacheDataStoredEventArgs() : QuantConnect.Securities.SecurityCacheDataStoredEventArgs
• SecurityCacheProvider() : QuantConnect.Securities.SecurityCacheProvider
• SecurityChanges() : QuantConnect.Data.UniverseSelection.SecurityChanges
• SecurityCount() : QuantConnect.Messages.Time
• SecurityDatabaseKey() : QuantConnect.Securities.SecurityDatabaseKey
• SecurityDataFilter() : QuantConnect.Securities.SecurityDataFilter
• SecurityDataFilterPythonWrapper() : QuantConnect.Securities.SecurityDataFilterPythonWrapper
• SecurityEventArgs() : QuantConnect.Securities.SecurityEventArgs
• SecurityExchange() : QuantConnect.Securities.SecurityExchange
• SecurityExchangeHours() : QuantConnect.Securities.SecurityExchangeHours
• SecurityHolding() : QuantConnect.Securities.SecurityHolding
• SecurityHoldingQuantityChangedEventArgs() : QuantConnect.Securities.SecurityHoldingQuantityChangedEventArgs
• SecurityIdentifier() : QuantConnect.SecurityIdentifier
• SecurityInitializerPythonWrapper() : QuantConnect.Python.SecurityInitializerPythonWrapper
• SecurityManager() : QuantConnect.Securities.SecurityManager
• SecurityMarginModel() : QuantConnect.Securities.SecurityMarginModel
• SecurityPortfolioManager() : QuantConnect.Securities.SecurityPortfolioManager
• SecurityPositionGroupResolver() : QuantConnect.Securities.Positions.SecurityPositionGroupResolver
• SecurityReference() : QuantConnect.Data.Fundamental.SecurityReference
• SecurityService() : QuantConnect.Securities.SecurityService
• SecuritySoldNotYetRepurchasedBalanceSheet() : QuantConnect.Data.Fundamental.SecuritySoldNotYetRepurchasedBalanceSheet
• SecurityTransactionManager() : QuantConnect.Securities.SecurityTransactionManager
• SecurityType() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• SecurityTypeCannotBeMapped() : QuantConnect.Messages.Symbol
• SecurityTypeNotImplemented() : QuantConnect.Messages.SymbolRepresentation
• SecurityTypeNotImplementedYet() : QuantConnect.Messages.Symbol
• SecurityTypesPacket() : QuantConnect.Packets.SecurityTypesPacket
• SecurityTypeToLower() : QuantConnect.Extensions
• SecurityValuesForSymbolNotFound() : QuantConnect.Messages.ReadOnlySecurityValuesCollection
• SEDOL() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityDefinitionSymbolResolver
• SeededSecurityInfo() : QuantConnect.Messages.FuncSecuritySeeder
• SeedSecurity() : QuantConnect.Securities.FuncSecuritySeeder , QuantConnect.Securities.ISecuritySeeder
• Select() : QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel , QuantConnect.Securities.FutureFilterUniverseEx , QuantConnect.Securities.OptionFilterUniverseEx
• Select< T, TResult >() : QuantConnect.Util.EnumeratorExtensions
• SelectCoarse() : QuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.EmaCrossUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel
• SelectFine() : QuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel , QuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel
• SelectionEventArgs() : QuantConnect.Data.UniverseSelection.Universe.SelectionEventArgs
• SelectMany() : QuantConnect.Securities.FutureFilterUniverseEx , QuantConnect.Securities.OptionFilterUniverseEx
• SelectMany< T, TResult >() : QuantConnect.Util.EnumeratorExtensions
• SelectSymbols() : QuantConnect.Algorithm.Selection.OptionContractUniverse , QuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse , QuantConnect.Data.UniverseSelection.ContinuousContractUniverse , QuantConnect.Data.UniverseSelection.FineFundamentalUniverse , QuantConnect.Data.UniverseSelection.FuncUniverse< T > , QuantConnect.Data.UniverseSelection.FundamentalUniverseFactory , QuantConnect.Data.UniverseSelection.FuturesChainUniverse , QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Data.UniverseSelection.ScheduledUniverse , QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseDecorator , QuantConnect.Data.UniverseSelection.UniversePythonWrapper , QuantConnect.Data.UniverseSelection.UserDefinedUniverse
• SelectSymbolsDelegate() : QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator
• SelectSymbolsUniverseDecorator() : QuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator
• Sell() : QuantConnect.Algorithm.QCAlgorithm
