Here is a list of all documented class members with links to the class documentation for each member:

- r -

• R() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.OptionFilterUniverse
• Railroads : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Ram : QuantConnect.Api.Node
• RamAllocation : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.Controls
• Random : QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
• RandomLengthLumber : QuantConnect.Securities.Futures.Forestry
• RandomPriceGenerator() : QuantConnect.ToolBox.RandomDataGenerator.RandomPriceGenerator
• Range : QuantConnect.Data.Consolidators.RangeConsolidator
• Range< T >() : QuantConnect.Util.LinqExtensions
• RangeBar() : QuantConnect.Data.Market.RangeBar
• RangeConsolidator() : QuantConnect.Data.Consolidators.RangeConsolidator
• RangeSize : QuantConnect.Data.Consolidators.RangeConsolidator , QuantConnect.Data.Market.RangeBar
• RangeType : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
• RateGate : QuantConnect.Data.Custom.Intrinio.IntrinioConfig , QuantConnect.Util.RateGate
• RateLimitEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.RateLimitEnumerator< T >
• RateOfChange() : QuantConnect.Indicators.RateOfChange , QuantConnect.Indicators.SharpeRatio
• RateOfChangePercent() : QuantConnect.Indicators.RateOfChangePercent
• RateOfChangeRatio() : QuantConnect.Indicators.RateOfChangeRatio
• Ratio : QuantConnect.Indicators.SharpeRatio
• RatioPE5YearAverage : QuantConnect.Data.Fundamental.ValuationRatios
• RawFileProcessor() : QuantConnect.ToolBox.RawFileProcessor
• RawMaterials : QuantConnect.Data.Fundamental.BalanceSheet
• RawMaterialsBalanceSheet() : QuantConnect.Data.Fundamental.RawMaterialsBalanceSheet
• RawRegEx : QuantConnect.Api.PriceEntry
• RBIBrokerageModel() : QuantConnect.Brokerages.RBIBrokerageModel
• RBIFeeModel() : QuantConnect.Orders.Fees.RBIFeeModel
• RBOBGasolineCrackSpread : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• RBOBGasolineVsEurobobOxyNWEBargesArgusThreeHundredFiftyThousandGallons : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• RC() : QuantConnect.Algorithm.QCAlgorithm
• RDV() : QuantConnect.Algorithm.QCAlgorithm
• Reached : QuantConnect.Optimizer.Objectives.Target
• Read() : QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider , QuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader , QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.ZipEntryNameSubscriptionDataSourceReader , QuantConnect.Securities.SecurityDefinition , QuantConnect.Storage.ObjectStore , QuantConnect.Util.ReaderWriterLockSlimExtensions
• Read< T >() : QuantConnect.Brokerages.BrokerageFactory
• ReadAccount() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadAllBytes() : QuantConnect.Lean.Engine.Storage.FileHandler
• ReadBacktest() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadBacktestChart() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadBacktestInsights() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadBacktestOrders() : QuantConnect.Api.Api
• ReadBacktestReport() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadBytes() : QuantConnect.Interfaces.IObjectStore , QuantConnect.Lean.Engine.Storage.LocalObjectStore , QuantConnect.Storage.ObjectStore
• ReadCompile() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadDataDirectory() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadDataLink() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadDataPrices() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• Reader() : QuantConnect.Data.Auxiliary.ZipEntryName , QuantConnect.Data.BaseData , QuantConnect.Data.Custom.FxcmVolume , 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.Intrinio.IntrinioEconomicData , QuantConnect.Data.Custom.Tiingo.TiingoPrice , QuantConnect.Data.Fundamental.FineFundamental , QuantConnect.Data.Fundamental.Fundamental , QuantConnect.Data.Fundamental.FundamentalUniverse , QuantConnect.Data.IBaseData , QuantConnect.Data.Market.BaseRenkoBar , QuantConnect.Data.Market.Delisting , QuantConnect.Data.Market.Dividend , QuantConnect.Data.Market.MarginInterestRate , QuantConnect.Data.Market.OpenInterest , QuantConnect.Data.Market.QuoteBar , QuantConnect.Data.Market.Split , QuantConnect.Data.Market.Tick , QuantConnect.Data.Market.TradeBar , QuantConnect.Data.UniverseSelection.CoarseFundamental , QuantConnect.Data.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Indicators.IndicatorDataPoint , QuantConnect.Python.PythonData
• ReaderError : QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader , QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
• ReaderErrorDetected : QuantConnect.Data.HistoryProviderBase , QuantConnect.Interfaces.IDataProviderEvents , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader
• ReaderErrorDetectedEventArgs() : QuantConnect.ReaderErrorDetectedEventArgs
• ReaderErrorEventArgs() : QuantConnect.Lean.Engine.DataFeeds.ReaderErrorEventArgs
• ReadFactorFileZip() : QuantConnect.Data.Auxiliary.FactorFileZipHelper
• ReadingCommandFile() : QuantConnect.Messages.FileCommandHandler
