| CQuantConnect.Securities.AccountEvent | Messaging class signifying a change in a user's account |
| CQuantConnect.Messages.AccountEvent | Provides user-facing messages for the Securities.AccountEvent class and its consumers or related classes |
| CQuantConnect.AlgorithmConfiguration | This class includes algorithm configuration settings and parameters. This is used to include configuration parameters in the result packet to be used for report generation |
| CQuantConnect.AlgorithmControl | Wrapper for algorithm status enum to include the charting subscription |
| CQuantConnect.Messages.AlgorithmControl | Provides user-facing messages for the QuantConnect.AlgorithmControl class and its consumers or related classes |
| CQuantConnect.Lean.Engine.AlgorithmManager | Algorithm manager class executes the algorithm and generates and passes through the algorithm events |
| CQuantConnect.Statistics.AlgorithmPerformance | The AlgorithmPerformance class is a wrapper for TradeStatistics and PortfolioStatistics |
| CQuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesConverter | Process a directory of algoseek futures files into separate resolutions |
| CQuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor | Processor for caching and consolidating ticks; then flushing the ticks in memory to disk when triggered |
| CQuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProgram | AlgoSeek Options Converter: Convert raw OPRA channel files into QuantConnect Options Data Format |
| CQuantConnect.Algorithm.Framework.Alphas.AlphaModelExtensions | Provides extension methods for alpha models |
| CQuantConnect.Messages.AlphaRuntimeStatistics | Provides user-facing messages for the AlphaRuntimeStatistics class and its consumers or related classes |
| CQuantConnect.Messages.AlphaStreamsBrokerageModel | Provides user-facing messages for the Brokerages.AlphaStreamsBrokerageModel class and its consumers or related classes |
| CQuantConnect.Messages.AlphaStreamsFeeModel | Provides user-facing messages for the Orders.Fees.AlphaStreamsFeeModel class and its consumers or related classes |
| CQuantConnect.Api.ApiConnection | API Connection and Hash Manager |
| ►CApplicationException | |
| ►CQuantConnect.ToolBox.RandomDataGenerator.RandomValueGeneratorException | Provides a base class for exceptions thrown by implementations of IRandomValueGenerator |
| CQuantConnect.ToolBox.RandomDataGenerator.NoTickersAvailableException | Exception thrown when there are no tickers left to generate for a certain combination of security type and market |
| CQuantConnect.ToolBox.RandomDataGenerator.TooManyFailedAttemptsException | Exception thrown when multiple attempts to generate a valid random value end in failure |
| CQuantConnect.Configuration.ApplicationParser | Command Line application parser |
| CQuantConnect.Securities.ApplyFundsSettlementModelParameters | Helper parameters class for ISettlementModel.ApplyFunds(ApplyFundsSettlementModelParameters) |
| ►CAttribute | |
| CQuantConnect.Brokerages.BrokerageFactoryAttribute | Represents the brokerage factory type required to load a data queue handler |
| CQuantConnect.DocumentationAttribute | Custom attribute used for documentation |
| CQuantConnect.Parameters.ParameterAttribute | Specifies a field or property is a parameter that can be set from an AlgorithmNodePacket.Parameters dictionary |
| CQuantConnect.Python.PandasColumnAttribute | Attribute to rename a property or field when converting an instance to a pandas DataFrame row |
| CQuantConnect.Python.PandasIgnoreAttribute | Attribute to mark a property or field as ignored when converting an instance to a pandas DataFrame row. No column will be created for this property or field |
| CQuantConnect.Python.PandasIgnoreMembersAttribute | Attribute to indicate the pandas converter to ignore all members of the class when converting an instance to a pandas DataFrame row |
| CQuantConnect.Python.PandasNonExpandableAttribute | Attribute to mark a class, field or property as non-expandable by the pandas converter. The instance will be added to the dataframe as it is, without unwrapping its fields and properties into columns |
| CQuantConnect.StubsIgnoreAttribute | P Custom attribute used for marking classes, methods, properties, etc. that should be ignored by the stubs generator |
| CQuantConnect.Api.Authentication | Helper methods for api authentication and interaction |
| CQuantConnect.Data.Auxiliary.AuxiliaryDataKey | Unique definition key for a collection of auxiliary data for a Market and SecurityType |
| CQuantConnect.Messages.AxosBrokerageModel | Provides user-facing messages for the Brokerages.AxosClearingBrokerageModel class and its consumers or related classes |
| ►CQuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider | Base backtesting cache provider which will source symbols from local zip files |
| ►CQuantConnect.Lean.Engine.DataFeeds.BacktestingFutureChainProvider | An implementation of IFutureChainProvider that reads the list of contracts from open interest zip data files |
| CQuantConnect.Lean.Engine.DataFeeds.LiveFutureChainProvider | An implementation of IFutureChainProvider that fetches the list of contracts from an external source |
| ►CQuantConnect.Lean.Engine.DataFeeds.BacktestingOptionChainProvider | An implementation of IOptionChainProvider that reads the list of contracts from open interest zip data files |
| CQuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider | An implementation of IOptionChainProvider that fetches the list of contracts from the Options Clearing Corporation (OCC) website |
| CQuantConnect.Lean.Engine.Results.BacktestProgressMonitor | Monitors and reports the progress of a backtest |
| CQuantConnect.Messages.BaseCommand | Provides user-facing messages for the Commands.BaseCommand class and its consumers or related classes |
| CQuantConnect.Messages.BaseCommandHandler | Provides user-facing messages for the Commands.BaseCommandHandler class and its consumers or related classes |
| CQuantConnect.Lean.Engine.DataFeeds.BaseDataExchange | Provides a means of distributing output from enumerators from a dedicated separate thread |
| ►CQuantConnect.Data.BaseDataRequest | Abstract sharing logic for data requests |
| CQuantConnect.Data.HistoryRequest | Represents a request for historical data |
| CQuantConnect.Data.UniverseSelection.SubscriptionRequest | Defines the parameters required to add a subscription to a data feed |
| CQuantConnect.Messages.BasePythonWrapper | Provides user-facing common messages for the Python.BasePythonWrapper<TInterface> class |
| ►CQuantConnect.Python.BasePythonWrapper< Command > | |
| CQuantConnect.Python.CommandPythonWrapper | Python wrapper for a python defined command type |
| CQuantConnect.Python.BasePythonWrapper< FeeModel > | |
| CQuantConnect.Python.BasePythonWrapper< FillModel > | |
| ►CQuantConnect.Python.BasePythonWrapper< IAlgorithm > | |
| CQuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper | Creates and wraps the algorithm written in python |
| ►CQuantConnect.Python.BasePythonWrapper< IBenchmark > | |
| CQuantConnect.Python.BenchmarkPythonWrapper | Provides an implementation of IBenchmark that wraps a PyObject object |
| ►CQuantConnect.Python.BasePythonWrapper< IBrokerageMessageHandler > | |
| CQuantConnect.Python.BrokerageMessageHandlerPythonWrapper | Provides a wrapper for IBrokerageMessageHandler implementations written in python |
| ►CQuantConnect.Python.BasePythonWrapper< IBrokerageModel > | |
| CQuantConnect.Python.BrokerageModelPythonWrapper | Provides an implementation of IBrokerageModel that wraps a PyObject object |
| ►CQuantConnect.Python.BasePythonWrapper< IBuyingPowerModel > | |
| CQuantConnect.Python.BuyingPowerModelPythonWrapper | Wraps a PyObject object that represents a security's model of buying power |
| ►CQuantConnect.Python.BasePythonWrapper< IDataConsolidator > | |
| CQuantConnect.Python.DataConsolidatorPythonWrapper | Provides an Data Consolidator that wraps a PyObject object that represents a custom Python consolidator |
| ►CQuantConnect.Python.BasePythonWrapper< IDividendYieldModel > | |
| CQuantConnect.Python.DividendYieldModelPythonWrapper | Wraps a PyObject object that represents a dividend yield model |
| ►CQuantConnect.Python.BasePythonWrapper< IInsightScoreFunction > | |
| CQuantConnect.Algorithm.Framework.Alphas.InsightScoreFunctionPythonWrapper | A python implementation insight evaluator wrapper |
| ►CQuantConnect.Python.BasePythonWrapper< IMarginCallModel > | |
| CQuantConnect.Python.MarginCallModelPythonWrapper | Provides a margin call model that wraps a PyObject object that represents the model responsible for picking which orders should be executed during a margin call |
| ►CQuantConnect.Python.BasePythonWrapper< IMarginInterestRateModel > | |
| CQuantConnect.Python.MarginInterestRateModelPythonWrapper | Wraps a PyObject object that represents a security's margin interest rate model |
| ►CQuantConnect.Python.BasePythonWrapper< IOptionAssignmentModel > | |
| CQuantConnect.Python.OptionAssignmentModelPythonWrapper | Python wrapper for custom option assignment models |
| ►CQuantConnect.Python.BasePythonWrapper< IOptionExerciseModel > | |
| CQuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper | Python wrapper for custom option exercise models |
| ►CQuantConnect.Python.BasePythonWrapper< IPortfolioOptimizer > | |
| CQuantConnect.Algorithm.Framework.Portfolio.PortfolioOptimizerPythonWrapper | Python wrapper for custom portfolio optimizer |
| ►CQuantConnect.Python.BasePythonWrapper< IRiskFreeInterestRateModel > | |
| CQuantConnect.Python.RiskFreeInterestRateModelPythonWrapper | Wraps a PyObject object that represents a risk-free interest rate model |
| ►CQuantConnect.Python.BasePythonWrapper< ISecurityDataFilter > | |
| CQuantConnect.Securities.SecurityDataFilterPythonWrapper | Python Wrapper for custom security data filters from Python |
| ►CQuantConnect.Python.BasePythonWrapper< ISecurityInitializer > | |
| CQuantConnect.Python.SecurityInitializerPythonWrapper | Wraps a PyObject object that represents a type capable of initializing a new security |
| ►CQuantConnect.Python.BasePythonWrapper< ISettlementModel > | |
| CQuantConnect.Python.SettlementModelPythonWrapper | Provides an implementation of ISettlementModel that wraps a PyObject object |
| ►CQuantConnect.Python.BasePythonWrapper< IShortableProvider > | |
| CQuantConnect.Data.Shortable.ShortableProviderPythonWrapper | Python wrapper for custom shortable providers |
| ►CQuantConnect.Python.BasePythonWrapper< ISlippageModel > | |
| CQuantConnect.Python.SlippageModelPythonWrapper | Wraps a PyObject object that represents a model that simulates market order slippage |
| CQuantConnect.Python.BasePythonWrapper< IVolatilityModel > | |
| CQuantConnect.Python.BasePythonWrapper< QuantConnect.Algorithm.Framework.Alphas.AlphaModel > | |
| CQuantConnect.Python.BasePythonWrapper< QuantConnect.Algorithm.Framework.Execution.ExecutionModel > | |
| CQuantConnect.Python.BasePythonWrapper< QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel > | |
| CQuantConnect.Python.BasePythonWrapper< QuantConnect.Algorithm.Framework.Risk.IRiskManagementModel > | |
| CQuantConnect.Python.BasePythonWrapper< QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel > | |
| CQuantConnect.Python.BasePythonWrapper< QuantConnect.Data.UniverseSelection.Universe > | |
| CQuantConnect.Python.BasePythonWrapper< QuantConnect.Indicators.IIndicator > | |
| ►CQuantConnect.Packets.BaseResultParameters | Base parameters used by LiveResultParameters and BacktestResultParameters |
| CQuantConnect.Packets.BacktestResultParameters | Defines the parameters for BacktestResult |
| CQuantConnect.Packets.LiveResultParameters | Defines the parameters for LiveResult |
| ►CQuantConnect.Lean.Engine.Results.BaseResultsHandler | Provides base functionality to the implementations of IResultHandler |
| ►CQuantConnect.Lean.Engine.Results.BacktestingResultHandler | Backtesting result handler passes messages back from the Lean to the User |
| CQuantConnect.Lean.Engine.Results.RegressionResultHandler | Provides a wrapper over the BacktestingResultHandler that logs all order events to a separate file |
| CQuantConnect.Lean.Engine.Results.LiveTradingResultHandler | Live trading result handler implementation passes the messages to the QC live trading interface |
| ►CQuantConnect.Scheduling.BaseScheduleRules | Base rule scheduler |
| CQuantConnect.Scheduling.DateRules | Helper class used to provide better syntax when defining date rules |
| CQuantConnect.Scheduling.TimeRules | Helper class used to provide better syntax when defining time rules |
| ►CQuantConnect.BaseSeries | Chart Series Object - Series data and properties for a chart: |
| CQuantConnect.CandlestickSeries | Candlestick Chart Series Object - Series data and properties for a candlestick chart |
| CQuantConnect.Series | Chart Series Object - Series data and properties for a chart: |
| CQuantConnect.Lean.Engine.Setup.BaseSetupHandler | Base class that provides shared code for the ISetupHandler implementations |
| ►CQuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator | Provide the base symbol generator implementation |
| CQuantConnect.ToolBox.RandomDataGenerator.DefaultSymbolGenerator | Generates a new random Symbol object of the specified security type. All returned symbols have a matching entry in the Symbol properties database |
| CQuantConnect.ToolBox.RandomDataGenerator.FutureSymbolGenerator | Generates a new random future Symbol. The generates future contract Symbol will have an expiry between the specified time range |
| CQuantConnect.ToolBox.RandomDataGenerator.OptionSymbolGenerator | Generates a new random option Symbol |
| ►CQuantConnect.Data.Consolidators.BaseTimelessConsolidator< RangeBar > | |
| ►CQuantConnect.Data.Consolidators.RangeConsolidator | This consolidator can transform a stream of IBaseData instances into a stream of RangeBar |
| CQuantConnect.Data.Consolidators.ClassicRangeConsolidator | This consolidator can transform a stream of IBaseData instances into a stream of RangeBar. The difference between this consolidator and RangeConsolidator, is that this last one creates intermediate/ phantom RangeBar's (RangeBar's with zero volume) if the price rises up or falls down by above/below two times the range size. Therefore, RangeConsolidator leaves no space between two adyacent RangeBar's since it always start a new RangeBar one range above the last RangeBar's High value or one range below the last RangeBar's Low value, where one range equals to one minimum price change |
| ►CQuantConnect.Data.Consolidators.BaseTimelessConsolidator< RenkoBar > | |
| CQuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > | Provides a type safe wrapper on the RenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving |
| ►CQuantConnect.Api.BasicObjectStore | Class contining basic store properties present in the REST response from QC API |
| CQuantConnect.Api.PropertiesObjectStore | Object Store file properties |
| CQuantConnect.Api.SummaryObjectStore | Summary information of the Object Store |
| CQuantConnect.Messages.BinanceBrokerageModel | Provides user-facing messages for the Brokerages.BinanceBrokerageModel class and its consumers or related classes |
| CQuantConnect.Messages.BinanceUSBrokerageModel | Provides user-facing messages for the Brokerages.BinanceUSBrokerageModel class and its consumers or related classes |
| CQuantConnect.BinaryComparison | Enumeration class defining binary comparisons and providing access to expressions and functions capable of evaluating a particular comparison for any type. If a particular type does not implement a binary comparison than an exception will be thrown |
| CQuantConnect.BinaryComparisonExtensions | Provides convenience extension methods for applying a BinaryComparison to collections |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch | Bank of America Merrill Lynch |
| CQuantConnect.Brokerages.BrokerageConcurrentMessageHandler< T > | Brokerage helper class to lock message stream while executing an action, for example placing an order |
| CQuantConnect.Brokerages.BrokerageExtensions | Provides extension methods for handling brokerage operations |
| CQuantConnect.Brokerages.BrokerageMessageEvent | Represents a message received from a brokerage |
| CQuantConnect.Messages.BrokerageMessageEvent | Provides user-facing messages for the Brokerages.BrokerageMessageEvent class and its consumers or related classes |
| CQuantConnect.Brokerages.BrokerageModel | Provides factory method for creating an IBrokerageModel from the BrokerageName enum |
| CQuantConnect.Brokerages.BrokerageMultiWebSocketEntry | Helper class for BrokerageMultiWebSocketSubscriptionManager |
| CQuantConnect.Orders.BrokerageOrderIdChangedEvent | Event used when the brokerage order id has changed |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition.Builder | Builder class supporting fluent syntax in constructing OptionStrategyDefinition |
| CQuantConnect.Securities.BuyingPower | Defines the result for IBuyingPowerModel.GetBuyingPower |
| CQuantConnect.Messages.BuyingPowerModel | Provides user-facing messages for the Securities.BuyingPowerModel class and its consumers or related classes |
| CQuantConnect.Securities.BuyingPowerModelExtensions | Provides extension methods as backwards compatibility shims |
| CQuantConnect.Securities.BuyingPowerParameters | Defines the parameters for IBuyingPowerModel.GetBuyingPower |
| CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.C2Symbol | The Collective2 symbol |
| CQuantConnect.Data.Consolidators.Calendar | Helper class that provides Func<DateTime,CalendarInfo> used to define consolidation calendar |
| CQuantConnect.Data.Consolidators.CalendarInfo | Calendar Info for storing information related to the start and period of a consolidator |
| CQuantConnect.Data.Consolidators.CalendarType | Calendar Type Class; now obsolete routes functions to Calendar |
| CQuantConnect.Messages.CancelOrderRequest | Provides user-facing messages for the Orders.CancelOrderRequest class and its consumers or related classes |
| CQuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders | Class used to keep track of CancelPending orders and their original or updated status |
| CQuantConnect.Indicators.CandlestickPatterns.CandleSetting | Represents a candle setting |
| CQuantConnect.Indicators.CandlestickPatterns.CandleSettings | Candle settings for all candlestick patterns |
| CQuantConnect.Messages.Candlestick | Provides user-facing messages for the QuantConnect.Candlestick class and its consumers or related classes |
| CQuantConnect.Algorithm.CandlestickPatterns | Provides helpers for using candlestick patterns |
| CQuantConnect.CapacityEstimate | Estimates dollar volume capacity of algorithm (in account currency) using all Symbols in the portfolio |
| CQuantConnect.Api.Card | Credit card |
| CQuantConnect.Messages.Cash | Provides user-facing messages for the Securities.Cash class and its consumers or related classes |
| CQuantConnect.Securities.Cash | Represents a holding of a currency in cash |
| CQuantConnect.Securities.CashAmount | Represents a cash amount which can be converted to account currency using a currency converter |
| CQuantConnect.Messages.CashBook | Provides user-facing messages for the Securities.CashBook class and its consumers or related classes |
| CQuantConnect.Messages.CashBuyingPowerModel | Provides user-facing messages for the Securities.CashBuyingPowerModel class and its consumers or related classes |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE | Chicago Board Options Exchange |
| CQuantConnect.Data.Channel | Represents a subscription channel |
| CQuantConnect.ChannelStatus | Defines the different channel status values |
| CQuantConnect.Chart | Single Parent Chart Object for Custom Charting |
| CQuantConnect.Messages.Chart | Provides user-facing messages for the QuantConnect.Chart class and its consumers or related classes |
| CQuantConnect.Messages.ChartPoint | Provides user-facing messages for the QuantConnect.ChartPoint class and its consumers or related classes |
| CQuantConnect.Util.CircularQueue< T > | A never ending queue that will dequeue and reenqueue the same item |
| ►CQuantConnect.Data.Consolidators.ClassicRenkoConsolidator | This consolidator can transform a stream of IBaseData instances into a stream of RenkoBar |
| CQuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput > | Provides a type safe wrapper on the RenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving |
| CQuantConnect.Securities.FutureOption.Api.CMEOptionChainQuoteEntry | Option chain entry quotes, containing strike price |
| CQuantConnect.Securities.FutureOption.Api.CMEOptionChainQuotes | CME Option Chain Quotes API call root response |
| CQuantConnect.Securities.FutureOption.Api.CMEOptionExpirationEntry | Chicago Mercantile Exchange Option Expiration Entry |
| CQuantConnect.Securities.FutureOption.Api.CMEOptionsExpiration | Future options Expiration entries. These are useful because we can derive the future chain from this data, since FOP and FUT share a 1-1 expiry code |
| CQuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration | CME options trades, dates, and expiration list API call root response |
| CQuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListEntry | Product entry describing the asset matching the search criteria |
| CQuantConnect.Securities.FutureOption.Api.CMEProductSlateV2ListResponse | Product slate API call root response |
| CQuantConnect.Securities.FutureOption.CMEStrikePriceScalingFactors | Provides a means to get the scaling factor for CME's quotes API |
| CQuantConnect.ToolBox.CoarseUniverseGenerator.CoarseUniverseGeneratorProgram | Coarse |
| CQuantConnect.Messages.CoinbaseBrokerageModel | Provides user-facing messages for the Brokerages.CoinbaseBrokerageModel class and its consumers or related classes |
| CQuantConnect.Api.Collaborator | Collaborator responses |
| CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport.Collective2Position | Stores position's needed information to be serialized in JSON format and then sent to Collective2 API |
| CQuantConnect.Configuration.CommandLineOption | Auxiliary class to keep information about a specific command line option |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Commodities | Commodities |
| CQuantConnect.Util.ComparisonOperator | Utility Comparison Operator class |
| CQuantConnect.Util.Composer | Provides methods for obtaining exported MEF instances |
| CQuantConnect.Compression | Compression class manages the opening and extraction of compressed files (zip, tar, tar.gz) |
| CQuantConnect.Util.ConcurrentSet< QuantConnect.Symbol > | |
| CQuantConnect.Configuration.Config | Configuration class loads the required external setup variables to launch the Lean engine |
| CQuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegReferenceValue | Provides methods for easily creating instances of ConstantOptionStrategyLegPredicateReferenceValue<T> |
| ►CQuantConnect.Data.UniverseSelection.ConstituentsUniverse< ETFConstituentUniverse > | |
| CQuantConnect.Data.UniverseSelection.ETFConstituentsUniverseFactory | Creates a universe based on an ETF's holdings at a given date |
| CQuantConnect.Algorithm.ConstituentUniverseDefinitions | Provides helpers for defining constituent universes based on the Morningstar asset classification AssetClassification https://www.morningstar.com/ |
| CQuantConnect.Messages.Constraint | Provides user-facing messages for the Optimizer.Objectives.Constraint class and its consumers or related classes |
| ►CQuantConnect.Securities.ContractSecurityFilterUniverse< FutureFilterUniverse, Symbol > | |
| CQuantConnect.Securities.FutureFilterUniverse | Represents futures symbols universe used in filtering |
| ►CQuantConnect.Securities.ContractSecurityFilterUniverse< OptionFilterUniverse, OptionUniverse > | |
| CQuantConnect.Securities.OptionFilterUniverse | Represents options symbols universe used in filtering |
| CQuantConnect.Packets.Controls | Specifies values used to control algorithm limits |
| CQuantConnect.Securities.ConvertibleCashAmount | A cash amount that can easily be converted into account currency |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.CorporateEventEnumeratorFactory | Helper class used to create the corporate event providers MappingEventProvider, SplitEventProvider, DividendEventProvider, DelistingEventProvider |
| CQuantConnect.Country | The Country class contains all countries normalized for your convenience. It maps the country name to its ISO 3166-1 alpha-3 code, see https://en.wikipedia.org/wiki/ISO_3166-1_alpha-3 |
| CQuantConnect.Api.Credit | Organization Credit Object |
| CQuantConnect.Report.Crisis | Crisis events utility class |
| ►CQuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest | Represents a first request to cross zero order |
| CQuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest | Represents a second request to cross zero order |
| CQuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse | Represents a response for a cross zero order request |
| CQuantConnect.Currencies | Provides commonly used currency pairs and symbols |
| CQuantConnect.Messages.Currencies | Provides user-facing messages for the QuantConnect.Currencies class and its consumers or related classes |
| CQuantConnect.Securities.Futures.Currencies | Currencies group |
| CQuantConnect.Util.CurrencyPairUtil | Utility methods for decomposing and comparing currency pairs |
| CQuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager | Helper class to keep track of required internal currency SubscriptionDataConfig. This class is used by the UniverseSelection |
| CQuantConnect.Securities.Futures.Dairy | Dairy group |
| CQuantConnect.Data.DataAggregatorInitializeParameters | The IDataAggregator parameters initialize dto |
| CQuantConnect.Api.DataAgreement | Organization Data Agreement |
| ►CQuantConnect.Data.Consolidators.DataConsolidator< BaseData > | |
| CQuantConnect.Data.Consolidators.VolumeRenkoConsolidator | This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with a constant volume for each bar |
| ►CQuantConnect.Data.Consolidators.DataConsolidator< T > | |
| ►CQuantConnect.Data.Consolidators.IdentityDataConsolidator< T > | Represents the simplest DataConsolidator implementation, one that is defined by a straight pass through of the data. No projection or aggregation is performed |
| CQuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T > | Provides an implementation of IDataConsolidator that preserve the input data unmodified. The input data is filtering by the specified predicate function |
| CQuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > | Provides a base class for consolidators that emit data based on the passing of a period of time or after seeing a max count of data points |
| ►CQuantConnect.Data.Market.DataDictionary< Delisting > | |
| CQuantConnect.Data.Market.Delistings | Collections of Delisting keyed by Symbol |
| ►CQuantConnect.Data.Market.DataDictionary< Dividend > | |
| CQuantConnect.Data.Market.Dividends | Collection of dividends keyed by Symbol |
| ►CQuantConnect.Data.Market.DataDictionary< FuturesChain > | |
| CQuantConnect.Data.Market.FuturesChains | Collection of FuturesChain keyed by canonical futures symbol |
| ►CQuantConnect.Data.Market.DataDictionary< FuturesContract > | |
| CQuantConnect.Data.Market.FuturesContracts | Collection of FuturesContract keyed by futures symbol |
| ►CDataDictionary< List< Tick >> | |
| CQuantConnect.Data.Market.Ticks | Ticks collection which implements an IDictionary-string-list of ticks. This way users can iterate over the string indexed ticks of the requested symbol |
| ►CQuantConnect.Data.Market.DataDictionary< MarginInterestRate > | |
| CQuantConnect.Data.Market.MarginInterestRates | Collection of dividends keyed by Symbol |
| ►CQuantConnect.Data.Market.DataDictionary< OptionChain > | |
| CQuantConnect.Data.Market.OptionChains | Collection of OptionChain keyed by canonical option symbol |
| ►CQuantConnect.Data.Market.DataDictionary< OptionContract > | |
| CQuantConnect.Data.Market.OptionContracts | Collection of OptionContract keyed by option symbol |
| ►CQuantConnect.Data.Market.DataDictionary< QuoteBar > | |
| CQuantConnect.Data.Market.QuoteBars | Collection of QuoteBar keyed by symbol |
| ►CQuantConnect.Data.Market.DataDictionary< Split > | |
| CQuantConnect.Data.Market.Splits | Collection of splits keyed by Symbol |
| ►CQuantConnect.Data.Market.DataDictionary< SymbolChangedEvent > | |
| CQuantConnect.Data.Market.SymbolChangedEvents | Collection of SymbolChangedEvent keyed by the original, requested symbol |
| ►CQuantConnect.Data.Market.DataDictionary< TradeBar > | |
| CQuantConnect.Data.Market.TradeBars | Collection of TradeBars to create a data type for generic data handler: |
| CQuantConnect.Data.Market.DataDictionaryExtensions | Provides extension methods for the DataDictionary class |
| CQuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig | Represents the configuration for data download |
| CQuantConnect.DataDownloaderGetParameters | Model class for passing in parameters for historical data |
| CQuantConnect.Lean.Engine.DataFeeds.DataFeedPacket | Defines a container type to hold data produced by a data feed subscription |
| ►CQuantConnect.Data.DataHistory< IndicatorDataPoints > | |
| CQuantConnect.Data.IndicatorHistory | Provides historical values of an indicator |
| ►CQuantConnect.Data.DataHistory< Slice > | |
| CQuantConnect.Research.FutureHistory | Class to manage information from History Request of Futures |
| CQuantConnect.Research.OptionHistory | Class to manage information from History Request of Options |
| CQuantConnect.DataMonitorReport | Report generated by the IDataMonitor class that contains information about data requests |
| CQuantConnect.ToolBox.DataProcessor | Provides methods for creating data processor stacks |
| CQuantConnect.DateFormat | Shortcut date format strings |
| CQuantConnect.Time.DateTimeWithZone | Live charting is sensitive to timezone so need to convert the local system time to a UTC and display in browser as UTC |
| CQuantConnect.AlgorithmFactory.DebuggerHelper | Helper class used to start a new debugging session |
| CQuantConnect.Report.DeedleUtil | Utility extension methods for Deedle series/frames |
| CQuantConnect.Messages.DefaultBrokerageMessageHandler | Provides user-facing messages for the Brokerages.DefaultBrokerageMessageHandler class and its consumers or related classes |
| ►CDefaultBrokerageModel | |
| CBybitBrokerageModel | Provides Bybit specific properties |
| CQuantConnect.Messages.DefaultBrokerageModel | Provides user-facing messages for the Brokerages.DefaultBrokerageModel class and its consumers or related classes |
| CQuantConnect.Messages.DefaultExerciseModel | Provides user-facing messages for the Orders.OptionExercise.DefaultExerciseModel class and its consumers or related classes |
| CQuantConnect.Messages.DefaultMarginCallModel | Provides user-facing messages for the Securities.DefaultMarginCallModel class and its consumers or related classes |
| CQuantConnect.Brokerages.DelistingNotificationEventArgs | Event arguments class for the IBrokerage.DelistingNotification event |
| CQuantConnect.Util.DisposableExtensions | Provides extensions methods for IDisposable |
| CQuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator | Generates random splits, random dividends, and map file |
| CQuantConnect.Messages.DllNotFoundPythonExceptionInterpreter | Provides user-facing messages for the Exceptions.DllNotFoundPythonExceptionInterpreter class and its consumers or related classes |
| CQuantConnect.Algorithm.DollarVolumeUniverseDefinitions | Provides helpers for defining universes based on the daily dollar volume |
| CQuantConnect.DownloaderDataProvider.Launcher.Models.Constants.DownloaderCommandArguments | |
| CDownloaderDataProviderArgumentParser | |
| CQuantConnect.Data.DownloaderExtensions | Contains extension methods for the Downloader functionality |
| CQuantConnect.Report.DrawdownCollection | Collection of drawdowns for the given period marked by start and end date |
| CQuantConnect.Report.DrawdownPeriod | Represents a period of time where the drawdown ranks amongst the top N drawdowns |
| ►CQuantConnect.Indicators.DualSymbolIndicator< decimal > | |
| CQuantConnect.Indicators.Beta | In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (volatility) of the reference (market indexes). The Beta indicators compares target's price movement to the movements of the indexes over the same period of time |
| ►CQuantConnect.Indicators.DualSymbolIndicator< double > | |
| CQuantConnect.Indicators.Correlation | The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the price movements of a target security (e.g., a stock or ETF) and a reference market index. It measures how closely the target’s price changes are aligned with the fluctuations of the index over a specific period of time, providing insights into the target’s susceptibility to market movements. A positive correlation indicates that the target tends to move in the same direction as the market index, while a negative correlation suggests an inverse relationship. A correlation close to 0 implies a weak or no linear relationship. Commonly, the SPX index is employed as the benchmark for the overall market when calculating correlation, ensuring a consistent and reliable reference point. This helps traders and investors make informed decisions regarding the risk and behavior of the target security in relation to market trends |
| ►CDynamicMetaObject | |
| CQuantConnect.Data.GetSetPropertyDynamicMetaObject | Provides an implementation of DynamicMetaObject that uses get/set methods to update values in the dynamic object |
| ►CDynamicObject | |
| CQuantConnect.Commands.Command | Base generic dynamic command class |
| ►CQuantConnect.Securities.Security | A base vehicle properties class for providing a common interface to all assets in QuantConnect |
| CQuantConnect.Securities.Cfd.Cfd | CFD Security Object Implementation for CFD Assets |
| CQuantConnect.Securities.Crypto.Crypto | Crypto Security Object Implementation for Crypto Assets |
| CQuantConnect.Securities.CryptoFuture.CryptoFuture | Crypto Future Security Object Implementation for Crypto Future Assets |
| CQuantConnect.Securities.Equity.Equity | Equity Security Type : Extension of the underlying Security class for equity specific behaviours |
| CQuantConnect.Securities.Forex.Forex | FOREX Security Object Implementation for FOREX Assets |
| CQuantConnect.Securities.Future.Future | Futures Security Object Implementation for Futures Assets |
| CQuantConnect.Securities.Index.Index | INDEX Security Object Implementation for INDEX Assets |
| ►CQuantConnect.Securities.Option.Option | Option Security Object Implementation for Option Assets |
| CQuantConnect.Securities.FutureOption.FutureOption | Futures Options security |
| CQuantConnect.Securities.IndexOption.IndexOption | Index Options security |
| CQuantConnect.Messages.DynamicSecurityData | Provides user-facing messages for the Securities.DynamicSecurityData class and its consumers or related classes |
| CQuantConnect.Api.EncryptionKey | Encryption key details |
| CQuantConnect.Securities.Futures.Energies | Energy group |
| CQuantConnect.Securities.Futures.Energy | Energy group |
| CQuantConnect.Lean.Engine.Engine | LEAN ALGORITHMIC TRADING ENGINE: ENTRY POINT |
| CQuantConnect.Securities.MarketHoursDatabase.Entry | Represents a single entry in the MarketHoursDatabase |
| CQuantConnect.Util.EnumeratorExtensions | Provides convenience of linq extension methods for IEnumerator<T> types |
| CQuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler | Handler used to manage a single enumerator's move next/end of stream behavior |
| CQuantConnect.Messages.EquityFillModel | Provides user-facing messages for the Orders.Fills.EquityFillModel class and its consumers or related classes |
| CQuantConnect.Messages.EquityPriceVariationModel | Provides user-facing messages for the Securities.EquityPriceVariationModel class and its consumers or related classes |
| CQuantConnect.Messages.ErrorCurrencyConverter | Provides user-facing messages for the Securities.ErrorCurrencyConverter class and its consumers or related classes |
| ►CEventArgs | |
| CQuantConnect.Brokerages.BestBidAskUpdatedEventArgs | Event arguments class for the DefaultOrderBook.BestBidAskUpdated event |
| CQuantConnect.Brokerages.OptionNotificationEventArgs | Event arguments class for the IBrokerage.OptionNotification event |
| CQuantConnect.Data.SubscriptionDataConfig.NewSymbolEventArgs | New base class for all event classes |
| CQuantConnect.Data.UniverseSelection.Universe.SelectionEventArgs | Event fired when the universe selection changes |
| ►CQuantConnect.DataProviderEventArgs | Defines a base class for IDataProviderEvents |
| CQuantConnect.DownloadFailedEventArgs | Event arguments for the IDataProviderEvents.DownloadFailed event |
| CQuantConnect.InvalidConfigurationDetectedEventArgs | Event arguments for the IDataProviderEvents.InvalidConfigurationDetected event |
| CQuantConnect.NewTradableDateEventArgs | Event arguments for the NewTradableDate event |
| CQuantConnect.NumericalPrecisionLimitedEventArgs | Event arguments for the IDataProviderEvents.NumericalPrecisionLimited event |
| CQuantConnect.ReaderErrorDetectedEventArgs | Event arguments for the IDataProviderEvents.ReaderErrorDetected event |
| CQuantConnect.StartDateLimitedEventArgs | Event arguments for the IDataProviderEvents.StartDateLimited event |
| CQuantConnect.Indicators.PivotPointsEventArgs | Event arguments class for the PivotPointsHighLow.NewPivotPointFormed event |
| CQuantConnect.Interfaces.DataProviderNewDataRequestEventArgs | Event arguments for the IDataProvider.NewDataRequest event |
| CQuantConnect.Interfaces.ObjectStoreErrorRaisedEventArgs | Event arguments for the IObjectStore.ErrorRaised event |
| CQuantConnect.Lean.Engine.DataFeeds.CreateStreamReaderErrorEventArgs | Event arguments for the TextSubscriptionDataSourceReader's CreateStreamReader event |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.NewDataAvailableEventArgs | Event args for when a new data point is ready to be emitted |
| CQuantConnect.Lean.Engine.DataFeeds.InvalidSourceEventArgs | Event arguments for the ISubscriptionDataSourceReader.InvalidSource event |
| CQuantConnect.Lean.Engine.DataFeeds.ReaderErrorEventArgs | Event arguments for the TextSubscriptionDataSourceReader.ReaderError event |
| CQuantConnect.Securities.CashBookUpdatedEventArgs | Event fired when the cash book is updated |
| CQuantConnect.Securities.SecurityCacheDataStoredEventArgs | Event args for SecurityCache's DataStored event |
| CQuantConnect.TimeUpdatedEventArgs | Event arguments class for the LocalTimeKeeper.TimeUpdated event |
| CQuantConnect.Messages.ExanteBrokerageModel | Provides user-facing messages for the Brokerages.ExanteBrokerageModel class and its consumers or related classes |
| CQuantConnect.Messages.ExanteFeeModel | Provides user-facing messages for the Orders.Fees.ExanteFeeModel class and its consumers or related classes |
| ►CException | |
| CQuantConnect.Brokerages.BrokerageException | Represents an error retuned from a broker's server |
| CQuantConnect.Lean.Engine.Setup.AlgorithmSetupException | Defines an exception generated in the course of invoking ISetupHandler.Setup |
| CQuantConnect.Lean.Engine.Storage.StorageLimitExceededException | Exception thrown when the object store storage limit has been exceeded |
| CQuantConnect.RegressionTestException | Custom exception class for regression tests |
| CQuantConnect.Scheduling.ScheduledEventException | Throw this if there is an exception in the callback function of the scheduled event |
| CQuantConnect.Exchange | Lean exchange definition |
| CQuantConnect.ToolBox.ExchangeInfoUpdater | Base tool for pulling data from a remote source and updating existing csv file |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.ExchangeRates | Exchange Rates |
| CQuantConnect.Exchanges | Defines Lean exchanges codes and names |
| CQuantConnect.Expiry | Provides static functions that can be used to compute a future DateTime (expiry) given a DateTime |
| CQuantConnect.Util.ExpressionBuilder | Provides methods for constructing expressions at runtime |
| CQuantConnect.Messages.ExtendedDictionary | Provides user-facing messages for the QuantConnect.ExtendedDictionary<T> class and its consumers or related classes |
| ►CQuantConnect.ExtendedDictionary< dynamic > | |
| ►CQuantConnect.Data.Slice | Provides a data structure for all of an algorithm's data at a single time step |
| CQuantConnect.Python.PythonSlice | Provides a data structure for all of an algorithm's data at a single time step |
| ►CQuantConnect.ExtendedDictionary< Security > | |
| CQuantConnect.Securities.SecurityManager | Enumerable security management class for grouping security objects into an array and providing any common properties |
| ►CQuantConnect.ExtendedDictionary< SecurityHolding > | |
| CQuantConnect.Securities.SecurityPortfolioManager | Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects |
| CQuantConnect.Extensions | Extensions function collections - group all static extensions functions here |
| CQuantConnect.Messages.Extensions | Provides user-facing messages for the QuantConnect.Extensions class and its consumers or related classes |
| ►CQuantConnect.Optimizer.Objectives.Extremum | Define the way to compare current real-values and the new one (candidates). It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min |
| CQuantConnect.Optimizer.Objectives.Maximization | Defines standard maximization strategy, i.e. right operand is greater than left |
| CQuantConnect.Optimizer.Objectives.Minimization | Defines standard minimization strategy, i.e. right operand is less than left |
| CQuantConnect.Messages.ExtremumJsonConverter | Provides user-facing messages for the Optimizer.Objectives.ExtremumJsonConverter class and its consumers or related classes |
| ►CQuantConnect.Data.Auxiliary.FactorFile< CorporateFactorRow > | |
| CQuantConnect.Data.Auxiliary.CorporateFactorProvider | Corporate related factor provider. Factors based on splits and dividends |
| ►CQuantConnect.Data.Auxiliary.FactorFile< MappingContractFactorRow > | |
| CQuantConnect.Data.Auxiliary.MappingContractFactorProvider | Mapping related factor provider. Factors based on price differences on mapping dates |
| CQuantConnect.ToolBox.FactorFileGenerator | Generates a factor file from a list of splits and dividends for a specified equity |
| CQuantConnect.Data.Auxiliary.FactorFileZipHelper | Provides methods for reading factor file zips |
| ►CFeeModel | |
| ►CBybitFeeModel | Bybit fee model implementation |
| CBybitFuturesFeeModel | Bybit futures fee model implementation |
| CQuantConnect.Messages.FeeModel | Provides user-facing messages for the Orders.Fees.FeeModel class and its consumers or related classes |
| CQuantConnect.Orders.Fees.FeeModelExtensions | Provide extension method for IFeeModel to enable backwards compatibility of invocations |
| CQuantConnect.Field | Provides static properties to be used as selectors with the indicator system |
| CQuantConnect.Messages.FileCommandHandler | Provides user-facing messages for the Commands.FileCommandHandler class and its consumers or related classes |
| CQuantConnect.FileExtension | Helper methods for file management |
| CQuantConnect.Lean.Engine.Storage.FileHandler | Raw file handler |
| CQuantConnect.Lean.Engine.DataFeeds.FillForwardResolutionChangedEvent | Helper class for fill forward resolution change events |
| CQuantConnect.Messages.FillModel | Provides user-facing messages for the Orders.Fills.FillModel class and its consumers or related classes |
| CQuantConnect.Orders.Fills.FillModelParameters | Defines the parameters for the IFillModel method |
| CQuantConnect.Securities.Futures.Financials | Financials group |
| ►CQuantConnect.Data.Fundamental.FineFundamental | Definition of the FineFundamental class |
| CQuantConnect.Data.Fundamental.Fundamental | Lean fundamental data class |
| CQuantConnect.Util.FixedSizeHashQueue< int > | |
| CQuantConnect.Util.FixedSizeHashQueue< QuantConnect.Symbol > | |
| CQuantConnect.Securities.Futures.Forestry | Forestry group |
| CQuantConnect.Messages.FTXBrokerageModel | Provides user-facing messages for the Brokerages.FTXBrokerageModel class and its consumers or related classes |
| CQuantConnect.Messages.FuncBenchmark | Provides user-facing messages for the Benchmarks.FuncBenchmark class and its consumers or related classes |
| CQuantConnect.Messages.FuncSecuritySeeder | Provides user-facing messages for the Securities.FuncSecuritySeeder class and its consumers or related classes |
| CQuantConnect.Data.Fundamental.FundamentalInstanceProvider | Per symbol we will have a fundamental class provider so the instances can be reused |
| CQuantConnect.Data.UniverseSelection.FundamentalService | Fundamental data provider service |
| CQuantConnect.Securities.FutureExpirationCycles | Static class contains definitions of popular futures expiration cycles |
| CQuantConnect.Securities.FutureFilterUniverseEx | Extensions for Linq support |
| CQuantConnect.Securities.FutureOption.FutureOptionSymbol | Static helper methods to resolve Futures Options Symbol-related tasks |
| CQuantConnect.Securities.Futures | Futures static class contains shortcut definitions of major futures contracts available for trading |
| CQuantConnect.Data.Market.FuturesContract | Defines a single futures contract at a specific expiration |
| CQuantConnect.Securities.Future.FuturesExpiryFunctions | Calculate the date of a futures expiry given an expiry month and year |
| CQuantConnect.Securities.Future.FuturesExpiryUtilityFunctions | Class to implement common functions used in FuturesExpiryFunctions |
| CQuantConnect.Securities.Future.FuturesListings | Helpers for getting the futures contracts that are trading on a given date. This is a substitute for the BacktestingFutureChainProvider, but does not outright replace it because of missing entries. This will resolve the listed contracts without having any data in place. We follow the listing rules set forth by the exchange to get the Symbols that are listed at a given date |
| CQuantConnect.Securities.FutureOption.FuturesOptionsExpiryFunctions | Futures options expiry lookup utility class |
| CQuantConnect.Securities.Future.FuturesOptionsSymbolMappings | Provides conversions from a GLOBEX Futures ticker to a GLOBEX Futures Options ticker |
| CQuantConnect.Securities.FutureOption.FuturesOptionsUnderlyingMapper | Creates the underlying Symbol that corresponds to a futures options contract |
| CQuantConnect.Securities.Future.FutureSymbol | Static class contains common utility methods specific to symbols representing the future contracts |
| CQuantConnect.SymbolRepresentation.FutureTickerProperties | Class contains future ticker properties returned by ParseFutureTicker() |
| CQuantConnect.Messages.FxcmBrokerageModel | Provides user-facing messages for the Brokerages.FxcmBrokerageModel class and its consumers or related classes |
| CQuantConnect.Algorithm.Framework.Alphas.GeneratedInsightsCollection | Defines a collection of insights that were generated at the same time step |
| CQuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters | Defines the parameters for IPositionGroupBuyingPowerModel.GetMaximumLotsForDeltaBuyingPower |
| CQuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters | Defines the parameters for IPositionGroupBuyingPowerModel.GetMaximumLotsForTargetBuyingPower |
| CQuantConnect.Securities.Positions.GetMaximumLotsResult | Result type for IPositionGroupBuyingPowerModel.GetMaximumLotsForDeltaBuyingPower and IPositionGroupBuyingPowerModel.GetMaximumLotsForTargetBuyingPower |
| CQuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters | Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower |
| CQuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters | Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower |
| CQuantConnect.Securities.GetMaximumOrderQuantityResult | Contains the information returned by IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower and IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower |
| CQuantConnect.Securities.GetMinimumPriceVariationParameters | Defines the parameters for IPriceVariationModel.GetMinimumPriceVariation |
| CQuantConnect.Globals | Provides application level constant values |
| CQuantConnect.Securities.Futures.Grains | Grains and Oilseeds group |
| CQuantConnect.Data.Market.Greeks | Defines the greeks |
| CQuantConnect.Api.Grid | The grid arrangement of charts |
| CQuantConnect.Api.GridChart | The chart display properties |
| CQuantConnect.Orders.GroupOrderCacheManager | Provides a thread-safe service for caching and managing original orders when they are part of a group |
| CQuantConnect.Messages.GroupOrderExtensions | Provides user-facing messages for the Orders.GroupOrderExtensions class and its consumers or related classes |
| CQuantConnect.Orders.GroupOrderExtensions | Group (combo) orders extension methods for easiest combo order manipulation |
| CQuantConnect.Orders.GroupOrderManager | Manager of a group of orders |
| CQuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters | Defines the parameters for IBuyingPowerModel.HasSufficientBuyingPowerForOrder |
| CQuantConnect.Securities.HasSufficientBuyingPowerForOrderResult | Contains the information returned by IBuyingPowerModel.HasSufficientBuyingPowerForOrder |
| CQuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters | Defines the parameters for IPositionGroupBuyingPowerModel.HasSufficientBuyingPowerForOrder |
| CQuantConnect.Data.HistoryExtensions | Helper extension methods for objects related with Histotical data |
| CQuantConnect.Data.HistoryProviderInitializeParameters | Represents the set of parameters for the IHistoryProvider.Initialize method |
| CQuantConnect.Packets.HistoryRequest | Specifies request parameters for a single historical request. A HistoryPacket is made of multiple requests for data. These are used to request data during live mode from a data server |
| CQuantConnect.Data.HistoryRequestFactory | Helper class used to create new HistoryRequest |
| ►CQuantConnect.Packets.HistoryResult | Provides a container for results from history requests. This contains the file path relative to the /Data folder where the data can be written |
| CQuantConnect.Packets.CompletedHistoryResult | Specifies the completed message from a history result |
| CQuantConnect.Packets.ErrorHistoryResult | Specfies an error message in a history result |
| CQuantConnect.Packets.FileHistoryResult | Defines requested file data for a history request |
| CQuantConnect.Packets.StatusHistoryResult | Specifies the progress of a request |
| CQuantConnect.Holding | Singular holding of assets from backend live nodes: |
| CQuantConnect.Messages.Holding | Provides user-facing messages for the QuantConnect.Holding class and its consumers or related classes |
| ►CQuantConnect.Interfaces.IAccountCurrencyProvider | A reduced interface for an account currency provider |
| ►CQuantConnect.Interfaces.IAlgorithm | Interface for QuantConnect algorithm implementations. All algorithms must implement these basic members to allow interaction with the Lean Backtesting Engine |
| CQuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper | Creates and wraps the algorithm written in python |
| ►CIAlgorithm | |
| ►CQuantConnect.Algorithm.QCAlgorithm | QC Algorithm Base Class - Handle the basic requirements of a trading algorithm, allowing user to focus on event methods. The QCAlgorithm class implements Portfolio, Securities, Transactions and Data Subscription Management |
| CQuantConnect.Report.PortfolioLooperAlgorithm | Fake algorithm that initializes portfolio and algorithm securities. Never ran |
| CQuantConnect.Research.QuantBook | Provides access to data for quantitative analysis |
| ►CQuantConnect.Interfaces.IAlgorithmSettings | User settings for the algorithm which can be changed in the IAlgorithm.Initialize method |
| CQuantConnect.AlgorithmSettings | This class includes user settings for the algorithm which can be changed in the IAlgorithm.Initialize method |
| ►CQuantConnect.Data.Market.IBar | Generic bar interface with Open, High, Low and Close |
| CQuantConnect.Data.Market.Bar | Base Bar Class: Open, High, Low, Close and Period |
| ►CQuantConnect.Data.Market.IBaseDataBar | Represents a type that is both a bar and base data |
| ►CQuantConnect.Data.Market.BaseRenkoBar | Represents a bar sectioned not by time, but by some amount of movement in a set field, where: |
| CQuantConnect.Data.Market.RenkoBar | Represents a bar sectioned not by time, but by some amount of movement in a value (for example, Closing price moving in $10 bar sizes) |
| CQuantConnect.Data.Market.VolumeRenkoBar | Represents a bar sectioned not by time, but by some amount of movement in volume |
| CQuantConnect.Data.Market.QuoteBar | QuoteBar class for second and minute resolution data: An OHLC implementation of the QuantConnect BaseData class with parameters for candles |
| ►CQuantConnect.Data.Market.TradeBar | TradeBar class for second and minute resolution data: An OHLC implementation of the QuantConnect BaseData class with parameters for candles |
| CQuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar | Data source that is unlinked (no mapping) and takes any ticker when calling AddData |
| ►CQuantConnect.Data.Custom.Tiingo.TiingoPrice | Tiingo daily price data https://api.tiingo.com/docs/tiingo/daily |
| CQuantConnect.Data.Custom.Tiingo.TiingoDailyData | Tiingo daily price data https://api.tiingo.com/docs/tiingo/daily |
| CQuantConnect.Data.Market.BaseRenkoBar | Represents a bar sectioned not by time, but by some amount of movement in a set field, where: |
| CQuantConnect.Data.Market.RangeBar | Represents a bar sectioned not by time, but by some amount of movement in a value (for example, Closing price moving in $10 bar sizes) |
| ►CQuantConnect.Securities.IBaseCurrencySymbol | Interface for various currency symbols |
| CQuantConnect.Securities.Crypto.Crypto | Crypto Security Object Implementation for Crypto Assets |
| CQuantConnect.Securities.CryptoFuture.CryptoFuture | Crypto Future Security Object Implementation for Crypto Future Assets |
| CQuantConnect.Securities.Forex.Forex | FOREX Security Object Implementation for FOREX Assets |
| ►CQuantConnect.Benchmarks.IBenchmark | Specifies how to compute a benchmark for an algorithm |
| CQuantConnect.Benchmarks.FuncBenchmark | Creates a benchmark defined by a function |
| CQuantConnect.Benchmarks.SecurityBenchmark | Creates a benchmark defined by the closing price of a Security instance |
| CQuantConnect.Python.BenchmarkPythonWrapper | Provides an implementation of IBenchmark that wraps a PyObject object |
| ►CQuantConnect.Interfaces.IBrokerageCashSynchronizer | Defines live brokerage cash synchronization operations |
| ►CQuantConnect.Interfaces.IBrokerage | Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation must have a matching IBrokerageFactory implementation |
| ►CQuantConnect.Brokerages.Brokerage | Represents the base Brokerage implementation. This provides logging on brokerage events |
| ►CQuantConnect.Brokerages.Backtesting.BacktestingBrokerage | Represents a brokerage to be used during backtesting. This is intended to be only be used with the BacktestingTransactionHandler |
| CQuantConnect.Brokerages.Paper.PaperBrokerage | Paper Trading Brokerage |
| CQuantConnect.Brokerages.BaseWebsocketsBrokerage | Provides shared brokerage websockets implementation |
| ►CQuantConnect.Brokerages.IBrokerageMessageHandler | Provides an plugin point to allow algorithms to directly handle the messages that come from their brokerage |
| CQuantConnect.Brokerages.DefaultBrokerageMessageHandler | Provides a default implementation o IBrokerageMessageHandler that will forward messages as follows: Information -> IResultHandler.Debug Warning -> IResultHandler.Error && IApi.SendUserEmail Error -> IResultHandler.Error && IAlgorithm.RunTimeError |
| CQuantConnect.Brokerages.DowngradeErrorCodeToWarningBrokerageMessageHandler | Provides an implementation of IBrokerageMessageHandler that converts specified error codes into warnings |
| CQuantConnect.Python.BrokerageMessageHandlerPythonWrapper | Provides a wrapper for IBrokerageMessageHandler implementations written in python |
| ►CQuantConnect.Brokerages.IBrokerageModel | Models brokerage transactions, fees, and order |
| ►CQuantConnect.Brokerages.DefaultBrokerageModel | Provides a default implementation of IBrokerageModel that allows all orders and uses the default transaction models |
| CQuantConnect.Brokerages.AlpacaBrokerageModel | Provides an implementation of the DefaultBrokerageModel specific to Alpaca brokerage |
| CQuantConnect.Brokerages.AlphaStreamsBrokerageModel | Provides properties specific to Alpha Streams |
| CQuantConnect.Brokerages.AxosClearingBrokerageModel | Provides the Axos clearing brokerage model specific properties |
| ►CQuantConnect.Brokerages.BinanceBrokerageModel | Provides Binance specific properties |
| ►CQuantConnect.Brokerages.BinanceFuturesBrokerageModel | Provides Binance Futures specific properties |
| CQuantConnect.Brokerages.BinanceCoinFuturesBrokerageModel | Provides Binance Coin Futures specific properties |
| CQuantConnect.Brokerages.BinanceUSBrokerageModel | Provides Binance.US specific properties |
| CQuantConnect.Brokerages.BitfinexBrokerageModel | Provides Bitfinex specific properties |
| CQuantConnect.Brokerages.CharlesSchwabBrokerageModel | Represents a brokerage model specific to Charles Schwab |
| ►CQuantConnect.Brokerages.CoinbaseBrokerageModel | Represents a brokerage model for interacting with the Coinbase exchange. This class extends the default brokerage model |
| CQuantConnect.Brokerages.GDAXBrokerageModel | Provides GDAX specific properties |
| CQuantConnect.Brokerages.ExanteBrokerageModel | Exante Brokerage Model Implementation for Back Testing |
| CQuantConnect.Brokerages.EzeBrokerageModel | Provides Eze specific properties |
| ►CQuantConnect.Brokerages.FTXBrokerageModel | FTX Brokerage model |
| CQuantConnect.Brokerages.FTXUSBrokerageModel | FTX.US Brokerage model |
| CQuantConnect.Brokerages.FxcmBrokerageModel | Provides FXCM specific properties |
| CQuantConnect.Brokerages.InteractiveBrokersBrokerageModel | Provides properties specific to interactive brokers |
| CQuantConnect.Brokerages.KrakenBrokerageModel | Kraken Brokerage model |
| CQuantConnect.Brokerages.OandaBrokerageModel | Oanda Brokerage Model Implementation for Back Testing |
| CQuantConnect.Brokerages.RBIBrokerageModel | RBI Brokerage model |
| CQuantConnect.Brokerages.SamcoBrokerageModel | Brokerage Model implementation for Samco |
| CQuantConnect.Brokerages.TDAmeritradeBrokerageModel | TDAmeritrade |
| CQuantConnect.Brokerages.TradeStationBrokerageModel | Represents a brokerage model specific to TradeStation |
| CQuantConnect.Brokerages.TradierBrokerageModel | Provides tradier specific properties |
| CQuantConnect.Brokerages.TradingTechnologiesBrokerageModel | Provides properties specific to Trading Technologies |
| CQuantConnect.Brokerages.WolverineBrokerageModel | Wolverine Brokerage model |
| CQuantConnect.Brokerages.ZerodhaBrokerageModel | Brokerage Model implementation for Zerodha |
| CQuantConnect.Python.BrokerageModelPythonWrapper | Provides an implementation of IBrokerageModel that wraps a PyObject object |
| ►CQuantConnect.Securities.IBuyingPowerModel | Represents a security's model of buying power |
| CQuantConnect.Python.BuyingPowerModelPythonWrapper | Wraps a PyObject object that represents a security's model of buying power |
| ►CQuantConnect.Securities.BuyingPowerModel | Provides a base class for all buying power models |
| CQuantConnect.Securities.CashBuyingPowerModel | Represents a buying power model for cash accounts |
| CQuantConnect.Securities.ConstantBuyingPowerModel | Provides an implementation of IBuyingPowerModel that uses an absurdly low margin requirement to ensure all orders have sufficient margin provided the portfolio is not underwater |
| CQuantConnect.Securities.NullBuyingPowerModel | Provides a buying power model considers that there is sufficient buying power for all orders |
| ►CQuantConnect.Securities.SecurityMarginModel | Represents a simple, constant margin model by specifying the percentages of required margin |
| CQuantConnect.Securities.CryptoFuture.CryptoFutureMarginModel | The crypto future margin model which supports both Coin and USDT futures |
| ►CQuantConnect.Securities.Future.FutureMarginModel | Represents a simple margin model for margin futures. Margin file contains Initial and Maintenance margins |
| CQuantConnect.Securities.Option.FuturesOptionsMarginModel | Defines a margin model for future options (an option with a future as its underlying). We re-use the FutureMarginModel implementation and multiply its results by 1.5x to simulate the increased margins seen for future options |
| CQuantConnect.Securities.Option.OptionMarginModel | Represents a simple option margin model |
| CQuantConnect.Securities.PatternDayTradingMarginModel | Represents a simple margining model where margin/leverage depends on market state (open or close). During regular market hours, leverage is 4x, otherwise 2x |
| ►CICollection | |
| CQuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection | Provides a collection for managing IPortfolioTargets for each symbol |
| ►CQuantConnect.Commands.ICommand | Represents a command that can be run against a single algorithm |
| ►CQuantConnect.Commands.BaseCommand | Base command implementation |
| CQuantConnect.Commands.AddSecurityCommand | Represents a command to add a security to the algorithm |
| ►CQuantConnect.Commands.AlgorithmStatusCommand | Represents a command that will change the algorithm's status |
| CQuantConnect.Commands.QuitCommand | Represents a command that will terminate the algorithm |
| CQuantConnect.Commands.CallbackCommand | Algorithm callback command type |
| CQuantConnect.Commands.CancelOrderCommand | Represents a command to cancel a specific order by id |
| CQuantConnect.Commands.LiquidateCommand | Represents a command that will liquidate the entire algorithm |
| CQuantConnect.Commands.OrderCommand | Represents a command to submit an order to the algorithm |
| CQuantConnect.Commands.UpdateOrderCommand | Represents a command to update an order by id |
| ►CIComparable | |
| ►CQuantConnect.Indicators.IIndicator< T > | KEEPING THIS INTERFACE FOR BACKWARDS COMPATIBILITY. Represents an indicator that can receive data updates and emit events when the value of the indicator has changed |
| CQuantConnect.Indicators.IndicatorBase< T > | Provides a base type for all indicators |
| CQuantConnect.Indicators.IndicatorDataPoint | Represents a piece of data at a specific time |
| CQuantConnect.Indicators.IndicatorDataPoint | Represents a piece of data at a specific time |
| CQuantConnect.SecurityIdentifier | Defines a unique identifier for securities |
| CQuantConnect.SecurityIdentifier | Defines a unique identifier for securities |
| CQuantConnect.Symbol | Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security |
| ►CIComparable< IIndicator< T >> | |
| CQuantConnect.Indicators.IIndicator< T > | KEEPING THIS INTERFACE FOR BACKWARDS COMPATIBILITY. Represents an indicator that can receive data updates and emit events when the value of the indicator has changed |
| CQuantConnect.Securities.Interfaces.IContinuousContractModel | Continuous contract model interface. Interfaces is implemented by different classes realizing various methods for modeling continuous security series. Primarily, modeling of continuous futures. Continuous contracts are used in backtesting of otherwise expiring derivative contracts. Continuous contracts are not traded, and are not products traded on exchanges |
| ►CQuantConnect.Securities.IContinuousSecurity | A continuous security that get's mapped during his life |
| CQuantConnect.Securities.Future.Future | Futures Security Object Implementation for Futures Assets |
| ►CQuantConnect.Securities.CurrencyConversion.ICurrencyConversion | Represents a type capable of calculating the conversion rate between two currencies |
| CQuantConnect.Securities.CurrencyConversion.ConstantCurrencyConversion | Provides an implementation of ICurrencyConversion with a fixed conversion rate |
| CQuantConnect.Securities.CurrencyConversion.SecurityCurrencyConversion | Provides an implementation of ICurrencyConversion to find and use multi-leg currency conversions |
| ►CQuantConnect.Securities.ICurrencyConverter | Provides the ability to convert cash amounts to the account currency |
| CQuantConnect.Securities.CashBook | Provides a means of keeping track of the different cash holdings of an algorithm |
| CQuantConnect.Securities.ErrorCurrencyConverter | Provides an implementation of ICurrencyConverter for use in tests that don't depend on this behavior |
| CQuantConnect.Securities.IdentityCurrencyConverter | Provides an implementation of ICurrencyConverter that does NOT perform conversions. This implementation will throw if the specified cashAmount is not in units of account currency |
| ►CQuantConnect.Interfaces.IDataChannelProvider | Specifies data channel settings |
| CQuantConnect.Lean.Engine.DataFeeds.DataChannelProvider | Specifies data channel settings |
| ►CQuantConnect.IDataDownloader | Data Downloader Interface for pulling data from a remote source |
| CQuantConnect.DownloaderDataProvider.Launcher.Models.BrokerageDataDownloader | Class for downloading data from a brokerage |
| ►CQuantConnect.Lean.Engine.DataFeeds.IDataFeed | Datafeed interface for creating custom datafeed sources |
| ►CQuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed | Historical datafeed stream reader for processing files on a local disk |
| CQuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed | Provides an implementation of IDataFeed that is designed to deal with live, remote data sources |
| CQuantConnect.Lean.Engine.DataFeeds.NullDataFeed | Null data feed implementation. - See also
- DataManager
|
| CQuantConnect.Report.MockDataFeed | Fake IDataFeed |
| ►CQuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager | DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed |
| CQuantConnect.Lean.Engine.DataFeeds.DataManager | DataManager will manage the subscriptions for both the DataFeeds and the SubscriptionManager |
| ►CQuantConnect.Lean.Engine.DataFeeds.IDataFeedTimeProvider | Reduced interface which exposes required ITimeProvider for IDataFeed implementations |
| ►CQuantConnect.Lean.Engine.DataFeeds.Synchronizer | Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm |
| CQuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer | Implementation of the ISynchronizer interface which provides the mechanism to stream live data to the algorithm |
| ►CQuantConnect.Lean.Engine.DataFeeds.IDataManager | IDataManager is the engines view of the Data Manager |
| CQuantConnect.Lean.Engine.DataFeeds.DataManager | DataManager will manage the subscriptions for both the DataFeeds and the SubscriptionManager |
| ►CQuantConnect.Interfaces.IDataPermissionManager | Entity in charge of handling data permissions |
| CQuantConnect.Lean.Engine.DataFeeds.DataPermissionManager | Entity in charge of handling data permissions |
| ►CQuantConnect.Interfaces.IDataProvider | Fetches a remote file for a security. Must save the file to Globals.DataFolder |
| CQuantConnect.Lean.Engine.DataFeeds.CompositeDataProvider | This data provider will wrap and use multiple data providers internally in the provided order |
| ►CQuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider | Default file provider functionality that retrieves data from disc to be used in an algorithm |
| ►CQuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider | Base downloader implementation with some helper methods |
| CQuantConnect.Lean.Engine.DataFeeds.ApiDataProvider | An instance of the IDataProvider that will download and update data files as needed via QC's Api |
| CQuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider | Data provider which downloads data using an IDataDownloader or IBrokerage implementation |
| CQuantConnect.Lean.Engine.DataFeeds.ProcessedDataProvider | A data provider that will check the processed data folder first |
| ►CQuantConnect.Interfaces.IDataProviderEvents | Events related to data providers |
| ►CQuantConnect.Interfaces.IHistoryProvider | Provides historical data to an algorithm at runtime |
| ►CQuantConnect.Data.HistoryProviderBase | Provides a base type for all history providers |
| CQuantConnect.Lean.Engine.HistoricalData.FakeHistoryProvider | Provides FAKE implementation of IHistoryProvider used for testing. FakeDataQueue |
| CQuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager | Provides an implementation of IHistoryProvider which acts as a wrapper to use multiple history providers together |
| CQuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider | Implements a History provider that always return a IEnumerable of Slice with prices following a sine function |
| ►CQuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider | Provides an abstract implementation of IHistoryProvider which provides synchronization of multiple history results |
| CQuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider | Provides an implementation of IHistoryProvider that relies on a brokerage connection to retrieve historical data |
| CQuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider | Provides an implementation of IHistoryProvider that uses BaseData instances to retrieve historical data |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader | Subscription data reader is a wrapper on the stream reader class to download, unpack and iterate over a data file |
| ►CQuantConnect.Interfaces.IDataQueueUniverseProvider | This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available. Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific |
| CQuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager | This is an implementation of IDataQueueHandler used to handle multiple live datafeeds |
| CQuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue | This is an implementation of IDataQueueHandler used for testing. FakeHistoryProvider |
| ►CQuantConnect.Scheduling.IDateRule | Specifies dates that events should be fired, used in conjunction with the ITimeRule |
| CQuantConnect.Scheduling.FuncDateRule | Uses a function to define an enumerable of dates over a requested start/end period |
| CQuantConnect.Messages.IdentityCurrencyConverter | Provides user-facing messages for the Securities.IdentityCurrencyConverter class and its consumers or related classes |
| ►CQuantConnect.Securities.IDerivativeSecurity | Defines a security as a derivative of another security |
| CQuantConnect.Securities.Future.Future | Futures Security Object Implementation for Futures Assets |
| CQuantConnect.Securities.Option.Option | Option Security Object Implementation for Option Assets |
| ►CQuantConnect.Securities.IDerivativeSecurityFilter< T > | Filters a set of derivative symbols using the underlying price data |
| CQuantConnect.Securities.FuncSecurityDerivativeFilter< T > | Provides a functional implementation of IDerivativeSecurityFilter<T> |
| ►CQuantConnect.Securities.IDerivativeSecurityFilter< Symbol > | |
| CQuantConnect.Securities.EmptyContractFilter | Derivate security universe selection filter which will always return empty |
| CQuantConnect.Securities.IDerivativeSecurityFilterUniverse< Symbol > | |
| ►CQuantConnect.Securities.IDerivativeSecurityFilterUniverse< TData > | |
| CQuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > | Base class for contract symbols filtering universes. Used by OptionFilterUniverse and FutureFilterUniverse |
| ►CIDictionary | |
| CQuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection | Provides a collection for managing IPortfolioTargets for each symbol |
| CQuantConnect.Data.Market.DataDictionary< T > | Provides a base class for types holding base data instances keyed by symbol |
| CQuantConnect.Securities.CashBook | Provides a means of keeping track of the different cash holdings of an algorithm |
| CQuantConnect.Securities.SecurityManager | Enumerable security management class for grouping security objects into an array and providing any common properties |
| CQuantConnect.Securities.SecurityPortfolioManager | Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects |
| CQuantConnect.Securities.UniverseManager | Manages the algorithm's collection of universes |
| ►CIDisposable | |
| CQuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager | Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting |
| ►CQuantConnect.Brokerages.IConnectionHandler | Provides handling of a brokerage or data feed connection |
| CQuantConnect.Brokerages.DefaultConnectionHandler | A default implementation of IConnectionHandler which signals disconnection if no data is received for a given time span and attempts to reconnect automatically |
| ►CQuantConnect.Commands.ICommandHandler | Represents a command queue for the algorithm. This is an entry point for external messages to act upon the running algorithm instance |
| ►CQuantConnect.Commands.BaseCommandHandler | Base algorithm command handler |
| CQuantConnect.Commands.FileCommandHandler | Represents a command handler that sources it's commands from a file on the local disk |
| ►CQuantConnect.Data.Consolidators.IDataConsolidator | Represents a type capable of taking BaseData updates and firing events containing new 'consolidated' data. These types can be used to produce larger bars, or even be used to transform the data before being sent to another component. The most common usage of these types is with indicators |
| CQuantConnect.Data.Common.MarketHourAwareConsolidator | Consolidator for open markets bar only, extended hours bar are not consolidated |
| CQuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > | Represents a timeless consolidator which depends on the given values. This consolidator is meant to consolidate data into bars that do not depend on time, e.g., RangeBar's |
| CQuantConnect.Data.Consolidators.DataConsolidator< TInput > | Represents a type that consumes BaseData instances and fires an event with consolidated and/or aggregated data |
| CQuantConnect.Data.Consolidators.RenkoConsolidator< TInput > | Provides a type safe wrapper on the RenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving |
| CQuantConnect.Data.Consolidators.SequentialConsolidator | This consolidator wires up the events on its First and Second consolidators such that data flows from the First to Second consolidator. It's output comes from the Second |
| CQuantConnect.Python.DataConsolidatorPythonWrapper | Provides an Data Consolidator that wraps a PyObject object that represents a custom Python consolidator |
| ►CQuantConnect.Data.DataQueueHandlerSubscriptionManager | Count number of subscribers for each channel (Symbol, Socket) pair |
| ►CQuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager | Overrides DataQueueHandlerSubscriptionManager methods using events |
| CQuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager | Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting |
| ►CQuantConnect.Data.IDataAggregator | Aggregates ticks and bars based on given subscriptions |
| CQuantConnect.Lean.Engine.DataFeeds.AggregationManager | Aggregates ticks and bars based on given subscriptions. Current implementation is based on IDataConsolidator that consolidates ticks and put them into enumerator |
| ►CQuantConnect.Data.UniverseSelection.Universe | Provides a base class for all universes to derive from |
| CQuantConnect.Data.UniverseSelection.CoarseFundamentalUniverse | Defines a universe that reads coarse us equity data |
| CQuantConnect.Data.UniverseSelection.ContinuousContractUniverse | Continuous contract universe selection that based on the requested mapping mode will select each symbol |
| CQuantConnect.Data.UniverseSelection.FineFundamentalUniverse | Defines a universe that reads fine us equity data |
| ►CQuantConnect.Data.UniverseSelection.FuncUniverse< T > | Provides a functional implementation of Universe |
| CQuantConnect.Data.UniverseSelection.ConstituentsUniverse< T > | ConstituentsUniverse allows to perform universe selection based on an already preselected set of Symbol |
| CQuantConnect.Data.UniverseSelection.FundamentalUniverseFactory | Defines a universe that reads fundamental us equity data |
| CQuantConnect.Data.UniverseSelection.FuturesChainUniverse | Defines a universe for a single futures chain |
| CQuantConnect.Data.UniverseSelection.OptionChainUniverse | Defines a universe for a single option chain |
| CQuantConnect.Data.UniverseSelection.ScheduledUniverse | Defines a user that is fired based on a specified IDateRule and ITimeRule |
| ►CQuantConnect.Data.UniverseSelection.UniverseDecorator | Provides an implementation of UniverseSelection.Universe that redirects all calls to a wrapped (or decorated) universe. This provides scaffolding for other decorators who only need to override one or two methods |
| CQuantConnect.Data.UniverseSelection.GetSubscriptionRequestsUniverseDecorator | Provides a universe decoration that replaces the implementation of GetSubscriptionRequests |
| ►CQuantConnect.Data.UniverseSelection.SelectSymbolsUniverseDecorator | Provides a univese decoration that replaces the implementation of SelectSymbols |
| CQuantConnect.Data.UniverseSelection.FineFundamentalFilteredUniverse | Provides a universe that can be filtered with a FineFundamental selection function |
| CQuantConnect.Data.UniverseSelection.FundamentalFilteredUniverse | Provides a universe that can be filtered with a Fundamental.Fundamental selection function |
| CQuantConnect.Data.UniverseSelection.UniversePythonWrapper | Provides an implementation of Universe that wraps a PyObject object |
| ►CQuantConnect.Data.UniverseSelection.UserDefinedUniverse | Represents the universe defined by the user's algorithm. This is the default universe where manually added securities live by market/security type. They can also be manually generated and can be configured to fire on certain interval and will always return the internal list of symbols |
| CQuantConnect.Algorithm.Framework.Selection.CustomUniverse | Defines a universe as a set of dynamically set symbols |
| CQuantConnect.Algorithm.Framework.Selection.ManualUniverse | Defines a universe as a set of manually set symbols. This differs from UserDefinedUniverse in that these securities were not added via AddSecurity |
| CQuantConnect.Algorithm.Selection.OptionContractUniverse | This universe will hold single option contracts and their underlying, managing removals and additions |
| ►CQuantConnect.Interfaces.IApi | API for QuantConnect.com |
| CQuantConnect.Api.Api | QuantConnect.com Interaction Via API |
| CQuantConnect.Interfaces.IBrokerage | Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation must have a matching IBrokerageFactory implementation |
| ►CQuantConnect.Interfaces.IBrokerageFactory | Defines factory types for brokerages. Every IBrokerage is expected to also implement an IBrokerageFactory |
| ►CQuantConnect.Brokerages.BrokerageFactory | Provides a base implementation of IBrokerageFactory that provides a helper for reading data from a job's brokerage data dictionary |
| CQuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory | Factory type for the BacktestingBrokerage |
| CQuantConnect.Brokerages.Paper.PaperBrokerageFactory | The factory type for the PaperBrokerage |
| ►CQuantConnect.Interfaces.IBusyCollection< T > | Interface used to handle items being processed and communicate busy state |
| CQuantConnect.Util.BusyBlockingCollection< T > | A small wrapper around BlockingCollection<T> used to communicate busy state of the items being processed |
| CQuantConnect.Util.BusyCollection< T > | A non blocking IBusyCollection<T> implementation |
| ►CQuantConnect.Interfaces.IDataCacheProvider | Defines a cache for data |
| CQuantConnect.Data.DiskDataCacheProvider | Simple data cache provider, writes and reads directly from disk Used as default for LeanDataWriter |
| CQuantConnect.Lean.Engine.DataFeeds.SingleEntryDataCacheProvider | Default implementation of the IDataCacheProvider Does not cache data. If the data is a zip, the first entry is returned |
| CQuantConnect.Lean.Engine.DataFeeds.ZipDataCacheProvider | File provider implements optimized zip archives caching facility. Cache is thread safe |
| ►CQuantConnect.Interfaces.IDataMonitor | Monitors data requests and reports on missing data |
| CQuantConnect.Data.DataMonitor | Monitors data requests and reports on missing data |
| ►CQuantConnect.Interfaces.IDataQueueHandler | Task requestor interface with cloud system |
| CQuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager | This is an implementation of IDataQueueHandler used to handle multiple live datafeeds |
| CQuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue | This is an implementation of IDataQueueHandler used for testing. FakeHistoryProvider |
| CQuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue | Live Data Queue is the cut out implementation of how to bind a custom live data source |
| ►CQuantConnect.Interfaces.IMessagingHandler | Messaging System Plugin Interface. Provides a common messaging pattern between desktop and cloud implementations of QuantConnect |
| CQuantConnect.Messaging.EventMessagingHandler | Desktop implementation of messaging system for Lean Engine |
| CQuantConnect.Messaging.Messaging | Local/desktop implementation of messaging system for Lean Engine |
| CQuantConnect.Messaging.StreamingMessageHandler | Message handler that sends messages over tcp using NetMQ |
| ►CQuantConnect.Interfaces.IObjectStore | Provides object storage for data persistence |
| CQuantConnect.Lean.Engine.Storage.LocalObjectStore | A local disk implementation of IObjectStore |
| CQuantConnect.Storage.ObjectStore | Helper class for easier access to IObjectStore methods |
| ►CQuantConnect.Interfaces.ISignalExportTarget | Interface to send positions holdings to different 3rd party API's |
| ►CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport | Base class to send signals to different 3rd party API's |
| CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.Collective2SignalExport | Exports signals of desired positions to Collective2 API using JSON and HTTPS. Accepts signals in quantity(number of shares) i.e symbol:"SPY", quant:40 |
| CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport | Exports signals of the desired positions to CrunchDAO API. Accepts signals in percentage i.e ticker:"SPY", date: "2020-10-04", signal:0.54 |
| CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport | Exports signals of the desired positions to Numerai API. Accepts signals in percentage i.e numerai_ticker:"IBM US", signal:0.234 |
| ►CQuantConnect.Interfaces.IStreamReader | Defines a transport mechanism for data from its source into various reader methods |
| CQuantConnect.Lean.Engine.DataFeeds.Transport.LocalFileSubscriptionStreamReader | Represents a stream reader capable of reading lines from disk |
| CQuantConnect.Lean.Engine.DataFeeds.Transport.ObjectStoreSubscriptionStreamReader | Represents a stream reader capable of reading lines from the object store |
| CQuantConnect.Lean.Engine.DataFeeds.Transport.RemoteFileSubscriptionStreamReader | Represents a stream reader capabable of downloading a remote file and then reading it from disk |
| CQuantConnect.Lean.Engine.DataFeeds.Transport.RestSubscriptionStreamReader | Represents a stream reader capable of polling a rest client |
| CQuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider | Default file provider functionality that retrieves data from disc to be used in an algorithm |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory | Provides an implementation of ISubscriptionEnumeratorFactory that used the SubscriptionDataReader |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey > | Provides an enumerator for sorting collections of BaseData objects based on a specified property. The sorting occurs lazily, only when enumeration begins |
| CQuantConnect.Lean.Engine.DataFeeds.ProcessedDataProvider | A data provider that will check the processed data folder first |
| CQuantConnect.Lean.Engine.DataFeeds.RealTimeScheduleEventService | Allows to setup a real time scheduled event, internally using a Thread, that is guaranteed to trigger at or after the requested time, never before |
| CQuantConnect.Lean.Engine.DataFeeds.Synchronizer | Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm |
| CQuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers | Provides a container for the algorithm specific handlers |
| CQuantConnect.Lean.Engine.LeanEngineSystemHandlers | Provides a container for the system level handlers |
| ►CQuantConnect.Lean.Engine.Server.ILeanManager | Provides scope into Lean that is convenient for managing a lean instance |
| CQuantConnect.Lean.Engine.Server.LocalLeanManager | NOP implementation of the ILeanManager interface |
| ►CQuantConnect.Lean.Engine.Setup.ISetupHandler | Interface to setup the algorithm. Pass in a raw algorithm, return one with portfolio, cash, etc already preset |
| ►CQuantConnect.Lean.Engine.Setup.BacktestingSetupHandler | Backtesting setup handler processes the algorithm initialize method and sets up the internal state of the algorithm class |
| CQuantConnect.Lean.Engine.Setup.ConsoleSetupHandler | Kept for backwards compatibility- |
| CQuantConnect.Lean.Engine.Setup.BrokerageSetupHandler | Defines a set up handler that initializes the algorithm instance using values retrieved from the user's brokerage account |
| ►CQuantConnect.Logging.ILogHandler | Interface for redirecting log output |
| CQuantConnect.Logging.CompositeLogHandler | Provides an ILogHandler implementation that composes multiple handlers |
| ►CQuantConnect.Logging.ConsoleLogHandler | ILogHandler implementation that writes log output to console |
| CQuantConnect.Logging.ConsoleErrorLogHandler | Subclass of ConsoleLogHandler that only logs error messages |
| ►CQuantConnect.Logging.FileLogHandler | Provides an implementation of ILogHandler that writes all log messages to a file on disk |
| CQuantConnect.Logging.RegressionFileLogHandler | Provides an implementation of ILogHandler that writes all log messages to a file on disk without timestamps |
| CQuantConnect.Logging.FunctionalLogHandler | ILogHandler implementation that writes log output to result handler |
| CQuantConnect.Logging.QueueLogHandler | ILogHandler implementation that queues all logs and writes them when instructed |
| ►CQuantConnect.Optimizer.LeanOptimizer | Base Lean optimizer class in charge of handling an optimization job packet |
| CQuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer | Optimizer implementation that launches Lean as a local process |
| CQuantConnect.Report.PortfolioLooper | Runs LEAN to calculate the portfolio at a given time from Order objects. Generates and returns PointInTimePortfolio objects that represents the holdings and other miscellaneous metrics at a point in time by reprocessing the orders as they were filled |
| CQuantConnect.Scheduling.ScheduledEvent | Real time self scheduling event |
| CQuantConnect.Scheduling.TimeMonitor | Helper class that will monitor timer consumers and request more time if required. Used by IsolatorLimitResultProvider |
| ►CQuantConnect.ToolBox.IDataProcessor | Specifies a piece of processing that should be performed against a source file |
| CQuantConnect.ToolBox.ConsolidatorDataProcessor | Provides an implementation of IDataProcessor that consolidates the data stream and forwards the consolidated data to other processors |
| CQuantConnect.ToolBox.CsvDataProcessor | Provides an implementation of IDataProcessor that writes the incoming stream of data to a csv file |
| CQuantConnect.ToolBox.FilteredDataProcessor | Provides an implementation of IDataProcessor that filters the incoming stream of data before passing it along to the wrapped processor |
| CQuantConnect.ToolBox.PipeDataProcessor | Provides an implementation of IDataProcessor that simply forwards all received data to other attached processors |
| ►CQuantConnect.ToolBox.IStreamParser | Represents a type capable of accepting a stream and parsing it into an enumerable of data |
| CQuantConnect.ToolBox.LeanParser | Provides an implementation of IStreamParser that reads files in the lean format |
| ►CQuantConnect.ToolBox.IStreamProvider | Defines how to open/close a source file |
| CQuantConnect.ToolBox.Bz2StreamProvider | |
| CQuantConnect.ToolBox.FileStreamProvider | Provides an implementation of IStreamProvider that just returns a file stream |
| CQuantConnect.ToolBox.GzipStreamProvider | |
| CQuantConnect.ToolBox.ZipStreamProvider | Provides an implementation of IStreamProvider that opens zip files |
| CQuantConnect.ToolBox.RawFileProcessor | Processing harness used to read files in, parse them, and process them |
| CQuantConnect.Util.RateGate | Used to control the rate of some occurrence per unit of time |
| CQuantConnect.Util.StreamReaderEnumerable | Converts a StreamReader into an enumerable of string |
| CQuantConnect.Util.WorkerThread | This worker tread is required to guarantee all python operations are executed by the same thread, to enable complete debugging functionality. We don't use the main thread, to avoid any chance of blocking the process |
| ►CQuantConnect.Data.IDividendYieldModel | Represents a model that provides dividend yield data |
| CQuantConnect.Data.ConstantDividendYieldModel | Constant dividend yield model |
| CQuantConnect.Data.DividendYieldProvider | Estimated annualized continuous dividend yield at given date |
| CQuantConnect.Python.DividendYieldModelPythonWrapper | Wraps a PyObject object that represents a dividend yield model |
| ►CQuantConnect.Interfaces.IDownloadProvider | Wrapper on the API for downloading data for an algorithm |
| CQuantConnect.Api.Api | QuantConnect.com Interaction Via API |
| ►CIDynamicMetaObjectProvider | |
| ►CQuantConnect.Data.DynamicData | Dynamic Data Class: Accept flexible data, adapting to the columns provided by source |
| CQuantConnect.Indicators.IndicatorDataPoints | Collection of indicator data points for a given time |
| CQuantConnect.Python.PythonData | Dynamic data class for Python algorithms. Stores properties of python instances in DynamicData dictionary |
| CQuantConnect.Securities.DynamicSecurityData | Provides access to a security's data via it's type. This implementation supports dynamic access by type name |
| ►CIEnumerable | |
| ►CQuantConnect.Algorithm.Framework.Alphas.InsightCollection | Provides a collection for managing insights. This type provides collection access semantics as well as dictionary access semantics through TryGetValue, ContainsKey, and this[symbol] |
| CQuantConnect.Algorithm.Framework.Alphas.Analysis.InsightManager | Encapsulates the storage of insights |
| ►CQuantConnect.Data.Auxiliary.IFactorProvider | Providers price scaling factors for a permanent tick |
| CQuantConnect.Data.Auxiliary.FactorFile< T > | Represents an entire factor file for a specified symbol |
| CQuantConnect.Data.Auxiliary.MapFile | Represents an entire map file for a specified symbol |
| CQuantConnect.Data.Auxiliary.MapFileResolver | Provides a means of mapping a symbol at a point in time to the map file containing that share class's mapping information |
| CQuantConnect.Data.DataHistory< T > | Historical data abstraction |
| CQuantConnect.Data.Market.FuturesChain | Represents an entire chain of futures contracts for a single underlying This type is IEnumerable<FuturesContract> |
| CQuantConnect.Data.Market.OptionChain | Represents an entire chain of option contracts for a single underying security. This type is IEnumerable<OptionContract> |
| ►CQuantConnect.Data.UniverseSelection.BaseDataCollection | This type exists for transport of data as a single packet |
| ►CQuantConnect.Data.Fundamental.FundamentalUniverse | Lean fundamentals universe data class |
| CQuantConnect.Data.Fundamental.Fundamentals | Lean fundamentals universe data class |
| ►CQuantConnect.Data.UniverseSelection.ETFConstituentUniverse | ETF constituent data |
| CQuantConnect.Data.UniverseSelection.ETFConstituentData | ETF Constituent data |
| CQuantConnect.Data.UniverseSelection.OptionUniverse | Represents a universe of options data |
| CQuantConnect.Data.UniverseSelection.Universe.UnchangedUniverse | Provides a value to indicate that no changes should be made to the universe. This value is intended to be returned by reference via Universe.SelectSymbols |
| CQuantConnect.Data.UniverseSelection.Universe.UnchangedUniverse | Provides a value to indicate that no changes should be made to the universe. This value is intended to be returned by reference via Universe.SelectSymbols |
| CQuantConnect.Indicators.IndicatorBase< T > | Provides a base type for all indicators |
| CQuantConnect.Indicators.InternalIndicatorValues | Internal carrier of an indicator values by property name |
| CQuantConnect.Indicators.IReadOnlyWindow< out out T > | Interface type used to pass windows around without worry of external modification |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection | Provides a collection for holding subscriptions |
| CQuantConnect.Orders.Fills.Fill | Defines a possible result for IFillModel.Fill for a single order |
| CQuantConnect.Securities.IDerivativeSecurityFilterUniverse< T > | Represents derivative symbols universe used in filtering |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection | Provides indexing of option contracts |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinition | Provides a definitional object for an OptionStrategy. This definition is used to 'match' option positions via OptionPositionCollection. The OptionStrategyMatcher utilizes a full collection of these definitional objects in order to match an algorithm's option position holdings to the set of strategies in an effort to reduce the total margin required for holding the positions |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinition | Defines a single option leg in an option strategy. This definition supports direct match (does position X match the definition) and position collection filtering (filter collection to include matches) |
| CQuantConnect.Securities.Positions.PositionCollection | Provides a collection type for IPosition aimed at providing indexing for common operations required by the resolver implementations |
| CQuantConnect.Util.FixedSizeHashQueue< T > | Provides an implementation of an add-only fixed length, unique queue system |
| CQuantConnect.Util.MemoizingEnumerable< T > | Defines an enumerable that can be enumerated many times while only performing a single enumeration of the root enumerable |
| CQuantConnect.Util.StreamReaderEnumerable | Converts a StreamReader into an enumerable of string |
| ►CIEnumerable< KeyValuePair< string, byte[]>> | |
| CQuantConnect.Interfaces.IObjectStore | Provides object storage for data persistence |
| ►CIEnumerable< KeyValuePair< Symbol, BaseData >> | |
| CQuantConnect.Data.Slice | Provides a data structure for all of an algorithm's data at a single time step |