• SellingAndMarketingExpenseIncomeStatement() : QuantConnect.Data.Fundamental.SellingAndMarketingExpenseIncomeStatement
• SellingGeneralAndAdministrationIncomeStatement() : QuantConnect.Data.Fundamental.SellingGeneralAndAdministrationIncomeStatement
• SellOrderShortHoldingsNotSupported() : QuantConnect.Messages.CashBuyingPowerModel
• Semiconductors() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Send() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport , QuantConnect.Brokerages.IWebSocket , QuantConnect.Brokerages.WebSocketClientWrapper , QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Interfaces.ISignalExportTarget , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler , QuantConnect.Notifications.Notification
• SendEnqueuedPackets() : QuantConnect.Messaging.EventMessagingHandler
• SendFinalResult() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SendNotification() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi , QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler
• SendStatistics() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• SendStatusUpdate() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SendUpdate() : QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer , QuantConnect.Optimizer.LeanOptimizer
• SendUserEmail() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• SeparateAccountAssetsBalanceSheet() : QuantConnect.Data.Fundamental.SeparateAccountAssetsBalanceSheet
• SeparateAccountBusinessBalanceSheet() : QuantConnect.Data.Fundamental.SeparateAccountBusinessBalanceSheet
• SeparatingLines() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.SeparatingLines
• SequentialConsolidator() : QuantConnect.Data.Consolidators.SequentialConsolidator
• Serialize() : QuantConnect.Python.CommandPythonWrapper
• SerializedInsight() : QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• SerializedOrderEvent() : QuantConnect.Orders.Serialization.SerializedOrderEvent
• Series() : QuantConnect.Series
• SeriesSampler() : QuantConnect.SeriesSampler
• ServiceChargeOnDepositorAccountsIncomeStatement() : QuantConnect.Data.Fundamental.ServiceChargeOnDepositorAccountsIncomeStatement
• Set() : QuantConnect.Configuration.Config , QuantConnect.Indicators.CandlestickPatterns.CandleSettings , QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders , QuantConnect.Securities.Security , QuantConnect.SymbolCache
• SetAccountCurrency() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Securities.SecurityPortfolioManager
• SetAlgorithm() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Lean.Engine.Server.ILeanManager , QuantConnect.Lean.Engine.Server.LocalLeanManager
• SetAlgorithmId() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetAlgorithmMode() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetAlgorithmState() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SetAlgorithmStatus() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• SetAlpha() : QuantConnect.Algorithm.QCAlgorithm
• SetAmount() : QuantConnect.Securities.Cash
• SetApi() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetAuthCode() : QuantConnect.Data.Custom.Tiingo.Tiingo
• SetAuthentication() : QuantConnect.Interfaces.IMessagingHandler , QuantConnect.Messaging.EventMessagingHandler , QuantConnect.Messaging.Messaging , QuantConnect.Messaging.StreamingMessageHandler
• SetAvailableDataTypes() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetBenchmark() : QuantConnect.Algorithm.QCAlgorithm
• SetBrokerage() : QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider , QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager
• SetBrokerageMessageHandler() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetBrokerageModel() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetBrokerageTradingDayPerYear() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• SetBuyingPowerModel() : QuantConnect.Securities.Security
• SetCacheSize() : QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• SetCash() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Securities.SecurityPortfolioManager
• SetCommandHandler() : QuantConnect.Lean.Engine.Server.LocalLeanManager
