- r -

• Ram : QuantConnect.Api.Node
• RamAllocation : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.Controls
• Random : QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• Range : QuantConnect.Data.Consolidators.RangeConsolidator
• RangeSize : QuantConnect.Data.Consolidators.RangeConsolidator , QuantConnect.Data.Market.RangeBar
• RangeType : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
• RateOfChange : QuantConnect.Indicators.SharpeRatio
• Ratio : QuantConnect.Indicators.SharpeRatio
• RawRegEx : QuantConnect.Api.PriceEntry
• RealTime : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• RealTimeHandler : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• RealtimePrice : QuantConnect.Lean.Engine.DataFeeds.Subscription
• Reason : QuantConnect.Brokerages.WebSocketCloseData , QuantConnect.Securities.GetMaximumOrderQuantityResult , QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult , QuantConnect.Securities.Positions.GetMaximumLotsResult
• RebalanceOnInsightChanges : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper
• RebalanceOnSecurityChanges : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper
• RebalancePortfolioOnInsightChanges : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• RebalancePortfolioOnSecurityChanges : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• Redelivered : QuantConnect.Packets.AlgorithmNodePacket
• ReduceOnly : BybitOrderProperties , QuantConnect.Orders.FTXOrderProperties
• Ref : QuantConnect.Api.Version
• ReferenceDataPoints : QuantConnect.Indicators.DualSymbolIndicator< T >
• ReferencePrice : QuantConnect.Data.Auxiliary.CorporateFactorRow , QuantConnect.Data.Market.Dividend , QuantConnect.Data.Market.Split , QuantConnect.Securities.GetMinimumPriceVariationParameters
• ReferenceSymbol : QuantConnect.Indicators.DualSymbolIndicator< T >
• ReferenceValue : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• ReferenceValueFinal : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
• RefillAmount : QuantConnect.Packets.LeakyBucketControlParameters
• RegEx : QuantConnect.Api.PriceEntry
• RegularMarketDuration : QuantConnect.Securities.SecurityExchangeHours
• RemainingLogAllowance : QuantConnect.Packets.Controls
• Removed : QuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager
• RemovedFromUniverse : QuantConnect.Lean.Engine.DataFeeds.Subscription
• Report : QuantConnect.Api.BacktestReport
• Requested : QuantConnect.Api.Optimization
• Requests : QuantConnect.Packets.HistoryPacket
• RequestSource : QuantConnect.Packets.AlgorithmNodePacket
• RequiredFreeBuyingPowerPercent : QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper , QuantConnect.Securities.BuyingPowerModel , QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
• ResamplePeriod : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ResearchGuide : QuantConnect.Api.Backtest
• ResearchId : QuantConnect.Packets.ResearchNodePacket
• ResearchNodes : QuantConnect.Api.NodeList
• ResearchToken : QuantConnect.Packets.ResearchNodePacket
• Resolution : QuantConnect.Api.LiveResultsData , QuantConnect.Commands.AddSecurityCommand , QuantConnect.Data.HistoryRequest , QuantConnect.Data.SubscriptionDataConfig , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.DataDownloaderGetParameters , QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig , QuantConnect.Packets.HistoryRequest , QuantConnect.Securities.Security , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor , QuantConnect.ToolBox.TickAggregator , QuantConnect.Util.LeanDataPathComponents
• Response : QuantConnect.Orders.OrderRequest
• ResponseCode : QuantConnect.Api.CreateLiveAlgorithmResponse
• RestClient : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• Result : QuantConnect.Report.ReportElements.ReportElement
• ResultHandler : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• Results : QuantConnect.Api.LiveResultsData , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket
• ResultsDestinationFolder : QuantConnect.Globals , QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ReverseConversion : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ReversedFactorFileDates : QuantConnect.Data.Auxiliary.FactorFile< T >
• Rho : QuantConnect.Data.Market.Greeks
• Right : QuantConnect.Indicators.CompositeIndicator , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition
• RiskFreeInterestRateModel : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Interfaces.IAlgorithm
• RiskFreeRate : QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.SharpeRatio
• RiskManagement : QuantConnect.Algorithm.QCAlgorithm
• ROC : QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData
• RollingPerformances : QuantConnect.Statistics.StatisticsResults
• RollingSum : QuantConnect.Indicators.SimpleMovingAverage
• RollingWindow : QuantConnect.Api.Backtest , QuantConnect.Packets.BacktestResult , QuantConnect.Packets.BacktestResultParameters
• Route : QuantConnect.Orders.EzeOrderProperties
• Row : QuantConnect.Api.GridChart
• Rules : QuantConnect.Scheduling.CompositeTimeRule
• RunningParameterSetForBacktest : QuantConnect.Optimizer.LeanOptimizer
• RunTimeError : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• RuntimeStatistics : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.Backtest , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.Optimization , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result