| ►CIEnumerator | |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator | Auxiliary data enumerator that will, initialize and call the ITradableDateEventProvider.GetEvents implementation each time there is a new tradable day for every ITradableDateEventProvider provided |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataEnumerator | Auxiliary data enumerator that will trigger new tradable dates event accordingly |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator | Provides an implementation of IEnumerator<BaseDataCollection> that aggregates an underlying IEnumerator<BaseData> into a single data packet |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator | Enumerator that will concatenate enumerators together sequentially enumerating them in the provided order |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueFuturesChainUniverseDataCollectionEnumerator | Enumerates live futures symbol universe data into BaseDataCollection instances |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.DataQueueOptionChainUniverseDataCollectionEnumerator | Enumerates live options symbol universe data into BaseDataCollection instances |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.EnqueueableEnumerator< T > | An implementation of IEnumerator<T> that relies on the Enqueue method being called and only ends when Stop is called |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.FastForwardEnumerator | Provides the ability to fast forward an enumerator based on the age of the data |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator | The FillForwardEnumerator wraps an existing base data enumerator and inserts extra 'base data' instances on a specified fill forward resolution |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveFillForwardEnumerator | An implementation of the FillForwardEnumerator that uses an ITimeProvider to determine if a fill forward bar needs to be emitted |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.FilterEnumerator< T > | Enumerator that allow applying a filtering function |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator | Provides an implementation of IEnumerator<BaseData> that will not emit data ahead of the frontier as specified by an instance of ITimeProvider. An instance of TimeZoneOffsetProvider is used to convert between UTC and the data's native time zone |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveAuxiliaryDataSynchronizingEnumerator | Represents an enumerator capable of synchronizing live equity data enumerators in time. This assumes that all enumerators have data time stamped in the same time zone |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSubscriptionEnumerator | Enumerator that will subscribe through the provided data queue handler and refresh the subscription if any mapping occurs |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.PriceScaleFactorEnumerator | This enumerator will update the SubscriptionDataConfig.PriceScaleFactor when required and adjust the raw BaseData prices based on the provided SubscriptionDataConfig. Assumes the prices of the provided IEnumerator are in raw mode |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator | The QuoteBarFillForwardEnumerator wraps an existing base data enumerator If the current QuoteBar has null Bid and/or Ask bars, it copies them from the previous QuoteBar |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.RateLimitEnumerator< T > | Provides augmentation of how often an enumerator can be called. Time is measured using an ITimeProvider instance and calls to the underlying enumerator are limited to a minimum time between each call |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.RefreshEnumerator< T > | Provides an implementation of IEnumerator<T> that will always return true via MoveNext |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator< T > | An implementation of IEnumerator<T> that relies on "consolidated" data |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator | This enumerator will filter out data of the underlying enumerator based on a provided schedule. Will respect the schedule above the data, meaning will let older data through if the underlying provides none for the schedule date |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SortEnumerator< TKey > | Provides an enumerator for sorting collections of BaseData objects based on a specified property. The sorting occurs lazily, only when enumeration begins |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator | Enumerator that will handle adjusting daily strict end times if appropriate |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator | An IEnumerator<SubscriptionData> which wraps an existing IEnumerator<BaseData> |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator | Implements a wrapper around a base data enumerator to provide a final filtering step |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< T > | Represents an enumerator capable of synchronizing other enumerators of type T in time. This assumes that all enumerators have data time stamped in the same time zone |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingBaseDataEnumerator | Represents an enumerator capable of synchronizing other base data enumerators in time. This assumes that all enumerators have data time stamped in the same time zone |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingSliceEnumerator | Represents an enumerator capable of synchronizing other slice enumerators in time. This assumes that all enumerators have data time stamped in the same time zone |
| CQuantConnect.Lean.Engine.DataFeeds.Subscription | Represents the data required for a data feed to process a single subscription |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader | Subscription data reader is a wrapper on the stream reader class to download, unpack and iterate over a data file |
| CQuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< T > | Enumerates all possible values for specific optimization parameter |
| CQuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader | Enumerator for converting AlgoSeek futures files into Ticks |
| ►CIEqualityComparer< IReadOnlyCollection< T >> | |
| CQuantConnect.Util.ListComparer< T > | An implementation of IEqualityComparer<T> for List<T>. Useful when using a List<T> as the key of a collection |
| ►CIEquatable | |
| CQuantConnect.Data.Auxiliary.MapFileRow | Represents a single row in a map_file. This is a csv file ordered as {date, mapped symbol} |
| CQuantConnect.Data.SubscriptionDataConfig | Subscription data required including the type of data |
| CQuantConnect.Data.SubscriptionDataSource | Represents the source location and transport medium for a subscription |
| CQuantConnect.Indicators.IndicatorDataPoint | Represents a piece of data at a specific time |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionPosition | Defines a lightweight structure representing a position in an option contract or underlying. This type is heavily utilized by the options strategy matcher and is the parameter type of option strategy definition predicates. Underlying quantities should be represented in lot sizes, which is equal to the quantity of shares divided by the contract's multiplier and then rounded down towards zero (truncate) |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch | Defines a match of OptionPosition to a OptionStrategyDefinition |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch | Defines the item result type of OptionStrategyLegDefinition.Match, containing the number of times the leg definition matched the position (Multiplier) and applicable portion of the position |
| ►CQuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel | Represents a position group's model of buying power |
| ►CQuantConnect.Securities.Positions.PositionGroupBuyingPowerModel | Provides a base class for implementations of IPositionGroupBuyingPowerModel |
| CQuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel | Option strategy buying power model |
| CQuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel | Provides an implementation of IPositionGroupBuyingPowerModel for groups containing exactly one security |
| CQuantConnect.Securities.Positions.PositionGroupKey | Defines a unique and deterministic key for IPositionGroup |
| CQuantConnect.Securities.SecurityDatabaseKey | Represents the key to a single entry in the MarketHoursDatabase or the SymbolPropertiesDatabase |
| CQuantConnect.SecurityIdentifier | Defines a unique identifier for securities |
| CQuantConnect.Symbol | Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security |
| ►CIEquatable< BasePythonWrapper< TInterface >> | |
| CQuantConnect.Python.BasePythonWrapper< TInterface > | Base class for Python wrapper classes |
| ►CQuantConnect.Scheduling.IEventSchedule | Provides the ability to add/remove scheduled events from the real time handler |
| ►CQuantConnect.Lean.Engine.RealTime.IRealTimeHandler | Real time event handler, trigger functions at regular or pretimed intervals |
| ►CQuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler | Base class for the real time handler LiveTradingRealTimeHandler and BacktestingRealTimeHandler implementations |
| ►CQuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler | Pseudo realtime event processing for backtesting to simulate realtime events in fast forward |
| CQuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler | Live trading realtime event processing |
| CQuantConnect.Scheduling.ScheduleManager | Provides access to the real time handler's event scheduling feature |
| ►CQuantConnect.Exceptions.IExceptionInterpreter | Defines an exception interpreter. Interpretations are invoked on IAlgorithm.RunTimeError |
| CQuantConnect.Exceptions.DllNotFoundPythonExceptionInterpreter | Interprets DllNotFoundPythonExceptionInterpreter instances |
| ►CQuantConnect.Exceptions.PythonExceptionInterpreter | Interprets PythonExceptionInterpreter instances |
| CQuantConnect.Exceptions.InvalidTokenPythonExceptionInterpreter | Interprets InvalidTokenPythonExceptionInterpreter instances |
| CQuantConnect.Exceptions.KeyErrorPythonExceptionInterpreter | Interprets KeyErrorPythonExceptionInterpreter instances |
| CQuantConnect.Exceptions.NoMethodMatchPythonExceptionInterpreter | Interprets NoMethodMatchPythonExceptionInterpreter instances |
| CQuantConnect.Exceptions.UnsupportedOperandPythonExceptionInterpreter | Interprets UnsupportedOperandPythonExceptionInterpreter instances |
| CQuantConnect.Exceptions.ScheduledEventExceptionInterpreter | Interprets ScheduledEventException instances |
| CQuantConnect.Exceptions.StackExceptionInterpreter | Interprets exceptions using the configured interpretations |
| ►CQuantConnect.Exceptions.SystemExceptionInterpreter | Base handler that will try get an exception file and line |
| CQuantConnect.Exceptions.ClrBubbledExceptionInterpreter | Interprets ClrBubbledException instances |
| CQuantConnect.ToolBox.IExchangeInfoDownloader | Exchange Info Downloader Interface for pulling data from a remote source |
| CQuantConnect.Interfaces.IExtendedDictionary< TKey, TValue > | Represents a generic collection of key/value pairs that implements python dictionary methods |
| ►CQuantConnect.Interfaces.IExtendedDictionary< Symbol, T > | |
| ►CQuantConnect.ExtendedDictionary< T > | Provides a base class for types holding instances keyed by Symbol |
| CQuantConnect.Data.Market.DataDictionary< T > | Provides a base class for types holding base data instances keyed by symbol |
| ►CQuantConnect.Interfaces.IFactorFileProvider | Provides instances of FactorFile<T> at run time |
| CQuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider | Provides an implementation of IFactorFileProvider that searches the local disk |
| CQuantConnect.Data.Auxiliary.LocalZipFactorFileProvider | Provides an implementation of IFactorFileProvider that searches the local disk for a zip file containing all factor files |
| ►CQuantConnect.Data.Auxiliary.IFactorRow | Factor row abstraction. IFactorProvider |
| CQuantConnect.Data.Auxiliary.CorporateFactorRow | Defines a single row in a factor_factor file. This is a csv file ordered as {date, price factor, split factor, reference price} |
| CQuantConnect.Data.Auxiliary.MappingContractFactorRow | Collection of factors for continuous contracts and their back months contracts for a specific mapping mode DataMappingMode and date |
| ►CQuantConnect.Orders.Fees.IFeeModel | Represents a model the simulates order fees |
| CQuantConnect.Orders.Fees.AxosFeeModel | Provides an implementation of FeeModel that models Axos order fees |
| ►CQuantConnect.Orders.Fees.FeeModel | Base class for any order fee model |
| CQuantConnect.Orders.Fees.AlpacaFeeModel | Represents the fee model specific to Alpaca trading platform |
| CQuantConnect.Orders.Fees.AlphaStreamsFeeModel | Provides an implementation of FeeModel that models order fees that alpha stream clients pay/receive |
| ►CQuantConnect.Orders.Fees.BinanceFeeModel | Provides an implementation of FeeModel that models Binance order fees |
| CQuantConnect.Orders.Fees.BinanceCoinFuturesFeeModel | Provides an implementation of FeeModel that models Binance Coin Futures order fees |
| CQuantConnect.Orders.Fees.BinanceFuturesFeeModel | Provides an implementation of FeeModel that models Binance Futures order fees |
| CQuantConnect.Orders.Fees.BitfinexFeeModel | Provides an implementation of FeeModel that models Bitfinex order fees |
| CQuantConnect.Orders.Fees.CharlesSchwabFeeModel | Represents a fee model specific to Charles Schwab |
| ►CQuantConnect.Orders.Fees.CoinbaseFeeModel | Represents a fee model specific to Coinbase. This class extends the base fee model |
| CQuantConnect.Orders.Fees.GDAXFeeModel | Provides an implementation of FeeModel that models GDAX order fees |
| CQuantConnect.Orders.Fees.ConstantFeeModel | Provides an order fee model that always returns the same order fee |
| CQuantConnect.Orders.Fees.ExanteFeeModel | Provides an implementation of FeeModel that models Exante order fees. According to:
|
| CQuantConnect.Orders.Fees.EzeFeeModel | Eze fee model implementation |
| ►CQuantConnect.Orders.Fees.FTXFeeModel | Provides an implementation of FeeModel that models FTX order fees https://help.ftx.com/hc/en-us/articles/360024479432-Fees |
| CQuantConnect.Orders.Fees.FTXUSFeeModel | Provides an implementation of FeeModel that models FTX order fees https://help.ftx.us/hc/en-us/articles/360043579273-Fees |
| CQuantConnect.Orders.Fees.FxcmFeeModel | Provides an implementation of FeeModel that models FXCM order fees |
| CQuantConnect.Orders.Fees.InteractiveBrokersFeeModel | Provides the default implementation of IFeeModel |
| CQuantConnect.Orders.Fees.KrakenFeeModel | Provides an implementation of FeeModel that models Kraken order fees |
| CQuantConnect.Orders.Fees.RBIFeeModel | Provides an implementation of FeeModel that models RBI order fees |
| CQuantConnect.Orders.Fees.TDAmeritradeFeeModel | Provides an implementation of FeeModel that models TDAmeritrade order fees |
| CQuantConnect.Orders.Fees.TradeStationFeeModel | Represents a fee model specific to TradeStation |
| CQuantConnect.Orders.Fees.WolverineFeeModel | Provides an implementation of FeeModel that models Wolverine order fees |
| CQuantConnect.Python.FeeModelPythonWrapper | Provides an order fee model that wraps a PyObject object that represents a model that simulates order fees |
| ►CQuantConnect.Orders.Fees.IndiaFeeModel | Provides the default implementation of IFeeModel Refer to https://www.samco.in/technology/brokerage_calculator |
| CQuantConnect.Orders.Fees.SamcoFeeModel | Provides the default implementation of IFeeModel Refer to https://www.samco.in/technology/brokerage_calculator |
| CQuantConnect.Orders.Fees.ZerodhaFeeModel | Provides the default implementation of IFeeModel Refer to https://www.samco.in/technology/brokerage_calculator |
| ►CQuantConnect.Orders.Fills.IFillModel | Represents a model that simulates order fill events |
| ►CQuantConnect.Orders.Fills.FillModel | Provides a base class for all fill models |
| CQuantConnect.Orders.Fills.EquityFillModel | Represents the fill model used to simulate order fills for equities |
| ►CQuantConnect.Orders.Fills.ImmediateFillModel | Represents the default fill model used to simulate order fills |
| ►CQuantConnect.Orders.Fills.FutureFillModel | Represents the fill model used to simulate order fills for futures |
| CQuantConnect.Orders.Fills.FutureOptionFillModel | Represents the default fill model used to simulate order fills for future options |
| CQuantConnect.Orders.Fills.LatestPriceFillModel | This fill model is provided for cases where the trade/quote distinction should be ignored and the fill price should be determined from the latest pricing information |
| CQuantConnect.Python.FillModelPythonWrapper | Wraps a PyObject object that represents a model that simulates order fill events |
| ►CQuantConnect.Scheduling.IFluentSchedulingDateSpecifier | Specifies the date rule component of a scheduled event |
| CQuantConnect.Scheduling.FluentScheduledEventBuilder | Provides a builder class to allow for fluent syntax when constructing new events |
| ►CQuantConnect.Scheduling.IFluentSchedulingTimeSpecifier | Specifies the time rule component of a scheduled event |
| ►CQuantConnect.Scheduling.IFluentSchedulingRunnable | Specifies the callback component of a scheduled event, as well as final filters |
| CQuantConnect.Scheduling.FluentScheduledEventBuilder | Provides a builder class to allow for fluent syntax when constructing new events |
| ►CQuantConnect.Data.UniverseSelection.IFundamentalDataProvider | |
| ►CQuantConnect.Data.UniverseSelection.BaseFundamentalDataProvider | Base fundamental data provider |
| CQuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider | Coarse base fundamental data provider |
| ►CQuantConnect.Interfaces.IFutureChainProvider | Provides the full future chain for a given underlying |
| CQuantConnect.Lean.Engine.DataFeeds.BacktestingFutureChainProvider | An implementation of IFutureChainProvider that reads the list of contracts from open interest zip data files |
| CQuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider | An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider |
| CQuantConnect.Securities.Future.EmptyFutureChainProvider | An implementation of IFutureChainProvider that always returns an empty list of contracts |
| ►CIIndicator | |
| CQuantConnect.Indicators.IIndicator< T > | KEEPING THIS INTERFACE FOR BACKWARDS COMPATIBILITY. Represents an indicator that can receive data updates and emit events when the value of the indicator has changed |
| ►CIIndicatorWarmUpPeriodProvider | |
| CHilbertTransform | This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. <remark>Source: http://www.technicalanalysis.org.uk/moving-averages/Ehle.pdf</remark> |
| ►CQuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | Represents an indicator with a warm up period provider |
| CQuantConnect.Indicators.AccelerationBands | The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average |
| CQuantConnect.Indicators.AccumulationDistribution | This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following formula: AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume |
| CQuantConnect.Indicators.AccumulationDistributionOscillator | This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD) |
| ►CQuantConnect.Indicators.AdvanceDeclineIndicator | The advance-decline indicator compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices |
| CQuantConnect.Indicators.AdvanceDeclineDifference | The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks that closed lower than their previous day's closing prices |
| CQuantConnect.Indicators.AdvanceDeclineRatio | The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices |
| CQuantConnect.Indicators.AdvanceDeclineVolumeRatio | The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary volume of declining stocks. AD Volume Ratio is used in technical analysis to see where the main trading activity is focused |
| CQuantConnect.Indicators.Alpha | In financial analysis, the Alpha indicator is used to measure the performance of an investment (such as a stock or ETF) relative to a benchmark index, often representing the broader market. Alpha indicates the excess return of the investment compared to the return of the benchmark index |
| CQuantConnect.Indicators.ArmsIndex | The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume) |
| CQuantConnect.Indicators.ArnaudLegouxMovingAverage | Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. Source: https://www.cjournal.cz/files/308.pdf |
| CQuantConnect.Indicators.AroonOscillator | The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction |
| CQuantConnect.Indicators.AugenPriceSpike | The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The Volatility Edge in Options Trading, Jeff Augen describes a method for tracking absolute price changes in terms of recent volatility, using the standard deviation |
| CQuantConnect.Indicators.AverageDirectionalIndex | This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx |
| CQuantConnect.Indicators.AverageDirectionalMovementIndexRating | This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2 |
| CQuantConnect.Indicators.AverageRange | Represents the Average Range (AR) indicator, which calculates the average price range |
| CQuantConnect.Indicators.AverageTrueRange | The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems. This indicator computes the TrueRange and then smoothes the TrueRange over a given period |
| CQuantConnect.Indicators.AwesomeOscillator | The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, |
| CQuantConnect.Indicators.BalanceOfPower | This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close - Open) / (High - Low) |
| CQuantConnect.Indicators.BollingerBands | This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average |
| CQuantConnect.Indicators.ChaikinMoneyFlow | The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period |
| CQuantConnect.Indicators.ChandeKrollStop | This indicator computes the short stop and lower stop values of the Chande Kroll Stop Indicator. It is used to determine the optimal placement of a stop-loss order |
| CQuantConnect.Indicators.ChandeMomentumOscillator | This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss) |
| CQuantConnect.Indicators.ChoppinessIndex | The ChoppinessIndex indicator is an indicator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction) |
| CQuantConnect.Indicators.CommodityChannelIndex | Represents the traditional commodity channel index (CCI) |
| CQuantConnect.Indicators.ConnorsRelativeStrengthIndex | Represents the Connors Relative Strength Index (CRSI), a combination of the traditional Relative Strength Index (RSI), a Streak RSI (SRSI), and
Percent Rank. This index is designed to provide a more robust measure of market strength by combining momentum, streak behavior, and price change |
| CQuantConnect.Indicators.CoppockCurve | A momentum indicator developed by Edwin “Sedge” Coppock in October 1965. The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials. Source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve |
| CQuantConnect.Indicators.Delay | An indicator that delays its input for a certain period |
| CQuantConnect.Indicators.DeMarkerIndicator | In the DeMarker strategy, for some period of size N, set: |
| CQuantConnect.Indicators.DerivativeOscillator | Represents the Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogram to a double-smoothed relative strength index (RSI) |
| CQuantConnect.Indicators.DetrendedPriceOscillator | The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO does not extend to the last date because it is based on a displaced moving average. Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average. E.g.DPO(20) equals price 11 days ago less the 20-day SMA |
| CQuantConnect.Indicators.DonchianChannel | This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe |
| CQuantConnect.Indicators.DoubleExponentialMovingAverage | This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2 |
| CQuantConnect.Indicators.DualSymbolIndicator< T > | Base class for indicators that work with two different symbols and calculate an indicator based on them |
| CQuantConnect.Indicators.EaseOfMovementValue | This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA Source: https://www.investopedia.com/terms/e/easeofmovement.asp |
| CQuantConnect.Indicators.ExponentialMovingAverage | Represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history |
| CQuantConnect.Indicators.FisherTransform | The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability Distribution Function is approximately Gaussian. Once the Fisher transform is computed, the transformed data can then be analyzed in terms of it's deviation from the mean |
| CQuantConnect.Indicators.ForceIndex | The Force Index is calculated by comparing the current market price with the previous market price and multiplying its difference with the traded volume during a specific time period |
| CQuantConnect.Indicators.FractalAdaptiveMovingAverage | The Fractal Adaptive Moving Average (FRAMA) by John Ehlers |
| CQuantConnect.Indicators.HeikinAshi | This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0]) |
| CQuantConnect.Indicators.HullMovingAverage | Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html |
| CQuantConnect.Indicators.HurstExponent | Represents the Hurst Exponent indicator, which is used to measure the long-term memory of a time series |
| CQuantConnect.Indicators.IchimokuKinkoHyo | This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26) |
| CQuantConnect.Indicators.Identity | Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given |
| CQuantConnect.Indicators.InternalBarStrength | The InternalBarStrenght indicator is a measure of the relative position of a period's closing price to the same period's high and low. The IBS can be interpreted to predict a bullish signal when displaying a low value and a bearish signal when presenting a high value |
| CQuantConnect.Indicators.KeltnerChannels | This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average true range multiples away from the middle band.
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| CQuantConnect.Indicators.LeastSquaresMovingAverage | The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. Source: https://rtmath.net/assets/docs/finanalysis/html/b3fab79c-f4b2-40fb-8709-fdba43cdb363.htm |
| CQuantConnect.Indicators.LinearWeightedMovingAverage | Represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to the number of periods in the indicator |
| CQuantConnect.Indicators.LogReturn | Represents the LogReturn indicator (LOGR) |
| ►CQuantConnect.Indicators.MarketProfile | Represents an Indicator of the Market Profile and its attributes |
| CQuantConnect.Indicators.TimeProfile | Represents an Indicator of the Market Profile with Time Price Opportunity (TPO) mode and its attributes |
| CQuantConnect.Indicators.VolumeProfile | Represents an Indicator of the Market Profile with Volume Profile mode and its attributes |
| CQuantConnect.Indicators.MassIndex | The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey |
| CQuantConnect.Indicators.Maximum | Represents an indicator capable of tracking the maximum value and how many periods ago it occurred |
| CQuantConnect.Indicators.McClellanOscillator | The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods |
| CQuantConnect.Indicators.McClellanSummationIndex | The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator |
| CQuantConnect.Indicators.McGinleyDynamic | Represents the McGinley Dynamic (MGD) It is a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed |
| CQuantConnect.Indicators.MeanAbsoluteDeviation | This indicator computes the n-period mean absolute deviation |
| CQuantConnect.Indicators.MesaAdaptiveMovingAverage | Implements the Mesa Adaptive Moving Average (MAMA) indicator along with the following FAMA (Following Adaptive Moving Average) as a secondary indicator. The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average |
| CQuantConnect.Indicators.MidPoint | This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Value + Lowest Value) / 2 |
| CQuantConnect.Indicators.MidPrice | This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2 |
| CQuantConnect.Indicators.Minimum | Represents an indicator capable of tracking the minimum value and how many periods ago it occurred |
| CQuantConnect.Indicators.Momentum | This indicator computes the n-period change in a value using the following: value_0 - value_n |
| CQuantConnect.Indicators.MomersionIndicator | Oscillator indicator that measures momentum and mean-reversion over a specified period n. Source: Harris, Michael. "Momersion Indicator." Price Action Lab., 13 Aug. 2015. Web. http://www.priceactionlab.com/Blog/2015/08/momersion-indicator/ |
| CQuantConnect.Indicators.MoneyFlowIndex | The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure |
| ►CQuantConnect.Indicators.MovingAverageConvergenceDivergence | This indicator creates two moving averages defined on a base indicator and produces the difference between the fast and slow averages |
| ►CQuantConnect.Indicators.AbsolutePriceOscillator | This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i] |
| CQuantConnect.Indicators.PercentagePriceOscillator | This indicator computes the Percentage Price Oscillator (PPO) The Percentage Price Oscillator is calculated using the following formula: PPO[i] = 100 * (FastMA[i] - SlowMA[i]) / SlowMA[i] |
| CQuantConnect.Indicators.NormalizedAverageTrueRange | This indicator computes the Normalized Average True Range (NATR). The Normalized Average True Range is calculated with the following formula: NATR = (ATR(period) / Close) * 100 |
| CQuantConnect.Indicators.OnBalanceVolume | This indicator computes the On Balance Volume (OBV). The On Balance Volume is calculated by determining the price of the current close price and previous close price. If the current close price is equivalent to the previous price the OBV remains the same, If the current close price is higher the volume of that day is added to the OBV, while a lower close price will result in negative value |
| ►CQuantConnect.Indicators.OptionIndicatorBase | To provide a base class for option indicator |
| CQuantConnect.Indicators.ImpliedVolatility | Implied Volatility indicator that calculate the IV of an option using Black-Scholes Model |
| ►CQuantConnect.Indicators.OptionGreeksIndicatorBase | To provide a base class for option greeks indicator |
| CQuantConnect.Indicators.Delta | Option Delta indicator that calculate the delta of an option |
| CQuantConnect.Indicators.Gamma | Option Gamma indicator that calculate the gamma of an option |
| CQuantConnect.Indicators.Rho | Option Rho indicator that calculate the rho of an option |
| CQuantConnect.Indicators.Theta | Option Theta indicator that calculate the theta of an option |
| CQuantConnect.Indicators.Vega | Option Vega indicator that calculate the Vega of an option |
| CQuantConnect.Indicators.ParabolicStopAndReverse | Parabolic SAR Indicator Based on TA-Lib implementation |
| CQuantConnect.Indicators.PivotPointsHighLow | Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low |
| CQuantConnect.Indicators.PremierStochasticOscillator | Premier Stochastic Oscillator (PSO) Indicator implementation. This indicator combines a stochastic oscillator with exponential moving averages to provide a normalized output between -1 and 1, which can be useful for identifying trends and potential reversal points in the market |
| CQuantConnect.Indicators.PythonIndicator | Provides a wrapper for IndicatorBase<IBaseData> implementations written in python |
| ►CQuantConnect.Indicators.RateOfChange | This indicator computes the n-period rate of change in a value using the following: (value_0 - value_n) / value_n |
| ►CQuantConnect.Indicators.RateOfChangePercent | This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n |
| CQuantConnect.Indicators.MomentumPercent | This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n |
| CQuantConnect.Indicators.RateOfChangeRatio | This indicator computes the Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROCR = price / prevPrice |
| CQuantConnect.Indicators.RegressionChannel | The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html |
| CQuantConnect.Indicators.RelativeMovingAverage | Represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html |
| CQuantConnect.Indicators.RelativeStrengthIndex | Represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation |
| CQuantConnect.Indicators.RelativeVigorIndex | The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let: |
| CQuantConnect.Indicators.RelativeVigorIndexSignal | The signal for the Relative Vigor Index, itself an indicator |
| CQuantConnect.Indicators.RogersSatchellVolatility | This indicator computes the Rogers-Satchell Volatility It is an estimator for measuring the volatility of securities with an average return not equal to zero |
| CQuantConnect.Indicators.SchaffTrendCycle | This indicator creates the Schaff Trend Cycle |
| ►CQuantConnect.Indicators.SharpeRatio | Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe |
| CQuantConnect.Indicators.SortinoRatio | Calculation of the Sortino Ratio, a modification of the SharpeRatio |
| CQuantConnect.Indicators.SimpleMovingAverage | Represents the traditional simple moving average indicator (SMA) |
| CQuantConnect.Indicators.SmoothedOnBalanceVolume | The SmoothedOnBalanceVolume indicator is smoothed version of OnBalanceVolume This indicator computes the OnBalanceVolume and then smoothes it over a given period |
| CQuantConnect.Indicators.SqueezeMomentum | The SqueezeMomentum indicator calculates whether the market is in a "squeeze" condition, determined by comparing Bollinger Bands to Keltner Channels. When the Bollinger Bands are inside the Keltner Channels, the indicator returns 1 (squeeze on). Otherwise, it returns -1 (squeeze off) |
| CQuantConnect.Indicators.Stochastic | This indicator computes the Slow Stochastics K and D. The Fast Stochastics K is is computed by (Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period) multiplied by 100. Once the Fast Stochastics K is calculated the Slow Stochastic K is calculated by the average/smoothed price of of the Fast K with the given period. The Slow Stochastics D is then derived from the Slow Stochastics K with the given period |
| CQuantConnect.Indicators.StochasticRelativeStrengthIndex | Stochastic RSI, or simply StochRSI, is a technical analysis indicator used to determine whether an asset is overbought or oversold, as well as to identify current market trends. As the name suggests, the StochRSI is a derivative of the standard Relative Strength Index (RSI) and, as such, is considered an indicator of an indicator. It is a type of oscillator, meaning that it fluctuates above and below a center line |
| CQuantConnect.Indicators.Sum | Represents an indicator capable of tracking the sum for the given period |
| CQuantConnect.Indicators.SuperTrend | Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/ |
| CQuantConnect.Indicators.SwissArmyKnife | Swiss Army Knife indicator by John Ehlers |
| CQuantConnect.Indicators.T3MovingAverage | This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor); |
| CQuantConnect.Indicators.TargetDownsideDeviation | This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0 |
| CQuantConnect.Indicators.TimeSeriesForecast | Represents an indicator capable of predicting new values given previous data from a window. Source: https://tulipindicators.org/tsf |
| ►CQuantConnect.Indicators.TimeSeriesIndicator | The base class for any Time Series-type indicator, containing methods common to most of such models |
| CQuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): |
| CQuantConnect.Indicators.TriangularMovingAverage | This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following formula: (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1) (2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2) |
| CQuantConnect.Indicators.TripleExponentialMovingAverage | This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with the following formula: EMA1 = EMA(t,period) EMA2 = EMA(EMA(t,period),period) EMA3 = EMA(EMA(EMA(t,period),period),period) TEMA = 3 * EMA1 - 3 * EMA2 + EMA3 |
| CQuantConnect.Indicators.Trix | This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix |
| CQuantConnect.Indicators.TrueRange | This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low |
| CQuantConnect.Indicators.TrueStrengthIndex | This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school.stockcharts.com/doku.php?id=technical_indicators:true_strength_index |
| CQuantConnect.Indicators.UltimateOscillator | This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator |
| CQuantConnect.Indicators.ValueAtRisk | This indicator computes 1-day VaR for a specified confidence level and lookback period |
| CQuantConnect.Indicators.VariableIndexDynamicAverage | This indicator computes the n-period adaptive weighted moving average indicator. VIDYAi = Pricei x F x ABS(CMOi) + VIDYAi-1 x (1 - F x ABS(CMOi)) where: VIDYAi - is the value of the current period. Pricei - is the source price of the period being calculated. F = 2/(Period_EMA+1) - is a smoothing factor. ABS(CMOi) - is the absolute current value of CMO. VIDYAi-1 - is the value of the period immediately preceding the period being calculated |
| ►CQuantConnect.Indicators.Variance | This indicator computes the n-period population variance |
| CQuantConnect.Indicators.StandardDeviation | This indicator computes the n-period population standard deviation |
| CQuantConnect.Indicators.VolumeWeightedAveragePriceIndicator | Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price multiplied by number of shares traded) and then dividing by the total shares traded for the day |
| CQuantConnect.Indicators.VolumeWeightedMovingAverage | This indicator computes the Volume Weighted Moving Average (VWMA) It is a technical analysis indicator used by traders to determine the average price of an asset over a given period of time, taking into account both price and volume |
| CQuantConnect.Indicators.Vortex | Represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes components that capture positive (upward) and negative (downward) trend movements. This indicator compares the ranges within the current period to previous periods to calculate upward and downward movement trends |
| CQuantConnect.Indicators.WilderAccumulativeSwingIndex | This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems' |
| CQuantConnect.Indicators.WilderMovingAverage | Represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems |
| CQuantConnect.Indicators.WilderSwingIndex | This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems' |
| CQuantConnect.Indicators.WilliamsPercentR | Williams R, or just R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20% |
| CQuantConnect.Indicators.WindowIndicator< T > | Represents an indicator that acts on a rolling window of data |
| CQuantConnect.Indicators.ZeroLagExponentialMovingAverage | Represents the zero lag moving average indicator (ZLEMA) ie a technical indicator that aims is to eliminate the inherent lag associated to all trend following indicators which average a price over time |
| CQuantConnect.Indicators.ZigZag | The ZigZag indicator identifies significant turning points in price movements, filtering out noise using a sensitivity threshold and a minimum trend length. It alternates between high and low pivots to determine market trends |
| ►CQuantConnect.Algorithm.Framework.Alphas.IInsightScoreFunction | Abstraction in charge of scoring insights |
| CQuantConnect.Algorithm.Framework.Alphas.InsightScoreFunctionPythonWrapper | A python implementation insight evaluator wrapper |
| ►CQuantConnect.IIsolatorLimitResultProvider | Provides an abstraction for managing isolator limit results. This is originally intended to be used by the training feature to permit a single algorithm time loop to extend past the default of ten minutes |
| CQuantConnect.Lean.Engine.AlgorithmTimeLimitManager | Provides an implementation of IIsolatorLimitResultProvider that tracks the algorithm manager's time loops and enforces a maximum amount of time that each time loop may take to execute. The isolator uses the result provided by IsWithinLimit to determine if it should terminate the algorithm for violation of the imposed limits |
| ►CQuantConnect.Interfaces.IJobQueueHandler | Task requestor interface with cloud system |
| CQuantConnect.Queues.JobQueue | Implementation of local/desktop job request: |
| ►CQuantConnect.Interfaces.IMapFileProvider | Provides instances of MapFileResolver at run time |
| CQuantConnect.Data.Auxiliary.LocalDiskMapFileProvider | Provides a default implementation of IMapFileProvider that reads from the local disk |
| CQuantConnect.Data.Auxiliary.LocalZipMapFileProvider | Provides an implementation of IMapFileProvider that reads from a local zip file |
| ►CQuantConnect.Securities.IMarginCallModel | Represents the model responsible for picking which orders should be executed during a margin call |
| CQuantConnect.Python.MarginCallModelPythonWrapper | Provides a margin call model that wraps a PyObject object that represents the model responsible for picking which orders should be executed during a margin call |
| CQuantConnect.Securities.DefaultMarginCallModel | Represents the model responsible for picking which orders should be executed during a margin call |
| ►CQuantConnect.Securities.IMarginInterestRateModel | The responsability of this model is to apply margin interest rate cash flows to the portfolio |
| CQuantConnect.Python.MarginInterestRateModelPythonWrapper | Wraps a PyObject object that represents a security's margin interest rate model |
| ►CQuantConnect.Securities.CryptoFuture.BinanceFutureMarginInterestRateModel | The responsability of this model is to apply future funding rate cash flows to the portfolio based on open positions |
| CQuantConnect.Securities.CryptoFuture.BybitFutureMarginInterestRateModel | The responsibility of this model is to apply future funding rate cash flows to the portfolio based on open positions |
| ►CQuantConnect.Algorithm.Framework.Alphas.INamedModel | Provides a marker interface allowing models to define their own names. If not specified, the framework will use the model's type name. Implementation of this is not required unless you plan on running multiple models of the same type w/ different parameters |
| ►CQuantConnect.Algorithm.Framework.Alphas.AlphaModel | Provides a base class for alpha models |
| CQuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper | Provides an implementation of IAlphaModel that wraps a PyObject object |
| ►CQuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel | This alpha model is designed to accept every possible pair combination from securities selected by the universe selection model This model generates alternating long ratio/short ratio insights emitted as a group |
| CQuantConnect.Algorithm.Framework.Alphas.PearsonCorrelationPairsTradingAlphaModel | This alpha model is designed to rank every pair combination by its pearson correlation and trade the pair with the hightest correlation This model generates alternating long ratio/short ratio insights emitted as a group |
| CQuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel | Provides an implementation of IAlphaModel that combines multiple alpha models into a single alpha model and properly sets each insights 'SourceModel' property |
| CQuantConnect.Algorithm.Framework.Alphas.ConstantAlphaModel | Provides an implementation of IAlphaModel that always returns the same insight for each security |
| CQuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel | Alpha model that uses an EMA cross to create insights |
| CQuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel | Alpha model that uses historical returns to create insights |
| CQuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel | Defines a custom alpha model that uses MACD crossovers. The MACD signal line is used to generate up/down insights if it's stronger than the bounce threshold. If the MACD signal is within the bounce threshold then a flat price insight is returned |
| CQuantConnect.Algorithm.Framework.Alphas.NullAlphaModel | Provides a null implementation of an alpha model |
| CQuantConnect.Algorithm.Framework.Alphas.RsiAlphaModel | Uses Wilder's RSI to create insights. Using default settings, a cross over below 30 or above 70 will trigger a new insight |
| CQuantConnect.Securities.IndexOption.IndexOptionSymbol | Index Option Symbol |
| CQuantConnect.Securities.Index.IndexSymbol | Helper methods for Index Symbols |
| ►CIndicator | |
| CHilbertTransform | This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. <remark>Source: http://www.technicalanalysis.org.uk/moving-averages/Ehle.pdf</remark> |
| ►CQuantConnect.Indicators.IndicatorBase | Abstract Indicator base, meant to contain non-generic fields of indicator base to support non-typed inputs |
| CQuantConnect.Indicators.IndicatorBase< T > | Provides a base type for all indicators |
| ►CQuantConnect.Indicators.IndicatorBase< BaseData > | |
| CQuantConnect.Indicators.IntradayVwap | Defines the canonical intraday VWAP indicator |
| ►CQuantConnect.Indicators.IndicatorBase< IBaseData > | |
| CQuantConnect.Indicators.FilteredIdentity | Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given if it passes a filter condition |
| CQuantConnect.Indicators.PythonIndicator | Provides a wrapper for IndicatorBase<IBaseData> implementations written in python |
| ►CQuantConnect.Indicators.IndicatorBase< IBaseDataBar > | |
| CQuantConnect.Indicators.AccelerationBands | The Acceleration Bands created by Price Headley plots upper and lower envelope bands around a moving average |
| ►CQuantConnect.Indicators.BarIndicator | The BarIndicator is an indicator that accepts IBaseDataBar data as its input |
| CQuantConnect.Indicators.Alpha | In financial analysis, the Alpha indicator is used to measure the performance of an investment (such as a stock or ETF) relative to a benchmark index, often representing the broader market. Alpha indicates the excess return of the investment compared to the return of the benchmark index |
| CQuantConnect.Indicators.AroonOscillator | The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction |
| CQuantConnect.Indicators.AverageDirectionalIndex | This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx |
| CQuantConnect.Indicators.AverageDirectionalMovementIndexRating | This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2 |
| CQuantConnect.Indicators.AverageRange | Represents the Average Range (AR) indicator, which calculates the average price range |
| CQuantConnect.Indicators.AverageTrueRange | The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems. This indicator computes the TrueRange and then smoothes the TrueRange over a given period |
| CQuantConnect.Indicators.AwesomeOscillator | The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, |
| CQuantConnect.Indicators.BalanceOfPower | This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close - Open) / (High - Low) |
| CQuantConnect.Indicators.ChandeKrollStop | This indicator computes the short stop and lower stop values of the Chande Kroll Stop Indicator. It is used to determine the optimal placement of a stop-loss order |
| CQuantConnect.Indicators.ChoppinessIndex | The ChoppinessIndex indicator is an indicator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction) |
| CQuantConnect.Indicators.CommodityChannelIndex | Represents the traditional commodity channel index (CCI) |
| CQuantConnect.Indicators.DeMarkerIndicator | In the DeMarker strategy, for some period of size N, set: |
| CQuantConnect.Indicators.DonchianChannel | This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe |
| CQuantConnect.Indicators.DualSymbolIndicator< T > | Base class for indicators that work with two different symbols and calculate an indicator based on them |
| CQuantConnect.Indicators.FisherTransform | The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability Distribution Function is approximately Gaussian. Once the Fisher transform is computed, the transformed data can then be analyzed in terms of it's deviation from the mean |
| CQuantConnect.Indicators.FractalAdaptiveMovingAverage | The Fractal Adaptive Moving Average (FRAMA) by John Ehlers |
| CQuantConnect.Indicators.HeikinAshi | This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0]) |
| CQuantConnect.Indicators.IchimokuKinkoHyo | This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26) |
| CQuantConnect.Indicators.InternalBarStrength | The InternalBarStrenght indicator is a measure of the relative position of a period's closing price to the same period's high and low. The IBS can be interpreted to predict a bullish signal when displaying a low value and a bearish signal when presenting a high value |
| CQuantConnect.Indicators.KeltnerChannels | This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average true range multiples away from the middle band.