• SetConfigurationFile() : QuantConnect.Configuration.Config
• SetCurrentSlice() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetCurrentTime() : QuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider
• SetCurrentTimeUtc() : QuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider
• SetDataFilter() : QuantConnect.Securities.Security
• SetDataManager() : QuantConnect.Data.SubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.UniverseSelection
• SetDataNormalizationMode() : QuantConnect.Data.SubscriptionDataConfigExtensions , QuantConnect.Data.SubscriptionDataConfigList , QuantConnect.Securities.Equity.Equity , QuantConnect.Securities.Option.Option , QuantConnect.Securities.Security
• SetDateTime() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• setdefault() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• SetDefaultTimeZone() : QuantConnect.Scheduling.DateRules , QuantConnect.Scheduling.TimeRules
• SetDeploymentTarget() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetDownloadProvider() : QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader
• SetEndDate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetEntry() : QuantConnect.Securities.MarketHoursDatabase , QuantConnect.Securities.SymbolPropertiesDatabase
• SetEntryAlwaysOpen() : QuantConnect.Securities.MarketHoursDatabase
• SetEquals() : QuantConnect.Util.ConcurrentSet< T >
• SetErrorHandler() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• SetExecution() : QuantConnect.Algorithm.QCAlgorithm
• SetFeeModel() : QuantConnect.Securities.Security
• SetFillModel() : QuantConnect.Securities.Security
• SetFilter() : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Option.Option
• SetFinishedWarmingUp() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetFutureChainProvider() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetHistoryProvider() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetHoldings() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityHolding
• SetIndicator() : QuantConnect.Indicators.PythonIndicator
• SetInsightScoreFunction() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager
• SetJob() : QuantConnect.Interfaces.IDataQueueHandler , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
• SetLastTradeProfit() : QuantConnect.Securities.SecurityHolding
• SetLeverage() : QuantConnect.Python.BuyingPowerModelPythonWrapper , QuantConnect.Securities.BuyingPowerModel , QuantConnect.Securities.CashBuyingPowerModel , QuantConnect.Securities.ConstantBuyingPowerModel , QuantConnect.Securities.Future.FutureMarginModel , QuantConnect.Securities.IBuyingPowerModel , QuantConnect.Securities.Option.OptionMarginModel , QuantConnect.Securities.PatternDayTradingMarginModel , QuantConnect.Securities.Security
• SetLiveMode() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityService , QuantConnect.Securities.SecurityTransactionManager , QuantConnect.Statistics.TradeBuilder
• SetLocalDateTimeFrontier() : QuantConnect.Securities.Future.FutureSettlementModel
• SetLocalDateTimeFrontierProvider() : QuantConnect.Securities.SecurityExchange
• SetLocalTimeKeeper() : QuantConnect.Securities.Future.Future , QuantConnect.Securities.Security
• SetLocked() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetMarginCallModel() : QuantConnect.Securities.SecurityPortfolioManager
• SetMarginInterestRateModel() : QuantConnect.Securities.Security
• SetMarginModel() : QuantConnect.Securities.Security
• SetMarketHours() : QuantConnect.Securities.SecurityExchange
• SetMarketPrice() : QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Securities.Security , QuantConnect.Statistics.TradeBuilder
• SetMaximumOrders() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetName() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetNextStatusUpdate() : QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• SetObjectStore() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.Api , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.IApi
• SetOptimizationStatus() : QuantConnect.Optimizer.LeanOptimizer
• SetOptionAssignmentModel() : QuantConnect.Securities.Option.Option