• ReadJson() : QuantConnect.Api.LiveAlgorithmResultsJsonConverter , QuantConnect.Api.OptimizationBacktestJsonConverter , QuantConnect.Api.ParameterSetJsonConverter , QuantConnect.Api.Serialization.ProductJsonConverter , QuantConnect.ChartSeriesJsonConverter , QuantConnect.DefaultConverter , QuantConnect.Notifications.NotificationJsonConverter , QuantConnect.Optimizer.Parameters.OptimizationParameterJsonConverter , QuantConnect.Orders.OrderJsonConverter , QuantConnect.Orders.ReadOrdersResponseJsonConverter , QuantConnect.Orders.TimeInForceJsonConverter , QuantConnect.Report.NullResultValueTypeJsonConverter< T > , QuantConnect.Report.OrderTypeNormalizingJsonConverter , QuantConnect.ScatterChartPointJsonConverter , QuantConnect.SymbolJsonConverter , QuantConnect.SymbolValueJsonConverter , QuantConnect.Util.CandlestickJsonConverter , QuantConnect.Util.ChartPointJsonConverter , QuantConnect.Util.JsonRoundingConverter , QuantConnect.Util.NullStringValueConverter< T > , QuantConnect.Util.SeriesJsonConverter , QuantConnect.Util.SingleValueListConverter< T > , QuantConnect.Util.TypeChangeJsonConverter< T, TResult >
• ReadJson< T >() : QuantConnect.Storage.ObjectStore
• ReadLeanVersions() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadLine() : QuantConnect.Interfaces.IStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader , QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader
• ReadLines() : QuantConnect.Compression , QuantConnect.Extensions
• ReadLiveAlgorithm() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadLiveChart() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadLiveInsights() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadLiveLogs() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadLiveOrders() : QuantConnect.Api.Api
• ReadLivePortfolio() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadMapFileZip() : QuantConnect.Data.Auxiliary.MapFileZipHelper
• ReadOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadOrganization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadProject() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadProjectFile() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadProjectFiles() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadProjectNodes() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• ReadString() : QuantConnect.Storage.ObjectStore
• ReadSymbolFromZipEntry() : QuantConnect.Util.LeanData
• ReadXml< T >() : QuantConnect.Storage.ObjectStore
• RealEstate() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarSectorCode
• RealEstateDevelopment : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• RealEstateDiversified : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• RealEstateServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• RealizedGainLossOnSaleOfLoansAndLease : QuantConnect.Data.Fundamental.CashFlowStatement
• RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement() : QuantConnect.Data.Fundamental.RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement
• RealTime : QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers
• RealTimeHandler : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• RealtimePrice : QuantConnect.Lean.Engine.DataFeeds.Subscription
• RealTimeScheduleEventService() : QuantConnect.Lean.Engine.DataFeeds.RealTimeScheduleEventService
• RealTimeSynchronizedTimer() : QuantConnect.RealTimeSynchronizedTimer
• Reason : QuantConnect.Brokerages.WebSocketCloseData , QuantConnect.Securities.GetMaximumOrderQuantityResult , QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult , QuantConnect.Securities.Positions.GetMaximumLotsResult
• ReasonofSharesChange : QuantConnect.Data.Fundamental.CompanyProfile
• 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
• RebateRate() : QuantConnect.Data.Shortable.LocalDiskShortableProvider , QuantConnect.Data.Shortable.NullShortableProvider , QuantConnect.Data.Shortable.ShortableProviderPythonWrapper , QuantConnect.Interfaces.IShortableProvider
• ReceiptsfromCustomers : QuantConnect.Data.Fundamental.CashFlowStatement
• ReceiptsfromCustomersCashFlowStatement() : QuantConnect.Data.Fundamental.ReceiptsfromCustomersCashFlowStatement
• ReceiptsfromGovernmentGrants : QuantConnect.Data.Fundamental.CashFlowStatement
• ReceiptsfromGovernmentGrantsCashFlowStatement() : QuantConnect.Data.Fundamental.ReceiptsfromGovernmentGrantsCashFlowStatement
• Receivables : QuantConnect.Data.Fundamental.BalanceSheet
• ReceivablesAdjustmentsAllowances : QuantConnect.Data.Fundamental.BalanceSheet
• ReceivablesAdjustmentsAllowancesBalanceSheet() : QuantConnect.Data.Fundamental.ReceivablesAdjustmentsAllowancesBalanceSheet
• ReceivablesBalanceSheet() : QuantConnect.Data.Fundamental.ReceivablesBalanceSheet
• ReceivableTurnover : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.ReceivableTurnover
• ReconciledCostOfRevenue : QuantConnect.Data.Fundamental.IncomeStatement
• ReconciledCostOfRevenueIncomeStatement() : QuantConnect.Data.Fundamental.ReconciledCostOfRevenueIncomeStatement
• ReconciledDepreciation : QuantConnect.Data.Fundamental.IncomeStatement
• ReconciledDepreciationIncomeStatement() : QuantConnect.Data.Fundamental.ReconciledDepreciationIncomeStatement
• ReconnectCode : QuantConnect.Messages.BrokerageMessageEvent
• Reconnected() : QuantConnect.Brokerages.BrokerageMessageEvent , QuantConnect.Messages.DefaultBrokerageMessageHandler
• ReconnectRequested : QuantConnect.Brokerages.DefaultConnectionHandler , QuantConnect.Brokerages.IConnectionHandler
• Record() : QuantConnect.Algorithm.QCAlgorithm
• RecreationalVehicles : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Redelivered : QuantConnect.Packets.AlgorithmNodePacket