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| CQuantConnect.Indicators.MesaAdaptiveMovingAverage | Implements the Mesa Adaptive Moving Average (MAMA) indicator along with the following FAMA (Following Adaptive Moving Average) as a secondary indicator. The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average |
| CQuantConnect.Indicators.MidPrice | This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2 |
| CQuantConnect.Indicators.NormalizedAverageTrueRange | This indicator computes the Normalized Average True Range (NATR). The Normalized Average True Range is calculated with the following formula: NATR = (ATR(period) / Close) * 100 |
| CQuantConnect.Indicators.ParabolicStopAndReverse | Parabolic SAR Indicator Based on TA-Lib implementation |
| CQuantConnect.Indicators.PremierStochasticOscillator | Premier Stochastic Oscillator (PSO) Indicator implementation. This indicator combines a stochastic oscillator with exponential moving averages to provide a normalized output between -1 and 1, which can be useful for identifying trends and potential reversal points in the market |
| CQuantConnect.Indicators.RelativeVigorIndex | The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let: |
| CQuantConnect.Indicators.RogersSatchellVolatility | This indicator computes the Rogers-Satchell Volatility It is an estimator for measuring the volatility of securities with an average return not equal to zero |
| CQuantConnect.Indicators.SmoothedOnBalanceVolume | The SmoothedOnBalanceVolume indicator is smoothed version of OnBalanceVolume This indicator computes the OnBalanceVolume and then smoothes it over a given period |
| CQuantConnect.Indicators.SqueezeMomentum | The SqueezeMomentum indicator calculates whether the market is in a "squeeze" condition, determined by comparing Bollinger Bands to Keltner Channels. When the Bollinger Bands are inside the Keltner Channels, the indicator returns 1 (squeeze on). Otherwise, it returns -1 (squeeze off) |
| CQuantConnect.Indicators.Stochastic | This indicator computes the Slow Stochastics K and D. The Fast Stochastics K is is computed by (Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period) multiplied by 100. Once the Fast Stochastics K is calculated the Slow Stochastic K is calculated by the average/smoothed price of of the Fast K with the given period. The Slow Stochastics D is then derived from the Slow Stochastics K with the given period |
| CQuantConnect.Indicators.SuperTrend | Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/ |
| CQuantConnect.Indicators.TrueRange | This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low |
| CQuantConnect.Indicators.UltimateOscillator | This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator |
| CQuantConnect.Indicators.Vortex | Represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes components that capture positive (upward) and negative (downward) trend movements. This indicator compares the ranges within the current period to previous periods to calculate upward and downward movement trends |
| CQuantConnect.Indicators.WilliamsPercentR | Williams R, or just R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20% |
| CQuantConnect.Indicators.ZigZag | The ZigZag indicator identifies significant turning points in price movements, filtering out noise using a sensitivity threshold and a minimum trend length. It alternates between high and low pivots to determine market trends |
| CQuantConnect.Indicators.PivotPointsHighLow | Pivot Points (High/Low), also known as Bar Count Reversals, indicator. https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/pivot-points-high-low |
| ►CQuantConnect.Indicators.IndicatorBase< IndicatorDataPoint > | |
| ►CQuantConnect.Indicators.CompositeIndicator | This indicator is capable of wiring up two separate indicators into a single indicator such that the output of each will be sent to a user specified function |
| CQuantConnect.Indicators.ResetCompositeIndicator | Class that extends CompositeIndicator to execute a given action once is reset |
| CQuantConnect.Indicators.CoppockCurve | A momentum indicator developed by Edwin “Sedge” Coppock in October 1965. The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials. Source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve |
| CQuantConnect.Indicators.DetrendedPriceOscillator | The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO does not extend to the last date because it is based on a displaced moving average. Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average. E.g.DPO(20) equals price 11 days ago less the 20-day SMA |
| CQuantConnect.Indicators.DoubleExponentialMovingAverage | This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2 |
| CQuantConnect.Indicators.HullMovingAverage | Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html |
| ►CQuantConnect.Indicators.Indicator | Represents a type capable of ingesting a piece of data and producing a new piece of data. Indicators can be used to filter and transform data into a new, more informative form |
| CQuantConnect.Indicators.AugenPriceSpike | The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The Volatility Edge in Options Trading, Jeff Augen describes a method for tracking absolute price changes in terms of recent volatility, using the standard deviation |
| CQuantConnect.Indicators.BollingerBands | This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average |
| CQuantConnect.Indicators.ConnorsRelativeStrengthIndex | Represents the Connors Relative Strength Index (CRSI), a combination of the traditional Relative Strength Index (RSI), a Streak RSI (SRSI), and
Percent Rank. This index is designed to provide a more robust measure of market strength by combining momentum, streak behavior, and price change |
| CQuantConnect.Indicators.DerivativeOscillator | Represents the Derivative Oscillator Indicator, utilizing a moving average convergence-divergence (MACD) histogram to a double-smoothed relative strength index (RSI) |
| CQuantConnect.Indicators.ExponentialMovingAverage | Represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history |
| CQuantConnect.Indicators.HurstExponent | Represents the Hurst Exponent indicator, which is used to measure the long-term memory of a time series |
| CQuantConnect.Indicators.Identity | Represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given |
| CQuantConnect.Indicators.MovingAverageConvergenceDivergence | This indicator creates two moving averages defined on a base indicator and produces the difference between the fast and slow averages |
| CQuantConnect.Indicators.RegressionChannel | The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html |
| CQuantConnect.Indicators.RelativeMovingAverage | Represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html |
| CQuantConnect.Indicators.RelativeStrengthIndex | Represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation |
| CQuantConnect.Indicators.RelativeVigorIndexSignal | The signal for the Relative Vigor Index, itself an indicator |
| CQuantConnect.Indicators.SchaffTrendCycle | This indicator creates the Schaff Trend Cycle |
| CQuantConnect.Indicators.StochasticRelativeStrengthIndex | Stochastic RSI, or simply StochRSI, is a technical analysis indicator used to determine whether an asset is overbought or oversold, as well as to identify current market trends. As the name suggests, the StochRSI is a derivative of the standard Relative Strength Index (RSI) and, as such, is considered an indicator of an indicator. It is a type of oscillator, meaning that it fluctuates above and below a center line |
| CQuantConnect.Indicators.SwissArmyKnife | Swiss Army Knife indicator by John Ehlers |
| CQuantConnect.Indicators.TriangularMovingAverage | This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following formula: (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1) (2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2) |
| CQuantConnect.Indicators.Trix | This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix |
| CQuantConnect.Indicators.TrueStrengthIndex | This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school.stockcharts.com/doku.php?id=technical_indicators:true_strength_index |
| CQuantConnect.Indicators.WilderMovingAverage | Represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems |
| CQuantConnect.Indicators.MidPoint | This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Value + Lowest Value) / 2 |
| CQuantConnect.Indicators.OptionIndicatorBase | To provide a base class for option indicator |
| CQuantConnect.Indicators.SharpeRatio | Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe |
| CQuantConnect.Indicators.T3MovingAverage | This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor); |
| CQuantConnect.Indicators.TimeSeriesIndicator | The base class for any Time Series-type indicator, containing methods common to most of such models |
| CQuantConnect.Indicators.TripleExponentialMovingAverage | This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with the following formula: EMA1 = EMA(t,period) EMA2 = EMA(EMA(t,period),period) EMA3 = EMA(EMA(EMA(t,period),period),period) TEMA = 3 * EMA1 - 3 * EMA2 + EMA3 |
| CQuantConnect.Indicators.IndicatorBase< QuantConnect.Indicators.IndicatorDataPoint > | |
| ►CQuantConnect.Indicators.IndicatorBase< T > | |
| CQuantConnect.Indicators.ConstantIndicator< T > | An indicator that will always return the same value |
| CQuantConnect.Indicators.FunctionalIndicator< T > | The functional indicator is used to lift any function into an indicator. This can be very useful when trying to combine output of several indicators, or for expression a mathematical equation |
| CQuantConnect.Indicators.WindowIndicator< T > | Represents an indicator that acts on a rolling window of data |
| ►CQuantConnect.Indicators.IndicatorBase< TradeBar > | |
| ►CQuantConnect.Indicators.TradeBarIndicator | The TradeBarIndicator is an indicator that accepts TradeBar data as its input |
| CQuantConnect.Indicators.AccumulationDistribution | This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following formula: AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume |
| CQuantConnect.Indicators.AccumulationDistributionOscillator | This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD) |
| CQuantConnect.Indicators.AdvanceDeclineIndicator | The advance-decline indicator compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices |
| CQuantConnect.Indicators.ArmsIndex | The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume) |
| CQuantConnect.Indicators.ChaikinMoneyFlow | The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period |
| CQuantConnect.Indicators.EaseOfMovementValue | This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA Source: https://www.investopedia.com/terms/e/easeofmovement.asp |
| CQuantConnect.Indicators.ForceIndex | The Force Index is calculated by comparing the current market price with the previous market price and multiplying its difference with the traded volume during a specific time period |
| CQuantConnect.Indicators.MarketProfile | Represents an Indicator of the Market Profile and its attributes |
| CQuantConnect.Indicators.MassIndex | The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey |
| CQuantConnect.Indicators.McClellanOscillator | The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods |
| CQuantConnect.Indicators.McClellanSummationIndex | The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator |
| CQuantConnect.Indicators.MoneyFlowIndex | The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure |
| CQuantConnect.Indicators.OnBalanceVolume | This indicator computes the On Balance Volume (OBV). The On Balance Volume is calculated by determining the price of the current close price and previous close price. If the current close price is equivalent to the previous price the OBV remains the same, If the current close price is higher the volume of that day is added to the OBV, while a lower close price will result in negative value |
| CQuantConnect.Indicators.RelativeDailyVolume | The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a given time of day, measured as a ratio |
| CQuantConnect.Indicators.VolumeWeightedAveragePriceIndicator | Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price multiplied by number of shares traded) and then dividing by the total shares traded for the day |
| CQuantConnect.Indicators.VolumeWeightedMovingAverage | This indicator computes the Volume Weighted Moving Average (VWMA) It is a technical analysis indicator used by traders to determine the average price of an asset over a given period of time, taking into account both price and volume |
| CQuantConnect.Indicators.WilderAccumulativeSwingIndex | This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems' |
| CQuantConnect.Indicators.WilderSwingIndex | This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems' |
| CQuantConnect.Messages.IndicatorDataPoint | Provides user-facing messages for the Indicators.IndicatorDataPoint class and its consumers or related classes |
| CQuantConnect.Indicators.IndicatorExtensions | Provides extension methods for Indicator |
| CQuantConnect.Indicators.IndicatorResult | Represents the result of an indicator's calculations |
| CQuantConnect.Securities.Futures.Indices | Indices group |
| CQuantConnect.Lean.Engine.Initializer | Helper class to initialize a Lean engine |
| ►CQuantConnect.Securities.InitialMargin | Result type for IBuyingPowerModel.GetInitialMarginRequirement and IBuyingPowerModel.GetInitialMarginRequiredForOrder |
| CQuantConnect.Securities.OptionInitialMargin | Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement |
| CQuantConnect.Messages.InitialMarginParameters | Provides user-facing messages for the Securities.InitialMarginParameters class and its consumers or related classes |
| CQuantConnect.Securities.InitialMarginParameters | Parameters for IBuyingPowerModel.GetInitialMarginRequirement |
| CQuantConnect.Securities.InitialMarginRequiredForOrderParameters | Defines the parameters for BuyingPowerModel.GetInitialMarginRequiredForOrder |
| ►CQuantConnect.Algorithm.Framework.INotifiedSecurityChanges | Types implementing this interface will be called when the algorithm's set of securities changes |
| ►CQuantConnect.Algorithm.Framework.Alphas.IAlphaModel | Algorithm framework model that produces insights |
| CQuantConnect.Algorithm.Framework.Alphas.AlphaModel | Provides a base class for alpha models |
| ►CQuantConnect.Algorithm.Framework.Execution.IExecutionModel | Algorithm framework model that executes portfolio targets |
| ►CQuantConnect.Algorithm.Framework.Execution.ExecutionModel | Provides a base class for execution models |
| CQuantConnect.Algorithm.Framework.Execution.ExecutionModelPythonWrapper | Provides an implementation of IExecutionModel that wraps a PyObject object |
| CQuantConnect.Algorithm.Framework.Execution.ImmediateExecutionModel | Provides an implementation of IExecutionModel that immediately submits market orders to achieve the desired portfolio targets |
| CQuantConnect.Algorithm.Framework.Execution.NullExecutionModel | Provides an implementation of IExecutionModel that does nothing |
| CQuantConnect.Algorithm.Framework.Execution.SpreadExecutionModel | Execution model that submits orders while the current spread is in desirably tight extent |
| CQuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel | Execution model that submits orders while the current market prices is at least the configured number of standard deviations away from the mean in the favorable direction (below/above for buy/sell respectively) |
| CQuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel | Execution model that submits orders while the current market price is more favorable that the current volume weighted average price |
| ►CQuantConnect.Algorithm.Framework.Portfolio.IPortfolioConstructionModel | Algorithm framework model that |
| CQuantConnect.Algorithm.Framework.Portfolio.AlphaStreamsPortfolioConstructionModel | Base alpha streams portfolio construction model |
| ►CQuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel | Provides a base class for portfolio construction models |
| CQuantConnect.Algorithm.Framework.Portfolio.AccumulativeInsightPortfolioConstructionModel | Provides an implementation of IPortfolioConstructionModel that allocates percent of account to each insight, defaulting to 3%. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. By default, no rebalancing shall be done. Rules: |
| CQuantConnect.Algorithm.Framework.Portfolio.BlackLittermanOptimizationPortfolioConstructionModel | Provides an implementation of Black-Litterman portfolio optimization. The model adjusts equilibrium market returns by incorporating views from multiple alpha models and therefore to get the optimal risky portfolio reflecting those views. If insights of all alpha models have None magnitude or there are linearly dependent vectors in link matrix of views, the expected return would be the implied excess equilibrium return. The interval of weights in optimization method can be changed based on the long-short algorithm. The default model uses the 0.0025 as weight-on-views scalar parameter tau. The optimization method maximizes the Sharpe ratio with the weight range from -1 to 1 |
| ►CQuantConnect.Algorithm.Framework.Portfolio.EqualWeightingPortfolioConstructionModel | Provides an implementation of IPortfolioConstructionModel that gives equal weighting to all securities. The target percent holdings of each security is 1/N where N is the number of securities. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned |
| ►CQuantConnect.Algorithm.Framework.Portfolio.InsightWeightingPortfolioConstructionModel | Provides an implementation of IPortfolioConstructionModel that generates percent targets based on the Insight.Weight. The target percent holdings of each Symbol is given by the Insight.Weight from the last active Insight for that symbol. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. If the sum of all the last active Insight per symbol is bigger than 1, it will factor down each target percent holdings proportionally so the sum is 1. It will ignore Insight that have no Insight.Weight value |
| CQuantConnect.Algorithm.Framework.Portfolio.ConfidenceWeightedPortfolioConstructionModel | Provides an implementation of IPortfolioConstructionModel that generates percent targets based on the Insight.Confidence. The target percent holdings of each Symbol is given by the Insight.Confidence from the last active Insight for that symbol. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. If the sum of all the last active Insight per symbol is bigger than 1, it will factor down each target percent holdings proportionally so the sum is 1. It will ignore Insight that have no Insight.Confidence value |
| CQuantConnect.Algorithm.Framework.Portfolio.SectorWeightingPortfolioConstructionModel | Provides an implementation of IPortfolioConstructionModel that generates percent targets based on the CompanyReference.IndustryTemplateCode. The target percent holdings of each sector is 1/S where S is the number of sectors and the target percent holdings of each security is 1/N where N is the number of securities of each sector. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. It will ignore Insight for symbols that have no CompanyReference.IndustryTemplateCode value |
| CQuantConnect.Algorithm.Framework.Portfolio.MeanReversionPortfolioConstructionModel | Implementation of On-Line Moving Average Reversion (OLMAR) |
| CQuantConnect.Algorithm.Framework.Portfolio.MeanVarianceOptimizationPortfolioConstructionModel | Provides an implementation of Mean-Variance portfolio optimization based on modern portfolio theory. The interval of weights in optimization method can be changed based on the long-short algorithm. The default model uses the last three months daily price to calculate the optimal weight with the weight range from -1 to 1 and minimize the portfolio variance with a target return of 2% |
| CQuantConnect.Algorithm.Framework.Portfolio.NullPortfolioConstructionModel | Provides an implementation of IPortfolioConstructionModel that does nothing |
| CQuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModelPythonWrapper | Provides an implementation of IPortfolioConstructionModel that wraps a PyObject object |
| CQuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioConstructionModel | Risk Parity Portfolio Construction Model |
| ►CQuantConnect.Algorithm.Framework.Risk.IRiskManagementModel | Algorithm framework model that manages an algorithm's risk/downside |
| ►CQuantConnect.Algorithm.Framework.Risk.RiskManagementModel | Provides a base class for risk management models |
| CQuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel | Provides an implementation of IRiskManagementModel that combines multiple risk models into a single risk management model and properly sets each insights 'SourceModel' property |
| CQuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPerSecurity | Provides an implementation of IRiskManagementModel that limits the drawdown per holding to the specified percentage |
| CQuantConnect.Algorithm.Framework.Risk.MaximumDrawdownPercentPortfolio | Provides an implementation of IRiskManagementModel that limits the drawdown of the portfolio to the specified percentage. Once this is triggered the algorithm will need to be manually restarted |
| CQuantConnect.Algorithm.Framework.Risk.MaximumSectorExposureRiskManagementModel | Provides an implementation of IRiskManagementModel that limits the sector exposure to the specified percentage |
| CQuantConnect.Algorithm.Framework.Risk.MaximumUnrealizedProfitPercentPerSecurity | Provides an implementation of IRiskManagementModel that limits the unrealized profit per holding to the specified percentage |
| CQuantConnect.Algorithm.Framework.Risk.NullRiskManagementModel | Provides an implementation of IRiskManagementModel that does nothing |
| CQuantConnect.Algorithm.Framework.Risk.RiskManagementModelPythonWrapper | Provides an implementation of IRiskManagementModel that wraps a PyObject object |
| CQuantConnect.Algorithm.Framework.Risk.TrailingStopRiskManagementModel | Provides an implementation of IRiskManagementModel that limits the maximum possible loss measured from the highest unrealized profit |
| ►CINotifyCollectionChanged | |
| CQuantConnect.Data.UniverseSelection.UserDefinedUniverse | Represents the universe defined by the user's algorithm. This is the default universe where manually added securities live by market/security type. They can also be manually generated and can be configured to fire on certain interval and will always return the internal list of symbols |
| CQuantConnect.Securities.SecurityManager | Enumerable security management class for grouping security objects into an array and providing any common properties |
| CQuantConnect.Securities.UniverseManager | Manages the algorithm's collection of universes |
| CQuantConnect.Algorithm.Framework.Alphas.Insight | Defines a alpha prediction for a single symbol generated by the algorithm |
| CQuantConnect.Messages.Insight | Provides user-facing messages for the Algorithm.Framework.Alphas.Insight class and its consumers or related classes |
| CQuantConnect.Messages.InsightManager | Provides user-facing messages for the Algorithm.Framework.Alphas.Analysis.InsightManager class and its consumers or related classes |
| CQuantConnect.Algorithm.Framework.Alphas.InsightScore | Defines the scores given to a particular insight |
| CQuantConnect.Messages.InsightScore | Provides user-facing messages for the Algorithm.Framework.Alphas.InsightScore class and its consumers or related classes |
| CQuantConnect.Messages.InteractiveBrokersBrokerageModel | Provides user-facing messages for the Brokerages.InteractiveBrokersBrokerageModel class and its consumers or related classes |
| CQuantConnect.Messages.InteractiveBrokersFeeModel | Provides user-facing messages for the Orders.Fees.InteractiveBrokersFeeModel class and its consumers or related classes |
| CQuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager | Class in charge of handling Leans internal subscriptions |
| CQuantConnect.Data.Custom.Intrinio.IntrinioConfig | Auxiliary class to access all Intrinio API data |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources | Intrinio Data Source |
| CQuantConnect.Messages.InvalidTokenPythonExceptionInterpreter | Provides user-facing messages for the Exceptions.InvalidTokenPythonExceptionInterpreter class and its consumers or related classes |
| ►CQuantConnect.Optimizer.Strategies.IOptimizationStrategy | Defines the optimization settings, direction, solution and exit, i.e. optimization strategy |
| ►CQuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy | Base class for any optimization built on top of brute force optimization method |
| CQuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy | Advanced brute-force strategy with search in-depth for best solution on previous step |
| CQuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy | Find the best solution in first generation |
| ►CQuantConnect.Securities.Option.IOptionAssignmentModel | The option assignment model emulates exercising of short option positions in the portfolio |
| CQuantConnect.Python.OptionAssignmentModelPythonWrapper | Python wrapper for custom option assignment models |
| CQuantConnect.Securities.Option.DefaultOptionAssignmentModel | The option assignment model emulates exercising of short option positions in the portfolio. Simulator implements basic no-arb argument: when time value of the option contract is close to zero it assigns short legs getting profit close to expiration dates in deep ITM positions. User algorithm then receives assignment event from LEAN. Simulator randomly scans for arbitrage opportunities every two hours or so |
| CQuantConnect.Securities.Option.NullOptionAssignmentModel | The null option assignment model, that will disable automatic order assignment |
| ►CQuantConnect.Interfaces.IOptionChainProvider | Provides the full option chain for a given underlying |
| CQuantConnect.Lean.Engine.DataFeeds.BacktestingOptionChainProvider | An implementation of IOptionChainProvider that reads the list of contracts from open interest zip data files |
| CQuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider | An implementation of IOptionChainProvider that will cache by date option contracts returned by another option chain provider |
| CQuantConnect.Securities.Option.EmptyOptionChainProvider | An implementation of IOptionChainProvider that always returns an empty list of contracts |
| ►CQuantConnect.Orders.OptionExercise.IOptionExerciseModel | Represents a model that simulates option exercise and lapse events |
| CQuantConnect.Orders.OptionExercise.DefaultExerciseModel | Represents the default option exercise model (physical, cash settlement) |
| CQuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper | Python wrapper for custom option exercise models |
| ►CQuantConnect.Securities.Option.StrategyMatcher.IOptionPositionCollectionEnumerator | Enumerates an OptionPositionCollection. The intent is to evaluate positions that may be more important sooner. Positions appearing earlier in the enumeration are evaluated before positions showing later. This effectively prioritizes individual positions. This should not be used filter filtering, but it could also be used to split a position, for example a position with 10 could be changed to two 5s and they don't need to be enumerated back to-back either. In this way you could prioritize the first 5 and then delay matching of the final 5 |
| CQuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator | Stub class providing an idea towards an optimal IOptionPositionCollectionEnumerator implementation that still needs to be implemented |
| CQuantConnect.Securities.Option.StrategyMatcher.DefaultOptionPositionCollectionEnumerator | Provides a default implementation of the IOptionPositionCollectionEnumerator abstraction |
| CQuantConnect.Securities.Option.StrategyMatcher.FunctionalOptionPositionCollectionEnumerator | Provides a functional implementation of IOptionPositionCollectionEnumerator |
| ►CQuantConnect.Securities.Option.IOptionPriceModel | Defines a model used to calculate the theoretical price of an option contract |
| CQuantConnect.Securities.Option.CurrentPriceOptionPriceModel | Provides a default implementation of IOptionPriceModel that does not compute any greeks and uses the current price for the theoretical price |
| CQuantConnect.Securities.Option.QLOptionPriceModel | Provides QuantLib(QL) implementation of IOptionPriceModel to support major option pricing models, available in QL |
| ►CQuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyDefinitionEnumerator | Enumerates OptionStrategyDefinition for the purposes of providing a bias towards definitions that are more favorable to be matched before matching less favorable definitions |
| CQuantConnect.Securities.Option.StrategyMatcher.DescendingByLegCountOptionStrategyDefinitionEnumerator | Provides an implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions requiring more leg matches first. This ensures more complex definitions are evaluated before simpler definitions |
| CQuantConnect.Securities.Option.StrategyMatcher.IdentityOptionStrategyDefinitionEnumerator | Provides a default implementation of IOptionStrategyDefinitionEnumerator that enumerates definitions according to the order that they were provided to OptionStrategyMatcherOptions |
| ►CQuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyLegPredicateReferenceValue | When decoding leg predicates, we extract the value we're comparing against If we're comparing against another leg's value (such as legs[0].Strike), then we'll create a OptionStrategyLegPredicateReferenceValue. If we're comparing against a literal/constant value, then we'll create a ConstantOptionStrategyLegPredicateReferenceValue. These reference values are used to slice the OptionPositionCollection to only include positions matching the predicate |
| CQuantConnect.Securities.Option.StrategyMatcher.ConstantOptionStrategyLegPredicateReferenceValue< T > | Provides an implementation of IOptionStrategyLegPredicateReferenceValue that represents a constant value |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicateReferenceValue | Provides an implementation of IOptionStrategyLegPredicateReferenceValue that references an option leg from the list of already matched legs by index. The property referenced is defined by PredicateTargetValue |
| ►CQuantConnect.Securities.Option.StrategyMatcher.IOptionStrategyMatchObjectiveFunction | Evaluates the provided match to assign an objective score. Higher scores are better |
| CQuantConnect.Securities.Option.StrategyMatcher.UnmatchedPositionCountOptionStrategyMatchObjectiveFunction | Provides an implementation of IOptionStrategyMatchObjectiveFunction that evaluates the number of unmatched positions, in number of contracts, giving precedence to solutions that have fewer unmatched contracts |
| CQuantConnect.Brokerages.IOrderBookUpdater< K, V > | Represents an orderbook updater interface for a security. Provides the ability to update orderbook price level and to be alerted about updates |
| ►CQuantConnect.Brokerages.IOrderBookUpdater< decimal, decimal > | |
| CQuantConnect.Brokerages.DefaultOrderBook | Represents a full order book for a security. It contains prices and order sizes for each bid and ask level. The best bid and ask prices are also kept up to date |
| ►CQuantConnect.Securities.IOrderEventProvider | Represents a type with a new OrderEvent event EventHandler |
| ►CQuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler | Transaction handlers define how the transactions are processed and set the order fill information. The pass this information back to the algorithm portfolio and ensure the cash and portfolio are synchronized |
| ►CQuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler | Transaction handler for all brokerages |
| CQuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler | This transaction handler is used for processing transactions during backtests |
| ►CQuantConnect.Interfaces.IOrderProperties | Contains additional properties and settings for an order |
| ►CQuantConnect.Orders.OrderProperties | Contains additional properties and settings for an order |
| CQuantConnect.Orders.AlpacaOrderProperties | Provides an implementation of the OrderProperties specific to Alpaca order |
| CQuantConnect.Orders.BinanceOrderProperties | Contains additional properties and settings for an order submitted to Binance brokerage |
| CQuantConnect.Orders.BitfinexOrderProperties | Contains additional properties and settings for an order submitted to Bitfinex brokerage |
| CQuantConnect.Orders.CharlesSchwabOrderProperties | Contains additional properties and settings for an order submitted to Charles Schwab brokerage |
| ►CQuantConnect.Orders.CoinbaseOrderProperties | Contains additional properties and settings for an order submitted to Coinbase brokerage |
| CQuantConnect.Orders.GDAXOrderProperties | Contains additional properties and settings for an order submitted to GDAX brokerage |
| CQuantConnect.Orders.EzeOrderProperties | Contains additional properties and settings for an order submitted to EZE brokerage |
| ►CQuantConnect.Orders.FixOrderProperites | FIX (Financial Information Exchange) order properties |
| CQuantConnect.Orders.TradingTechnologiesOrderProperties | Trading Technologies order properties |
| CQuantConnect.Orders.FTXOrderProperties | Contains additional properties and settings for an order submitted to FTX brokerage |
| CQuantConnect.Orders.IndiaOrderProperties | Contains additional properties and settings for an order submitted to Indian Brokerages |
| CQuantConnect.Orders.InteractiveBrokersOrderProperties | Contains additional properties and settings for an order submitted to Interactive Brokers |
| CQuantConnect.Orders.KrakenOrderProperties | Kraken order properties |
| CQuantConnect.Orders.RBIOrderProperties | RBI order properties |
| CQuantConnect.Orders.TDAmeritradeOrderProperties | TDAmeritrade order properties |
| CQuantConnect.Orders.TerminalLinkOrderProperties | The terminal link order properties |
| CQuantConnect.Orders.TradeStationOrderProperties | Represents the properties of an order in TradeStation |
| CQuantConnect.Orders.WolverineOrderProperties | Wolverine order properties |
| ►CQuantConnect.Securities.IOrderProvider | Represents a type capable of fetching Order instances by its QC order id or by a brokerage id |
| ►CQuantConnect.Securities.IOrderProcessor | Represents a type capable of processing orders |
| CQuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler | Transaction handlers define how the transactions are processed and set the order fill information. The pass this information back to the algorithm portfolio and ensure the cash and portfolio are synchronized |
| CQuantConnect.Securities.SecurityTransactionManager | Algorithm Transactions Manager - Recording Transactions |
| ►CQuantConnect.Algorithm.Framework.Portfolio.IPortfolioOptimizer | Interface for portfolio optimization algorithms |
| CQuantConnect.Algorithm.Framework.Portfolio.MaximumSharpeRatioPortfolioOptimizer | Provides an implementation of a portfolio optimizer that maximizes the portfolio Sharpe Ratio. The interval of weights in optimization method can be changed based on the long-short algorithm. The default model uses flat risk free rate and weight for an individual security range from -1 to 1 |
| CQuantConnect.Algorithm.Framework.Portfolio.MinimumVariancePortfolioOptimizer | Provides an implementation of a minimum variance portfolio optimizer that calculate the optimal weights with the weight range from -1 to 1 and minimize the portfolio variance with a target return of 2% |
| CQuantConnect.Algorithm.Framework.Portfolio.PortfolioOptimizerPythonWrapper | Python wrapper for custom portfolio optimizer |
| CQuantConnect.Algorithm.Framework.Portfolio.RiskParityPortfolioOptimizer | Provides an implementation of a risk parity portfolio optimizer that calculate the optimal weights with the weight range from 0 to 1 and equalize the risk carried by each asset |
| CQuantConnect.Algorithm.Framework.Portfolio.UnconstrainedMeanVariancePortfolioOptimizer | Provides an implementation of a portfolio optimizer with unconstrained mean variance |
| ►CQuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget | Represents a portfolio target. This may be a percentage of total portfolio value or it may be a fixed number of shares |
| CQuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget | Provides an implementation of IPortfolioTarget that specifies a specified quantity of a security to be held by the algorithm |
| ►CQuantConnect.Securities.Positions.IPosition | Defines a position for inclusion in a group |
| CQuantConnect.Securities.Positions.Position | Defines a quantity of a security's holdings for inclusion in a position group |
| ►CQuantConnect.Securities.Positions.IPositionGroupResolver | Resolves position groups from a collection of positions |
| CQuantConnect.Securities.Positions.CompositePositionGroupResolver | Provides an implementation of IPositionGroupResolver that invokes multiple wrapped implementations in succession. Each successive call to IPositionGroupResolver.Resolve will receive the remaining positions that have yet to be grouped. Any non-grouped positions are placed into identity groups |
| CQuantConnect.Securities.Positions.OptionStrategyPositionGroupResolver | Class in charge of resolving option strategy groups which will use the OptionStrategyPositionGroupBuyingPowerModel |
| CQuantConnect.Securities.Positions.SecurityPositionGroupResolver | Provides an implementation of IPositionGroupResolver that places all positions into a default group of one security |
| ►CQuantConnect.ToolBox.RandomDataGenerator.IPriceGenerator | Defines a type capable of producing random prices |
| CQuantConnect.ToolBox.RandomDataGenerator.OptionPriceModelPriceGenerator | Pricing model used to determine the fair price or theoretical value for a call or a put option price by default using the Black-Scholes-Merton model |
| CQuantConnect.ToolBox.RandomDataGenerator.RandomPriceGenerator | Random pricing model used to determine the fair price or theoretical value for a call or a put option |
| ►CQuantConnect.Securities.IPriceVariationModel | Gets the minimum price variation of a given security |
| CQuantConnect.Securities.AdjustedPriceVariationModel | Provides an implementation of IPriceVariationModel for use when data is DataNormalizationMode.Adjusted |
| CQuantConnect.Securities.IndexOption.IndexOptionPriceVariationModel | The index option price variation model |
| ►CQuantConnect.Securities.SecurityPriceVariationModel | Provides default implementation of IPriceVariationModel for use in defining the minimum price variation |
| CQuantConnect.Securities.EquityPriceVariationModel | Provides an implementation of IPriceVariationModel for use in defining the minimum price variation for a given equity under Regulation NMS – Rule 612 (a.k.a – the “sub-penny rule”) |
| ►CQuantConnect.Interfaces.IPrimaryExchangeProvider | Primary Exchange Provider interface |
| CQuantConnect.Data.Auxiliary.MapFilePrimaryExchangeProvider | Implementation of IPrimaryExchangeProvider from map files |
| ►CQuantConnect.Securities.Option.IQLDividendYieldEstimator | Defines QuantLib dividend yield estimator for option pricing model. User may define his own estimators, including those forward and backward looking ones |
| CQuantConnect.Securities.Option.ConstantQLDividendYieldEstimator | Class implements default flat dividend yield curve estimator, implementing IQLDividendYieldEstimator.