• SetOptionChainProvider() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetOptionExerciseModel() : QuantConnect.Securities.Option.Option
• SetOrderId() : QuantConnect.Securities.SecurityTransactionManager
• SetOrderProcessor() : QuantConnect.Securities.SecurityTransactionManager
• SetOrderTicket() : QuantConnect.Data.Market.Delisting
• SetPandasConverter() : QuantConnect.Algorithm.QCAlgorithm
• SetParameters() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetPeriodAndCloseTime() : QuantConnect.Algorithm.Framework.Alphas.Insight
• SetPortfolioConstruction() : QuantConnect.Algorithm.QCAlgorithm
• SetPositions() : QuantConnect.Securities.SecurityPortfolioManager
• SetProperty() : QuantConnect.Commands.Command , QuantConnect.Data.DynamicData , QuantConnect.Python.BasePythonWrapper< TInterface > , QuantConnect.Securities.DynamicSecurityData
• SetPythonInstance() : QuantConnect.Python.BasePythonWrapper< TInterface >
• SetPythonWrapper() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Orders.Fills.FillModel
• SetQuit() : QuantConnect.Algorithm.QCAlgorithm
• SetRebalancingFunc() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
• SetResponse() : QuantConnect.Orders.OrderRequest
• SetRiskFreeInterestRateModel() : QuantConnect.Algorithm.QCAlgorithm
• SetRiskManagement() : QuantConnect.Algorithm.QCAlgorithm
• SetRunTimeError() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• SetRuntimeError() : QuantConnect.Extensions
• SetRunTimeError() : QuantConnect.Interfaces.IAlgorithm
• SetRuntimeStatistic() : QuantConnect.Algorithm.QCAlgorithm
• SetScore() : QuantConnect.Algorithm.Framework.Alphas.InsightScore
• SetSecurityInitializer() : QuantConnect.Algorithm.QCAlgorithm
• SetSecurityManager() : QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Statistics.TradeBuilder
• SetSecurityService() : QuantConnect.Securities.SecurityManager
• SetSettlementModel() : QuantConnect.Securities.Security
• SetShortableProvider() : QuantConnect.Securities.Security
• SetSlippageModel() : QuantConnect.Securities.Security
• SetSmoothingFunction() : QuantConnect.Indicators.ImpliedVolatility
• SetStartDate() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetStatisticsService() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetStatus() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.AlgorithmManager
• SetStrictEndTimes() : QuantConnect.Util.LeanData
• SetSubscriptionDataConfigProvider() : QuantConnect.Python.VolatilityModelPythonWrapper , QuantConnect.Securities.Volatility.BaseVolatilityModel
• SetSummaryStatistic() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Statistics.IStatisticsService
• SetTags() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• SetTargetPortfolio() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager
• SetTargetPortfolioFromPortfolio() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager
• SetTime() : QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• SetTimeIntervalBetweenCalls() : QuantConnect.Data.Custom.Intrinio.IntrinioConfig
• SetTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SetTimeSliceFactory() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SetTimeZone() : QuantConnect.Algorithm.QCAlgorithm
• SettingAccountCurrency() : QuantConnect.Messages.SecurityPortfolioManager
• SettlementModelPythonWrapper() : QuantConnect.Python.SettlementModelPythonWrapper
• SetTradeBuilder() : QuantConnect.Algorithm.QCAlgorithm
• SetUniverseSelection() : QuantConnect.Algorithm.QCAlgorithm
• Setup() : QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.RealTime.IRealTimeHandler , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BaseSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• SetupCurrencyConversions() : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• SetupHandlerParameters() : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• SetUserAndPassword() : QuantConnect.Data.Custom.Intrinio.IntrinioConfig
• SetUtcDateTime() : QuantConnect.TimeKeeper
• SetValue() : QuantConnect.Data.Market.Tick
• SetVolatilityModel() : QuantConnect.Securities.Security
• SetWarmUp() : QuantConnect.Algorithm.QCAlgorithm
• SetWarmup() : QuantConnect.Algorithm.QCAlgorithm
• SetWarmUp() : QuantConnect.Algorithm.QCAlgorithm