• ReduceOnly : BybitOrderProperties , QuantConnect.Orders.FTXOrderProperties
• Ref : QuantConnect.Api.Version , QuantConnect.Util.Ref< T >
• 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
• ReferenceWrapper() : QuantConnect.Util.ReferenceWrapper< T >
• Refill() : QuantConnect.Util.RateLimit.FixedIntervalRefillStrategy , QuantConnect.Util.RateLimit.IRefillStrategy
• RefillAmount : QuantConnect.Packets.LeakyBucketControlParameters
• Refresh() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.OptionFilterUniverse
• RefreshDataNormalizationModeProperty() : QuantConnect.Securities.Security
• RefreshEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.RefreshEnumerator< T >
• RefreshMarketHours() : QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• RefreshRebalance() : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel
• RefreshSymbolProperties() : QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• RegEx : QuantConnect.Api.PriceEntry
• RegisteredAddressLine1 : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredAddressLine2 : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredAddressLine3 : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredAddressLine4 : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredCity : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredCountry : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredFax : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredPhone : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredPostalCode : QuantConnect.Data.Fundamental.CompanyProfile
• RegisteredProvince : QuantConnect.Data.Fundamental.CompanyProfile
• RegisterIndicator() : QuantConnect.Algorithm.QCAlgorithm
• RegisterIndicator< T >() : QuantConnect.Algorithm.QCAlgorithm
• RegisterType() : QuantConnect.Securities.IRegisteredSecurityDataTypesProvider , QuantConnect.Securities.RegisteredSecurityDataTypesProvider
• RegressionChannel() : QuantConnect.Indicators.RegressionChannel
• RegressionFileLogHandler() : QuantConnect.Logging.RegressionFileLogHandler
• RegressionGrowthofDividends5Years : QuantConnect.Data.Fundamental.EarningRatios , QuantConnect.Data.Fundamental.RegressionGrowthofDividends5Years
• RegressionGrowthOperatingRevenue5Years : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.RegressionGrowthOperatingRevenue5Years
• RegressionResultHandler() : QuantConnect.Lean.Engine.Results.RegressionResultHandler
• RegressionTestException() : QuantConnect.RegressionTestException
• RegularMarketDuration : QuantConnect.Securities.SecurityExchangeHours
• RegulatoryAssets : QuantConnect.Data.Fundamental.BalanceSheet
• RegulatoryAssetsBalanceSheet() : QuantConnect.Data.Fundamental.RegulatoryAssetsBalanceSheet
• RegulatoryLiabilities : QuantConnect.Data.Fundamental.BalanceSheet
• RegulatoryLiabilitiesBalanceSheet() : QuantConnect.Data.Fundamental.RegulatoryLiabilitiesBalanceSheet
• ReinsuranceandOtherRecoveriesReceived : QuantConnect.Data.Fundamental.CashFlowStatement
• ReinsuranceandOtherRecoveriesReceivedCashFlowStatement() : QuantConnect.Data.Fundamental.ReinsuranceandOtherRecoveriesReceivedCashFlowStatement
• ReinsuranceAssets : QuantConnect.Data.Fundamental.BalanceSheet
• ReinsuranceAssetsBalanceSheet() : QuantConnect.Data.Fundamental.ReinsuranceAssetsBalanceSheet
• ReinsuranceBalancesPayable : QuantConnect.Data.Fundamental.BalanceSheet
• ReinsuranceBalancesPayableBalanceSheet() : QuantConnect.Data.Fundamental.ReinsuranceBalancesPayableBalanceSheet
• ReinsuranceRecoverable : QuantConnect.Data.Fundamental.BalanceSheet
• ReinsuranceRecoverableBalanceSheet() : QuantConnect.Data.Fundamental.ReinsuranceRecoverableBalanceSheet
• ReinsuranceRecoveriesClaimsandBenefits : QuantConnect.Data.Fundamental.IncomeStatement
• ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement() : QuantConnect.Data.Fundamental.ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement
• ReinsuranceRecoveriesofInsuranceLiabilities : QuantConnect.Data.Fundamental.IncomeStatement
• ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement() : QuantConnect.Data.Fundamental.ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement
• ReinsuranceRecoveriesofInvestmentContract : QuantConnect.Data.Fundamental.IncomeStatement
• ReinsuranceRecoveriesofInvestmentContractIncomeStatement() : QuantConnect.Data.Fundamental.ReinsuranceRecoveriesofInvestmentContractIncomeStatement
• REITDiversified : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITHealthcareFacilities : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITHotelAndMotel : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITIndustrial : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITMortgage : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITOffice : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITResidential : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITRetail : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• REITs() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• REITSpecialty : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• RelativeDailyVolume() : QuantConnect.Indicators.RelativeDailyVolume
• RelativeMovingAverage() : QuantConnect.Indicators.RelativeMovingAverage
• RelativeStandardDeviationVolatilityModel() : QuantConnect.Securities.RelativeStandardDeviationVolatilityModel
• RelativeStrengthIndex() : QuantConnect.Indicators.RelativeStrengthIndex
• RelativeVigorIndex() : QuantConnect.Indicators.RelativeVigorIndex