|
| ►CQuantConnect.Securities.Option.IQLRiskFreeRateEstimator | Defines QuantLib risk free rate estimator for option pricing model |
| CQuantConnect.Securities.Option.ConstantQLRiskFreeRateEstimator | Class implements default flat risk free curve, implementing IQLRiskFreeRateEstimator |
| CQuantConnect.Securities.Option.FedRateQLRiskFreeRateEstimator | Class implements Fed's US primary credit rate as risk free rate, implementing IQLRiskFreeRateEstimator |
| ►CQuantConnect.Securities.Option.IQLUnderlyingVolatilityEstimator | Defines QuantLib underlying volatility estimator for option pricing model. User may define his own estimators, including those forward and backward looking ones |
| CQuantConnect.Securities.Option.ConstantQLUnderlyingVolatilityEstimator | Class implements default underlying constant volatility estimator (IQLUnderlyingVolatilityEstimator.), that projects the underlying own volatility model into corresponding option pricing model |
| ►CQuantConnect.ToolBox.RandomDataGenerator.IRandomValueGenerator | Defines a type capable of producing random values for use in random data generation |
| CQuantConnect.ToolBox.RandomDataGenerator.RandomValueGenerator | Provides an implementation of IRandomValueGenerator that uses Random to generate random values |
| ►CIReadOnlyCollection | |
| ►CQuantConnect.Securities.Positions.IPositionGroup | Defines a group of positions allowing for more efficient use of portfolio margin |
| CQuantConnect.Securities.Positions.PositionGroup | Provides a default implementation of IPositionGroup |
| CQuantConnect.Securities.Positions.PositionGroupCollection | Provides a collection type for IPositionGroup |
| CQuantConnect.Util.IReadOnlyRef< out out T > | Represents a read-only reference to any value, T |
| CQuantConnect.Util.IReadOnlyRef< bool > | |
| ►CQuantConnect.Util.IReadOnlyRef< T > | |
| CQuantConnect.Util.Ref< T > | Represents a reference to any value, T |
| CQuantConnect.Util.IReadOnlyRef< TimeSpan > | |
| ►CQuantConnect.Indicators.IReadOnlyWindow< T > | |
| CQuantConnect.Indicators.RollingWindow< T > | This is a window that allows for list access semantics, where this[0] refers to the most recent item in the window and this[Count-1] refers to the last item in the window |
| ►CQuantConnect.Util.RateLimit.IRefillStrategy | Provides a strategy for making tokens available for consumption in the ITokenBucket |
| CQuantConnect.Util.RateLimit.FixedIntervalRefillStrategy | Provides a refill strategy that has a constant, quantized refill rate. For example, after 1 minute passes add 5 units. If 59 seconds has passed, it will add zero unit, but if 2 minutes have passed, then 10 units would be added |
| ►CQuantConnect.Securities.IRegisteredSecurityDataTypesProvider | Provides the set of base data types registered in the algorithm |
| CQuantConnect.Securities.RegisteredSecurityDataTypesProvider | Provides an implementation of IRegisteredSecurityDataTypesProvider that permits the consumer to modify the expected types |
| CQuantConnect.Interfaces.IRegressionAlgorithmDefinition | Defines a C# algorithm as a regression algorithm to be run as part of the test suite. This interface also allows the algorithm to declare that it has versions in other languages that should yield identical results |
| CQuantConnect.Interfaces.IRegressionResearchDefinition | Defines interface for research notebooks to be run as part of the research test suite |
| ►CQuantConnect.Data.IRiskFreeInterestRateModel | Represents a model that provides risk free interest rate data |
| CQuantConnect.Data.ConstantRiskFreeRateInterestRateModel | Constant risk free rate interest rate model |
| CQuantConnect.Data.FuncRiskFreeRateInterestRateModel | Constant risk free rate interest rate model |
| CQuantConnect.Data.InterestRateProvider | Fed US Primary Credit Rate at given date |
| CQuantConnect.Python.RiskFreeInterestRateModelPythonWrapper | Wraps a PyObject object that represents a risk-free interest rate model |
| ►CQuantConnect.Securities.Interfaces.ISecurityDataFilter | Security data filter interface. Defines pattern for the user defined data filter techniques |
| ►CQuantConnect.Securities.SecurityDataFilter | Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks |
| CQuantConnect.Securities.Cfd.CfdDataFilter | CFD packet by packet data filtering mechanism for dynamically detecting bad ticks |
| CQuantConnect.Securities.Equity.EquityDataFilter | Equity security type data filter |
| CQuantConnect.Securities.Forex.ForexDataFilter | Forex packet by packet data filtering mechanism for dynamically detecting bad ticks |
| CQuantConnect.Securities.Index.IndexDataFilter | Index packet by packet data filtering mechanism for dynamically detecting bad ticks |
| CQuantConnect.Securities.Option.OptionDataFilter | Option packet by packet data filtering mechanism for dynamically detecting bad ticks |
| CQuantConnect.Securities.SecurityDataFilterPythonWrapper | Python Wrapper for custom security data filters from Python |
| ►CQuantConnect.Securities.ISecurityInitializer | Represents a type capable of initializing a new security |
| CQuantConnect.Python.SecurityInitializerPythonWrapper | Wraps a PyObject object that represents a type capable of initializing a new security |
| CQuantConnect.Securities.BrokerageModelSecurityInitializer | Provides an implementation of ISecurityInitializer that initializes a security by settings the Security.FillModel, Security.FeeModel, Security.SlippageModel, and the Security.SettlementModel properties |
| CQuantConnect.Securities.CompositeSecurityInitializer | Provides an implementation of ISecurityInitializer that executes each initializer in order |
| CQuantConnect.Securities.FuncSecurityInitializer | Provides a functional implementation of ISecurityInitializer |
| ►CQuantConnect.Interfaces.ISecurityInitializerProvider | Reduced interface which provides an instance which implements ISecurityInitializer |
| CQuantConnect.Interfaces.IAlgorithm | Interface for QuantConnect algorithm implementations. All algorithms must implement these basic members to allow interaction with the Lean Backtesting Engine |
| CQuantConnect.ToolBox.RandomDataGenerator.SecurityInitializerProvider | |
| ►CQuantConnect.Securities.ISecurityPortfolioModel | Performs order fill application to portfolio |
| ►CQuantConnect.Securities.SecurityPortfolioModel | Provides a default implementation of ISecurityPortfolioModel that simply applies the fills to the algorithm's portfolio. This implementation is intended to handle all security types |
| CQuantConnect.Securities.Option.OptionPortfolioModel | Provides an implementation of ISecurityPortfolioModel for options that supports default fills as well as option exercising |
| ►CQuantConnect.Interfaces.ISecurityPrice | Reduced interface which allows setting and accessing price properties for a Security |
| ►CQuantConnect.Interfaces.IOptionPrice | Reduced interface for accessing Option specific price properties and methods |
| CQuantConnect.Securities.Option.Option | Option Security Object Implementation for Option Assets |
| CQuantConnect.Securities.Security | A base vehicle properties class for providing a common interface to all assets in QuantConnect |
| ►CQuantConnect.Securities.ISecurityProvider | Represents a type capable of fetching the holdings for the specified symbol |
| CQuantConnect.Securities.SecurityPortfolioManager | Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects |
| ►CQuantConnect.Securities.ISecuritySeeder | Used to seed the security with the correct price |
| CQuantConnect.Securities.FuncSecuritySeeder | Seed a security price from a history function |
| ►CQuantConnect.Interfaces.ISecurityService | This interface exposes methods for creating a new Security |
| CQuantConnect.Securities.SecurityService | This class implements interface ISecurityService providing methods for creating new Security |
| ►CQuantConnect.ISeriesPoint | Single chart series point/bar data |
| CQuantConnect.Candlestick | Single candlestick for a candlestick chart |
| ►CQuantConnect.ChartPoint | Single Chart Point Value Type for QCAlgorithm.Plot(); |
| CQuantConnect.ScatterChartPoint | A chart point for a scatter series plot |
| ►CISet | |
| CQuantConnect.Util.ConcurrentSet< T > | Provides a thread-safe set collection that mimics the behavior of HashSet<T> and will be keep insertion order |
| ►CQuantConnect.Securities.ISettlementModel | Represents the model responsible for applying cash settlement rules |
| CQuantConnect.Python.SettlementModelPythonWrapper | Provides an implementation of ISettlementModel that wraps a PyObject object |
| CQuantConnect.Securities.DelayedSettlementModel | Represents the model responsible for applying cash settlement rules |
| ►CQuantConnect.Securities.ImmediateSettlementModel | Represents the model responsible for applying cash settlement rules |
| CQuantConnect.Securities.AccountCurrencyImmediateSettlementModel | Represents the model responsible for applying cash settlement rules |
| CQuantConnect.Securities.Future.FutureSettlementModel | Settlement model which can handle daily profit and loss settlement |
| ►CQuantConnect.Interfaces.IShortableProvider | Defines a short list/easy-to-borrow provider |
| ►CQuantConnect.Data.Shortable.LocalDiskShortableProvider | Sources short availability data from the local disk for the given brokerage |
| CQuantConnect.Data.Shortable.InteractiveBrokersShortableProvider | Sources the InteractiveBrokers short availability data from the local disk for the given brokerage |
| CQuantConnect.Data.Shortable.NullShortableProvider | Defines the default shortable provider in the case that no local data exists. This will allow for all assets to be infinitely shortable, with no restrictions |
| CQuantConnect.Data.Shortable.ShortableProviderPythonWrapper | Python wrapper for custom shortable providers |
| ►CQuantConnect.Util.RateLimit.ISleepStrategy | Defines a strategy for sleeping the current thread of execution. This is currently used via the ITokenBucket.Consume in order to wait for new tokens to become available for consumption |
| CQuantConnect.Util.RateLimit.BusyWaitSleepStrategy | Provides a CPU intensive means of waiting for more tokens to be available in ITokenBucket. This strategy is only viable when the requested number of tokens is expected to become available in an extremely short period of time. This implementation aims to keep the current thread executing to prevent potential content switches arising from a thread yielding or sleeping strategy |
| CQuantConnect.Util.RateLimit.ThreadSleepStrategy | Provides a CPU non-intensive means of waiting for more tokens to be available in ITokenBucket. This strategy should be the most commonly used as it either sleeps or yields the currently executing thread, allowing for other threads to execute while the current thread is blocked and waiting for new tokens to become available in the bucket for consumption |
| ►CQuantConnect.Orders.Slippage.ISlippageModel | Represents a model that simulates market order slippage |
| CQuantConnect.Orders.Slippage.AlphaStreamsSlippageModel | Represents a slippage model that uses a constant percentage of slip |
| CQuantConnect.Orders.Slippage.ConstantSlippageModel | Represents a slippage model that uses a constant percentage of slip |
| CQuantConnect.Orders.Slippage.MarketImpactSlippageModel | Slippage model that mimic the effect brought by market impact, i.e. consume the volume listed in the order book |
| CQuantConnect.Orders.Slippage.NullSlippageModel | Null slippage model, which provider no slippage |
| CQuantConnect.Orders.Slippage.VolumeShareSlippageModel | Represents a slippage model that is calculated by multiplying the price impact constant by the square of the ratio of the order to the total volume |
| CQuantConnect.Python.SlippageModelPythonWrapper | Wraps a PyObject object that represents a model that simulates market order slippage |
| ►CIsoDateTimeConverter | |
| CQuantConnect.Time.MonthYearJsonConverter | Helper method to deserialize month/year |
| CQuantConnect.Util.DateTimeJsonConverter | Provides a json converter that allows defining the date time format used |
| CQuantConnect.Messages.Isolator | Provides user-facing messages for the QuantConnect.Isolator class and its consumers or related classes |
| CQuantConnect.Isolator | Isolator class - create a new instance of the algorithm and ensure it doesn't exceed memory or time execution limits |
| CQuantConnect.IsolatorLimitResult | Represents the result of the Isolator limiter callback |
| CQuantConnect.IsolatorLimitResultProvider | Provides access to the NullIsolatorLimitResultProvider and extension methods supporting ScheduledEvent |
| ►CQuantConnect.Statistics.IStatisticsService | This interface exposes methods for accessing algorithm statistics results at runtime |
| ►CQuantConnect.Lean.Engine.Results.IResultHandler | Handle the results of the backtest: where should we send the profit, portfolio updates: Backtester or the Live trading platform: |
| CQuantConnect.Lean.Engine.Results.BacktestingResultHandler | Backtesting result handler passes messages back from the Lean to the User |
| CQuantConnect.Lean.Engine.Results.LiveTradingResultHandler | Live trading result handler implementation passes the messages to the QC live trading interface |
| ►CQuantConnect.Interfaces.ISubscriptionDataConfigProvider | Reduced interface which provides access to registered SubscriptionDataConfig |
| ►CQuantConnect.Interfaces.ISubscriptionDataConfigService | This interface exposes methods for creating a list of SubscriptionDataConfig for a given configuration |
| ►CQuantConnect.Interfaces.IAlgorithmSubscriptionManager | AlgorithmSubscriptionManager interface will manage the subscriptions for the SubscriptionManager |
| CQuantConnect.Lean.Engine.DataFeeds.DataManager | DataManager will manage the subscriptions for both the DataFeeds and the SubscriptionManager |
| ►CQuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader | Represents a type responsible for accepting an input SubscriptionDataSource and returning an enumerable of the source's BaseData |
| ►CQuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader | A base class for implementations of the ISubscriptionDataSourceReader |
| CQuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader | Collection Subscription Factory takes a BaseDataCollection from BaseData factories and yields it one point at a time to the algorithm |
| CQuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader | This ISubscriptionDataSourceReader implementation supports the FileFormat.Index and IndexedBaseData types. Handles the layer of indirection for the index data source and forwards the target source to the corresponding ISubscriptionDataSourceReader |
| ►CQuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader | Provides an implementations of ISubscriptionDataSourceReader that uses the BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) method to read lines of text from a SubscriptionDataSource |
| CQuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader | Data source reader that will aggregate data points into a base data collection |
| CQuantConnect.Lean.Engine.DataFeeds.ZipEntryNameSubscriptionDataSourceReader | Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names |
| ►CQuantConnect.Data.ISubscriptionEnumeratorFactory | Create an IEnumerator<BaseData> |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory | Provides an implementation of ISubscriptionEnumeratorFactory that reads an entire SubscriptionDataSource into a single BaseDataCollection to be emitted on the tradable date at midnight |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataSubscriptionEnumeratorFactory | Provides a default implementation of ISubscriptionEnumeratorFactory that uses BaseData factory methods for reading sources |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory | Provides an implementation of ISubscriptionEnumeratorFactory to handle live custom data |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.OptionChainUniverseSubscriptionEnumeratorFactory | Provides an implementation of ISubscriptionEnumeratorFactory for the OptionChainUniverse |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory | Provides an implementation of ISubscriptionEnumeratorFactory that used the SubscriptionDataReader |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.TimeTriggeredUniverseSubscriptionEnumeratorFactory | Provides an implementation of ISubscriptionEnumeratorFactory to emit ticks based on UserDefinedUniverse.GetTriggerTimes, allowing universe selection to fire at planned times |
| ►CQuantConnect.Lean.Engine.DataFeeds.ISubscriptionSynchronizer | Provides the ability to synchronize subscriptions into time slices |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer | Provides the ability to synchronize subscriptions into time slices |
| ►CQuantConnect.Securities.ISymbol | Base interface intended for universe data to have some of their symbol properties accessible directly |
| CQuantConnect.Data.Market.OptionContract | Defines a single option contract at a specific expiration and strike price |
| CQuantConnect.Data.UniverseSelection.OptionUniverse | Represents a universe of options data |
| CQuantConnect.Symbol | Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security |
| ►CQuantConnect.Brokerages.ISymbolMapper | Provides the mapping between Lean symbols and brokerage specific symbols |
| CQuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper | Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database |
| ►CQuantConnect.Data.ISymbolProvider | Base data with a symbol |
| ►CQuantConnect.Data.IBaseData | Base Data Class: Type, Timestamp, Key – Base Features |
| ►CQuantConnect.Data.BaseData | Abstract base data class of QuantConnect. It is intended to be extended to define generic user customizable data types while at the same time implementing the basics of data where possible |
| CQuantConnect.Data.Auxiliary.ZipEntryName | Defines a data type that just produces data points from the zip entry names in a zip file |
| CQuantConnect.Data.Custom.FxcmVolume | FXCM Real FOREX Volume and Transaction data from its clients base, available for the following pairs: |
| CQuantConnect.Data.Custom.IconicTypes.LinkedData | Data source that is linked (tickers that can have renames or be delisted) |
| CQuantConnect.Data.Custom.IconicTypes.UnlinkedData | Data source that is unlinked (no mapping) and takes any ticker when calling AddData |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicData | Access the massive repository of economic data from the Federal Reserve Economic Data system via the Intrinio API |
| CQuantConnect.Data.DynamicData | Dynamic Data Class: Accept flexible data, adapting to the columns provided by source |
| ►CQuantConnect.Data.IndexedBaseData | Abstract indexed base data class of QuantConnect. It is intended to be extended to define customizable data types which are stored using an intermediate index source |
| CQuantConnect.Data.Custom.IconicTypes.IndexedLinkedData | Data type that is indexed, i.e. a file that points to another file containing the contents we're looking for in a Symbol |
| CQuantConnect.Data.Custom.IconicTypes.IndexedLinkedData2 | Data type that is indexed, i.e. a file that points to another file containing the contents we're looking for in a Symbol |
| CQuantConnect.Data.Market.Delisting | Delisting event of a security |
| CQuantConnect.Data.Market.Dividend | Dividend event from a security |
| CQuantConnect.Data.Market.FuturesChain | Represents an entire chain of futures contracts for a single underlying This type is IEnumerable<FuturesContract> |
| CQuantConnect.Data.Market.MarginInterestRate | Margin interest rate data source |
| CQuantConnect.Data.Market.OptionChain | Represents an entire chain of option contracts for a single underying security. This type is IEnumerable<OptionContract> |
| CQuantConnect.Data.Market.QuoteBar | QuoteBar class for second and minute resolution data: An OHLC implementation of the QuantConnect BaseData class with parameters for candles |
| CQuantConnect.Data.Market.Split | Split event from a security |
| CQuantConnect.Data.Market.SymbolChangedEvent | Symbol changed event of a security. This is generated when a symbol is remapped for a given security, for example, at EOD 2014.04.02 GOOG turned into GOOGL, but are the same |
| ►CQuantConnect.Data.Market.Tick | Tick class is the base representation for tick data. It is grouped into a Ticks object which implements IDictionary and passed into an OnData event handler |
| CQuantConnect.Data.Market.OpenInterest | Defines a data type that represents open interest for given security |
| CQuantConnect.Data.Market.TradeBar | TradeBar class for second and minute resolution data: An OHLC implementation of the QuantConnect BaseData class with parameters for candles |
| CQuantConnect.Data.UniverseSelection.BaseDataCollection | This type exists for transport of data as a single packet |
| ►CQuantConnect.Data.UniverseSelection.CoarseFundamental | Defines summary information about a single symbol for a given date |
| CQuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource | Coarse fundamental with setters |
| CQuantConnect.Data.UniverseSelection.ConstituentsUniverseData | Custom base data class used for ConstituentsUniverse |
| CQuantConnect.DataSource.NullData | Represents a custom data type place holder |
| CQuantConnect.Indicators.IndicatorDataPoint | Represents a piece of data at a specific time |
| CQuantConnect.Indicators.PivotPoint | Represents the points identified by Pivot Point High/Low Indicator |
| CQuantConnect.Data.Market.IBaseDataBar | Represents a type that is both a bar and base data |
| CQuantConnect.Data.Market.OptionContract | Defines a single option contract at a specific expiration and strike price |
| ►CQuantConnect.Lean.Engine.DataFeeds.ISynchronizer | Interface which provides the data to stream to the algorithm |
| CQuantConnect.Lean.Engine.DataFeeds.Synchronizer | Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm |
| ►CQuantConnect.ToolBox.RandomDataGenerator.ITickGenerator | Describes main methods for TickGenerator |
| CQuantConnect.ToolBox.RandomDataGenerator.TickGenerator | Generates random tick data according to the settings provided |
| ►CQuantConnect.Interfaces.ITimeInForceHandler | Handles the time in force for an order |
| ►CQuantConnect.Orders.TimeInForce | Time In Force - defines the length of time over which an order will continue working before it is canceled |
| CQuantConnect.Orders.TimeInForces.DayTimeInForce | Day Time In Force - order expires at market close |
| CQuantConnect.Orders.TimeInForces.GoodTilCanceledTimeInForce | Good Til Canceled Time In Force - order does never expires |
| CQuantConnect.Orders.TimeInForces.GoodTilDateTimeInForce | Good Til Date Time In Force - order expires and will be cancelled on a fixed date/time |
| ►CQuantConnect.Interfaces.ITimeKeeper | Interface implemented by TimeKeeper |
| CQuantConnect.TimeKeeper | Provides a means of centralizing time for various time zones |
| ►CQuantConnect.ITimeProvider | Provides access to the current time in UTC. This doesn't necessarily need to be wall-clock time, but rather the current time in some system |
| CQuantConnect.Lean.Engine.DataFeeds.CompositeTimeProvider | The composite time provider will source it's current time using the smallest time from the given providers |
| CQuantConnect.Lean.Engine.DataFeeds.LiveTimeProvider | Live time provide which supports an initial warmup period using the given time provider SubscriptionFrontierTimeProvider, used by the LiveSynchronizer |
| CQuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider | Provides an implementation of ITimeProvider that can be manually advanced through time |
| CQuantConnect.Lean.Engine.DataFeeds.PredicateTimeProvider | Will generate time steps around the desired ITimeProvider Provided step evaluator should return true when the next time step is valid and time can advance |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionFrontierTimeProvider | A time provider which updates 'now' time based on the current data emit time of all subscriptions |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer | Provides the ability to synchronize subscriptions into time slices |
| CQuantConnect.RealTimeProvider | Provides an implementation of ITimeProvider that uses DateTime.UtcNow to provide the current time |
| ►CQuantConnect.Scheduling.ITimeRule | Specifies times times on dates for events, used in conjunction with IDateRule |
| CQuantConnect.Scheduling.CompositeTimeRule | Combines multiple time rules into a single rule that emits for each rule |
| CQuantConnect.Scheduling.FuncTimeRule | Uses a function to define a time rule as a projection of date times to date times |
| ►CQuantConnect.Data.UniverseSelection.ITimeTriggeredUniverse | A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data that is used to 'pulse' the universe selection function – instead, the times output by GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data |
| CQuantConnect.Data.UniverseSelection.ContinuousContractUniverse | Continuous contract universe selection that based on the requested mapping mode will select each symbol |
| CQuantConnect.Data.UniverseSelection.ScheduledUniverse | Defines a user that is fired based on a specified IDateRule and ITimeRule |
| CQuantConnect.Data.UniverseSelection.UserDefinedUniverse | Represents the universe defined by the user's algorithm. This is the default universe where manually added securities live by market/security type. They can also be manually generated and can be configured to fire on certain interval and will always return the internal list of symbols |
| ►CQuantConnect.Util.RateLimit.ITokenBucket | Defines a token bucket for rate limiting See: https://en.wikipedia.org/wiki/Token_bucket |
| CQuantConnect.Util.RateLimit.LeakyBucket | Provides an implementation of ITokenBucket that implements the leaky bucket algorithm See: https://en.wikipedia.org/wiki/Leaky_bucket |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.ITradableDateEventProvider | Interface for event providers for new tradable dates |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider | Event provider who will emit Delisting events |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveDelistingEventProvider | Delisting event provider implementation which will source the delisting date based on new map files |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.DividendEventProvider | Event provider who will emit Dividend events |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveDividendEventProvider | Event provider who will emit SymbolChangedEvent events |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider | Event provider who will emit SymbolChangedEvent events |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveMappingEventProvider | Event provider who will emit SymbolChangedEvent events |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SplitEventProvider | Event provider who will emit Split events |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.LiveSplitEventProvider | Event provider who will emit SymbolChangedEvent events |
| ►CQuantConnect.Lean.Engine.DataFeeds.Enumerators.ITradableDatesNotifier | Interface which will provide an event handler who will be fired with each new tradable day |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionDataReader | Subscription data reader is a wrapper on the stream reader class to download, unpack and iterate over a data file |
| ►CQuantConnect.Interfaces.ITradeBuilder | Generates trades from executions and market price updates |
| CQuantConnect.Statistics.TradeBuilder | The TradeBuilder class generates trades from executions and market price updates |
| ►CQuantConnect.Algorithm.Framework.Selection.IUniverseSelectionModel | Algorithm framework model that defines the universes to be used by an algorithm |
| ►CQuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel | Provides a base class for universe selection models |
| CQuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel | Provides an implementation of IUniverseSelectionModel that combines multiple universe selection models into a single model |
| ►CQuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel | Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols |
| ►CQuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel | Inception Date Universe that accepts a Dictionary of DateTime keyed by String that represent the Inception date for each ticker |
| CQuantConnect.Algorithm.Framework.Selection.EnergyETFUniverse | Universe Selection Model that adds the following Energy ETFs at their inception date 1998-12-22 XLE Energy Select Sector SPDR Fund 2000-06-16 IYE iShares U.S. Energy ETF 2004-09-29 VDE Vanguard Energy ETF 2006-04-10 USO United States Oil Fund 2006-06-22 XES SPDR S&P Oil & Gas Equipment & Services ETF 2006-06-22 XOP SPDR S&P Oil & Gas Exploration & Production ETF 2007-04-18 UNG United States Natural Gas Fund 2008-06-25 ICLN iShares Global Clean Energy ETF 2008-11-06 ERX Direxion Daily Energy Bull 3X Shares 2008-11-06 ERY Direxion Daily Energy Bear 3x Shares 2008-11-25 SCO ProShares UltraShort Bloomberg Crude Oil 2008-11-25 UCO ProShares Ultra Bloomberg Crude Oil 2009-06-02 AMJ JPMorgan Alerian MLP Index ETN 2010-06-02 BNO United States Brent Oil Fund 2010-08-25 AMLP Alerian MLP ETF 2011-12-21 OIH VanEck Vectors Oil Services ETF 2012-02-08 DGAZ VelocityShares 3x Inverse Natural Gas 2012-02-08 UGAZ VelocityShares 3x Long Natural Gas 2012-02-15 TAN Invesco Solar ETF |
| CQuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse | Universe Selection Model that adds the following ETFs at their inception date |
| CQuantConnect.Algorithm.Framework.Selection.MetalsETFUniverse | Universe Selection Model that adds the following Metals ETFs at their inception date 2004-11-18 GLD SPDR Gold Trust 2005-01-28 IAU iShares Gold Trust 2006-04-28 SLV iShares Silver Trust 2006-05-22 GDX VanEck Vectors Gold Miners ETF 2008-12-04 AGQ ProShares Ultra Silver 2009-11-11 GDXJ VanEck Vectors Junior Gold Miners ETF 2010-01-08 PPLT Aberdeen Standard Platinum Shares ETF 2010-12-08 NUGT Direxion Daily Gold Miners Bull 3X Shares 2010-12-08 DUST Direxion Daily Gold Miners Bear 3X Shares 2011-10-17 USLV VelocityShares 3x Long Silver ETN 2011-10-17 UGLD VelocityShares 3x Long Gold ETN 2013-10-03 JNUG Direxion Daily Junior Gold Miners Index Bull 3x Shares 2013-10-03 JDST Direxion Daily Junior Gold Miners Index Bear 3X Shares |
| CQuantConnect.Algorithm.Framework.Selection.SP500SectorsETFUniverse | Universe Selection Model that adds the following SP500 Sectors ETFs at their inception date 1998-12-22 XLB Materials Select Sector SPDR ETF 1998-12-22 XLE Energy Select Sector SPDR Fund 1998-12-22 XLF Financial Select Sector SPDR Fund 1998-12-22 XLI Industrial Select Sector SPDR Fund 1998-12-22 XLK Technology Select Sector SPDR Fund 1998-12-22 XLP Consumer Staples Select Sector SPDR Fund 1998-12-22 XLU Utilities Select Sector SPDR Fund 1998-12-22 XLV Health Care Select Sector SPDR Fund 1998-12-22 XLY Consumer Discretionary Select Sector SPDR Fund |
| CQuantConnect.Algorithm.Framework.Selection.TechnologyETFUniverse | Universe Selection Model that adds the following Technology ETFs at their inception date 1998-12-22 XLK Technology Select Sector SPDR Fund 1999-03-10 QQQ Invesco QQQ 2001-07-13 SOXX iShares PHLX Semiconductor ETF 2001-07-13 IGV iShares Expanded Tech-Software Sector ETF 2004-01-30 VGT Vanguard Information Technology ETF 2006-04-25 QTEC First Trust NASDAQ 100 Technology 2006-06-23 FDN First Trust Dow Jones Internet Index 2007-05-10 FXL First Trust Technology AlphaDEX Fund 2008-12-17 TECL Direxion Daily Technology Bull 3X Shares 2008-12-17 TECS Direxion Daily Technology Bear 3X Shares 2010-03-11 SOXL Direxion Daily Semiconductor Bull 3x Shares 2010-03-11 SOXS Direxion Daily Semiconductor Bear 3x Shares 2011-07-06 SKYY First Trust ISE Cloud Computing Index Fund 2011-12-21 SMH VanEck Vectors Semiconductor ETF 2013-08-01 KWEB KraneShares CSI China Internet ETF 2013-10-24 FTEC Fidelity MSCI Information Technology Index ETF |
| CQuantConnect.Algorithm.Framework.Selection.USTreasuriesETFUniverse | Universe Selection Model that adds the following US Treasuries ETFs at their inception date 2002-07-26 IEF iShares 7-10 Year Treasury Bond ETF 2002-07-26 SHY iShares 1-3 Year Treasury Bond ETF 2002-07-26 TLT iShares 20+ Year Treasury Bond ETF 2007-01-11 SHV iShares Short Treasury Bond ETF 2007-01-11 IEI iShares 3-7 Year Treasury Bond ETF 2007-01-11 TLH iShares 10-20 Year Treasury Bond ETF 2007-12-10 EDV Vanguard Ext Duration Treasury ETF 2007-05-30 BIL SPDR Barclays 1-3 Month T-Bill ETF 2007-05-30 SPTL SPDR Portfolio Long Term Treasury ETF 2008-05-01 TBT UltraShort Barclays 20+ Year Treasury 2009-04-16 TMF Direxion Daily 20-Year Treasury Bull 3X 2009-04-16 TMV Direxion Daily 20-Year Treasury Bear 3X 2009-08-20 TBF ProShares Short 20+ Year Treasury 2009-11-23 VGSH Vanguard Short-Term Treasury ETF 2009-11-23 VGIT Vanguard Intermediate-Term Treasury ETF 2009-11-24 VGLT Vanguard Long-Term Treasury ETF 2010-08-06 SCHO Schwab Short-Term U.S. Treasury ETF 2010-08-06 SCHR Schwab Intermediate-Term U.S. Treasury ETF 2011-12-01 SPTS SPDR Portfolio Short Term Treasury ETF 2012-02-24 GOVT iShares U.S. Treasury Bond ETF |
| CQuantConnect.Algorithm.Framework.Selection.VolatilityETFUniverse | Universe Selection Model that adds the following Volatility ETFs at their inception date 2010-02-11 SQQQ ProShares UltraPro ShortQQQ 2010-02-11 TQQQ ProShares UltraProQQQ 2010-11-30 TVIX VelocityShares Daily 2x VIX Short Term ETN 2011-01-04 VIXY ProShares VIX Short-Term Futures ETF 2011-05-05 SPLV Invesco S&P 500® Low Volatility ETF 2011-10-04 SVXY ProShares Short VIX Short-Term Futures 2011-10-04 UVXY ProShares Ultra VIX Short-Term Futures 2011-10-20 EEMV iShares Edge MSCI Min Vol Emerging Markets ETF 2011-10-20 EFAV iShares Edge MSCI Min Vol EAFE ETF 2011-10-20 USMV iShares Edge MSCI Min Vol USA ETF |
| CQuantConnect.Algorithm.Framework.Selection.ETFConstituentsUniverseSelectionModel | Universe selection model that selects the constituents of an ETF |
| ►CQuantConnect.Algorithm.Framework.Selection.FundamentalUniverseSelectionModel | Provides a base class for defining equity coarse/fine fundamental selection models |
| CQuantConnect.Algorithm.Framework.Selection.CoarseFundamentalUniverseSelectionModel | Portfolio selection model that uses coarse selectors. For US equities only |
| CQuantConnect.Algorithm.Framework.Selection.EmaCrossUniverseSelectionModel | Provides an implementation of FundamentalUniverseSelectionModel that subscribes to symbols with the larger delta by percentage between the two exponential moving average |
| CQuantConnect.Algorithm.Framework.Selection.FineFundamentalUniverseSelectionModel | Portfolio selection model that uses coarse/fine selectors. For US equities only |
| CQuantConnect.Algorithm.Framework.Selection.QC500UniverseSelectionModel | Defines the QC500 universe as a universe selection model for framework algorithm For details: https://github.com/QuantConnect/Lean/pull/1663 |
| ►CQuantConnect.Algorithm.Framework.Selection.FutureUniverseSelectionModel | Provides an implementation of IUniverseSelectionModel that subscribes to future chains |
| CQuantConnect.Algorithm.Framework.Selection.OpenInterestFutureUniverseSelectionModel | Selects contracts in a futures universe, sorted by open interest. This allows the selection to identifiy current active contract |
| CQuantConnect.Algorithm.Framework.Selection.ManualUniverseSelectionModel | Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols |
| CQuantConnect.Algorithm.Framework.Selection.NullUniverseSelectionModel | Provides a null implementation of IUniverseSelectionModel |
| CQuantConnect.Algorithm.Framework.Selection.OptionUniverseSelectionModel | Provides an implementation of IUniverseSelectionModel that subscribes to option chains |
| CQuantConnect.Algorithm.Framework.Selection.ScheduledUniverseSelectionModel | Defines a universe selection model that invokes a selector function on a specific scheduled given by an IDateRule and an ITimeRule |
| CQuantConnect.Algorithm.Framework.Selection.UniverseSelectionModelPythonWrapper | Provides an implementation of IUniverseSelectionModel that wraps a PyObject object |
| CQuantConnect.Algorithm.Selection.OptionChainedUniverseSelectionModel | This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them |
| ►CQuantConnect.Securities.IVolatilityModel | Represents a model that computes the volatility of a security |
| ►CQuantConnect.Securities.Volatility.BaseVolatilityModel | Represents a base model that computes the volatility of a security |
| CQuantConnect.Python.VolatilityModelPythonWrapper | Provides a volatility model that wraps a PyObject object that represents a model that computes the volatility of a security |
| CQuantConnect.Securities.IndicatorVolatilityModel | Provides an implementation of IVolatilityModel that uses an indicator to compute its value |
| CQuantConnect.Securities.RelativeStandardDeviationVolatilityModel | Provides an implementation of IVolatilityModel that computes the relative standard deviation as the volatility of the security |
| CQuantConnect.Securities.StandardDeviationOfReturnsVolatilityModel | Provides an implementation of IVolatilityModel that computes the annualized sample standard deviation of daily returns as the volatility of the security |
| ►CQuantConnect.Brokerages.IWebSocket | Wrapper for WebSocket4Net to enhance testability |
| CQuantConnect.Brokerages.WebSocketClientWrapper | Wrapper for System.Net.Websockets.ClientWebSocket to enhance testability |
| ►CJsonConverter | |
| CQuantConnect.Api.LiveAlgorithmResultsJsonConverter | Custom JsonConverter for LiveResults data for live algorithms |
| CQuantConnect.Api.OptimizationBacktestJsonConverter | Json converter for OptimizationBacktest which creates a light weight easy to consume serialized version |
| CQuantConnect.Api.ParameterSetJsonConverter | Json converter for ParameterSet which creates a light weight easy to consume serialized version |
| CQuantConnect.Api.Serialization.ProductJsonConverter | Provides an implementation of JsonConverter that can deserialize Product |
| CQuantConnect.ChartSeriesJsonConverter | Convert a Chart Series to and from JSON |
| CQuantConnect.DefaultConverter | Helper json converter to use the default json converter, breaking inheritance json converter |
| CQuantConnect.Notifications.NotificationJsonConverter | Defines a JsonConverter to be used when deserializing to the Notification class |
| CQuantConnect.Optimizer.Parameters.OptimizationParameterJsonConverter | Override OptimizationParameter deserialization method. Can handle OptimizationStepParameter instances |
| CQuantConnect.Orders.OrderJsonConverter | Provides an implementation of JsonConverter that can deserialize Orders |
| CQuantConnect.Orders.ReadOrdersResponseJsonConverter | Api orders read response json converter |
| CQuantConnect.Orders.TimeInForceJsonConverter | Provides an implementation of JsonConverter that can deserialize TimeInForce objects |
| CQuantConnect.Report.NullResultValueTypeJsonConverter< T > | Removes null values in the Result object's x,y values so that deserialization can occur without exceptions |
| CQuantConnect.Report.OrderTypeNormalizingJsonConverter | Normalizes the "Type" field to a value that will allow for successful deserialization in the OrderJsonConverter class |
| CQuantConnect.ScatterChartPointJsonConverter | ScatterChartPoint json converter |
| CQuantConnect.SymbolJsonConverter | Defines a JsonConverter to be used when deserializing to the Symbol class |
| CQuantConnect.SymbolValueJsonConverter | Defines a JsonConverter to be used when you only want to serialize the Symbol.Value property instead of the full Symbol instance |
| CQuantConnect.Util.CandlestickJsonConverter | Candlestick Json Converter |
| CQuantConnect.Util.ChartPointJsonConverter | Json Converter for ChartPoint which handles special reading |
| CQuantConnect.Util.JsonRoundingConverter | Helper JsonConverter that will round decimal and double types, to FractionalDigits fractional digits |
| CQuantConnect.Util.NullStringValueConverter< T > | Converts the string "null" into a new instance of T. This converter only handles deserialization concerns |
| CQuantConnect.Util.SeriesJsonConverter | Json Converter for Series which handles special Pie Series serialization case |
| CQuantConnect.Util.SingleValueListConverter< T > | Reads json and always produces a List, even if the input has just an object |
| CQuantConnect.Util.TypeChangeJsonConverter< T, TResult > | Provides a base class for a JsonConverter that serializes a an input type as some other output type |
| CQuantConnect.ToolBox.KaikoDataConverter.KaikoDataConverterProgram | Console application for converting a single day of Kaiko data into Lean data format for high resolutions (tick, second and minute) |
| CQuantConnect.ToolBox.KaikoDataConverter.KaikoDataReader | Decompress single entry from Kaiko crypto raw data |
| CQuantConnect.Messages.KeyErrorPythonExceptionInterpreter | Provides user-facing messages for the Exceptions.KeyErrorPythonExceptionInterpreter class and its consumers or related classes |
| CQuantConnect.Util.KeyStringSynchronizer | Helper class to synchronize execution based on a string key |
| CQuantConnect.ToolBox.LazyStreamWriter | This class wraps a StreamWriter so that the StreamWriter is only instantiated until WriteLine() is called. This ensures that the file the StreamWriter is writing to is only created if something is written to it. A StreamWriter will create a empty file as soon as it is instantiated |
| CQuantConnect.Packets.LeakyBucketControlParameters | Provides parameters that control the behavior of a leaky bucket rate limiting algorithm. The parameter names below are phrased in the positive, such that the bucket is filled up over time vs leaking out over time |
| CQuantConnect.Configuration.LeanArgumentParser | Command Line arguments parser for Lean configuration |
| CQuantConnect.Util.LeanData | Provides methods for generating lean data file content |
| CQuantConnect.Util.LeanDataPathComponents | Type representing the various pieces of information emebedded into a lean data file path |
| CQuantConnect.ToolBox.LeanDataReader | This class reads data directly from disk and returns the data without the data entering the Lean data enumeration stack |
| CQuantConnect.Data.LeanDataWriter | Data writer for saving an IEnumerable of BaseData into the LEAN data directory |
| CQuantConnect.ToolBox.LeanInstrument | Represents a single instrument as listed in the file instruments.txt |
| ►CQuantConnect.Orders.Leg | Basic order leg |
| ►CQuantConnect.Securities.Option.OptionStrategy.LegData | Defines common properties between OptionLegData and UnderlyingLegData |
| CQuantConnect.Securities.Option.OptionStrategy.OptionLegData | This class is a POCO containing basic data for the option legs of the strategy |
| CQuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData | This class is a POCO containing basic data for the underlying leg of the strategy |
| CQuantConnect.Api.Library | Library response |
| CQuantConnect.Messages.LimitIfTouchedOrder | Provides user-facing messages for the Orders.LimitIfTouchedOrder class and its consumers or related classes |
| CQuantConnect.Messages.LimitOrder | Provides user-facing messages for the Orders.LimitOrder class and its consumers or related classes |
| CQuantConnect.Util.LinqExtensions | Provides more extension methods for the enumerable types |
| ►CList | |
| CQuantConnect.Algorithm.Framework.Selection.LiquidETFUniverse.Grouping | Represent a collection of ETF symbols that is grouped according to a given criteria |
| CQuantConnect.Data.SubscriptionDataConfigList | Provides convenient methods for holding several SubscriptionDataConfig |
| CQuantConnect.Api.LiveAlgorithmApiSettingsWrapper | Helper class to put BaseLiveAlgorithmSettings in proper format |
| CQuantConnect.Api.LiveResultsData | Holds information about the state and operation of the live running algorithm |
| CQuantConnect.Messages.LocalMarketHours | Provides user-facing messages for the Securities.LocalMarketHours class and its consumers or related classes |
| CQuantConnect.Securities.LocalMarketHours | Represents the market hours under normal conditions for an exchange and a specific day of the week in terms of local time |
| CQuantConnect.LocalTimeKeeper | Represents the current local time. This object is created via the TimeKeeper to manage conversions to local time |
| CQuantConnect.Logging.Log | Logging management class |
| CQuantConnect.Logging.LogEntry | Log entry wrapper to make logging simpler: |
| CQuantConnect.Logging.LogHandlerExtensions | Logging extensions |
| CQuantConnect.Securities.MaintenanceMargin | Result type for IBuyingPowerModel.GetMaintenanceMargin |
| CQuantConnect.Messages.MaintenanceMarginParameters | Provides user-facing messages for the Securities.MaintenanceMarginParameters class and its consumers or related classes |
| CQuantConnect.Securities.MaintenanceMarginParameters | Parameters for IBuyingPowerModel.GetMaintenanceMargin |
| CQuantConnect.Data.Auxiliary.MapFileZipHelper | Helper class for handling mapfile zip files |
| CQuantConnect.Data.Auxiliary.MappingExtensions | Mapping extensions helper methods |
| CQuantConnect.Securities.MarginCallModel | Provides access to a null implementation for IMarginCallModel |