• Sftp() : QuantConnect.Notifications.NotificationManager
• ShareIssuedBalanceSheet() : QuantConnect.Data.Fundamental.ShareIssuedBalanceSheet
• ShareOfAssociatesCashFlowStatement() : QuantConnect.Data.Fundamental.ShareOfAssociatesCashFlowStatement
• ShareTypeCacheInstance() : QuantConnect.Securities.SecurityCache
• Sharpe() : QuantConnect.Report.Rolling
• SharpeRatio() : QuantConnect.Indicators.SharpeRatio , QuantConnect.Statistics.Statistics
• SharpeRatioReportElement() : QuantConnect.Report.ReportElements.SharpeRatioReportElement
• ShootingStar() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ShootingStar
• Shortable() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Python.BrokerageModelPythonWrapper
• ShortableData() : QuantConnect.Data.Shortable.LocalDiskShortableProvider
• ShortableProviderPythonWrapper() : QuantConnect.Data.Shortable.ShortableProviderPythonWrapper
• ShortableQuantity() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Data.Shortable.LocalDiskShortableProvider , QuantConnect.Data.Shortable.NullShortableProvider , QuantConnect.Data.Shortable.ShortableProviderPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Interfaces.IShortableProvider
• ShortBoxSpread() : QuantConnect.Securities.Option.OptionStrategies
• ShortButterflyCall() : QuantConnect.Securities.Option.OptionStrategies
• ShortButterflyPut() : QuantConnect.Securities.Option.OptionStrategies
• ShortCallBackspread() : QuantConnect.Securities.Option.OptionStrategies
• ShortCallCalendarSpread() : QuantConnect.Securities.Option.OptionStrategies
• ShortIronButterfly() : QuantConnect.Securities.Option.OptionStrategies
• ShortIronCondor() : QuantConnect.Securities.Option.OptionStrategies
• ShortJellyRoll() : QuantConnect.Securities.Option.OptionStrategies
• ShortLineCandle() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle
• ShortPutBackspread() : QuantConnect.Securities.Option.OptionStrategies
• ShortPutCalendarSpread() : QuantConnect.Securities.Option.OptionStrategies
• ShortStraddle() : QuantConnect.Securities.Option.OptionStrategies
• ShortStrangle() : QuantConnect.Securities.Option.OptionStrategies
• ShortTermDebtIssuanceCashFlowStatement() : QuantConnect.Data.Fundamental.ShortTermDebtIssuanceCashFlowStatement
• ShortTermDebtPaymentsCashFlowStatement() : QuantConnect.Data.Fundamental.ShortTermDebtPaymentsCashFlowStatement
• ShortTermInvestmentsAvailableForSaleBalanceSheet() : QuantConnect.Data.Fundamental.ShortTermInvestmentsAvailableForSaleBalanceSheet
• ShortTermInvestmentsHeldToMaturityBalanceSheet() : QuantConnect.Data.Fundamental.ShortTermInvestmentsHeldToMaturityBalanceSheet
• ShortTermInvestmentsTradingBalanceSheet() : QuantConnect.Data.Fundamental.ShortTermInvestmentsTradingBalanceSheet
• ShortToString() : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Messages.Insight , QuantConnect.Messages.OrderEvent , QuantConnect.Orders.OrderEvent
• ShouldCacheToSecurity() : QuantConnect.Data.Auxiliary.ZipEntryName , QuantConnect.Data.BaseData , QuantConnect.Data.UniverseSelection.BaseDataCollection
• ShouldCreateTargetForInsight() : QuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.ConfidenceWeightedPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.InsightWeightingPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.MeanVarianceOptimizationPortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper , QuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel
• ShouldEmitData() : QuantConnect.Extensions
• ShouldEmitInsight() : QuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel
• ShouldMoveNext() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• ShouldPerformCashSync() : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerageCashSynchronizer
• ShouldProcess() : QuantConnect.Data.Consolidators.OpenInterestConsolidator , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.TickConsolidator , QuantConnect.Data.Consolidators.TickQuoteBarConsolidator
• ShouldStreamSubscription() : QuantConnect.Interfaces.IDataChannelProvider , QuantConnect.Lean.Engine.DataFeeds.DataChannelProvider
• ShouldWriteToDisk() : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor
• Shutdown() : QuantConnect.Python.PythonInitializer
• SI() : QuantConnect.Algorithm.QCAlgorithm
• SignalExportManager() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager
• SimpleMovingAverage() : QuantConnect.Indicators.SimpleMovingAverage
• SimplexProjection() : QuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel
• SineHistoryProvider() : QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider
• Single< T >() : QuantConnect.Util.Composer , QuantConnect.Util.ExpressionBuilder
• SingleEntryDataCacheProvider() : QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider
• SingleOrAlgorithmTypeName() : QuantConnect.Extensions
• SKU() : QuantConnect.Api.SKU
• Sleep() : QuantConnect.Util.RateLimit.BusyWaitSleepStrategy , QuantConnect.Util.RateLimit.ISleepStrategy , QuantConnect.Util.RateLimit.ThreadSleepStrategy
• Sleeping() : QuantConnect.Util.RateLimit.ThreadSleepStrategy
• Slice() : QuantConnect.Data.Slice , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• SlippageModelPythonWrapper() : QuantConnect.Python.SlippageModelPythonWrapper
• SlowGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SM() : QuantConnect.Algorithm.QCAlgorithm
• SMA() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.IndicatorExtensions
• SMA< T >() : QuantConnect.Indicators.IndicatorExtensions
• SmallCore() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SmallGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SmallValue() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SmartRounding() : QuantConnect.Extensions
• SmoothedOnBalanceVolume() : QuantConnect.Indicators.SmoothedOnBalanceVolume
• SmoothingFactorDefault() : QuantConnect.Indicators.ExponentialMovingAverage
• Sms() : QuantConnect.Notifications.NotificationManager
• SOBV() : QuantConnect.Algorithm.QCAlgorithm
• SocialSecurityCostsIncomeStatement() : QuantConnect.Data.Fundamental.SocialSecurityCostsIncomeStatement
• Software() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SolvencyRatio() : QuantConnect.Data.Fundamental.SolvencyRatio
• SortEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey >
• SortFirstElement() : QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
• SORTINO() : QuantConnect.Algorithm.QCAlgorithm
• SortinoRatio() : QuantConnect.Indicators.SortinoRatio , QuantConnect.Statistics.Statistics
• SP500SectorsETFUniverse() : QuantConnect.Algorithm.Framework.Selection.SP500SectorsETFUniverse
• SpecialIncomeChargesIncomeStatement() : QuantConnect.Data.Fundamental.SpecialIncomeChargesIncomeStatement
• SpeculativeGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• SpinningTop() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.SpinningTop
• Split() : QuantConnect.Data.Market.Split
• SplitBy< TKey, TValue >() : QuantConnect.BinaryComparisonExtensions
• SplitHistoryRequestWithUpdatedMappedSymbol() : QuantConnect.Data.HistoryExtensions
• SplitPackets() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler
• Splits() : QuantConnect.Data.Market.Splits
• SpreadExecutionModel() : QuantConnect.Algorithm.Framework.Execution.SpreadExecutionModel
• SqueezeMomentum() : QuantConnect.Indicators.SqueezeMomentum
• SR() : QuantConnect.Algorithm.QCAlgorithm
• SRSI() : QuantConnect.Algorithm.QCAlgorithm
• StackExceptionInterpreter() : QuantConnect.Exceptions.StackExceptionInterpreter
• StaffCostsIncomeStatement() : QuantConnect.Data.Fundamental.StaffCostsIncomeStatement
• StalledPattern() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.StalledPattern
• StandardDeviation() : QuantConnect.Indicators.StandardDeviation
• StandardDeviationExecutionModel() : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel
• StandardDeviationOfReturnsVolatilityModel() : QuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel
• StandardsOnly() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData >
• Start() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange , QuantConnect.Lean.Engine.Initializer , QuantConnect.Optimizer.LeanOptimizer , QuantConnect.RealTimeSynchronizedTimer
• StartDateLimitedEventArgs() : QuantConnect.StartDateLimitedEventArgs
• StartExpirationTask() : QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider , QuantConnect.Data.Auxiliary.LocalZipMapFileProvider