• RemainingLogAllowance : QuantConnect.Packets.Controls
• RemoteFileSubscriptionStreamReader() : QuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader
• Remove() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.IDataAggregator , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.UniverseSelection.SecurityChangesConstructor , QuantConnect.Data.UniverseSelection.UserDefinedUniverse , QuantConnect.ExtendedDictionary< T > , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Lean.Engine.DataFeeds.AggregationManager , QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Scheduling.IEventSchedule , QuantConnect.Scheduling.ScheduleManager , QuantConnect.Securities.CashBook , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.Positions.CompositePositionGroupResolver , QuantConnect.Securities.Positions.PositionCollection , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.ConcurrentSet< T >
• Remove< T >() : QuantConnect.Securities.Security
• RemoveAll() : QuantConnect.Scheduling.TimeMonitor
• RemoveAllSubscriptions() : QuantConnect.Lean.Engine.DataFeeds.DataManager
• RemoveAndFallback() : QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders
• RemoveAskRow() : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >
• RemoveBidRow() : QuantConnect.Brokerages.DefaultOrderBook , QuantConnect.Brokerages.IOrderBookUpdater< K, V >
• RemoveConsolidator() : QuantConnect.Data.SubscriptionManager
• RemoveConsolidators() : QuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData
• Removed : QuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager
• RemovedFromUniverse : QuantConnect.Lean.Engine.DataFeeds.Subscription
• RemovedMember() : QuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.RemovedMember
• RemovedSecurities : QuantConnect.Data.UniverseSelection.SecurityChanges
• RemovedSubscriptionRequest() : QuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager
• RemoveEnumerator() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• RemoveExpiredInsights() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection
• RemoveFrom() : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch
• RemoveFromEnd() : QuantConnect.Extensions
• RemoveFromStart() : QuantConnect.Extensions
• RemoveInsights() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection
• RemoveInvalidOperation< T >() : QuantConnect.Messages.ExtendedDictionary
• RemoveMethodNotImplemented : QuantConnect.Messages.ExtendedDictionary
• RemoveOptionContract() : QuantConnect.Algorithm.QCAlgorithm
• RemoveOrder() : QuantConnect.Securities.SecurityTransactionManager
• RemovePriceLevel() : QuantConnect.Brokerages.DefaultOrderBook
• RemoveRange() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• RemoveSecurity() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• RemoveSinglePointSeries() : QuantConnect.Securities.Positions.PortfolioMarginChart
• RemoveStock() : QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.ArmsIndex
• RemoveSubscription() : QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeed , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager , QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed , QuantConnect.Lean.Engine.DataFeeds.NullDataFeed , QuantConnect.Report.MockDataFeed
• RemoveSubscriptionRequest() : QuantConnect.Lean.Engine.DataFeeds.Subscription
• RemoveSymbol() : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry
• Render() : QuantConnect.Report.ReportElements.EstimatedCapacityReportElement , QuantConnect.Report.ReportElements.ParametersReportElement , QuantConnect.Report.ReportElements.ReportElement , QuantConnect.Report.ReportElements.SharpeRatioReportElement
• RenkoBar() : QuantConnect.Data.Market.RenkoBar
• RenkoConsolidator() : QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >
• RentalAndLeasingServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• RentAndLandingFees : QuantConnect.Data.Fundamental.IncomeStatement
• RentandLandingFeesCostofRevenue : QuantConnect.Data.Fundamental.IncomeStatement
• RentandLandingFeesCostofRevenueIncomeStatement() : QuantConnect.Data.Fundamental.RentandLandingFeesCostofRevenueIncomeStatement
• RentAndLandingFeesIncomeStatement() : QuantConnect.Data.Fundamental.RentAndLandingFeesIncomeStatement
• RentExpenseSupplemental : QuantConnect.Data.Fundamental.IncomeStatement
• RentExpenseSupplementalIncomeStatement() : QuantConnect.Data.Fundamental.RentExpenseSupplementalIncomeStatement
• ReorganizationOtherCosts : QuantConnect.Data.Fundamental.CashFlowStatement
• ReorganizationOtherCostsCashFlowStatement() : QuantConnect.Data.Fundamental.ReorganizationOtherCostsCashFlowStatement
• RepaymentInLeaseFinancing : QuantConnect.Data.Fundamental.CashFlowStatement
• RepaymentInLeaseFinancingCashFlowStatement() : QuantConnect.Data.Fundamental.RepaymentInLeaseFinancingCashFlowStatement
• RepaymentOfDebt : QuantConnect.Data.Fundamental.CashFlowStatement
• RepaymentOfDebtCashFlowStatement() : QuantConnect.Data.Fundamental.RepaymentOfDebtCashFlowStatement
• Report : QuantConnect.Api.BacktestReport , QuantConnect.Report.Report
• ReportedNormalizedBasicEPS : QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.ReportedNormalizedBasicEPS
• ReportedNormalizedDilutedEPS : QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.ReportedNormalizedDilutedEPS
• ReportStyle : QuantConnect.Data.Fundamental.CompanyReference