| CQuantConnect.Messages.MarginCallModelPythonWrapper | Provides user-facing common messages for the Python.MarginCallModelPythonWrapper namespace classes |
| CQuantConnect.Securities.MarginCallOrdersParameters | Defines the parameters for DefaultMarginCallModel.GenerateMarginCallOrders |
| CQuantConnect.Securities.MarginInterestRateModel | Provides access to a null implementation for IMarginInterestRateModel |
| CQuantConnect.Securities.MarginInterestRateParameters | Defines the parameters for IMarginInterestRateModel.ApplyMarginInterestRate |
| CQuantConnect.Securities.Future.MarginRequirementsEntry | POCO class for modeling margin requirements at given date |
| CQuantConnect.Market | Markets Collection: Soon to be expanded to a collection of items specifying the market hour, timezones and country codes |
| CQuantConnect.Messages.Market | Provides user-facing messages for the QuantConnect.Market class and its consumers or related classes |
| CQuantConnect.Packets.MarketHours | Market open hours model for pre, normal and post market hour definitions |
| CQuantConnect.Securities.MarketHoursDatabase | Provides access to exchange hours and raw data times zones in various markets |
| CQuantConnect.Messages.MarketHoursDatabase | Provides user-facing messages for the Securities.MarketHoursDatabase class and its consumers or related classes |
| CQuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson | Defines the json structure of a single entry in the market-hours-database.json file |
| CQuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseJson | Defines the json structure of the market-hours-database.json file |
| CQuantConnect.Messages.MarketHoursSegment | Provides user-facing messages for the Securities.MarketHoursSegment class and its consumers or related classes |
| CQuantConnect.Securities.MarketHoursSegment | Represents the state of an exchange during a specified time range |
| CQuantConnect.Packets.MarketToday | Market today information class |
| ►CMarshalByRefObject | |
| CQuantConnect.Algorithm.QCAlgorithm | QC Algorithm Base Class - Handle the basic requirements of a trading algorithm, allowing user to focus on event methods. The QCAlgorithm class implements Portfolio, Securities, Transactions and Data Subscription Management |
| CQuantConnect.AlgorithmFactory.Loader | Loader creates and manages the memory and exception space of the algorithm, ensuring if it explodes the Lean Engine is intact |
| CQuantConnect.Securities.Futures.Meats | Meats group |
| CQuantConnect.Data.UniverseSelection.Universe.Member | Member of the Universe |
| ►CQuantConnect.Brokerages.WebSocketClientWrapper.MessageData | Defines a message of websocket data |
| CQuantConnect.Brokerages.WebSocketClientWrapper.BinaryMessage | Defines a byte-Type message of websocket data |
| CQuantConnect.Brokerages.WebSocketClientWrapper.TextMessage | Defines a text-Type message of websocket data |
| CQuantConnect.Messages | Provides user-facing message construction methods and static messages for the Algorithm.Framework.Alphas.Analysis namespace |
| CQuantConnect.Interfaces.MessagingHandlerInitializeParameters | Parameters required to initialize a IMessagingHandler instance |
| CQuantConnect.Securities.Futures.Metals | Metals group |
| CQuantConnect.Report.Metrics | Strategy metrics collection such as usage of funds and asset allocations |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys | Moody's Investors Service |
| CQuantConnect.Data.Fundamental.MorningstarEconomySphereCode | Helper class for the AssetClassification's MorningstarEconomySphereCode field AssetClassification.MorningstarEconomySphereCode |
| CQuantConnect.Data.Fundamental.MorningstarIndustryCode | Helper class for the AssetClassification's MorningstarIndustryCode field AssetClassification.MorningstarIndustryCode |
| CQuantConnect.Data.Fundamental.MorningstarIndustryGroupCode | Helper class for the AssetClassification's MorningstarIndustryGroupCode field AssetClassification.MorningstarIndustryGroupCode |
| CQuantConnect.Data.Fundamental.MorningstarSectorCode | Helper class for the AssetClassification's MorningstarSectorCode field AssetClassification.MorningstarSectorCode |
| CQuantConnect.Indicators.MovingAverageTypeExtensions | Provides extension methods for the MovingAverageType enumeration |
| ►CQuantConnect.Data.Fundamental.MultiPeriodField< DateTime > | |
| CQuantConnect.Data.Fundamental.BalanceSheetFileDate | Filing date of the Balance Sheet |
| CQuantConnect.Data.Fundamental.CashFlowFileDate | Filing date of the Cash Flow Statement |
| CQuantConnect.Data.Fundamental.EarningReportsFileDate | Specific date on which a company released its filing to the public |
| CQuantConnect.Data.Fundamental.EarningReportsPeriodEndingDate | The exact date that is given in the financial statements for each quarter's end |
| CQuantConnect.Data.Fundamental.FinancialStatementsFileDate | Specific date on which a company released its filing to the public |
| CQuantConnect.Data.Fundamental.FinancialStatementsPeriodEndingDate | The exact date that is given in the financial statements for each quarter's end |
| CQuantConnect.Data.Fundamental.IncomeStatementFileDate | Filing date of the Income Statement |
| ►CQuantConnect.Data.Fundamental.MultiPeriodField< long > | |
| CQuantConnect.Data.Fundamental.MultiPeriodFieldLong | Abstract class for multi-period fields long |
| CQuantConnect.Data.Fundamental.NumberOfShareHolders | The number of shareholders on record |
| ►CQuantConnect.Data.Fundamental.MultiPeriodField< string > | |
| CQuantConnect.Data.Fundamental.AuditorReportStatus | Auditor opinion code will be one of the following for each annual period: Code Meaning UQ Unqualified Opinion UE Unqualified Opinion with Explanation QM Qualified - Due to change in accounting method QL Qualified - Due to litigation OT Qualified Opinion - Other AO Adverse Opinion DS Disclaim an opinion UA Unaudited |
| CQuantConnect.Data.Fundamental.EarningReportsAccessionNumber | The accession number is a unique number that EDGAR assigns to each submission as the submission is received |
| CQuantConnect.Data.Fundamental.EarningReportsFormType | The type of filing of the report: for instance, 10-K (annual report) or 10-Q (quarterly report) |
| CQuantConnect.Data.Fundamental.EarningReportsPeriodType | The nature of the period covered by an individual set of financial results. The output can be: Quarter, Semi-annual or Annual. Assuming a 12-month fiscal year, quarter typically covers a three-month period, semi-annual a six-month period, and annual a twelve-month period. Annual could cover results collected either from preliminary results or an annual report |
| CQuantConnect.Data.Fundamental.FinancialStatementsAccessionNumber | The accession number is a unique number that EDGAR assigns to each submission as the submission is received |
| CQuantConnect.Data.Fundamental.FinancialStatementsFormType | The type of filing of the report: for instance, 10-K (annual report) or 10-Q (quarterly report) |
| CQuantConnect.Data.Fundamental.FinancialStatementsPeriodType | The nature of the period covered by an individual set of financial results. The output can be: Quarter, Semi-annual or Annual. Assuming a 12-month fiscal year, quarter typically covers a three-month period, semi-annual a six-month period, and annual a twelve-month period. Annual could cover results collected either from preliminary results or an annual report |
| CQuantConnect.Data.Fundamental.InventoryValuationMethod | Which method of inventory valuation was used - LIFO, FIFO, Average, Standard costs, Net realizable value, Others, LIFO and FIFO, FIFO and Average, FIFO and other, LIFO and Average, LIFO and other, Average and other, 3 or more methods, None |
| CQuantConnect.Data.Fundamental.PeriodAuditor | The name of the auditor that performed the financial statement audit for the given period |
| CQuantConnect.Brokerages.NewBrokerageOrderNotificationEventArgs | Event arguments class for the IBrokerage.NewBrokerageOrderNotification event |
| CQuantConnect.Api.Node | Node class built for API endpoints nodes/read and nodes/create. Converts JSON properties from API response into data members for the class. Contains all relevant information on a Node to interact through API endpoints |
| CQuantConnect.Api.NodePrices | Class for deserializing node prices from node object |
| CQuantConnect.Messages.NoMethodMatchPythonExceptionInterpreter | Provides user-facing messages for the Exceptions.NoMethodMatchPythonExceptionInterpreter class and its consumers or related classes |
| ►CQuantConnect.Notifications.Notification | Local/desktop implementation of messaging system for Lean Engine |
| CQuantConnect.Notifications.NotificationEmail | Email notification data |
| CQuantConnect.Notifications.NotificationFtp | FTP notification data |
| CQuantConnect.Notifications.NotificationSms | Sms Notification Class |
| CQuantConnect.Notifications.NotificationTelegram | Telegram notification data |
| CQuantConnect.Notifications.NotificationWeb | Web Notification Class |
| CQuantConnect.Messages.NotificationEmail | Provides user-facing messages for the Notifications.NotificationEmail class and its consumers or related classes |
| CQuantConnect.Notifications.NotificationExtensions | Extension methods for Notification |
| CQuantConnect.Messages.NotificationFtp | Provides user-facing messages for the Notifications.NotificationFtp class and its consumers or related classes |
| CQuantConnect.Messages.NotificationJsonConverter | Provides user-facing messages for the Notifications.NotificationJsonConverter class and its consumers or related classes |
| CQuantConnect.Notifications.NotificationManager | Local/desktop implementation of messaging system for Lean Engine |
| CQuantConnect.Algorithm.Framework.NotifiedSecurityChanges | Provides convenience methods for updating collections in responses to securities changed events |
| CQuantConnect.Util.ObjectActivator | Provides methods for creating new instances of objects |
| CQuantConnect.Messages.Objective | Provides user-facing messages for the Optimizer.Objectives.Objective class and its consumers or related classes |
| ►CQuantConnect.Optimizer.Objectives.Objective | Base class for optimization Objectives.Target and Constraint |
| CQuantConnect.Optimizer.Objectives.Constraint | A backtest optimization constraint. Allows specifying statistical constraints for the optimization, eg. a backtest can't have a DrawDown less than 10% |
| CQuantConnect.Optimizer.Objectives.Target | The optimization statistical target |
| CQuantConnect.Api.OptimizationBacktest | OptimizationBacktest object from the QuantConnect.com API |
| CQuantConnect.Api.OptimizationNodes | Supported optimization nodes |
| ►CQuantConnect.Optimizer.Parameters.OptimizationParameter | Defines the optimization parameter meta information |
| CQuantConnect.Optimizer.Parameters.OptimizationStepParameter | Defines the step based optimization parameter |
| CQuantConnect.Optimizer.Parameters.StaticOptimizationParameter | Defines the step based optimization parameter |
| ►CQuantConnect.Optimizer.Parameters.OptimizationParameterEnumerator< OptimizationStepParameter > | |
| CQuantConnect.Optimizer.Parameters.OptimizationStepParameterEnumerator | Enumerates all possible values for specific optimization parameter |
| CQuantConnect.Messages.OptimizationParameterJsonConverter | Provides user-facing messages for the Optimizer.Parameters.OptimizationParameterJsonConverter class and its consumers or related classes |
| CQuantConnect.Optimizer.OptimizationResult | Defines the result of Lean compute job |
| CQuantConnect.Messages.OptimizationStepParameter | Provides user-facing messages for the Optimizer.Parameters.OptimizationStepParameter class and its consumers or related classes |
| ►CQuantConnect.Optimizer.Strategies.OptimizationStrategySettings | Defines the specific optimization strategy settings |
| CQuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategySettings | Defines the specific optimization strategy settings |
| CQuantConnect.Configuration.OptimizerArgumentParser | Command Line arguments parser for Lean Optimizer |
| CQuantConnect.Messages.OptimizerObjectivesCommon | Provides user-facing common messages for the Optimizer.Objectives namespace classes |
| CQuantConnect.Securities.Option.OptionAssignmentParameters | The option assignment parameters data transfer class |
| CQuantConnect.Securities.Option.OptionAssignmentResult | Data transfer object class |
| CQuantConnect.Securities.OptionFilterUniverseEx | Extensions for Linq support |
| CQuantConnect.Indicators.OptionGreekIndicatorsHelper | Helper class for option greeks related indicators |
| CQuantConnect.Util.OptionPayoff | Static class containing useful methods related with options payoff |
| CQuantConnect.Securities.Option.OptionPriceModelResult | Result type for IOptionPriceModel.Evaluate |
| CQuantConnect.Securities.Option.OptionPriceModels | Static class contains definitions of major option pricing models that can be used in LEAN |
| CQuantConnect.Securities.Option.OptionStrategies | Provides methods for creating popular OptionStrategy instances. These strategies can be directly bought and sold via: QCAlgorithm.Buy(OptionStrategy strategy, int quantity) QCAlgorithm.Sell(OptionStrategy strategy, int quantity) |
| CQuantConnect.Securities.Option.OptionStrategy | Option strategy specification class. Describes option strategy and its parameters for trading |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions | Provides a listing of pre-defined OptionStrategyDefinition These definitions are blueprints for OptionStrategy instances. Factory functions for those can be found at OptionStrategies |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegPredicate | Defines a condition under which a particular OptionPosition can be combined with a preceding list of leg (also of type OptionPosition) to achieve a particular option strategy |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatch | Defines a complete result from running the matcher on a collection of positions. The matching process will return one these matches for every potential combination of strategies conforming to the search settings and the positions provided |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcher | Matches OptionPositionCollection against a collection of OptionStrategyDefinition according to the OptionStrategyMatcherOptions provided |
| CQuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions | Defines options that influence how the matcher operates |
| CQuantConnect.Securities.Option.OptionSymbol | Static class contains common utility methods specific to symbols representing the option contracts |
| CQuantConnect.SymbolRepresentation.OptionTickerProperties | Class contains option ticker properties returned by ParseOptionTickerIQFeed() |
| ►CQuantConnect.Orders.Order | Order struct for placing new trade |
| ►CQuantConnect.Orders.ComboOrder | Combo order type |
| CQuantConnect.Orders.ComboLegLimitOrder | Combo leg limit order type |
| CQuantConnect.Orders.ComboLimitOrder | Combo limit order type |
| CQuantConnect.Orders.ComboMarketOrder | Combo market order type |
| CQuantConnect.Orders.LimitIfTouchedOrder | In effect, a LimitIfTouchedOrder behaves opposite to the StopLimitOrder; after a trigger price is touched, a limit order is set for some user-defined value above (below) the trigger when selling (buying). https://www.interactivebrokers.ca/en/index.php?f=45318 |
| CQuantConnect.Orders.LimitOrder | Limit order type definition |
| CQuantConnect.Orders.MarketOnCloseOrder | Market on close order type - submits a market order on exchange close |
| CQuantConnect.Orders.MarketOnOpenOrder | Market on Open order type, submits a market order when the exchange opens |
| CQuantConnect.Orders.MarketOrder | Market order type definition |
| CQuantConnect.Orders.OptionExerciseOrder | Option exercise order type definition |
| CQuantConnect.Orders.StopLimitOrder | Stop Market Order Type Definition |
| ►CQuantConnect.Orders.StopMarketOrder | Stop Market Order Type Definition |
| CQuantConnect.Orders.TrailingStopOrder | Trailing Stop Order Type Definition |
| CQuantConnect.Messages.Order | Provides user-facing messages for the Orders.Order class and its consumers or related classes |
| CQuantConnect.Messages.OrderCommand | Provides user-facing messages for the Commands.OrderCommand class and its consumers or related classes |
| CQuantConnect.Messages.OrderEvent | Provides user-facing messages for the Orders.OrderEvent class and its consumers or related classes |
| CQuantConnect.Orders.OrderEvent | Order Event - Messaging class signifying a change in an order state and record the change in the user's algorithm portfolio |
| CQuantConnect.Orders.OrderExtensions | Provides extension methods for the Order class and for the OrderStatus enumeration |
| ►CQuantConnect.Orders.Fees.OrderFee | Defines the result for IFeeModel.GetOrderFee |
| CQuantConnect.Orders.Fees.ModifiedFillQuantityOrderFee | An order fee where the fee quantity has already been subtracted from the filled quantity so instead we subtracted from the quote currency when applied to the portfolio |
| CQuantConnect.Orders.Fees.OrderFeeParameters | Defines the parameters for IFeeModel.GetOrderFee |
| ►COrderProperties | |
| CBybitOrderProperties | Class containing Bybit OrderProperties |
| CQuantConnect.Securities.OrderProviderExtensions | Provides extension methods for the IOrderProvider interface |
| CQuantConnect.Messages.OrderRequest | Provides user-facing messages for the Orders.OrderRequest class and its consumers or related classes |
| ►CQuantConnect.Orders.OrderRequest | Represents a request to submit, update, or cancel an order |
| CQuantConnect.Orders.CancelOrderRequest | Defines a request to cancel an order |
| CQuantConnect.Orders.SubmitOrderRequest | Defines a request to submit a new order |
| CQuantConnect.Orders.UpdateOrderRequest | Defines a request to update an order's values |
| CQuantConnect.Orders.OrderResponse | Represents a response to an OrderRequest. See OrderRequest.Response property for a specific request's response value |
| CQuantConnect.Messages.OrderResponse | Provides user-facing messages for the Orders.OrderResponse class and its consumers or related classes |
| CQuantConnect.Orders.OrderSizing | Provides methods for computing a maximum order size |
| CQuantConnect.Orders.OrderSubmissionData | The purpose of this class is to store time and price information available at the time an order was submitted |
| CQuantConnect.Messages.OrderTicket | Provides user-facing messages for the Orders.OrderTicket class and its consumers or related classes |
| CQuantConnect.Orders.OrderTicket | Provides a single reference to an order for the algorithm to maintain. As the order gets updated this ticket will also get updated |
| CQuantConnect.Orders.OrderUpdateEvent | Event that fires each time an order is updated in the brokerage side. These are not status changes but mainly price changes, like the stop price of a trailing stop order |
| CQuantConnect.Messages.OS | Provides user-facing messages for the QuantConnect.OS class and its consumers or related classes |
| CQuantConnect.OS | Operating systems class for managing anything that is operation system specific |
| ►CQuantConnect.Packets.Packet | Base class for packet messaging system |
| ►CQuantConnect.Commands.CommandResultPacket | Contains data held as the result of executing a command |
| CQuantConnect.Commands.AddSecurityCommand.Result | Result packet type for the AddSecurityCommand command |
| CQuantConnect.Commands.CancelOrderCommand.Result | Result packet type for the CancelOrderCommand command |
| CQuantConnect.Optimizer.OptimizationNodePacket | Provide a packet type containing information on the optimization compute job |
| CQuantConnect.Packets.AlgorithmNameUpdatePacket | Packet to communicate updates to the algorithm's name |
| CQuantConnect.Packets.AlgorithmStatusPacket | Algorithm status update information packet |
| CQuantConnect.Packets.AlgorithmTagsUpdatePacket | Packet to communicate updates to the algorithm tags |
| CQuantConnect.Packets.AlphaResultPacket | Provides a packet type for transmitting alpha insights data |
| CQuantConnect.Packets.BacktestResultPacket | Backtest result packet: send backtest information to GUI for user consumption |
| ►CQuantConnect.Packets.DebugPacket | Send a simple debug message from the users algorithm to the console |
| CQuantConnect.Packets.SystemDebugPacket | Debug packets generated by Lean |
| CQuantConnect.Packets.HandledErrorPacket | Algorithm runtime error packet from the lean engine. This is a managed error which stops the algorithm execution |
| CQuantConnect.Packets.HistoryPacket | Packet for history jobs |
| CQuantConnect.Packets.LiveResultPacket | Live result packet from a lean engine algorithm |
| CQuantConnect.Packets.LogPacket | Simple log message instruction from the lean engine |
| CQuantConnect.Packets.OrderEventPacket | Order event packet for passing updates on the state of an order to the portfolio |
| ►CQuantConnect.Packets.PythonEnvironmentPacket | Python Environment Packet is an abstract packet that contains a PythonVirtualEnvironment definition. Intended to be used by inheriting classes that may use a PythonVirtualEnvironment |
| ►CQuantConnect.Packets.AlgorithmNodePacket | Algorithm Node Packet is a work task for the Lean Engine |
| CQuantConnect.Packets.BacktestNodePacket | Algorithm backtest task information packet |
| ►CQuantConnect.Packets.LiveNodePacket | Live job task packet: container for any live specific job variables |
| CQuantConnect.Packets.AlphaNodePacket | Alpha job packet |
| CQuantConnect.Packets.ResearchNodePacket | Represents a research node packet |
| CQuantConnect.Packets.RuntimeErrorPacket | Algorithm runtime error packet from the lean engine. This is a managed error which stops the algorithm execution |
| CQuantConnect.Packets.SecurityTypesPacket | Security types packet contains information on the markets the user data has requested |
| CQuantConnect.Messages.PandasConverter | Provides user-facing common messages for the Python.PandasConverter namespace classes |
| CQuantConnect.Python.PandasConverter | Collection of methods that converts lists of objects in pandas.DataFrame |
| CQuantConnect.Messages.PandasData | Provides user-facing common messages for the Python.PandasData namespace classes |
| CQuantConnect.Python.PandasData | Organizes a list of data to create pandas.DataFrames |
| CQuantConnect.Api.Parameter | Parameter set |
| CQuantConnect.Optimizer.Parameters.ParameterSet | Represents a single combination of optimization parameters |
| CQuantConnect.Parse | Provides methods for parsing strings using CultureInfo.InvariantCulture |
| CQuantConnect.Messages.Parse | Provides user-facing messages for the QuantConnect.Parse class and its consumers or related classes |
| CQuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager | Helper class used to managed pending security removals UniverseSelection |
| CQuantConnect.Statistics.PerformanceMetrics | PerformanceMetrics contains the names of the various performance metrics used for evaluation purposes |
| CQuantConnect.Data.Fundamental.Period | Period constants for multi-period fields |
| ►CQuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< QuoteBar, QuoteBar > | |
| CQuantConnect.Data.Consolidators.QuoteBarConsolidator | Consolidates QuoteBars into larger QuoteBars |
| ►CQuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TradeBar > | |
| CQuantConnect.Data.Consolidators.TradeBarConsolidatorBase< T > | A data consolidator that can make bigger bars from any base data |
| ►CQuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | |
| CQuantConnect.Data.Consolidators.OpenInterestConsolidator | Type capable of consolidating open interest |
| ►CQuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, QuoteBar > | |
| CQuantConnect.Data.Consolidators.TickQuoteBarConsolidator | Consolidates ticks into quote bars. This consolidator ignores trade ticks |
| CQuantConnect.Data.Custom.AlphaStreams.PlaceHolder | Static class for place holder |
| CQuantConnect.Report.PointInTimePortfolio.PointInTimeHolding | Holding of an asset at a point in time |
| CQuantConnect.Report.PointInTimePortfolio | Lightweight portfolio at a point in time |
| CQuantConnect.Api.Portfolio | Class containing the basic portfolio information of a live algorithm |
| CQuantConnect.Securities.Positions.PortfolioMarginChart | Helper method to sample portfolio margin chart |
| CQuantConnect.Securities.Positions.PortfolioState | Snapshot of an algorithms portfolio state |
| CQuantConnect.Statistics.PortfolioStatistics | The PortfolioStatistics class represents a set of statistics calculated from equity and benchmark samples |
| CQuantConnect.Messages.PortfolioTarget | Provides user-facing messages for the Algorithm.Framework.Portfolio.PortfolioTarget class and its consumers or related classes |
| CQuantConnect.Securities.Positions.PositionExtensions | Provides extension methods for IPosition |
| CQuantConnect.Messages.PositionGroup | Provides user-facing messages for the Securities.Positions.PositionGroup class and its consumers or related classes |
| CQuantConnect.Securities.Positions.PositionGroupBuyingPower | Defines the result for IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower |
| CQuantConnect.Messages.PositionGroupBuyingPowerModel | Provides user-facing messages for the Securities.Positions.PositionGroupBuyingPowerModel class and its consumers or related classes |
| CQuantConnect.Securities.Positions.PositionGroupBuyingPowerModelExtensions | Provides methods aimed at reducing the noise introduced from having result/parameter types for each method. These methods aim to accept raw arguments and return the desired value type directly |
| CQuantConnect.Securities.Positions.PositionGroupBuyingPowerParameters | Defines the parameters for IPositionGroupBuyingPowerModel.GetPositionGroupBuyingPower |
| CQuantConnect.Securities.Positions.PositionGroupExtensions | Provides extension methods for IPositionGroup |
| CQuantConnect.Securities.Positions.PositionGroupInitialMarginForOrderParameters | Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequiredForOrder |
| CQuantConnect.Securities.Positions.PositionGroupInitialMarginParameters | Defines parameters for IPositionGroupBuyingPowerModel.GetInitialMarginRequirement |
| CQuantConnect.Securities.Positions.PositionGroupMaintenanceMarginParameters | Defines parameters for IPositionGroupBuyingPowerModel.GetMaintenanceMargin |
| CQuantConnect.Securities.Positions.PositionGroupState | Snapshot of a position group state |
| CQuantConnect.Api.PriceEntry | Prices entry for Data/Prices response |
| CQuantConnect.Orders.Fills.Prices | Prices class used by IFillModels |
| CQuantConnect.Data.Auxiliary.PriceScalingExtensions | Set of helper methods for factor files and price scaling operations |
| CQuantConnect.Api.Product | QuantConnect Products |
| CQuantConnect.Api.ProductItem | QuantConnect ProductItem |
| CProgram | |
| CQuantConnect.ToolBox.Program | |
| CQuantConnect.Optimizer.Launcher.Program | |
| CQuantConnect.Lean.Launcher.Program | |
| CQuantConnect.Report.Program | Lean Report creates a PDF strategy summary from the backtest and live json objects |
| CQuantConnect.Api.ProjectFile | File for a project |
| CQuantConnect.Python.PythonActivator | Provides methods for creating new instances of python custom data objects |
| CQuantConnect.Messages.PythonCommon | Provides user-facing common messages for the Python namespace classes |
| CQuantConnect.Python.PythonConsolidator | Provides a base class for python consolidators, necessary to use event handler |
| CQuantConnect.Python.PythonInitializer | Helper class for Python initialization |
| CQuantConnect.Messages.PythonInitializer | Provides user-facing common messages for the Python.PythonInitializer namespace classes |
| CQuantConnect.Python.BasePythonWrapper< TInterface >.PythonRuntimeChecker | Set of helper methods to invoke Python methods with runtime checks for return values and out parameter's conversions |
| CQuantConnect.Util.PythonUtil | Collection of utils for python objects processing |
| CQuantConnect.Python.PythonWrapper | Provides extension methods for managing python wrapper classes |
| CQuantConnect.Messages.PythonWrapper | Provides user-facing common messages for the Python.PythonWrapper namespace classes |
| ►CQueue | |
| CQuantConnect.Util.FixedSizeQueue< T > | Helper method for a limited length queue which self-removes the extra elements. http://stackoverflow.com/questions/5852863/fixed-size-queue-which-automatically-dequeues-old-values-upon-new-enques |
| CQuantConnect.ToolBox.RandomDataGenerator.RandomDataGenerator | Generates random data according to the specified parameters |
| CQuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorProgram | Creates and starts RandomDataGenerator instance |
| CQuantConnect.ToolBox.RandomDataGenerator.RandomDataGeneratorSettings | |
| CQuantConnect.Messages.RBIBrokerageModel | Provides user-facing messages for the Brokerages.RBIBrokerageModel class and its consumers or related classes |
| CQuantConnect.Util.ReaderWriterLockSlimExtensions | Provides extension methods to make working with the ReaderWriterLockSlim class easier |
| CQuantConnect.Messages.ReadOnlySecurityValuesCollection | Provides user-facing messages for the ReadOnlySecurityValuesCollection class and its consumers or related classes |
| CQuantConnect.RealTimeSynchronizedTimer | Real time timer class for precise callbacks on a millisecond resolution in a self managed thread |
| CQuantConnect.Util.Ref< TimeSpan > | |
| CQuantConnect.Util.ReferenceWrapper< T > | We wrap a T instance, a value type, with a class, a reference type, to achieve thread safety when assigning new values and reading from multiple threads. This is possible because assignments are atomic operations in C# for reference types (among others) |
| CQuantConnect.Util.ReferenceWrapper< DateTime > | |
| CQuantConnect.Util.ReferenceWrapper< decimal > | |
| CQuantConnect.Messages.RegisteredSecurityDataTypesProvider | Provides user-facing messages for the Securities.RegisteredSecurityDataTypesProvider class and its consumers or related classes |
| CQuantConnect.Util.Validate.RegularExpression | Provides static storage of compiled regular expressions to preclude parsing on each invocation |
| CQuantConnect.Lean.Engine.DataFeeds.PendingRemovalsManager.RemovedMember | Helper class used to report removed universe members |
| ►CQuantConnect.Data.Consolidators.RenkoConsolidator | This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked |
| CQuantConnect.Data.Consolidators.RenkoConsolidator< TInput > | Provides a type safe wrapper on the RenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving |
| CQuantConnect.Data.Consolidators.WickedRenkoConsolidator< T > | This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked. Provides a type safe wrapper on the WickedRenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving /// |
| ►CQuantConnect.Data.Consolidators.RenkoConsolidator< T > | |
| CQuantConnect.Data.Consolidators.WickedRenkoConsolidator< T > | This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked. Provides a type safe wrapper on the WickedRenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving /// |
| CQuantConnect.Report.Report | Report class |
| CQuantConnect.Configuration.ReportArgumentParser | Command Line arguments parser for Report Creator |
| ►CQuantConnect.Report.ReportElements.ReportElement | Common interface for template elements of the report |
| CQuantConnect.Report.ReportElements.EstimatedCapacityReportElement | Capacity Estimation Report Element |
| CQuantConnect.Report.ReportElements.ParametersReportElement | Class for creating a two column table for the Algorithm's Parameters in a report |
| CQuantConnect.Report.ReportElements.SharpeRatioReportElement | Class for render the Sharpe Ratio statistic for a report |
| CQuantConnect.Api.ResearchGuide | A power gauge for backtests, time and parameters to estimate the overfitting risk |
| CQuantConnect.Securities.ReservedBuyingPowerForPosition | Defines the result for IBuyingPowerModel.GetReservedBuyingPowerForPosition |
| CQuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroup | Defines the result for IBuyingPowerModel.GetReservedBuyingPowerForPosition |
| CQuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroupParameters | Defines the parameters for IBuyingPowerModel.GetReservedBuyingPowerForPosition |
| CQuantConnect.Securities.ReservedBuyingPowerForPositionParameters | Defines the parameters for IBuyingPowerModel.GetReservedBuyingPowerForPosition |
| CQuantConnect.Securities.Positions.ReservedBuyingPowerImpact | Specifies the impact on buying power from changing security holdings that affects current IPositionGroup, including the current reserved buying power, without the change, and a contemplate reserved buying power, which takes into account a contemplated change to the algorithm's positions that impacts current position groups |
| CQuantConnect.Securities.Positions.ReservedBuyingPowerImpactParameters | Parameters for the IPositionGroupBuyingPowerModel.GetReservedBuyingPowerImpact |
| ►CQuantConnect.Result | Base class for backtesting and live results that packages result data. LiveResult BacktestResult |
| CQuantConnect.Packets.BacktestResult | Backtest results object class - result specific items from the packet |
| CQuantConnect.Packets.LiveResult | Live results object class for packaging live result data |
| CQuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters | DTO parameters class to initialize a result handler |
| CQuantConnect.Report.ResultsUtil | Utility methods for dealing with the Result objects |
| CQuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData | Contains returns specific to a symbol required for optimization model |
| CQuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolDataExtensions | Extension methods for ReturnsSymbolData |
| ►CReusuableCLRObject | |
| CQuantConnect.Data.Fundamental.BalanceSheet | Definition of the BalanceSheet class |
| CQuantConnect.Data.Fundamental.CashFlowStatement | Definition of the CashFlowStatement class |
| ►CQuantConnect.Data.Fundamental.FundamentalTimeDependentProperty | Simple base class shared by top layer fundamental properties which depend on a time provider |
| CQuantConnect.Data.Fundamental.AssetClassification | Definition of the AssetClassification class |
| CQuantConnect.Data.Fundamental.CompanyProfile | Definition of the CompanyProfile class |
| CQuantConnect.Data.Fundamental.CompanyReference | Definition of the CompanyReference class |
| CQuantConnect.Data.Fundamental.EarningRatios | Definition of the EarningRatios class |
| CQuantConnect.Data.Fundamental.EarningReports | Definition of the EarningReports class |
| CQuantConnect.Data.Fundamental.FinancialStatements | Definition of the FinancialStatements class |
| CQuantConnect.Data.Fundamental.OperationRatios | Definition of the OperationRatios class |
| CQuantConnect.Data.Fundamental.SecurityReference | Definition of the SecurityReference class |
| CQuantConnect.Data.Fundamental.ValuationRatios | Definition of the ValuationRatios class |
| CQuantConnect.Data.Fundamental.IncomeStatement | Definition of the IncomeStatement class |
| ►CQuantConnect.Data.Fundamental.MultiPeriodField< T > | Abstract base class for multi-period fields |
| CQuantConnect.Data.Fundamental.AccountsPayableBalanceSheet | Any money that a company owes its suppliers for goods and services purchased on credit and is expected to pay within the next year or operating cycle |
| CQuantConnect.Data.Fundamental.AccountsReceivableBalanceSheet | Accounts owed to a company by customers within a year as a result of exchanging goods or services on credit |
| CQuantConnect.Data.Fundamental.AccruedandDeferredIncomeBalanceSheet | Sum of accrued liabilities and deferred income (amount received in advance but the services are not provided in respect of amount) |
| CQuantConnect.Data.Fundamental.AccruedandDeferredIncomeCurrentBalanceSheet | Sum of Accrued Liabilities and Deferred Income (amount received in advance but the services are not provided in respect of amount) due within 1 year |
| CQuantConnect.Data.Fundamental.AccruedandDeferredIncomeNonCurrentBalanceSheet | Sum of Accrued Liabilities and Deferred Income (amount received in advance but the services are not provided in respect of amount) due after 1 year |
| CQuantConnect.Data.Fundamental.AccruedInterestReceivableBalanceSheet | This account shows the amount of unpaid interest accrued to the date of purchase and included in the purchase price of securities purchased between interest dates |
| CQuantConnect.Data.Fundamental.AccruedInvestmentIncomeBalanceSheet | Interest, dividends, rents, ancillary and other revenues earned but not yet received by the entity on its investments |
| CQuantConnect.Data.Fundamental.AccruedLiabilitiesTotalBalanceSheet | Liabilities which have occurred, but have not been paid or logged under accounts payable during an accounting PeriodAsByte. In other words, obligations for goods and services provided to a company for which invoices have not yet been received; on a Non- Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.AccumulatedDepreciationBalanceSheet | The cumulative amount of wear and tear or obsolescence charged against the fixed assets of a company |
| CQuantConnect.Data.Fundamental.AdditionalPaidInCapitalBalanceSheet | Excess of issue price over par or stated value of the entity's capital stock and amounts received from other transactions involving the entity's stock or stockholders. Includes adjustments to additional paid in capital. There are two major categories of additional paid in capital: 1) Paid in capital in excess of par/stated value, which is the difference between the actual issue price of the shares and the shares' par/stated value. 2) Paid in capital from other transactions which includes treasury stock, retirement of stock, stock dividends recorded at market, lapse of stock purchase warrants, conversion of convertible bonds in excess of the par value of the stock, and any other additional capital from the company's own stock transactions |
| CQuantConnect.Data.Fundamental.AdvanceFromFederalHomeLoanBanksBalanceSheet | This item is typically available for bank industry. It's the amount of borrowings as of the balance sheet date from the Federal Home Loan Bank, which are primarily used to cover shortages in the required reserve balance and liquidity shortages |
| CQuantConnect.Data.Fundamental.AdvancesfromCentralBanksBalanceSheet | Borrowings from the central bank, which are primarily used to cover shortages in the required reserve balance and liquidity shortages |
| CQuantConnect.Data.Fundamental.AllowanceForDoubtfulAccountsReceivableBalanceSheet | An Allowance for Doubtful Accounts measures receivables recorded but not expected to be collected |
| CQuantConnect.Data.Fundamental.AllowanceForLoansAndLeaseLossesBalanceSheet | A contra account sets aside as an allowance for bad loans (e.g. customer defaults) |
| CQuantConnect.Data.Fundamental.AllowanceForNotesReceivableBalanceSheet | This item is typically available for bank industry. It represents a provision relating to a written agreement to receive money with the terms of the note (at a specified future date(s) within one year from the reporting date (or the normal operating cycle, whichever is longer), consisting of principal as well as any accrued interest) for the portion that is expected to be uncollectible |
| CQuantConnect.Data.Fundamental.AllTaxesPaidCashFlowStatement | Cash paid to tax authorities in operating cash flow, using the direct method |
| CQuantConnect.Data.Fundamental.AmortizationCashFlowStatement | The systematic and rational apportionment of the acquisition cost of intangible operational assets to future periods in which the benefits contribute to revenue. This field is to include Amortization and any variation where Amortization is the first account listed in the line item, excluding Amortization of Intangibles |
| CQuantConnect.Data.Fundamental.AmortizationIncomeStatement | The non-cash expense recognized on intangible assets over the benefit period of the asset |
| CQuantConnect.Data.Fundamental.AmortizationOfFinancingCostsAndDiscountsCashFlowStatement | The component of interest expense representing the non-cash expenses charged against earnings in the period to allocate debt discount and premium, and the costs to issue debt and obtain financing over the related debt instruments. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.AmortizationOfIntangiblesCashFlowStatement | The aggregate expense charged against earnings to allocate the cost of intangible assets (nonphysical assets not used in production) in a systematic and rational manner to the periods expected to benefit from such assets |
| CQuantConnect.Data.Fundamental.AmortizationOfIntangiblesIncomeStatement | The aggregate expense charged against earnings to allocate the cost of intangible assets (nonphysical assets not used in production) in a systematic and rational manner to the periods expected to benefit from such assets |
| CQuantConnect.Data.Fundamental.AmortizationOfSecuritiesCashFlowStatement | Represents amortization of the allocation of a lump sum amount to different time periods, particularly for securities, debt, loans, and other forms of financing. Does not include amortization, amortization of capital expenditure and intangible assets |
| CQuantConnect.Data.Fundamental.AmortizationSupplementalIncomeStatement | The current period expense charged against earnings on intangible asset over its useful life. It is a supplemental value which would be reported outside consolidated statements |
| CQuantConnect.Data.Fundamental.AssetImpairmentChargeCashFlowStatement | The charge against earnings resulting from the aggregate write down of all assets from their carrying value to their fair value |
| CQuantConnect.Data.Fundamental.AssetsHeldForSaleBalanceSheet | This item is typically available for bank industry. It's a part of long-lived assets, which has been decided for sale in the future |
| CQuantConnect.Data.Fundamental.AssetsHeldForSaleCurrentBalanceSheet | Short term assets set apart for sale to liquidate in the future and are measured at the lower of carrying amount and fair value less costs to sell |
| CQuantConnect.Data.Fundamental.AssetsHeldForSaleNonCurrentBalanceSheet | Long term assets set apart for sale to liquidate in the future and are measured at the lower of carrying amount and fair value less costs to sell |
| CQuantConnect.Data.Fundamental.AssetsOfDiscontinuedOperationsBalanceSheet | A portion of a company's business that has been disposed of or sold |
| CQuantConnect.Data.Fundamental.AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet | Total value collateral assets pledged to the bank that can be sold or used as collateral for other loans |
| CQuantConnect.Data.Fundamental.AssetsTurnover | Revenue / Average Total Assets |
| CQuantConnect.Data.Fundamental.AvailableForSaleSecuritiesBalanceSheet | For an unclassified balance sheet, this item represents equity securities categorized neither as held-to-maturity nor trading. Equity securities represent ownership interests or the right to acquire ownership interests in corporations and other legal entities which ownership interest is represented by shares of common or preferred stock (which is not mandatory redeemable or redeemable at the option of the holder), convertible securities, stock rights, or stock warrants. This category includes preferred stocks, available- for-sale and common stock, available-for-sale |
| CQuantConnect.Data.Fundamental.AverageDilutionEarningsIncomeStatement | Adjustments to reported net income to calculate Diluted EPS, by assuming that all convertible instruments are converted to Common Equity. The adjustments usually include the interest expense of debentures when assumed converted and preferred dividends of convertible preferred stock when assumed converted |
| CQuantConnect.Data.Fundamental.AVG5YrsROIC | This is the simple average of the company's ROIC over the last 5 years. Return on invested capital is calculated by taking net operating profit after taxes and dividends and dividing by the total amount of capital invested and expressing the result as a percentage |
| CQuantConnect.Data.Fundamental.BankIndebtednessBalanceSheet | All indebtedness for borrowed money or the deferred purchase price of property or services, including without limitation reimbursement and other obligations with respect to surety bonds and letters of credit, all obligations evidenced by notes, bonds debentures or similar instruments, all capital lease obligations and all contingent obligations |
| CQuantConnect.Data.Fundamental.BankLoansCurrentBalanceSheet | A debt financing obligation issued by a bank or similar financial institution to a company, that entitles the lender or holder of the instrument to interest payments and the repayment of principal at a specified time within the next 12 months or operating cycle |