• StartNewTimeStep() : QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
• StartsWithInvariant() : QuantConnect.StringExtensions
• StaticOptimizationParameter() : QuantConnect.Optimizer.Parameters.StaticOptimizationParameter
• StatisticsResults() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Statistics.IStatisticsService , QuantConnect.Statistics.StatisticsResults
• StatusHistoryResult() : QuantConnect.Packets.StatusHistoryResult
• STC() : QuantConnect.Algorithm.QCAlgorithm
• STD() : QuantConnect.Algorithm.QCAlgorithm
• Steel() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Step() : QuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager , QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
• StickSandwich() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.StickSandwich
• STO() : QuantConnect.Algorithm.QCAlgorithm
• Stochastic() : QuantConnect.Indicators.Stochastic
• StochasticRelativeStrengthIndex() : QuantConnect.Indicators.StochasticRelativeStrengthIndex
• StockBasedCompensationCashFlowStatement() : QuantConnect.Data.Fundamental.StockBasedCompensationCashFlowStatement
• StockBasedCompensationIncomeStatement() : QuantConnect.Data.Fundamental.StockBasedCompensationIncomeStatement
• StockholdersEquityBalanceSheet() : QuantConnect.Data.Fundamental.StockholdersEquityBalanceSheet
• StockholdersEquityGrowth() : QuantConnect.Data.Fundamental.StockholdersEquityGrowth
• Stop() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.RealTimeSynchronizedTimer
• StopLimitFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Python.FillModelPythonWrapper
• StopLimitOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.StopLimitOrder
• StopLiveAlgorithm() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• StopMarketFill() : QuantConnect.Orders.Fills.EquityFillModel , QuantConnect.Orders.Fills.FillModel , QuantConnect.Orders.Fills.FutureFillModel , QuantConnect.Python.FillModelPythonWrapper
• StopMarketOrder() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Orders.StopMarketOrder
• StopMarketOrdersNoLongerSupported() : QuantConnect.Messages.CoinbaseBrokerageModel
• StopSafely() : QuantConnect.Extensions
• StopUpdateRunner() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• StorageLimitExceededException() : QuantConnect.Lean.Engine.Storage.StorageLimitExceededException
• StorageRoot() : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• Store() : QuantConnect.Data.DiskDataCacheProvider , QuantConnect.Interfaces.IDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider , QuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider
• StoreData() : QuantConnect.Securities.SecurityCache
• StoreInsights() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• StoreOrderEvents() : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• StoreResult() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• STR() : QuantConnect.Algorithm.QCAlgorithm
• Straddle() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• Strangle() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.OptionFilterUniverse
• StrategyField() : QuantConnect.Orders.TerminalLinkOrderProperties.StrategyField
• StrategyParameters() : QuantConnect.Orders.TerminalLinkOrderProperties.StrategyParameters
• StreamData() : QuantConnect.Lean.Engine.DataFeeds.ISynchronizer , QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer , QuantConnect.Lean.Engine.DataFeeds.Synchronizer
• StreamReaderEnumerable() : QuantConnect.Util.StreamReaderEnumerable
• StrictDailyEndTimesEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator
• Strikes() : QuantConnect.Securities.OptionFilterUniverse
• StringDecimalJsonConverter() : QuantConnect.Util.StringDecimalJsonConverter
• StripDataFolder() : QuantConnect.Data.DataMonitor
• SubmitOrderRequest() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Orders.SubmitOrderRequest
• SubordinatedLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.SubordinatedLiabilitiesBalanceSheet