• RepurchaseOfCapitalStock : QuantConnect.Data.Fundamental.CashFlowStatement
• RepurchaseOfCapitalStockCashFlowStatement() : QuantConnect.Data.Fundamental.RepurchaseOfCapitalStockCashFlowStatement
• RequestAdditionalTime() : QuantConnect.IIsolatorLimitResultProvider , QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
• Requested : QuantConnect.Api.Optimization
• Requests : QuantConnect.Packets.HistoryPacket
• RequestSource : QuantConnect.Packets.AlgorithmNodePacket
• RequiredFreeBuyingPowerPercent : QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper , QuantConnect.Securities.BuyingPowerModel , QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
• RequiresFillForwardData() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveFillForwardEnumerator
• RequiresMapping() : 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.IBaseData , QuantConnect.Data.UniverseSelection.ConstituentsUniverseData , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Extensions , QuantConnect.Python.PythonData
• ResamplePeriod : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ResearchAndDevelopment : QuantConnect.Data.Fundamental.IncomeStatement
• ResearchAndDevelopmentExpensesSupplemental : QuantConnect.Data.Fundamental.IncomeStatement
• ResearchAndDevelopmentExpensesSupplementalIncomeStatement() : QuantConnect.Data.Fundamental.ResearchAndDevelopmentExpensesSupplementalIncomeStatement
• ResearchAndDevelopmentIncomeStatement() : QuantConnect.Data.Fundamental.ResearchAndDevelopmentIncomeStatement
• ResearchGuide : QuantConnect.Api.Backtest
• ResearchId : QuantConnect.Packets.ResearchNodePacket
• ResearchNodePacket() : QuantConnect.Packets.ResearchNodePacket
• ResearchNodes : QuantConnect.Api.NodeList
• ResearchToken : QuantConnect.Packets.ResearchNodePacket
• ReservedBuyingPowerForPosition() : QuantConnect.Securities.ReservedBuyingPowerForPosition
• ReservedBuyingPowerForPositionGroup() : QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroup
• ReservedBuyingPowerForPositionGroupParameters() : QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroupParameters
• ReservedBuyingPowerForPositionParameters() : QuantConnect.Securities.ReservedBuyingPowerForPositionParameters
• ReservedBuyingPowerImpact() : QuantConnect.Securities.Positions.ReservedBuyingPowerImpact
• ReservedBuyingPowerImpactParameters() : QuantConnect.Securities.Positions.ReservedBuyingPowerImpactParameters
• ReservedWordsPrefix : QuantConnect.FileExtension
• Reset() : HilbertTransform , QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData , QuantConnect.Configuration.Config , QuantConnect.Data.Common.MarketHourAwareConsolidator , QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.RangeConsolidator , QuantConnect.Data.Consolidators.RenkoConsolidator< TInput > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Data.Consolidators.VolumeRenkoConsolidator , QuantConnect.Extensions , QuantConnect.Globals , QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.AccumulationDistributionOscillator , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.Alpha , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.AroonOscillator , QuantConnect.Indicators.AugenPriceSpike , QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.AverageDirectionalIndex , QuantConnect.Indicators.AverageDirectionalMovementIndexRating , QuantConnect.Indicators.AverageRange , QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.AwesomeOscillator , QuantConnect.Indicators.Beta , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby , QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock , QuantConnect.Indicators.CandlestickPatterns.BeltHold , QuantConnect.Indicators.CandlestickPatterns.Breakaway , QuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu , QuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow , QuantConnect.Indicators.CandlestickPatterns.Counterattack , QuantConnect.Indicators.CandlestickPatterns.DarkCloudCover , QuantConnect.Indicators.CandlestickPatterns.Doji , QuantConnect.Indicators.CandlestickPatterns.DojiStar , QuantConnect.Indicators.CandlestickPatterns.DragonflyDoji , QuantConnect.Indicators.CandlestickPatterns.EveningDojiStar , QuantConnect.Indicators.CandlestickPatterns.EveningStar , QuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite , QuantConnect.Indicators.CandlestickPatterns.GravestoneDoji , QuantConnect.Indicators.CandlestickPatterns.Hammer , QuantConnect.Indicators.CandlestickPatterns.HangingMan , QuantConnect.Indicators.CandlestickPatterns.Harami , QuantConnect.Indicators.CandlestickPatterns.HaramiCross , QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle , QuantConnect.Indicators.CandlestickPatterns.Hikkake , QuantConnect.Indicators.CandlestickPatterns.HikkakeModified , QuantConnect.Indicators.CandlestickPatterns.HomingPigeon , QuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows , QuantConnect.Indicators.CandlestickPatterns.InNeck , QuantConnect.Indicators.CandlestickPatterns.InvertedHammer , QuantConnect.Indicators.CandlestickPatterns.Kicking , QuantConnect.Indicators.CandlestickPatterns.KickingByLength , QuantConnect.Indicators.CandlestickPatterns.LadderBottom , QuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji , QuantConnect.Indicators.CandlestickPatterns.LongLineCandle , QuantConnect.Indicators.CandlestickPatterns.Marubozu , QuantConnect.Indicators.CandlestickPatterns.MatchingLow , QuantConnect.Indicators.CandlestickPatterns.MatHold , QuantConnect.Indicators.CandlestickPatterns.MorningDojiStar , QuantConnect.Indicators.CandlestickPatterns.MorningStar , QuantConnect.Indicators.CandlestickPatterns.OnNeck , QuantConnect.Indicators.CandlestickPatterns.Piercing , QuantConnect.Indicators.CandlestickPatterns.RickshawMan , QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods , QuantConnect.Indicators.CandlestickPatterns.SeparatingLines , QuantConnect.Indicators.CandlestickPatterns.ShootingStar , QuantConnect.Indicators.CandlestickPatterns.ShortLineCandle , QuantConnect.Indicators.CandlestickPatterns.SpinningTop , QuantConnect.Indicators.CandlestickPatterns.StalledPattern , QuantConnect.Indicators.CandlestickPatterns.StickSandwich , QuantConnect.Indicators.CandlestickPatterns.Takuri , QuantConnect.Indicators.CandlestickPatterns.TasukiGap , QuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows , QuantConnect.Indicators.CandlestickPatterns.ThreeInside , QuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike , QuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth , QuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers , QuantConnect.Indicators.CandlestickPatterns.Thrusting , QuantConnect.Indicators.CandlestickPatterns.Tristar , QuantConnect.Indicators.CandlestickPatterns.TwoCrows , QuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver , QuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows , QuantConnect.Indicators.ChaikinMoneyFlow , QuantConnect.Indicators.ChandeKrollStop , QuantConnect.Indicators.ChandeMomentumOscillator , QuantConnect.Indicators.ChoppinessIndex , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.CompositeIndicator , QuantConnect.Indicators.ConnorsRelativeStrengthIndex , QuantConnect.Indicators.ConstantIndicator< T > , QuantConnect.Indicators.CoppockCurve , QuantConnect.Indicators.DeMarkerIndicator , QuantConnect.Indicators.DerivativeOscillator , QuantConnect.Indicators.DetrendedPriceOscillator , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.DoubleExponentialMovingAverage , QuantConnect.Indicators.DualSymbolIndicator< T > , QuantConnect.Indicators.EaseOfMovementValue , QuantConnect.Indicators.ExponentialMovingAverage , QuantConnect.Indicators.FisherTransform , QuantConnect.Indicators.ForceIndex , QuantConnect.Indicators.FractalAdaptiveMovingAverage , QuantConnect.Indicators.FunctionalIndicator< T > , QuantConnect.Indicators.HeikinAshi , QuantConnect.Indicators.HullMovingAverage , QuantConnect.Indicators.HurstExponent , QuantConnect.Indicators.IchimokuKinkoHyo , QuantConnect.Indicators.IIndicator< T > , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.KaufmanAdaptiveMovingAverage , QuantConnect.Indicators.KaufmanEfficiencyRatio , QuantConnect.Indicators.KeltnerChannels , QuantConnect.Indicators.LeastSquaresMovingAverage , QuantConnect.Indicators.MarketProfile , QuantConnect.Indicators.MassIndex , QuantConnect.Indicators.Maximum , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Indicators.McGinleyDynamic , QuantConnect.Indicators.MeanAbsoluteDeviation , QuantConnect.Indicators.MesaAdaptiveMovingAverage , QuantConnect.Indicators.MidPoint , QuantConnect.Indicators.Minimum , QuantConnect.Indicators.MomersionIndicator , QuantConnect.Indicators.MoneyFlowIndex , QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.NormalizedAverageTrueRange , QuantConnect.Indicators.OnBalanceVolume , QuantConnect.Indicators.OptionGreeksIndicatorBase , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.ParabolicStopAndReverse , QuantConnect.Indicators.PivotPointsHighLow , QuantConnect.Indicators.PremierStochasticOscillator , QuantConnect.Indicators.RegressionChannel , QuantConnect.Indicators.RelativeDailyVolume , QuantConnect.Indicators.RelativeMovingAverage , QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.RelativeVigorIndexSignal , QuantConnect.Indicators.ResetCompositeIndicator , QuantConnect.Indicators.RogersSatchellVolatility , QuantConnect.Indicators.RollingWindow< T > , QuantConnect.Indicators.SchaffTrendCycle , QuantConnect.Indicators.SharpeRatio , QuantConnect.Indicators.SimpleMovingAverage , QuantConnect.Indicators.SmoothedOnBalanceVolume , QuantConnect.Indicators.SqueezeMomentum , QuantConnect.Indicators.Stochastic , QuantConnect.Indicators.StochasticRelativeStrengthIndex , QuantConnect.Indicators.Sum , QuantConnect.Indicators.SuperTrend , QuantConnect.Indicators.SwissArmyKnife , QuantConnect.Indicators.T3MovingAverage , QuantConnect.Indicators.TriangularMovingAverage , QuantConnect.Indicators.TripleExponentialMovingAverage , QuantConnect.Indicators.Trix , QuantConnect.Indicators.TrueStrengthIndex , QuantConnect.Indicators.UltimateOscillator , QuantConnect.Indicators.ValueAtRisk , QuantConnect.Indicators.VariableIndexDynamicAverage , QuantConnect.Indicators.Variance , QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator , QuantConnect.Indicators.VolumeWeightedMovingAverage , QuantConnect.Indicators.Vortex , QuantConnect.Indicators.WilderAccumulativeSwingIndex , QuantConnect.Indicators.WilderMovingAverage , QuantConnect.Indicators.WilliamsPercentR , QuantConnect.Indicators.WindowIndicator< T > , QuantConnect.Indicators.ZeroLagExponentialMovingAverage , QuantConnect.Indicators.ZigZag , QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FilterEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSubscriptionEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.PriceScaleFactorEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RateLimitEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.RefreshEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey > , QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator , QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T > , QuantConnect.Lean.Engine.DataFeeds.Subscription , QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader , QuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T > , QuantConnect.Python.DataConsolidatorPythonWrapper , QuantConnect.Python.PythonConsolidator , QuantConnect.Securities.MarketHoursDatabase , QuantConnect.Securities.SecurityCache , QuantConnect.Securities.SecurityDefinitionSymbolResolver , QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader , QuantConnect.Util.Composer
• ResetActivators() : QuantConnect.Util.ObjectActivator
• ResetAlgorithmLocationPath() : QuantConnect.Python.PythonInitializer
• ResetCompositeIndicator() : QuantConnect.Indicators.ResetCompositeIndicator
• ResetMarketHoursDatabase() : QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
• ResidentialConstruction : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• 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
• ResolutionToLower() : QuantConnect.Extensions
• Resolve() : QuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegPredicateReferenceValue< T > , QuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicateReferenceValue , QuantConnect.Securities.Positions.CompositePositionGroupResolver , QuantConnect.Securities.Positions.IPositionGroupResolver , QuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver , QuantConnect.Securities.Positions.SecurityPositionGroupResolver
• ResolveConsolidator() : QuantConnect.Algorithm.QCAlgorithm
• ResolveMapFile() : QuantConnect.Data.Auxiliary.MapFileResolver , QuantConnect.Data.Auxiliary.MappingExtensions
• ResolvePositionGroups() : QuantConnect.Securities.Positions.SecurityPositionGroupModel
• ResortsAndCasinos : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• RespectPortfolioBias() : QuantConnect.Algorithm.Framework.Portfolio.EqualWeightingPortfolioConstructionModel
• Response : QuantConnect.Orders.OrderRequest
• ResponseCode : QuantConnect.Api.CreateLiveAlgorithmResponse
• Restaurants() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• RestClient : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• RestResponse() : QuantConnect.Api.RestResponse
• RestrictedCash : QuantConnect.Data.Fundamental.BalanceSheet
• RestrictedCashAndCashEquivalents : QuantConnect.Data.Fundamental.BalanceSheet
• RestrictedCashAndCashEquivalentsBalanceSheet() : QuantConnect.Data.Fundamental.RestrictedCashAndCashEquivalentsBalanceSheet
• RestrictedCashAndInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• RestrictedCashAndInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.RestrictedCashAndInvestmentsBalanceSheet
• RestrictedCashBalanceSheet() : QuantConnect.Data.Fundamental.RestrictedCashBalanceSheet
• RestrictedCommonStock : QuantConnect.Data.Fundamental.BalanceSheet
• RestrictedCommonStockBalanceSheet() : QuantConnect.Data.Fundamental.RestrictedCommonStockBalanceSheet
• RestrictedInvestments : QuantConnect.Data.Fundamental.BalanceSheet
• RestrictedInvestmentsBalanceSheet() : QuantConnect.Data.Fundamental.RestrictedInvestmentsBalanceSheet
• RestructuringAndMergernAcquisition : QuantConnect.Data.Fundamental.IncomeStatement
• RestructuringAndMergernAcquisitionIncomeStatement() : QuantConnect.Data.Fundamental.RestructuringAndMergernAcquisitionIncomeStatement
• RestSubscriptionStreamReader() : QuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader
• Result() : QuantConnect.Commands.AddSecurityCommand.Result , QuantConnect.Commands.CancelOrderCommand.Result , QuantConnect.Report.ReportElements.ReportElement , QuantConnect.Result , QuantConnect.Securities.BuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters
• ResultHandler : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
• ResultHandlerInitializeParameters() : QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters
• ResultInAccountCurrency() : QuantConnect.Securities.BuyingPowerParameters , QuantConnect.Securities.ReservedBuyingPowerForPositionParameters
• Results : QuantConnect.Api.LiveResultsData , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Packets.BacktestResultPacket , QuantConnect.Packets.LiveResultPacket
• ResultsDestinationFolder : QuantConnect.Globals , QuantConnect.Lean.Engine.Results.BaseResultsHandler
• Resume() : QuantConnect.RealTimeSynchronizedTimer
• RetailCyclical() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• RetailDefensive() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• RetainedEarnings : QuantConnect.Data.Fundamental.BalanceSheet
• RetainedEarningsBalanceSheet() : QuantConnect.Data.Fundamental.RetainedEarningsBalanceSheet
• RetrieveAllMappedSymbolInDateRange() : QuantConnect.Data.Auxiliary.MappingExtensions
• RetrieveSymbolHistoricalDefinitionsInDateRange() : QuantConnect.Data.Auxiliary.MappingExtensions
• ReturnKey : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• ReturnOverMaximumDrawdownKey : QuantConnect.Messages.AlphaRuntimeStatistics
• Returns : QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData
• ReturnsSymbolData() : QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData
• Reunion : QuantConnect.Country
• RevenueGrowth : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.RevenueGrowth
• ReverseConversion() : QuantConnect.Securities.Option.OptionStrategies , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• ReversedFactorFileDates : QuantConnect.Data.Auxiliary.FactorFile< T >
• Rho : QuantConnect.Data.Market.Greeks , QuantConnect.Indicators.Rho , QuantConnect.Securities.OptionFilterUniverse
• RickshawMan() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.RickshawMan
• Right : QuantConnect.Data.Market.OptionContract , QuantConnect.Indicators.CompositeIndicator , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Securities.Option.Option , QuantConnect.Securities.Option.OptionStrategy.OptionLegData , QuantConnect.Securities.Option.StrategyMatcher.OptionPosition , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition
• RiseFallThreeMethods() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods
• RiskFreeInterestRateModel : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• RiskFreeInterestRateModelPythonWrapper() : QuantConnect.Python.RiskFreeInterestRateModelPythonWrapper
• RiskFreeRate : QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.SharpeRatio
• RiskManagement : QuantConnect.Algorithm.QCAlgorithm
• RiskManagementModelPythonWrapper() : QuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper
• RiskParityNewtonMethodOptimization() : QuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioOptimizer
• RiskParityPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioConstructionModel
• RiskParityPortfolioOptimizer() : QuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioOptimizer
• RMA() : QuantConnect.Algorithm.QCAlgorithm
• ROA : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.ROA
• ROA5YrAvg : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.ROA5YrAvg
• ROC : QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData , QuantConnect.Algorithm.QCAlgorithm
• ROCP() : QuantConnect.Algorithm.QCAlgorithm
• ROCR() : QuantConnect.Algorithm.QCAlgorithm
• ROE : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.ROE
• ROE5YrAvg : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.ROE5YrAvg
• RogersSatchellVolatility() : QuantConnect.Indicators.RogersSatchellVolatility
• ROIC : QuantConnect.Data.Fundamental.OperationRatios , QuantConnect.Data.Fundamental.ROIC
• RollingPerformances : QuantConnect.Statistics.StatisticsResults
• RollingSum : QuantConnect.Indicators.SimpleMovingAverage
• RollingWindow : QuantConnect.Api.Backtest , QuantConnect.Indicators.RollingWindow< T > , QuantConnect.Packets.BacktestResult , QuantConnect.Packets.BacktestResultParameters
• Rollover() : QuantConnect.Data.Market.VolumeRenkoBar
• Romania : QuantConnect.Country
• Rome : QuantConnect.TimeZones
• Round() : QuantConnect.Extensions
• RoundDown() : QuantConnect.Extensions
• RoundDownInTimeZone() : QuantConnect.Extensions
• RoundOffOrder() : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
• RoundOrderPrices() : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
• RoundToSignificantDigits() : QuantConnect.Extensions
• RoundUp() : QuantConnect.Extensions
• Route : QuantConnect.Orders.EzeOrderProperties
• Row : QuantConnect.Api.GridChart
• RSI() : QuantConnect.Algorithm.QCAlgorithm
• RsiAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel
• RSV() : QuantConnect.Algorithm.QCAlgorithm
• RUB : QuantConnect.Securities.Futures.Currencies
• Rules : QuantConnect.Scheduling.CompositeTimeRule
• Run() : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Commands.AlgorithmStatusCommand , QuantConnect.Commands.BaseCommand , QuantConnect.Commands.CallbackCommand , QuantConnect.Commands.CancelOrderCommand , QuantConnect.Commands.Command , QuantConnect.Commands.ICommand , QuantConnect.Commands.LiquidateCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Commands.UpdateOrderCommand , QuantConnect.Lean.Engine.AlgorithmManager , QuantConnect.Lean.Engine.Engine , QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Python.CommandPythonWrapper , QuantConnect.Scheduling.IFluentSchedulingRunnable , QuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram , QuantConnect.ToolBox.ExchangeInfoUpdater , QuantConnect.ToolBox.RandomDataGenerator.RandomDataGenerator , QuantConnect.ToolBox.RawFileProcessor
• RunCommand() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• RunDownload() : Program
• RunLean() : QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer , QuantConnect.Optimizer.LeanOptimizer
• RunningParameterSetForBacktest : QuantConnect.Optimizer.LeanOptimizer
• RunTimeError : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• RuntimeError() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler , QuantConnect.Messages.Extensions
• RuntimeErrorPacket() : QuantConnect.Packets.RuntimeErrorPacket
• RuntimeStatistic() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• RuntimeStatistics : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Api.Backtest , QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Api.Optimization , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
• Russell1000EMini : QuantConnect.Securities.Futures.Indices
• Russell2000EMini : QuantConnect.Securities.Futures.Indices
• Russia : QuantConnect.Country
• RVI() : QuantConnect.Algorithm.QCAlgorithm
• Rwanda : QuantConnect.Country