| CQuantConnect.Data.Fundamental.BankLoansNonCurrentBalanceSheet | A debt financing obligation issued by a bank or similar financial institution to a company, that entitles the lender or holder of the instrument to interest payments and the repayment of principal at a specified time beyond the current accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.BankLoansTotalBalanceSheet | Total debt financing obligation issued by a bank or similar financial institution to a company that entitles the lender or holder of the instrument to interest payments and the repayment of principal at a specified time; in a Non-Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.BankOwnedLifeInsuranceBalanceSheet | The carrying amount of a life insurance policy on an officer, executive or employee for which the reporting entity (a bank) is entitled to proceeds from the policy upon death of the insured or surrender of the insurance policy |
| CQuantConnect.Data.Fundamental.BasicAccountingChange | Basic EPS from the Cumulative Effect of Accounting Change is the earnings attributable to the accounting change (during the reporting period) divided by the weighted average number of common shares outstanding |
| CQuantConnect.Data.Fundamental.BasicAverageShares | The shares outstanding used to calculate Basic EPS, which is the weighted average common share outstanding through the whole accounting PeriodAsByte. Note: If Basic Average Shares are not presented by the firm in the Income Statement, this data point will be null |
| CQuantConnect.Data.Fundamental.BasicContinuousOperations | Basic EPS from Continuing Operations is the earnings from continuing operations reported by the company divided by the weighted average number of common shares outstanding |
| CQuantConnect.Data.Fundamental.BasicDiscontinuousOperations | Basic EPS from Discontinued Operations is the earnings from discontinued operations reported by the company divided by the weighted average number of common shares outstanding. This only includes gain or loss from discontinued operations |
| CQuantConnect.Data.Fundamental.BasicEPS | Basic EPS is the bottom line net income divided by the weighted average number of common shares outstanding |
| CQuantConnect.Data.Fundamental.BasicEPSOtherGainsLosses | Basic EPS from the Other Gains/Losses is the earnings attributable to the other gains/losses (during the reporting period) divided by the weighted average number of common shares outstanding |
| CQuantConnect.Data.Fundamental.BasicExtraordinary | Basic EPS from the Extraordinary Gains/Losses is the earnings attributable to the gains or losses (during the reporting period) from extraordinary items divided by the weighted average number of common shares outstanding |
| CQuantConnect.Data.Fundamental.BeginningCashPositionCashFlowStatement | The cash and equivalents balance at the beginning of the accounting period, as indicated on the Cash Flow statement |
| CQuantConnect.Data.Fundamental.BiologicalAssetsBalanceSheet | Biological assets include plants and animals |
| CQuantConnect.Data.Fundamental.BookValuePerShareGrowth | The growth in the company's book value per share on a percentage basis. Morningstar calculates the growth percentage based on the common shareholder's equity reported in the Balance Sheet divided by the diluted shares outstanding within the company filings or reports |
| CQuantConnect.Data.Fundamental.BuildingsAndImprovementsBalanceSheet | Fixed assets that specifically deal with the facilities a company owns. Include the improvements associated with buildings |
| CQuantConnect.Data.Fundamental.CapExGrowth | The growth in the company's capital expenditures on a percentage basis. Morningstar calculates the growth percentage based on the capital expenditures reported in the Cash Flow Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.CapExReportedCashFlowStatement | Capital expenditure, capitalized software development cost, maintenance capital expenditure, etc. as reported by the company |
| CQuantConnect.Data.Fundamental.CapExSalesRatio | Capital Expenditure / Revenue |
| CQuantConnect.Data.Fundamental.CapitalExpenditureAnnual5YrGrowth | This is the compound annual growth rate of the company's capital spending over the last 5 years. Capital Spending is the sum of the Capital Expenditure items found in the Statement of Cash Flows |
| CQuantConnect.Data.Fundamental.CapitalExpenditureCashFlowStatement | Funds used by a company to acquire or upgrade physical assets such as property, industrial buildings or equipment. This type of outlay is made by companies to maintain or increase the scope of their operations. Capital expenditures are generally depreciated or depleted over their useful life, as distinguished from repairs, which are subtracted from the income of the current year |
| CQuantConnect.Data.Fundamental.CapitalExpendituretoEBITDA | Measures the amount a company is investing in its business relative to EBITDA generated in a given PeriodAsByte |
| CQuantConnect.Data.Fundamental.CapitalLeaseObligationsBalanceSheet | Current Portion of Capital Lease Obligation plus Long Term Portion of Capital Lease Obligation |
| CQuantConnect.Data.Fundamental.CapitalStockBalanceSheet | The total amount of stock authorized for issue by a corporation, including common and preferred stock |
| CQuantConnect.Data.Fundamental.CashAdvancesandLoansMadetoOtherPartiesCashFlowStatement | Cash outlay for cash advances and loans made to other parties |
| CQuantConnect.Data.Fundamental.CashAndCashEquivalentsBalanceSheet | Includes unrestricted cash on hand, money market instruments and other debt securities which can be converted to cash immediately |
| CQuantConnect.Data.Fundamental.CashAndDueFromBanksBalanceSheet | Includes cash on hand (currency and coin), cash items in process of collection, non-interest bearing deposits due from other financial institutions (including corporate credit unions), and balances with the Federal Reserve Banks, Federal Home Loan Banks and central banks |
| CQuantConnect.Data.Fundamental.CashBalanceSheet | Cash includes currency on hand as well as demand deposits with banks or financial institutions. It also includes other kinds of accounts that have the general characteristics of demand deposits in that the customer may deposit additional funds at any time and also effectively may withdraw funds at any time without prior notice or penalty |
| CQuantConnect.Data.Fundamental.CashCashEquivalentsAndFederalFundsSoldBalanceSheet | The aggregate amount of cash, cash equivalents, and federal funds sold |
| CQuantConnect.Data.Fundamental.CashCashEquivalentsAndMarketableSecuritiesBalanceSheet | The aggregate amount of cash, cash equivalents, and marketable securities |
| CQuantConnect.Data.Fundamental.CashConversionCycle | Days In Inventory + Days In Sales - Days In Payment |
| CQuantConnect.Data.Fundamental.CashDividendsForMinoritiesCashFlowStatement | Cash Distribution of earnings to Minority Stockholders |
| CQuantConnect.Data.Fundamental.CashDividendsPaidCashFlowStatement | Payments for the cash dividends declared by an entity to shareholders during the PeriodAsByte. This element includes paid and unpaid dividends declared during the period for both common and preferred stock |
| CQuantConnect.Data.Fundamental.CashEquivalentsBalanceSheet | Cash equivalents, excluding items classified as marketable securities, include short-term, highly liquid investments that are both readily convertible to known amounts of cash, and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Generally, only investments with original maturities of three months or less qualify under this definition. Original maturity means original maturity to the entity holding the investment. For example, both a three-month US Treasury bill and a three-year Treasury note purchased three months from maturity qualify as cash equivalents. However, a Treasury note purchased three years ago does not become a cash equivalent when its remaining maturity is three months |
| CQuantConnect.Data.Fundamental.CashFlowFromContinuingFinancingActivitiesCashFlowStatement | Cash generated by or used in financing activities of continuing operations; excludes cash flows from discontinued operations |
| CQuantConnect.Data.Fundamental.CashFlowFromContinuingInvestingActivitiesCashFlowStatement | Cash generated by or used in investing activities of continuing operations; excludes cash flows from discontinued operations |
| CQuantConnect.Data.Fundamental.CashFlowFromContinuingOperatingActivitiesCashFlowStatement | Cash generated by or used in operating activities of continuing operations; excludes cash flows from discontinued operations |
| CQuantConnect.Data.Fundamental.CashFlowFromDiscontinuedOperationCashFlowStatement | The aggregate amount of cash flow from discontinued operation, including operating activities, investing activities, and financing activities |
| CQuantConnect.Data.Fundamental.CashFlowFromFinancingGrowth | The growth in the company's cash flows from financing on a percentage basis. Morningstar calculates the growth percentage based on the financing cash flows reported in the Cash Flow Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.CashFlowFromInvestingGrowth | The growth in the company's cash flows from investing on a percentage basis. Morningstar calculates the growth percentage based on the cash flows from investing reported in the Cash Flow Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.CashFlowsfromusedinOperatingActivitiesDirectCashFlowStatement | The net cash from (used in) all of the entity's operating activities, including those of discontinued operations, of the reporting entity under the direct method |
| CQuantConnect.Data.Fundamental.CashFromDiscontinuedFinancingActivitiesCashFlowStatement | Cash generated by or used in financing activities of discontinued operations; excludes cash flows from continued operations |
| CQuantConnect.Data.Fundamental.CashFromDiscontinuedInvestingActivitiesCashFlowStatement | The net cash inflow (outflow) from discontinued investing activities over the designated time PeriodAsByte |
| CQuantConnect.Data.Fundamental.CashFromDiscontinuedOperatingActivitiesCashFlowStatement | The net cash from (used in) all of the entity's discontinued operating activities, excluding those of continued operations, of the reporting entity |
| CQuantConnect.Data.Fundamental.CashGeneratedfromOperatingActivitiesCashFlowStatement | The net cash from an entity's operating activities before real cash inflow or outflow for Dividend, Interest, Tax, or other unclassified operating activities |
| CQuantConnect.Data.Fundamental.CashPaidforInsuranceActivitiesCashFlowStatement | Cash paid out for insurance activities during the period in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.CashPaidtoReinsurersCashFlowStatement | Cash paid out to reinsurers in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.CashPaymentsforDepositsbyBanksandCustomersCashFlowStatement | Cash paid for deposits by banks and customers in operating cash flow, using the direct method. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.CashPaymentsforLoansCashFlowStatement | Cash paid for loans in operating cash flow, using the direct method. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.CashRatio | Indicates a company's short-term liquidity, defined as short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities |
| CQuantConnect.Data.Fundamental.CashRatioGrowth | The growth in the company's cash ratio on a percentage basis. Morningstar calculates the growth percentage based on the short term liquid investments (cash, cash equivalents, short term investments) divided by current liabilities reported in the Balance Sheet within the company filings or reports |
| CQuantConnect.Data.Fundamental.CashReceiptsfromDepositsbyBanksandCustomersCashFlowStatement | Cash received from banks and customer deposits in operating cash flow, using the direct method. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.CashReceiptsfromFeesandCommissionsCashFlowStatement | Cash received from agency fees and commissions in operating cash flow, using the direct method. This item is usually available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.CashReceiptsfromLoansCashFlowStatement | Cash received from loans in operating cash flow, using the direct method. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.CashReceiptsfromRepaymentofAdvancesandLoansMadetoOtherPartiesCashFlowStatement | Cash received from the repayment of advances and loans made to other parties, in the Investing Cash Flow section |
| CQuantConnect.Data.Fundamental.CashReceiptsfromSecuritiesRelatedActivitiesCashFlowStatement | Cash received from the trading of securities in operating cash flow, using the direct method. This item is usually only available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.CashReceiptsfromTaxRefundsCashFlowStatement | Cash received as refunds from tax authorities in operating cash flow, using the direct method |
| CQuantConnect.Data.Fundamental.CashReceivedfromInsuranceActivitiesCashFlowStatement | Cash received from insurance activities in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.CashRestrictedOrPledgedBalanceSheet | Cash that the company can use only for specific purposes or cash deposit or placing of owned property by a debtor (the pledger) to a creditor (the pledgee) as a security for a loan or obligation |
| CQuantConnect.Data.Fundamental.CashtoTotalAssets | Represents the percentage of a company's total assets is in cash |
| CQuantConnect.Data.Fundamental.CededPremiumsIncomeStatement | The amount of premiums paid and payable to another insurer as a result of reinsurance arrangements in order to exchange for that company accepting all or part of insurance on a risk or exposure. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.CFOGrowth | The growth in the company's cash flow from operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations data reported in the Cash Flow Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.ChangeInAccountPayableCashFlowStatement | The increase or decrease between periods of the account payables |
| CQuantConnect.Data.Fundamental.ChangeInAccruedExpenseCashFlowStatement | The increase or decrease between periods of the accrued expenses |
| CQuantConnect.Data.Fundamental.ChangeinAccruedIncomeCashFlowStatement | The increase or decrease between periods in the amount of outstanding money owed by a customer for goods or services provided by the company |
| CQuantConnect.Data.Fundamental.ChangeInAccruedInvestmentIncomeCashFlowStatement | The net change during the reporting period in investment income that has been earned but not yet received in cash |
| CQuantConnect.Data.Fundamental.ChangeinAdvancesfromCentralBanksCashFlowStatement | The increase or decrease between periods of the advances from central banks |
| CQuantConnect.Data.Fundamental.ChangeinCashSupplementalAsReportedCashFlowStatement | The change in cash flow from the previous period to the current, as reported by the company, may be the same or not the same as Morningstar's standardized definition. It is a supplemental value which would be reported outside consolidated statements |
| CQuantConnect.Data.Fundamental.ChangeInDeferredAcquisitionCostsCashFlowStatement | The change of the unamortized portion as of the balance sheet date of capitalized costs that vary with and are primarily related to the acquisition of new and renewal insurance contracts |
| CQuantConnect.Data.Fundamental.ChangeinDeferredAcquisitionCostsNetCashFlowStatement | The increase or decrease between periods of the deferred acquisition costs |
| CQuantConnect.Data.Fundamental.ChangeInDeferredChargesCashFlowStatement | The net change during the reporting period in the value of expenditures made during the current reporting period for benefits that will be received over a period of years. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.ChangeinDepositsbyBanksandCustomersCashFlowStatement | The increase or decrease between periods of the deposits by banks and customers |
| CQuantConnect.Data.Fundamental.ChangeInDividendPayableCashFlowStatement | The increase or decrease between periods of the dividend payables |
| CQuantConnect.Data.Fundamental.ChangeInFederalFundsAndSecuritiesSoldForRepurchaseCashFlowStatement | The amount shown on the books that a bank with insufficient reserves borrows, at the federal funds rate, from another bank to meet its reserve requirements and the amount of securities that an institution sells and agrees to repurchase at a specified date for a specified price, net of any reductions or offsets |
| CQuantConnect.Data.Fundamental.ChangeinFinancialAssetsCashFlowStatement | The increase or decrease between periods of the financial assets |
| CQuantConnect.Data.Fundamental.ChangeinFinancialLiabilitiesCashFlowStatement | The increase or decrease between periods of the financial liabilities |
| CQuantConnect.Data.Fundamental.ChangeInFundsWithheldCashFlowStatement | The net change during the reporting period associated with funds withheld |
| CQuantConnect.Data.Fundamental.ChangeInIncomeTaxPayableCashFlowStatement | The increase or decrease between periods of the income tax payables |
| CQuantConnect.Data.Fundamental.ChangeinInsuranceContractAssetsCashFlowStatement | The increase or decrease between periods of the contract assets |
| CQuantConnect.Data.Fundamental.ChangeinInsuranceContractLiabilitiesCashFlowStatement | The increase or decrease between periods of the insurance contract liabilities |
| CQuantConnect.Data.Fundamental.ChangeinInsuranceFundsCashFlowStatement | The increase or decrease between periods of the insurance funds |
| CQuantConnect.Data.Fundamental.ChangeinInsuranceLiabilitiesNetofReinsuranceIncomeStatement | Income/Expense due to changes between periods in insurance liabilities |
| CQuantConnect.Data.Fundamental.ChangeInInterestPayableCashFlowStatement | The increase or decrease between periods of the interest payable. Interest payable means carrying value as of the balance sheet date of interest payable on all forms of debt |
| CQuantConnect.Data.Fundamental.ChangeInInventoryCashFlowStatement | The increase or decrease between periods of the Inventories. Inventories represent merchandise bought for resale and supplies and raw materials purchased for use in revenue producing operations |
| CQuantConnect.Data.Fundamental.ChangeinInvestmentContractIncomeStatement | Income/Expense due to changes between periods in Investment Contracts |
| CQuantConnect.Data.Fundamental.ChangeinInvestmentContractLiabilitiesCashFlowStatement | The increase or decrease between periods of the investment contract liabilities |
| CQuantConnect.Data.Fundamental.ChangeInLoansCashFlowStatement | The net change that a lender gives money or property to a borrower and the borrower agrees to return the property or repay the borrowed money, along with interest, at a predetermined date in the future |
| CQuantConnect.Data.Fundamental.ChangeInLossAndLossAdjustmentExpenseReservesCashFlowStatement | The net change during the reporting period in the reserve account established to account for expected but unspecified losses |
| CQuantConnect.Data.Fundamental.ChangeInOtherCurrentAssetsCashFlowStatement | The increase or decrease between periods of the Other Current Assets. This category typically includes prepayments, deferred charges, and amounts (other than trade accounts) due from parents and subsidiaries |
| CQuantConnect.Data.Fundamental.ChangeInOtherCurrentLiabilitiesCashFlowStatement | The increase or decrease between periods of the Other Current liabilities. Other Current liabilities is a balance sheet entry used by companies to group together current liabilities that are not assigned to common liabilities such as debt obligations or accounts payable |
| CQuantConnect.Data.Fundamental.ChangeInOtherWorkingCapitalCashFlowStatement | The increase or decrease between periods of the other working capital |
| CQuantConnect.Data.Fundamental.ChangeInPayableCashFlowStatement | The increase or decrease between periods of the payables |
| CQuantConnect.Data.Fundamental.ChangeInPayablesAndAccruedExpenseCashFlowStatement | The increase or decrease between periods of the payables and accrued expenses. Accrued expenses represent expenses incurred at the end of the reporting period but not yet paid; also called accrued liabilities. The accrued liability is shown under current liabilities in the balance sheet |
| CQuantConnect.Data.Fundamental.ChangeInPrepaidAssetsCashFlowStatement | The increase or decrease between periods of the prepaid assets |
| CQuantConnect.Data.Fundamental.ChangeInReceivablesCashFlowStatement | The increase or decrease between periods of the receivables. Receivables are amounts due to be paid to the company from clients and other |
| CQuantConnect.Data.Fundamental.ChangeinReinsuranceReceivablesCashFlowStatement | The increase or decrease between periods of the reinsurance receivable |
| CQuantConnect.Data.Fundamental.ChangeInReinsuranceRecoverableOnPaidAndUnpaidLossesCashFlowStatement | The net change during the reporting period in the amount of benefits the ceding insurer expects to recover on insurance policies ceded to other insurance entities as of the balance sheet date for all guaranteed benefit types |
| CQuantConnect.Data.Fundamental.ChangeInRestrictedCashCashFlowStatement | The net cash inflow (outflow) for the net change associated with funds that are not available for withdrawal or use (such as funds held in escrow) |
| CQuantConnect.Data.Fundamental.ChangeInTaxPayableCashFlowStatement | The increase or decrease between periods of the tax payables |
| CQuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsIncomeStatement | The change in the amount of the unearned premium reserves maintained by insurers |
| CQuantConnect.Data.Fundamental.ChangeinTheGrossProvisionforUnearnedPremiumsReinsurersShareIncomeStatement | The change in the amount of unearned premium reserve to be covered by reinsurers |
| CQuantConnect.Data.Fundamental.ChangeInTradingAccountSecuritiesCashFlowStatement | The net change during the reporting period associated with trading account assets. Trading account assets are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time). Unrealized holding gains and losses for trading securities are included in earnings |
| CQuantConnect.Data.Fundamental.ChangeInUnearnedPremiumsCashFlowStatement | The change during the period in the unearned portion of premiums written, excluding the portion amortized into income. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.ChangeInWorkingCapitalCashFlowStatement | The increase or decrease between periods of the working capital. Working Capital is the amount left to the company to finance operations and expansion after current liabilities have been covered |
| CQuantConnect.Data.Fundamental.ChangesInAccountReceivablesCashFlowStatement | The increase or decrease between periods of the accounts receivables |
| CQuantConnect.Data.Fundamental.ChangesInCashCashFlowStatement | The net change between the beginning and ending balance of cash and cash equivalents |
| CQuantConnect.Data.Fundamental.ClaimsandChangeinInsuranceLiabilitiesIncomeStatement | Income/Expense due to the insurer's changes in insurance liabilities |
| CQuantConnect.Data.Fundamental.ClaimsandPaidIncurredIncomeStatement | All reported claims arising out of incidents in that year are considered incurred grouped with claims paid out |
| CQuantConnect.Data.Fundamental.ClaimsOutstandingBalanceSheet | Amounts owing to policy holders who have filed claims but have not yet been settled or paid |
| CQuantConnect.Data.Fundamental.ClaimsPaidCashFlowStatement | Cash paid out for claims by a insurance company during the period in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.ClassesofCashPaymentsCashFlowStatement | Sum of total cash payment in the direct cash flow |
| CQuantConnect.Data.Fundamental.ClassesofCashReceiptsfromOperatingActivitiesCashFlowStatement | Sum of total cash receipts in the direct cash flow |
| CQuantConnect.Data.Fundamental.CommercialLoanBalanceSheet | Short-term loan, typically 90 days, used by a company to finance seasonal working capital needs |
| CQuantConnect.Data.Fundamental.CommercialPaperBalanceSheet | Commercial paper is a money-market security issued by large banks and corporations. It represents the current obligation for the company. There are four basic kinds of commercial paper: promissory notes, drafts, checks, and certificates of deposit. The maturities of these money market securities generally do not exceed 270 days |
| CQuantConnect.Data.Fundamental.CommissionExpensesIncomeStatement | |
| CQuantConnect.Data.Fundamental.CommissionPaidCashFlowStatement | Cash paid for commissions in operating cash flow, using the direct method |
| CQuantConnect.Data.Fundamental.CommonEquityToAssets | This is a financial ratio of common stock equity to total assets that indicates the relative proportion of equity used to finance a company's assets |
| CQuantConnect.Data.Fundamental.CommonStockBalanceSheet | Common stock (all issues) at par value, as reported within the Stockholder's Equity section of the balance sheet; i.e. it is one component of Common Stockholder's Equity |
| CQuantConnect.Data.Fundamental.CommonStockDividendPaidCashFlowStatement | The cash outflow from the distribution of an entity's earnings in the form of dividends to common shareholders |
| CQuantConnect.Data.Fundamental.CommonStockEquityBalanceSheet | The portion of the Stockholders' Equity that reflects the amount of common stock, which are units of ownership |
| CQuantConnect.Data.Fundamental.CommonStockIssuanceCashFlowStatement | The cash inflow from offering common stock, which is the additional capital contribution to the entity during the PeriodAsByte |
| CQuantConnect.Data.Fundamental.CommonStockPaymentsCashFlowStatement | The cash outflow to reacquire common stock during the PeriodAsByte |
| CQuantConnect.Data.Fundamental.CommonUtilityPlantBalanceSheet | The amount for the other plant related to the utility industry fix assets |
| CQuantConnect.Data.Fundamental.ComTreShaNumBalanceSheet | The treasury stock number of common shares. This represents the number of common shares owned by the company as a result of share repurchase programs or donations |
| CQuantConnect.Data.Fundamental.ConstructionInProgressBalanceSheet | It represents carrying amount of long-lived asset under construction that includes construction costs to date on capital projects. Assets constructed, but not completed |
| CQuantConnect.Data.Fundamental.ConsumerLoanBalanceSheet | A loan that establishes consumer credit that is granted for personal use; usually unsecured and based on the borrower's integrity and ability to pay |
| CQuantConnect.Data.Fundamental.ContinuingAndDiscontinuedBasicEPS | Basic EPS from Continuing Operations plus Basic EPS from Discontinued Operations |
| CQuantConnect.Data.Fundamental.ContinuingAndDiscontinuedDilutedEPS | Diluted EPS from Continuing Operations plus Diluted EPS from Discontinued Operations |
| CQuantConnect.Data.Fundamental.ConvertibleLoansCurrentBalanceSheet | This represents loans that entitle the lender (or the holder of loan debenture) to convert the loan to common or preferred stock (ordinary or preference shares) within the next 12 months or operating cycle |
| CQuantConnect.Data.Fundamental.ConvertibleLoansNonCurrentBalanceSheet | A long term loan with a warrant attached that gives the debt holder the option to exchange all or a portion of the loan principal for an equity position in the company at a predetermined rate of conversion within a specified period of time |
| CQuantConnect.Data.Fundamental.ConvertibleLoansTotalBalanceSheet | Loans that entitles the lender (or the holder of loan debenture) to convert the loan to common or preferred stock (ordinary or preference shares) at a specified rate conversion rate and a specified time frame; in a Non-Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.CostOfRevenueIncomeStatement | The aggregate cost of goods produced and sold and services rendered during the reporting PeriodAsByte. It excludes all operating expenses such as depreciation, depletion, amortization, and SG&A. For the must have cost industry, if the number is not reported by the company, it will be calculated based on accounting equation. Cost of Revenue = Revenue - Operating Expenses - Operating Profit |
| CQuantConnect.Data.Fundamental.CreditCardIncomeStatement | Income earned from credit card services including late, over limit, and annual fees. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement | A charge to income which represents an expense deemed adequate by management given the composition of a bank's credit portfolios, their probability of default, the economic environment and the allowance for credit losses already established. Specific provisions are established to reduce the book value of specific assets (primarily loans) to establish the amount expected to be recovered on the loans |
| CQuantConnect.Data.Fundamental.CreditRiskProvisionsIncomeStatement | Provision for the risk of loss of principal or loss of a financial reward stemming from a borrower's failure to repay a loan or otherwise meet a contractual obligation. Credit risk arises whenever a borrower is expecting to use future cash flows to pay a current debt. Investors are compensated for assuming credit risk by way of interest payments from the borrower or issuer of a debt obligation. This is a contra account under Total Revenue in banks |
| CQuantConnect.Data.Fundamental.CurrentAccruedExpensesBalanceSheet | An expense recognized before it is paid for. Includes compensation, interest, pensions and all other miscellaneous accruals reported by the company. Expenses incurred during the accounting period, but not required to be paid until a later date |
| CQuantConnect.Data.Fundamental.CurrentAssetsBalanceSheet | The total amount of assets considered to be convertible into cash within a relatively short period of time, usually a year |
| CQuantConnect.Data.Fundamental.CurrentCapitalLeaseObligationBalanceSheet | Represents the total amount of long-term capital leases that must be paid within the next accounting PeriodAsByte. Capital lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract |
| CQuantConnect.Data.Fundamental.CurrentDebtAndCapitalLeaseObligationBalanceSheet | All borrowings due within one year including current portions of long-term debt and capital leases as well as short-term debt such as bank loans and commercial paper |
| CQuantConnect.Data.Fundamental.CurrentDebtBalanceSheet | Represents the total amount of long-term debt such as bank loans and commercial paper, which is due within one year |
| CQuantConnect.Data.Fundamental.CurrentDeferredAssetsBalanceSheet | Payments that will be assigned as expenses with one accounting period, but that are paid in advance and temporarily set up as current assets on the balance sheet |
| CQuantConnect.Data.Fundamental.CurrentDeferredLiabilitiesBalanceSheet | Represents the current portion of obligations, which is a liability that usually would have been paid but is now past due |
| CQuantConnect.Data.Fundamental.CurrentDeferredRevenueBalanceSheet | Represents collections of cash or other assets related to revenue producing activity for which revenue has not yet been recognized. Generally, an entity records deferred revenue when it receives consideration from a customer before achieving certain criteria that must be met for revenue to be recognized in conformity with GAAP. It can be either current or non-current item. Also called unearned revenue |
| CQuantConnect.Data.Fundamental.CurrentDeferredTaxesAssetsBalanceSheet | Meaning a future tax asset, resulting from temporary differences between book (accounting) value of assets and liabilities and their tax value, or timing differences between the recognition of gains and losses in financial statements and their recognition in a tax computation. It is also called future tax |
| CQuantConnect.Data.Fundamental.CurrentDeferredTaxesLiabilitiesBalanceSheet | Meaning a future tax liability, resulting from temporary differences between book (accounting) value of assets and liabilities and their tax value, or timing differences between the recognition of gains and losses in financial statements and their recognition in a tax computation. Deferred tax liabilities generally arise where tax relief is provided in advance of an accounting expense, or income is accrued but not taxed until received |
| CQuantConnect.Data.Fundamental.CurrentLiabilitiesBalanceSheet | The debts or obligations of the firm that are due within one year |
| CQuantConnect.Data.Fundamental.CurrentNotesPayableBalanceSheet | Written promises to pay a stated sum at one or more specified dates in the future, within the accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.CurrentOtherFinancialLiabilitiesBalanceSheet | Other short term financial liabilities not categorized and due within one year or a normal operating cycle (whichever is longer) |
| CQuantConnect.Data.Fundamental.CurrentProvisionsBalanceSheet | Provisions are created to protect the interests of one or both parties named in a contract or legal document which is a preparatory action or measure. Current provision is expired within one accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.CurrentRatio | Refers to the ratio of Current Assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Current Assets / Current Liabilities |
| CQuantConnect.Data.Fundamental.CurrentRatioGrowth | The growth in the company's current ratio on a percentage basis. Morningstar calculates the growth percentage based on the current assets divided by current liabilities reported in the Balance Sheet within the company filings or reports |
| CQuantConnect.Data.Fundamental.CustomerAcceptancesBalanceSheet | Amounts receivable from customers on short-term negotiable time drafts drawn on and accepted by the institution (also known as banker's acceptance transactions) that are outstanding on the reporting date |
| CQuantConnect.Data.Fundamental.CustomerAccountsBalanceSheet | Carrying value of amounts transferred by customers to third parties for security purposes that are expected to be returned or applied towards payment after one year or beyond the operating cycle, if longer |
| CQuantConnect.Data.Fundamental.DaysInInventory | 365 / Inventory turnover |
| CQuantConnect.Data.Fundamental.DaysInPayment | 365 / Payable turnover |
| CQuantConnect.Data.Fundamental.DaysInSales | 365 / Receivable Turnover |
| CQuantConnect.Data.Fundamental.DDACostofRevenueIncomeStatement | Costs of depreciation and amortization on assets used for the revenue-generating activities during the accounting period |
| CQuantConnect.Data.Fundamental.DebtDueBeyondBalanceSheet | Debt maturing beyond 5 years (eg. 5-10 years) or with no specified maturity, according to the debt maturity schedule reported by the company |
| CQuantConnect.Data.Fundamental.DebtDueInYear1BalanceSheet | Debt due under 1 year according to the debt maturity schedule reported by the company |
| CQuantConnect.Data.Fundamental.DebtDueInYear2BalanceSheet | Debt due under 2 years according to the debt maturity schedule reported by the company |
| CQuantConnect.Data.Fundamental.DebtDueInYear5BalanceSheet | Debt due within 5 year if the company provide maturity schedule in range e.g. 1-5 years, 2-5 years. Debt due under 5 years according to the debt maturity schedule reported by the company. If a range is reported by the company, the value will be collected under the maximum number of years (eg. 1-5 years, 3-5 years or 5 years will all be collected under this data point.) |
| CQuantConnect.Data.Fundamental.DebtSecuritiesBalanceSheet | Debt securities held as investments |
| CQuantConnect.Data.Fundamental.DebtSecuritiesinIssueBalanceSheet | Any debt financial instrument issued instead of cash loan |
| CQuantConnect.Data.Fundamental.DebtToAssets | This is a leverage ratio used to determine how much debt (a sum of long term and current portion of debt) a company has on its balance sheet relative to total assets. This ratio examines the percent of the company that is financed by debt |
| CQuantConnect.Data.Fundamental.DebtTotalBalanceSheet | The total aggregate of all written promises and/or agreements to repay a stated amount of borrowed funds at a specified date in the future; in a Non-Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.DecreaseInInterestBearingDepositsInBankCashFlowStatement | The net change on interest-bearing deposits in other financial institutions for relatively short periods of time including, for example, certificates of deposits |
| CQuantConnect.Data.Fundamental.DeferredAssetsBalanceSheet | An amount owed to a firm that is not expected to be received by the firm within one year from the date of the balance sheet |
| CQuantConnect.Data.Fundamental.DeferredCostsBalanceSheet | An expenditure not recognized as a cost of operation of the period in which incurred, but carried forward to be written off in future periods |
| CQuantConnect.Data.Fundamental.DeferredIncomeTaxCashFlowStatement | The component of income tax expense for the period representing the net change in the entities deferred tax assets and liabilities pertaining to continuing operations |
| CQuantConnect.Data.Fundamental.DeferredIncomeTotalBalanceSheet | Collections of cash or other assets related to revenue producing activity for which revenue has not yet been recognized on a Non- Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.DeferredPolicyAcquisitionCostsBalanceSheet | Net amount of deferred policy acquisition costs capitalized on contracts remaining in force as of the balance sheet date |
| CQuantConnect.Data.Fundamental.DeferredTaxAssetsBalanceSheet | An asset on a company's balance sheet that may be used to reduce any subsequent period's income tax expense. Deferred tax assets can arise due to net loss carryovers, which are only recorded as assets if it is deemed more likely than not that the asset will be used in future fiscal periods |
| CQuantConnect.Data.Fundamental.DeferredTaxCashFlowStatement | Future tax liability or asset, resulting from temporary differences between book (accounting) value of assets and liabilities, and their tax value. This arises due to differences between financial accounting for shareholders and tax accounting |
| CQuantConnect.Data.Fundamental.DeferredTaxLiabilitiesTotalBalanceSheet | A future tax liability, resulting from temporary differences between book (accounting) value of assets and liabilities and their tax value or timing differences between the recognition of gains and losses in financial statements, on a Non-Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.DefinedPensionBenefitBalanceSheet | The recognition of an asset where pension fund assets exceed promised benefits |
| CQuantConnect.Data.Fundamental.DepletionCashFlowStatement | Unlike depreciation and amortization, which mainly describe the deduction of expenses due to the aging of equipment and property, depletion is the actual physical reduction of natural resources by companies. For example, coalmines, oil fields and other natural resources are depleted on company accounting statements. This reduction in the quantity of resources is meant to assist in accurately identifying the value of the asset on the balance sheet |
| CQuantConnect.Data.Fundamental.DepletionIncomeStatement | The non-cash expense recognized on natural resources (eg. Oil and mineral deposits) over the benefit period of the asset |
| CQuantConnect.Data.Fundamental.DepositCertificatesBalanceSheet | A savings certificate entitling the bearer to receive interest. A CD bears a maturity date, a specified fixed interest rate and can be issued in any denomination |
| CQuantConnect.Data.Fundamental.DepositsbyBankBalanceSheet | Banks investment in the ongoing entity |
| CQuantConnect.Data.Fundamental.DepositsMadeunderAssumedReinsuranceContractBalanceSheet | Deposits made under reinsurance |
| CQuantConnect.Data.Fundamental.DepositsReceivedunderCededInsuranceContractBalanceSheet | Deposit received through ceded insurance contract |
| CQuantConnect.Data.Fundamental.DepreciationAmortizationDepletionCashFlowStatement | It is a non cash charge that represents a reduction in the value of fixed assets due to wear, age or obsolescence. This figure also includes amortization of leased property, intangibles, and goodwill, and depletion. This non-cash item is an add-back to the cash flow statement |
| CQuantConnect.Data.Fundamental.DepreciationAmortizationDepletionIncomeStatement | The sum of depreciation, amortization and depletion expense in the Income Statement. Depreciation is the non-cash expense recognized on tangible assets used in the normal course of business, by allocating the cost of assets over their useful lives Amortization is the non-cash expense recognized on intangible assets over the benefit period of the asset. Depletion is the non-cash expense recognized on natural resources (eg. Oil and mineral deposits) over the benefit period of the asset |
| CQuantConnect.Data.Fundamental.DepreciationAndAmortizationCashFlowStatement | The current period expense charged against earnings on long-lived, physical assets used in the normal conduct of business and not intended for resale to allocate or recognize the cost of assets over their useful lives; or to record the reduction in book value of an intangible asset over the benefit period of such asset |
| CQuantConnect.Data.Fundamental.DepreciationAndAmortizationIncomeStatement | The sum of depreciation and amortization expense in the Income Statement. Depreciation is the non-cash expense recognized on tangible assets used in the normal course of business, by allocating the cost of assets over their useful lives Amortization is the non-cash expense recognized on intangible assets over the benefit period of the asset |
| CQuantConnect.Data.Fundamental.DepreciationCashFlowStatement | An expense recorded to allocate a tangible asset's cost over its useful life. Since it is a non-cash expense, it increases free cash flow while decreasing reported earnings |
| CQuantConnect.Data.Fundamental.DepreciationIncomeStatement | The current period non-cash expense recognized on tangible assets used in the normal course of business, by allocating the cost of assets over their useful lives, in the Income Statement. Examples of tangible asset include buildings, production and equipment |
| CQuantConnect.Data.Fundamental.DepreciationSupplementalIncomeStatement | The current period expense charged against earnings on tangible asset over its useful life. It is a supplemental value which would be reported outside consolidated statements |
| CQuantConnect.Data.Fundamental.DerivativeAssetsBalanceSheet | Fair values of assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements |
| CQuantConnect.Data.Fundamental.DerivativeProductLiabilitiesBalanceSheet | Fair values of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments; and which are expected to be extinguished or otherwise disposed of after one year or beyond the normal operating cycle |
| CQuantConnect.Data.Fundamental.DilutedAccountingChange | Diluted EPS from Cumulative Effect Accounting Changes is the earnings from accounting changes (in the reporting period) divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock |
| CQuantConnect.Data.Fundamental.DilutedAverageShares | The shares outstanding used to calculate the diluted EPS, assuming the conversion of all convertible securities and the exercise of warrants or stock options. It is the weighted average diluted share outstanding through the whole accounting PeriodAsByte. Note: If Diluted Average Shares are not presented by the firm in the Income Statement and Basic Average Shares are presented, Diluted Average Shares will equal Basic Average Shares. However, if neither value is presented by the firm, Diluted Average Shares will be null |
| CQuantConnect.Data.Fundamental.DilutedContEPSGrowth | The growth in the company's diluted EPS from continuing operations on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying diluted EPS from continuing operations reported in the Income Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.DilutedContinuousOperations | Diluted EPS from Continuing Operations is the earnings from continuing operations divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock |
| CQuantConnect.Data.Fundamental.DilutedDiscontinuousOperations | Diluted EPS from Discontinued Operations is the earnings from discontinued operations divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock. This only includes gain or loss from discontinued operations |
| CQuantConnect.Data.Fundamental.DilutedEPS | Diluted EPS is the bottom line net income divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock. This value will be derived when not reported for the fourth quarter and will be less than or equal to Basic EPS |
| CQuantConnect.Data.Fundamental.DilutedEPSGrowth | The growth in the company's diluted earnings per share (EPS) on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying diluted EPS reported in the Income Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.DilutedEPSOtherGainsLosses | The earnings from gains and losses (in the reporting period) divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, convertible preferred stock, etc |
| CQuantConnect.Data.Fundamental.DilutedExtraordinary | Diluted EPS from Extraordinary Gain/Losses is the gain or loss from extraordinary items divided by the common shares outstanding adjusted for the assumed conversion of all potentially dilutive securities. Securities having a dilutive effect may include convertible debentures, warrants, options, and convertible preferred stock |