• Subscribe() : QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager , QuantConnect.Data.DataQueueHandlerSubscriptionManager , QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager , QuantConnect.Interfaces.IDataQueueHandler , QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager , QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue , QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue
• SubscribeWithMapping() : QuantConnect.Extensions
• Subscription() : QuantConnect.Lean.Engine.DataFeeds.Subscription
• SubscriptionCollection() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection
• SubscriptionData() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionData
• SubscriptionDataConfig() : QuantConnect.Data.SubscriptionDataConfig
• SubscriptionDataConfigList() : QuantConnect.Data.SubscriptionDataConfigList
• SubscriptionDataEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator
• SubscriptionDataReader() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• SubscriptionDataReaderSubscriptionEnumeratorFactory() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory
• SubscriptionDataSource() : QuantConnect.Data.SubscriptionDataSource
• SubscriptionFilterEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator
• SubscriptionFrontierTimeProvider() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionFrontierTimeProvider
• SubscriptionManager() : QuantConnect.Data.SubscriptionManager
• SubscriptionManagerCount() : QuantConnect.Interfaces.IAlgorithmSubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.DataManager
• SubscriptionManagerGetOrAdd() : QuantConnect.Lean.Engine.DataFeeds.DataManager
• SubscriptionRequest() : QuantConnect.Data.UniverseSelection.SubscriptionRequest
• SubscriptionSynchronizer() : QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• Success() : QuantConnect.Orders.OrderResponse
• Sufficient() : QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• SuggestedMarketBasedOnTicker() : QuantConnect.Messages.MarketHoursDatabase
• SUM() : QuantConnect.Algorithm.QCAlgorithm
• Sum() : QuantConnect.Indicators.Sum
• SummaryStatistic() : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• SuperTrend() : QuantConnect.Indicators.SuperTrend
• SupportedMarkets() : QuantConnect.Market
• SupportedResolutions() : 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.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Python.PythonData
• SWISS() : QuantConnect.Algorithm.QCAlgorithm
• SwissArmyKnife() : QuantConnect.Indicators.SwissArmyKnife
• Symbol() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Symbol
• SymbolChangedEvent() : QuantConnect.Data.Market.SymbolChangedEvent
• SymbolChangedEvents() : QuantConnect.Data.Market.SymbolChangedEvents
• SymbolData() : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData , QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData
• SymbolDateRange() : QuantConnect.Data.Auxiliary.SymbolDateRange
• SymbolNotFound() : QuantConnect.Messages.PortfolioTarget
• SymbolNotFoundDueToNoData< T >() : QuantConnect.Messages.ExtendedDictionary
• SymbolNotFoundInSecurities() : QuantConnect.Messages.SecurityManager
• SymbolNotFoundInSymbolPropertiesDatabase() : QuantConnect.Messages.SecurityService
• SymbolProperties() : QuantConnect.Securities.SymbolProperties
• SymbolPropertiesDatabase() : QuantConnect.Securities.SymbolPropertiesDatabase
• SymbolPropertiesDatabaseSymbolMapper() : QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper
• SymmetricExceptWith() : QuantConnect.Util.ConcurrentSet< T >
• Sync() : QuantConnect.Lean.Engine.DataFeeds.ISubscriptionSynchronizer , QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer
• SynchronizingBaseDataEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingBaseDataEnumerator
• SynchronizingEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T >
• SynchronizingSliceEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingSliceEnumerator
• SynchronouslyAwaitTask() : QuantConnect.Extensions
• SynchronouslyAwaitTask< T >() : QuantConnect.Extensions
• SynchronouslyAwaitTaskResult< TResult >() : QuantConnect.Extensions
• SystemDebugMessage() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• SystemDebugPacket() : QuantConnect.Packets.SystemDebugPacket
• SystemPackagesConfigurationFound() : QuantConnect.Messages.PythonInitializer