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• PandasConverter : QuantConnect.Algorithm.QCAlgorithm
• PaperEquity : QuantConnect.Api.Project
• ParallelHistoryRequestsEnabled : QuantConnect.Data.HistoryProviderInitializeParameters
• ParallelNodes : QuantConnect.Api.Optimization
• Parameters : QuantConnect.AlgorithmConfiguration , QuantConnect.Api.BacktestSummary , QuantConnect.Api.BaseOptimization , QuantConnect.Api.LiveAlgorithmApiSettingsWrapper , QuantConnect.Api.Project , QuantConnect.Api.ResearchGuide , QuantConnect.Orders.Fills.FillModel , QuantConnect.Packets.AlgorithmNodePacket
• ParameterSet : QuantConnect.Api.BasicBacktest , QuantConnect.Api.OptimizationBacktest , QuantConnect.Optimizer.OptimizationResult
• ParsedSaleCondition : QuantConnect.Data.Market.Tick
• Password : QuantConnect.Notifications.NotificationFtp
• Path : QuantConnect.Api.ListObjectStoreResponse , QuantConnect.Interfaces.DataProviderNewDataRequestEventArgs
• Paths : QuantConnect.Api.PriceEntry
• Payload : QuantConnect.Commands.CallbackCommand
• PayloadData : QuantConnect.Commands.Command
• PeakToTrough : QuantConnect.Report.DrawdownPeriod
• PendingParameterSet : QuantConnect.Optimizer.LeanOptimizer
• PercentB : QuantConnect.Indicators.BollingerBands
• Period : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.CalendarInfo , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse
• PeriodFinish : QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket
• Periods : QuantConnect.Report.DrawdownCollection
• PeriodsSinceMaximum : QuantConnect.Indicators.Maximum
• PeriodsSinceMinimum : QuantConnect.Indicators.Minimum
• PeriodStart : QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.BacktestResultPacket
• Permission : QuantConnect.Api.Collaborator
• Permtick : QuantConnect.Data.Auxiliary.FactorFile< T > , QuantConnect.Data.Auxiliary.IFactorProvider , QuantConnect.Data.Auxiliary.MapFile
• PersistenceIntervalSeconds : QuantConnect.Packets.Controls
• PHLX : QuantConnect.Exchange
• PhoneNumber : QuantConnect.Notifications.NotificationSms
• PivotPoint : QuantConnect.Indicators.PivotPointsEventArgs
• PivotPointType : QuantConnect.Indicators.PivotPoint
• PivotType : QuantConnect.Indicators.ZigZag
• PlusVortex : QuantConnect.Indicators.Vortex
• POCPrice : QuantConnect.Indicators.MarketProfile
• POCVolume : QuantConnect.Indicators.MarketProfile
• PointValue : QuantConnect.ToolBox.LeanInstrument
• Port : QuantConnect.Notifications.NotificationFtp
• Portfolio : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.PortfolioResponse , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Securities.ApplyFundsSettlementModelParameters , QuantConnect.Securities.BuyingPowerParameters , QuantConnect.Securities.DefaultMarginCallModel , QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.PositionGroupBuyingPowerParameters , QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters , QuantConnect.Securities.Positions.PositionGroupInitialMarginParameters , QuantConnect.Securities.Positions.PositionGroupMaintenanceMarginParameters , QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroupParameters , QuantConnect.Securities.Positions.ReservedBuyingPowerImpactParameters , QuantConnect.Securities.ScanSettlementModelParameters
• PortfolioConstruction : QuantConnect.Algorithm.QCAlgorithm
• PortfolioModel : QuantConnect.Securities.Security
• PortfolioStatistics : QuantConnect.Statistics.AlgorithmPerformance
• PortfolioTurnover : QuantConnect.Statistics.PortfolioStatistics
• PortfolioValuePercentage : QuantConnect.Securities.Positions.PositionGroupState
• Position : QuantConnect.Brokerages.OptionNotificationEventArgs , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch
• PositionGroup : QuantConnect.Securities.MarginCallOrdersParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters , QuantConnect.Securities.Positions.PositionGroupBuyingPowerParameters , QuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters , QuantConnect.Securities.Positions.PositionGroupInitialMarginParameters , QuantConnect.Securities.Positions.PositionGroupMaintenanceMarginParameters , QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroupParameters
• PositionGroupBuyingPowerModel : QuantConnect.Securities.Positions.SecurityPositionGroupModel
• PositionGroups : QuantConnect.Securities.Positions.PortfolioState
• Positions : QuantConnect.Securities.Positions.IPositionGroup , QuantConnect.Securities.Positions.PositionGroupState , QuantConnect.Securities.SecurityPortfolioManager
• PositionSide : QuantConnect.Orders.TerminalLinkOrderProperties
• PositiveDirectionalIndex : QuantConnect.Indicators.AverageDirectionalIndex
• PositiveMoneyFlow : QuantConnect.Indicators.MoneyFlowIndex
• PostMarket : QuantConnect.Packets.MarketToday
• PostOnly : BybitOrderProperties , QuantConnect.Orders.BinanceOrderProperties , QuantConnect.Orders.BitfinexOrderProperties , QuantConnect.Orders.CoinbaseOrderProperties , QuantConnect.Orders.FTXOrderProperties , QuantConnect.Orders.KrakenOrderProperties
• PreMarket : QuantConnect.Packets.MarketToday
• Premium : QuantConnect.Securities.OptionInitialMargin
• Preview : QuantConnect.Api.PropertiesObjectStore
• Previous : QuantConnect.Indicators.IndicatorBase< T >
• PreviousAveragePrice : QuantConnect.Securities.SecurityHoldingQuantityChangedEventArgs
• PreviousDirection : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData
• PreviousQuantity : QuantConnect.Securities.SecurityHoldingQuantityChangedEventArgs
• PreviousTypicalPrice : QuantConnect.Indicators.MoneyFlowIndex
• Price : QuantConnect.Api.PriceEntry , QuantConnect.Data.IBaseData , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Orders.Order , QuantConnect.Securities.SecurityCache , QuantConnect.Securities.SecurityHolding
• PriceAdjustmentMode : QuantConnect.Orders.Order
• PriceCurrency : QuantConnect.Orders.Order
• PriceFactor : QuantConnect.Data.Auxiliary.CorporateFactorRow , QuantConnect.Data.UniverseSelection.CoarseFundamental
• PriceFactorSetter : QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource
• PriceMagnifier : QuantConnect.Securities.SymbolProperties
• PriceModel : QuantConnect.Securities.Option.Option
• Prices : QuantConnect.Api.DataPricesList , QuantConnect.Api.Node
• PriceScaleFactor : QuantConnect.Data.Auxiliary.CorporateFactorRow , QuantConnect.Data.SubscriptionDataConfig
• PriceVariationModel : QuantConnect.Securities.Security
• PrimaryExchange : QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Securities.Equity.Equity
• PrivateKey : QuantConnect.Notifications.NotificationFtp
• PrivateKeyPassphrase : QuantConnect.Notifications.NotificationFtp
• ProbabilisticSharpeRatio : QuantConnect.Statistics.PortfolioStatistics
• ProcessedDays : QuantConnect.Lean.Engine.Results.BacktestProgressMonitor
• ProcessingTime : QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket
• ProductId : QuantConnect.Api.PriceEntry , QuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration , QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• Products : QuantConnect.Api.Organization , QuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListResponse
• ProductType : QuantConnect.Orders.IndiaOrderProperties
• ProfileHigh : QuantConnect.Indicators.MarketProfile
• ProfileImage : QuantConnect.Api.Collaborator
• ProfileLow : QuantConnect.Indicators.MarketProfile
• Profit : QuantConnect.Securities.SecurityHolding
• ProfitFactor : QuantConnect.Statistics.TradeStatistics
• ProfitLoss : QuantConnect.Packets.BaseResultParameters , QuantConnect.Result , QuantConnect.Statistics.Trade
• ProfitLossDownsideDeviation : QuantConnect.Statistics.TradeStatistics
• ProfitLossRatio : QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.TradeStatistics
• ProfitLossStandardDeviation : QuantConnect.Statistics.TradeStatistics
• ProfitToMaxDrawdownRatio : QuantConnect.Statistics.TradeStatistics
• Progress : QuantConnect.Api.BasicBacktest , QuantConnect.Api.OptimizationBacktest , QuantConnect.Lean.Engine.Results.BacktestProgressMonitor , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.StatusHistoryResult
• ProjectId : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.Backtest , QuantConnect.Api.BaseLiveAlgorithm , QuantConnect.Api.BaseOptimization , QuantConnect.Api.Compile
• Projectid : QuantConnect.Api.Library
• ProjectId : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper , QuantConnect.Api.Node , QuantConnect.Api.Project , QuantConnect.Api.ProjectFile , QuantConnect.Api.ResearchGuide , QuantConnect.Globals , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Optimizer.OptimizationNodePacket , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.DebugPacket , QuantConnect.Packets.LiveResultPacket
• ProjectName : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.Node , QuantConnect.Packets.AlgorithmNodePacket
• Projects : QuantConnect.Api.ProjectResponse
• Properties : QuantConnect.Api.PropertiesObjectStoreResponse , QuantConnect.Orders.Order , QuantConnect.Securities.SecurityCache
• ProtectiveCall : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ProtectiveCollar : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ProtectivePut : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• Psr : QuantConnect.Api.BacktestSummary
• PSR : QuantConnect.Api.OptimizationSummary
• Public : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.Version
• PublicHoliday : QuantConnect.TradingDay
• PublicId : QuantConnect.Api.Collaborator
• PutCalendarSpread : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• PythonVirtualEnvironment : QuantConnect.Packets.PythonEnvironmentPacket
• PythonWrapper : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Orders.Fills.FillModel