| CQuantConnect.Data.Fundamental.DilutedNIAvailtoComStockholdersIncomeStatement | Net income to calculate Diluted EPS, accounting for adjustments assuming that all the convertible instruments are being converted to Common Equity |
| CQuantConnect.Data.Fundamental.DividendCoverageRatio | Reflects a firm's capacity to pay a dividend, and is defined as Earnings Per Share / Dividend Per Share |
| CQuantConnect.Data.Fundamental.DividendIncomeIncomeStatement | Dividends earned from equity investment securities. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.DividendPaidCFOCashFlowStatement | Dividend paid to the investors, in the Operating Cash Flow section |
| CQuantConnect.Data.Fundamental.DividendPerShare | The amount of dividend that a stockholder will receive for each share of stock held. It can be calculated by taking the total amount of dividends paid and dividing it by the total shares outstanding. Dividend per share = total dividend payment/total number of outstanding shares |
| CQuantConnect.Data.Fundamental.DividendReceivedCFOCashFlowStatement | Dividend received on investment, in the Operating Cash Flow section |
| CQuantConnect.Data.Fundamental.DividendsPaidDirectCashFlowStatement | Dividend paid to the investors, for the direct cash flow |
| CQuantConnect.Data.Fundamental.DividendsPayableBalanceSheet | Sum of the carrying values of dividends declared but unpaid on equity securities issued and outstanding (also includes dividends collected on behalf of another owner of securities that are being held by entity) by the entity |
| CQuantConnect.Data.Fundamental.DividendsReceivedCFICashFlowStatement | Dividend received on investment, in the Investing Cash Flow section |
| CQuantConnect.Data.Fundamental.DividendsReceivedDirectCashFlowStatement | Dividend received on the investment, for the direct cash flow |
| CQuantConnect.Data.Fundamental.DPSGrowth | The growth in the company's dividends per share (DPS) on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying DPS from its dividend database. Morningstar collects its DPS from company filings and reports, as well as from third party sources |
| CQuantConnect.Data.Fundamental.DueFromRelatedPartiesBalanceSheet | For an unclassified balance sheet, carrying amount as of the balance sheet date of obligations due all related parties |
| CQuantConnect.Data.Fundamental.DuefromRelatedPartiesCurrentBalanceSheet | Amounts owed to the company from a non-arm's length entity, due within the company's current operating cycle |
| CQuantConnect.Data.Fundamental.DuefromRelatedPartiesNonCurrentBalanceSheet | Amounts owed to the company from a non-arm's length entity, due after the company's current operating cycle |
| CQuantConnect.Data.Fundamental.DuetoRelatedPartiesBalanceSheet | Amounts owed by the company to a non-arm's length entity |
| CQuantConnect.Data.Fundamental.DuetoRelatedPartiesCurrentBalanceSheet | Amounts owed by the company to a non-arm's length entity that has to be repaid within the company's current operating cycle |
| CQuantConnect.Data.Fundamental.DuetoRelatedPartiesNonCurrentBalanceSheet | Amounts owed by the company to a non-arm's length entity that has to be repaid after the company's current operating cycle |
| CQuantConnect.Data.Fundamental.EarningsFromEquityInterestIncomeStatement | The earnings from equity interest can be a result of any of the following: Income from earnings distribution of the business, either as dividends paid to corporate shareholders or as drawings in a partnership; Capital gain realized upon sale of the business; Capital gain realized from selling his or her interest to other partners. This item is usually not available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.EarningsfromEquityInterestNetOfTaxIncomeStatement | Income from other equity interest reported after Provision of Tax. This applies to all industries |
| CQuantConnect.Data.Fundamental.EarningsLossesFromEquityInvestmentsCashFlowStatement | This item represents the entity's proportionate share for the period of the net income (loss) of its investee (such as unconsolidated subsidiaries and joint ventures) to which the equity method of accounting is applied. The amount typically reflects adjustments |
| CQuantConnect.Data.Fundamental.EBITDAGrowth | The growth in the company's EBITDA on a percentage basis. Morningstar calculates the growth percentage based on the earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses) reported in the Financial Statements within the company filings or reports |
| CQuantConnect.Data.Fundamental.EBITDAIncomeStatement | Earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses) |
| CQuantConnect.Data.Fundamental.EBITDAMargin | Refers to the ratio of earnings before interest, taxes and depreciation and amortization to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBITDA / Revenue |
| CQuantConnect.Data.Fundamental.EBITIncomeStatement | Earnings minus expenses (excluding interest and tax expenses) |
| CQuantConnect.Data.Fundamental.EBITMargin | Refers to the ratio of earnings before interest and taxes to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: EBIT / Revenue |
| CQuantConnect.Data.Fundamental.EffectiveTaxRateAsReportedIncomeStatement | The average tax rate for the period as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.EffectOfExchangeRateChangesCashFlowStatement | The effect of exchange rate changes on cash balances held in foreign currencies |
| CQuantConnect.Data.Fundamental.ElectricUtilityPlantBalanceSheet | The amount for the electric plant related to the utility industry |
| CQuantConnect.Data.Fundamental.EmployeeBenefitsBalanceSheet | Carrying amount as of the balance sheet date of the portion of the obligations recognized for the various benefits provided to former or inactive employees, their beneficiaries, and covered dependents after employment but before retirement |
| CQuantConnect.Data.Fundamental.EndCashPositionCashFlowStatement | The cash and cash equivalents balance at the end of the accounting period, as indicated on the Cash Flow statement. It is equal to the Beginning Cash and Equivalents, plus the Net Change in Cash and Equivalents |
| CQuantConnect.Data.Fundamental.EquipmentIncomeStatement | Equipment expenses include depreciation, repairs, rentals, and service contract costs. This also includes equipment purchases which do not qualify for capitalization in accordance with the entity's accounting policy. This item may also include furniture expenses. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.EquityAttributableToOwnersOfParentBalanceSheet | |
| CQuantConnect.Data.Fundamental.EquityInvestmentsBalanceSheet | This asset represents equity securities categorized neither as held-to-maturity nor trading |
| CQuantConnect.Data.Fundamental.EquityPerShareGrowth | The growth in the company's book value per share on a percentage basis. Morningstar calculates the annualized growth percentage based on the underlying equity and end of period shares outstanding reported in the company filings or reports |
| CQuantConnect.Data.Fundamental.EquitySharesInvestmentsBalanceSheet | Investments in shares of a company representing ownership in that company |
| CQuantConnect.Data.Fundamental.ExcessTaxBenefitFromStockBasedCompensationCashFlowStatement | Reductions in the entity's income taxes that arise when compensation cost (from non-qualified share-based compensation) recognized on the entities tax return exceeds compensation cost from share-based compensation recognized in financial statements. This element reduces net cash provided by operating activities |
| CQuantConnect.Data.Fundamental.ExciseTaxesIncomeStatement | Excise taxes are taxes paid when purchases are made on a specific good, such as gasoline. Excise taxes are often included in the price of the product. There are also excise taxes on activities, such as on wagering or on highway usage by trucks |
| CQuantConnect.Data.Fundamental.ExpenseRatio | A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and administrative expenses related to claims such as fees and commissions. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: (Deferred Policy Acquisition Amortization Expense+Fees and Commission Expense+Other Underwriting Expenses+Selling, General and Administrative) / Net Premiums Earned |
| CQuantConnect.Data.Fundamental.ExplorationDevelopmentAndMineralPropertyLeaseExpensesIncomeStatement | Costs incurred in identifying areas that may warrant examination and in examining specific areas that are considered to have prospects of containing energy or metal reserves, including costs of drilling exploratory wells. Development expense is the capitalized costs incurred to obtain access to proved reserves and to provide facilities for extracting, treating, gathering and storing the energy and metal. Mineral property includes oil and gas wells, mines, and other natural deposits (including geothermal deposits). The payment for leasing those properties is called mineral property lease expense. Exploration expense is included in operation expenses for mining industry |
| CQuantConnect.Data.Fundamental.FCFGrowth | The growth in the company's free cash flow on a percentage basis. Morningstar calculates the growth percentage based on the underlying cash flow from operations and capital expenditures data reported in the Cash Flow Statement within the company filings or reports: Free Cash Flow = Cash flow from operations - Capital Expenditures |
| CQuantConnect.Data.Fundamental.FCFNetIncomeRatio | Free Cash Flow / Net Income |
| CQuantConnect.Data.Fundamental.FCFPerShareGrowth | The growth in the company's free cash flow per share on a percentage basis. Morningstar calculates the growth percentage based on the free cash flow divided by average diluted shares outstanding reported in the Financial Statements within the company filings or reports |
| CQuantConnect.Data.Fundamental.FCFSalesRatio | Free Cash flow / Revenue |
| CQuantConnect.Data.Fundamental.FCFtoCFO | Indicates the percentage of a company's operating cash flow is free to be invested in its business after capital expenditures |
| CQuantConnect.Data.Fundamental.FederalFundsPurchasedAndSecuritiesSoldUnderAgreementToRepurchaseBalanceSheet | This liability refers to the amount shown on the books that a bank with insufficient reserves borrows, at the federal funds rate, from another bank to meet its reserve requirements; and the amount of securities that an institution sells and agrees to repurchase at a specified date for a specified price, net of any reductions or offsets |
| CQuantConnect.Data.Fundamental.FederalFundsPurchasedBalanceSheet | The amount borrowed by a bank, at the federal funds rate, from another bank to meet its reserve requirements. This item is typically available for the bank industry |
| CQuantConnect.Data.Fundamental.FederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellBalanceSheet | This asset refers to very-short-term loans of funds to other banks and securities dealers |
| CQuantConnect.Data.Fundamental.FederalFundsSoldBalanceSheet | Federal funds transactions involve lending (federal funds sold) or borrowing (federal funds purchased) of immediately available reserve balances. This item is typically available for the bank industry |
| CQuantConnect.Data.Fundamental.FederalHomeLoanBankStockBalanceSheet | Federal Home Loan Bank stock represents an equity interest in a FHLB. It does not have a readily determinable fair value because its ownership is restricted and it lacks a market (liquidity). This item is typically available for the bank industry |
| CQuantConnect.Data.Fundamental.FeeRevenueAndOtherIncomeIncomeStatement | The aggregate amount of fees, commissions, and other income |
| CQuantConnect.Data.Fundamental.FeesandCommissionExpenseIncomeStatement | Cost incurred by bank and insurance companies for fees and commission income |
| CQuantConnect.Data.Fundamental.FeesandCommissionIncomeIncomeStatement | Fees and commission income earned by bank and insurance companies on the rendering services |
| CQuantConnect.Data.Fundamental.FeesAndCommissionsIncomeStatement | Total fees and commissions earned from providing services such as leasing of space or maintaining: (1) depositor accounts; (2) transfer agent; (3) fiduciary and trust; (4) brokerage and underwriting; (5) mortgage; (6) credit cards; (7) correspondent clearing; and (8) other such services and activities performed for others. This item is usually available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.FinanceLeaseReceivablesBalanceSheet | Accounts owed to the bank in relation to capital leases. Capital/ finance lease obligation are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract |
| CQuantConnect.Data.Fundamental.FinanceLeaseReceivablesCurrentBalanceSheet | Accounts owed to the bank in relation to capital leases to be received within the next accounting PeriodAsByte. Capital/ finance lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract |
| CQuantConnect.Data.Fundamental.FinanceLeaseReceivablesNonCurrentBalanceSheet | Accounts owed to the bank in relation to capital leases to be received beyond the next accounting PeriodAsByte. Capital/ finance lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract |
| CQuantConnect.Data.Fundamental.FinancialAssetsBalanceSheet | Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements |
| CQuantConnect.Data.Fundamental.FinancialAssetsDesignatedasFairValueThroughProfitorLossTotalBalanceSheet | Financial assets that are held at fair value through profit or loss comprise assets held for trading and those financial assets designated as being held at fair value through profit or loss |
| CQuantConnect.Data.Fundamental.FinancialInstrumentsSoldUnderAgreementsToRepurchaseBalanceSheet | The carrying value as of the balance sheet date of securities that an institution sells and agrees to repurchase (the identical or substantially the same securities) as a seller-borrower at a specified date for a specified price, also known as a repurchase agreement. This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.FinancialLeverage | Refers to the ratio of Total Assets to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Total Assets / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock] |
| CQuantConnect.Data.Fundamental.FinancialLiabilitiesCurrentBalanceSheet | Financial related liabilities due within one year, including short term and current portions of long-term debt, capital leases and derivative liabilities |
| CQuantConnect.Data.Fundamental.FinancialLiabilitiesDesignatedasFairValueThroughProfitorLossTotalBalanceSheet | Financial liabilities that are held at fair value through profit or loss |
| CQuantConnect.Data.Fundamental.FinancialLiabilitiesMeasuredatAmortizedCostTotalBalanceSheet | Financial liabilities carried at amortized cost |
| CQuantConnect.Data.Fundamental.FinancialLiabilitiesNonCurrentBalanceSheet | Financial related liabilities due beyond one year, including long term debt, capital leases and derivative liabilities |
| CQuantConnect.Data.Fundamental.FinancialOrDerivativeInvestmentCurrentLiabilitiesBalanceSheet | Financial instruments that are linked to a specific financial instrument or indicator or commodity, and through which specific financial risks can be traded in financial markets in their own right, such as financial options, futures, forwards, etc |
| CQuantConnect.Data.Fundamental.FinancingCashFlowCashFlowStatement | The net cash inflow (outflow) from financing activity for the period, which involve changes to the long-term liabilities and stockholders' equity |
| CQuantConnect.Data.Fundamental.FinishedGoodsBalanceSheet | The carrying amount as of the balance sheet date of merchandise or goods held by the company that are readily available for sale. This item is typically available for mining and manufacturing industries |
| CQuantConnect.Data.Fundamental.FixAssetsTuronver | Revenue / Average PP&E |
| CQuantConnect.Data.Fundamental.FixedAssetsRevaluationReserveBalanceSheet | Reserves created by revaluation of assets |
| CQuantConnect.Data.Fundamental.FixedMaturityInvestmentsBalanceSheet | This asset refers to types of investments that may be contained within the fixed maturity category which securities are having a stated final repayment date. Examples of items within this category may include bonds, including convertibles and bonds with warrants, and redeemable preferred stocks |
| CQuantConnect.Data.Fundamental.FlightFleetVehicleAndRelatedEquipmentsBalanceSheet | It is one of the important fixed assets for transportation industry, which includes bicycles, cars, motorcycles, trains, ships, boats, and aircraft. This item is typically available for transportation industry |
| CQuantConnect.Data.Fundamental.ForeclosedAssetsBalanceSheet | The carrying amount as of the balance sheet date of all assets obtained in full or partial satisfaction of a debt arrangement through foreclosure proceedings or defeasance; includes real and personal property; equity interests in corporations, partnerships, and joint ventures; and beneficial interest in trusts. This item is typically typically available for bank industry |
| CQuantConnect.Data.Fundamental.ForeignCurrencyTranslationAdjustmentsBalanceSheet | Changes to accumulated comprehensive income that results from the process of translating subsidiary financial statements and foreign equity investments into functional currency of the reporting company |
| CQuantConnect.Data.Fundamental.ForeignExchangeTradingGainsIncomeStatement | Trading revenues that result from foreign exchange exposures such as cash instruments and off-balance sheet derivative instruments. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.FreeCashFlowCashFlowStatement | Cash Flow Operations minus Capital Expenditures |
| CQuantConnect.Data.Fundamental.FuelAndPurchasePowerIncomeStatement | Cost of fuel, purchase power and gas associated with revenue generation. This item is usually only available for utility industry |
| CQuantConnect.Data.Fundamental.FuelIncomeStatement | The aggregate amount of fuel cost for current period associated with the revenue generation. This item is usually only available for transportation industry |
| CQuantConnect.Data.Fundamental.FundFromOperationCashFlowStatement | Funds from operations; populated only for real estate investment trusts (REITs), defined as the sum of net income, gain/loss (realized and unrealized) on investment securities, asset impairment charge, depreciation and amortization and gain/ loss on the sale of business and property plant and equipment |
| CQuantConnect.Data.Fundamental.FuturePolicyBenefitsBalanceSheet | Accounting policy pertaining to an insurance entity's net liability for future benefits (for example, death, cash surrender value) to be paid to or on behalf of policyholders, describing the bases, methodologies and components of the reserve, and assumptions regarding estimates of expected investment yields, mortality, morbidity, terminations and expenses |
| CQuantConnect.Data.Fundamental.GainLossonDerecognitionofAvailableForSaleFinancialAssetsIncomeStatement | Gain/loss on the write-off of financial assets available-for-sale |
| CQuantConnect.Data.Fundamental.GainLossonFinancialInstrumentsDesignatedasCashFlowHedgesIncomeStatement | Gain/Loss through hedging activities |
| CQuantConnect.Data.Fundamental.GainLossOnInvestmentSecuritiesCashFlowStatement | This item represents the net total realized gain (loss) included in earnings for the period as a result of selling or holding marketable securities categorized as trading, available-for-sale, or held-to-maturity, including the unrealized holding gain or loss of held-to- maturity securities transferred to the trading security category and the cumulative unrealized gain or loss which was included in other comprehensive income (a separate component of shareholders' equity) for available-for-sale securities transferred to trading securities during the PeriodAsByte. Additionally, this item would include any losses recognized for other than temporary impairments of the subject investments in debt and equity securities |
| CQuantConnect.Data.Fundamental.GainLossonSaleofAssetsIncomeStatement | Any gain (loss) recognized on the sale of assets or a sale which generates profit or loss, which is a difference between sales price and net book value at the disposal time |
| CQuantConnect.Data.Fundamental.GainLossOnSaleOfBusinessCashFlowStatement | The difference between the sale price or salvage price and the book value of an asset that was sold or retired during the reporting PeriodAsByte. This element refers to the gain (loss) and not to the cash proceeds of the business. This element is a non-cash adjustment to net income when calculating net cash generated by operating activities using the indirect method |
| CQuantConnect.Data.Fundamental.GainLossOnSaleOfPPECashFlowStatement | The difference between the sale price or salvage price and the book value of the property, plant and equipment that was sold or retired during the reporting PeriodAsByte. Includes the amount received from selling any fixed assets such as property, plant and equipment. Usually this section also includes any retirement of equipment. Such as Sale of business segments; Sale of credit and receivables; Property disposition; Proceeds from sale or disposition of business or investment; Decrease in excess of purchase price over acquired net assets; Abandoned project (expenditures) credit; Allowances for other funds during construction |
| CQuantConnect.Data.Fundamental.GainonInvestmentPropertiesIncomeStatement | Gain on disposal and change in fair value of investment properties |
| CQuantConnect.Data.Fundamental.GainOnSaleOfBusinessIncomeStatement | The amount of excess earned in comparison to fair value when selling a business. This item is usually not available for insurance industry |
| CQuantConnect.Data.Fundamental.GainonSaleofInvestmentPropertyIncomeStatement | Gain on the disposal of investment property |
| CQuantConnect.Data.Fundamental.GainonSaleofLoansIncomeStatement | Gain on sale of any loans investment |
| CQuantConnect.Data.Fundamental.GainOnSaleOfPPEIncomeStatement | The amount of excess earned in comparison to the net book value for sale of property, plant, equipment. This item is usually not available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.GainOnSaleOfSecurityIncomeStatement | The amount of excess earned in comparison to the original purchase value of the security |
| CQuantConnect.Data.Fundamental.GainsLossesNotAffectingRetainedEarningsBalanceSheet | The aggregate amount of gains or losses that are not part of retained earnings. It is also called other comprehensive income |
| CQuantConnect.Data.Fundamental.GainsLossesonFinancialInstrumentsDuetoFairValueAdjustmentsinHedgeAccountingTotalIncomeStatement | Gain or loss on derivatives investment due to the fair value adjustment |
| CQuantConnect.Data.Fundamental.GeneralAndAdministrativeExpenseIncomeStatement | The aggregate total of general managing and administering expenses for the company |
| CQuantConnect.Data.Fundamental.GeneralPartnershipCapitalBalanceSheet | In a limited partnership or master limited partnership form of business, this represents the balance of capital held by the general partners |
| CQuantConnect.Data.Fundamental.GoodwillAndOtherIntangibleAssetsBalanceSheet | Rights or economic benefits, such as patents and goodwill, that is not physical in nature. They are those that are neither physical nor financial in nature, nevertheless, have value to the company. Intangibles are listed net of accumulated amortization |
| CQuantConnect.Data.Fundamental.GoodwillBalanceSheet | The excess of the cost of an acquired company over the sum of the fair market value of its identifiable individual assets less the liabilities |
| CQuantConnect.Data.Fundamental.GrossAccountsReceivableBalanceSheet | Accounts owed to a company by customers within a year as a result of exchanging goods or services on credit |
| CQuantConnect.Data.Fundamental.GrossDividendPaymentIncomeStatement | Total amount paid in dividends to investors- this includes dividends paid on equity and non-equity shares |
| CQuantConnect.Data.Fundamental.GrossLoanBalanceSheet | Represents the sum of all loans (commercial, consumer, mortgage, etc.) as well as leases before any provisions for loan losses or unearned discounts |
| CQuantConnect.Data.Fundamental.GrossMargin | Refers to the ratio of gross profit to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: (Revenue - Cost of Goods Sold) / Revenue |
| CQuantConnect.Data.Fundamental.GrossMargin5YrAvg | This is the simple average of the company's Annual Gross Margin over the last 5 years. Gross Margin is Total Revenue minus Cost of Goods Sold divided by Total Revenue and is expressed as a percentage |
| CQuantConnect.Data.Fundamental.GrossNotesReceivableBalanceSheet | An amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date(s) within one year of the balance sheet date or the normal operating cycle. Such amount may include accrued interest receivable in accordance with the terms of the note. The note also may contain provisions including a discount or premium, payable on demand, secured, or unsecured, interest bearing or non-interest bearing, among myriad other features and characteristics. This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.GrossPPEBalanceSheet | Carrying amount at the balance sheet date for long-lived physical assets used in the normal conduct of business and not intended for resale. This can include land, physical structures, machinery, vehicles, furniture, computer equipment, construction in progress, and similar items. Amount does not include depreciation |
| CQuantConnect.Data.Fundamental.GrossPremiumsWrittenIncomeStatement | Total premiums generated from all policies written by an insurance company within a given period of time. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.GrossProfitAnnual5YrGrowth | This is the compound annual growth rate of the company's Gross Profit over the last 5 years |
| CQuantConnect.Data.Fundamental.GrossProfitIncomeStatement | Total revenue less cost of revenue. The number is as reported by the company on the income statement; however, the number will be calculated if it is not reported. This field is null if the cost of revenue is not given. Gross Profit = Total Revenue - Cost of Revenue |
| CQuantConnect.Data.Fundamental.HedgingAssetsCurrentBalanceSheet | A security transaction which expires within a 12 month period that reduces the risk on an existing investment position |
| CQuantConnect.Data.Fundamental.HeldToMaturitySecuritiesBalanceSheet | Debt securities that a firm has the ability and intent to hold until maturity |
| CQuantConnect.Data.Fundamental.ImpairmentLossesReversalsFinancialInstrumentsNetIncomeStatement | Impairment or reversal of impairment on financial instrument such as derivative. This is a contra account under Total Revenue in banks |
| CQuantConnect.Data.Fundamental.ImpairmentLossReversalRecognizedinProfitorLossCashFlowStatement | The difference between the future net cash flows expected to be received from the asset and its book value, recognized in the Income Statement |
| CQuantConnect.Data.Fundamental.ImpairmentOfCapitalAssetsIncomeStatement | Impairments are considered to be permanent, which is a downward revaluation of fixed assets. If the sum of all estimated future cash flows is less than the carrying value of the asset, then the asset would be considered impaired and would have to be written down to its fair value. Once an asset is written down, it may only be written back up under very few circumstances. Usually the company uses the sum of undiscounted future cash flows to determine if the impairment should occur, and uses the sum of discounted future cash flows to make the impairment judgment. The impairment decision emphasizes on capital assets' future profit collection ability |
| CQuantConnect.Data.Fundamental.IncomefromAssociatesandOtherParticipatingInterestsIncomeStatement | Total income from the associates and joint venture via investment, accounted for in the Non-Operating section |
| CQuantConnect.Data.Fundamental.IncomeTaxPaidSupplementalDataCashFlowStatement | The amount of cash paid during the current period to foreign, federal state and local authorities as taxes on income |
| CQuantConnect.Data.Fundamental.IncomeTaxPayableBalanceSheet | A current liability account which reflects the amount of income taxes currently due to the federal, state, and local governments |
| CQuantConnect.Data.Fundamental.IncreaseDecreaseInDepositCashFlowStatement | The aggregate net change during the reporting period in moneys given as security, collateral, or margin deposits |
| CQuantConnect.Data.Fundamental.IncreaseDecreaseInLeaseFinancingCashFlowStatement | Change in cash flow resulting from increase/decrease in lease financing |
| CQuantConnect.Data.Fundamental.IncreaseDecreaseInNetUnearnedPremiumReservesIncomeStatement | Premium might contain a portion of the amount that has been paid in advance for insurance that has not yet been provided, which is called unearned premium. If either party cancels the contract, the insurer must have the unearned premium ready to refund. Hence, the amount of premium reserve maintained by insurers is called unearned premium reserves, which is prepared for liquidation. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.IncreaseInInterestBearingDepositsInBankCashFlowStatement | Increase in interest-bearing deposits in bank |
| CQuantConnect.Data.Fundamental.IncreaseInLeaseFinancingCashFlowStatement | The cash inflow from increase in lease financing |
| CQuantConnect.Data.Fundamental.InsuranceAndClaimsIncomeStatement | Insurance and claims are the expenses in the period incurred with respect to protection provided by insurance entities against risks other than risks associated with production (which is allocated to cost of sales). This item is usually not available for insurance industries |
| CQuantConnect.Data.Fundamental.InsuranceContractAssetsBalanceSheet | A contract under which one party (the insurer) accepts significant insurance risk from another party (the policyholder) by agreeing to compensate the policyholder if a specified uncertain future event (the insured event) adversely affects the policyholder. This includes Insurance Receivables and Premiums Receivables |
| CQuantConnect.Data.Fundamental.InsuranceContractLiabilitiesBalanceSheet | Any type of insurance policy that protects an individual or business from the risk that they may be sued and held legally liable for something such as malpractice, injury or negligence. Liability insurance policies cover both legal costs and any legal payouts for which the insured would be responsible if found legally liable. Intentional damage and contractual liabilities are typically not covered in these types of policies |
| CQuantConnect.Data.Fundamental.InsuranceFundsNonCurrentBalanceSheet | Liabilities related to insurance funds that are dissolved after one year |
| CQuantConnect.Data.Fundamental.InterestandCommissionPaidCashFlowStatement | Cash paid for interest and commission in operating cash flow, using the direct method |
| CQuantConnect.Data.Fundamental.InterestBearingBorrowingsNonCurrentBalanceSheet | Carrying amount of any interest-bearing loan which is due after one year |
| CQuantConnect.Data.Fundamental.InterestBearingDepositsAssetsBalanceSheet | Deposit of money with a financial institution, in consideration of which the financial institution pays or credits interest, or amounts in the nature of interest |
| CQuantConnect.Data.Fundamental.InterestBearingDepositsLiabilitiesBalanceSheet | The aggregate of all domestic and foreign deposits in the bank that earns interests |
| CQuantConnect.Data.Fundamental.InterestCoverage | Refers to the ratio of EBIT to Interest Expense. Morningstar calculates the ratio by using the underlying data reported in the Income Statement within the company filings or reports: EBIT / Interest Expense |
| CQuantConnect.Data.Fundamental.InterestCreditedOnPolicyholderDepositsCashFlowStatement | An expense reported in the income statement and needs to be removed from net income to arrive at cash provided by (used in) operations to the extent that such interest has not been paid. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.InterestExpenseForDepositIncomeStatement | Includes interest expense on the following deposit accounts: Interest-bearing Demand deposit; Checking account; Savings account; Deposit in foreign offices; Money Market Certificates & Deposit Accounts. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestExpenseForFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement | Gross expenses on the purchase of Federal funds at a specified price with a simultaneous agreement to sell the same to the same counterparty at a fixed or determinable price at a future date. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestExpenseForLongTermDebtAndCapitalSecuritiesIncomeStatement | The aggregate interest expenses incurred on long-term borrowings and any interest expenses on fixed assets (property, plant, equipment) that are leased due longer than one year. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestExpenseForShortTermDebtIncomeStatement | The aggregate interest expenses incurred on short-term borrowings and any interest expenses on fixed assets (property, plant, equipment) that are leased within one year. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestExpenseIncomeStatement | Relates to the general cost of borrowing money. It is the price that a lender charges a borrower for the use of the lender's money |
| CQuantConnect.Data.Fundamental.InterestExpenseNonOperatingIncomeStatement | Interest expense caused by long term financing activities; such as interest expense incurred on trading liabilities, commercial paper, long-term debt, capital leases, deposits, and all other borrowings |
| CQuantConnect.Data.Fundamental.InterestIncomeAfterProvisionForLoanLossIncomeStatement | Net interest and dividend income or expense, including any amortization and accretion (as applicable) of discounts and premiums, including consideration of the provisions for loan, lease, credit, and other related losses, if any |
| CQuantConnect.Data.Fundamental.InterestIncomeFromDepositsIncomeStatement | Interest income generated from all deposit accounts. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestIncomeFromFederalFundsSoldAndSecuritiesPurchaseUnderAgreementsToResellIncomeStatement | The carrying value of funds outstanding loaned in the form of security resale agreements if the agreement requires the purchaser to resell the identical security purchased or a security that meets the definition of ""substantially the same"" in the case of a dollar roll. Also includes purchases of participations in pools of securities that are subject to a resale agreement; This category includes all interest income generated from federal funds sold and securities purchases under agreements to resell; This category includes all interest income generated from federal funds sold and securities purchases under agreements to resell |
| CQuantConnect.Data.Fundamental.InterestIncomeFromLeasesIncomeStatement | Includes interest and fee income generated by direct lease financing. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestIncomeFromLoansAndLeaseIncomeStatement | Total interest and fee income generated by loans and lease. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestIncomeFromLoansIncomeStatement | Loan is a common field to banks. Interest Income from Loans is interest and fee income generated from all loans, which includes Commercial loans; Credit loans; Other consumer loans; Real Estate - Construction; Real Estate - Mortgage; Foreign loans. Banks earn interest from loans. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestIncomeFromSecuritiesIncomeStatement | Represents total interest and dividend income from U.S. Treasury securities, U.S. government agency and corporation obligations, securities issued by states and political subdivisions, other domestic debt securities, foreign debt securities, and equity securities (including investments in mutual funds). Excludes interest income from securities held in trading accounts. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InterestIncomeIncomeStatement | Income generated from interest-bearing deposits or accounts |
| CQuantConnect.Data.Fundamental.InterestIncomeNonOperatingIncomeStatement | Interest income earned from long term financing activities |
| CQuantConnect.Data.Fundamental.InterestPaidCFFCashFlowStatement | Interest paid on loans, debt or borrowings, in the Financing Cash Flow section |
| CQuantConnect.Data.Fundamental.InterestPaidCFOCashFlowStatement | Interest paid on loans, debt or borrowings, in the Operating Cash Flow section |
| CQuantConnect.Data.Fundamental.InterestPaidDirectCashFlowStatement | Interest paid on loans, debt or borrowings, in the direct cash flow |
| CQuantConnect.Data.Fundamental.InterestPaidSupplementalDataCashFlowStatement | The amount of cash paid during the current period for interest owed on money borrowed; including amount of interest capitalized |
| CQuantConnect.Data.Fundamental.InterestPayableBalanceSheet | Sum of the carrying values as of the balance sheet date of interest payable on all forms of debt, including trade payable that has been incurred |
| CQuantConnect.Data.Fundamental.InterestReceivedCFICashFlowStatement | Interest received by the company, in the Investing Cash Flow section |
| CQuantConnect.Data.Fundamental.InterestReceivedCFOCashFlowStatement | Interest received by the company, in the Operating Cash Flow section |
| CQuantConnect.Data.Fundamental.InterestReceivedDirectCashFlowStatement | Interest received by the company, in the direct cash flow |
| CQuantConnect.Data.Fundamental.InventoriesAdjustmentsAllowancesBalanceSheet | This item represents certain charges made in the current period in inventory resulting from such factors as breakage, spoilage, employee theft and shoplifting. This item is typically available for manufacturing, mining and utility industries |
| CQuantConnect.Data.Fundamental.InventoryBalanceSheet | A company's merchandise, raw materials, and finished and unfinished products which have not yet been sold |
| CQuantConnect.Data.Fundamental.InventoryTurnover | Cost Of Goods Sold / Average Inventory |
| CQuantConnect.Data.Fundamental.InvestedCapitalBalanceSheet | Invested capital = common shareholders' equity + long term debt + current debt |
| CQuantConnect.Data.Fundamental.InvestingCashFlowCashFlowStatement | An item on the cash flow statement that reports the aggregate change in a company's cash position resulting from any gains (or losses) from investments in the financial markets and operating subsidiaries, and changes resulting from amounts spent on investments in capital assets such as plant and equipment |
| CQuantConnect.Data.Fundamental.InvestmentBankingProfitIncomeStatement | Includes (1) underwriting revenue (the spread between the resale price received and the cost of the securities and related expenses) generated through the purchasing, distributing and reselling of new issues of securities (alternatively, could be a secondary offering of a large block of previously issued securities); and (2) fees earned for mergers, acquisitions, divestitures, restructurings, and other types of financial advisory services. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.InvestmentContractLiabilitiesBalanceSheet | Liabilities due on the insurance investment contract |
| CQuantConnect.Data.Fundamental.InvestmentContractLiabilitiesIncurredIncomeStatement | Income/Expenses due to the insurer's liabilities incurred in Investment Contracts |
| CQuantConnect.Data.Fundamental.InvestmentinFinancialAssetsBalanceSheet | Represents the sum of all financial investments (trading securities, available-for-sale securities, held-to-maturity securities, etc.) |
| CQuantConnect.Data.Fundamental.InvestmentPropertiesBalanceSheet | Company's investments in properties net of accumulated depreciation, which generate a return |
| CQuantConnect.Data.Fundamental.InvestmentsAndAdvancesBalanceSheet | All investments in affiliates, real estate, securities, etc. Non-current investment, not including marketable securities |
| CQuantConnect.Data.Fundamental.InvestmentsinAssociatesatCostBalanceSheet | A stake in any company which is more than 20% but less than 50% |
| CQuantConnect.Data.Fundamental.InvestmentsinJointVenturesatCostBalanceSheet | A 50% stake in any company in which remaining 50% belongs to other company |
| CQuantConnect.Data.Fundamental.InvestmentsInOtherVenturesUnderEquityMethodBalanceSheet | This item represents the carrying amount on the company's balance sheet of its investments in common stock of an equity method. This item is typically available for the insurance industry |
| CQuantConnect.Data.Fundamental.InvestmentsinSubsidiariesatCostBalanceSheet | A stake in any company which is more than 51% |
| CQuantConnect.Data.Fundamental.IssuanceOfCapitalStockCashFlowStatement | The cash inflow from offering common stock, which is the additional capital contribution to the entity during the PeriodAsByte |
| CQuantConnect.Data.Fundamental.IssuanceOfDebtCashFlowStatement | The cash inflow due to an increase in long term debt |
| CQuantConnect.Data.Fundamental.IssueExpensesCashFlowStatement | Cost associated with issuance of debt/equity capital in the Financing Cash Flow section |
| CQuantConnect.Data.Fundamental.ItemsinTheCourseofTransmissiontoOtherBanksBalanceSheet | Carrying amount as of the balance sheet date of drafts and bills of exchange that have been accepted by the reporting bank or by others for its own account, as its liability to holders of the drafts |
| CQuantConnect.Data.Fundamental.LandAndImprovementsBalanceSheet | Fixed Assets that specifically deal with land a company owns. Includes the improvements associated with land. This excludes land held for sale |
| CQuantConnect.Data.Fundamental.LeasesBalanceSheet | Carrying amount at the balance sheet date of a long-lived, depreciable asset that is an addition or improvement to assets held under lease arrangement. This item is usually not available for the insurance industry |
| CQuantConnect.Data.Fundamental.LiabilitiesHeldforSaleCurrentBalanceSheet | Liabilities due within the next 12 months related from an asset classified as Held for Sale |
| CQuantConnect.Data.Fundamental.LiabilitiesHeldforSaleNonCurrentBalanceSheet | Liabilities related to an asset classified as held for sale excluding the portion due the next 12 months or operating cycle |
| CQuantConnect.Data.Fundamental.LiabilitiesHeldforSaleTotalBalanceSheet | Liabilities related to an asset classified as held for sale |
| CQuantConnect.Data.Fundamental.LiabilitiesOfDiscontinuedOperationsBalanceSheet | The obligations arising from the sale, disposal, or planned sale in the near future (generally within one year) of a disposal group, including a component of the entity (discontinued operation). This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.LimitedPartnershipCapitalBalanceSheet | In a limited partnership or master limited partnership form of business, this represents the balance of capital held by the limited partners |
| CQuantConnect.Data.Fundamental.LineOfCreditBalanceSheet | The carrying value as of the balance sheet date of obligations drawn from a line of credit, which is a bank's commitment to make loans up to a specific amount |
| CQuantConnect.Data.Fundamental.LoansandAdvancestoBankBalanceSheet | The aggregate amount of loans and advances made to a bank or financial institution |
| CQuantConnect.Data.Fundamental.LoansandAdvancestoCustomerBalanceSheet | The aggregate amount of loans and advances made to customers |
| CQuantConnect.Data.Fundamental.LoansHeldForSaleBalanceSheet | It means the aggregate amount of loans receivable that will be sold to other entities. This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.LoansReceivableBalanceSheet | Reflects the carrying amount of unpaid loans issued to other institutions for cash needs or an asset purchase |
| CQuantConnect.Data.Fundamental.LongTermCapitalLeaseObligationBalanceSheet | Represents the total liability for long-term leases lasting over one year. Amount equal to the present value (the principal) at the beginning of the lease term less lease payments during the lease term |
| CQuantConnect.Data.Fundamental.LongTermDebtAndCapitalLeaseObligationBalanceSheet | All borrowings lasting over one year including long-term debt and long-term portion of capital lease obligations |
| CQuantConnect.Data.Fundamental.LongTermDebtBalanceSheet | Sum of the carrying values as of the balance sheet date of all long-term debt, which is debt initially having maturities due after one year or beyond the operating cycle, if longer, but excluding the portions thereof scheduled to be repaid within one year or the normal operating cycle, if longer. Long-term debt includes notes payable, bonds payable, mortgage loans, convertible debt, subordinated debt and other types of long term debt |
| CQuantConnect.Data.Fundamental.LongTermDebtEquityRatio | Refers to the ratio of Long Term Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock] |
| CQuantConnect.Data.Fundamental.LongTermDebtIssuanceCashFlowStatement | The cash inflow from a debt initially having maturity due after one year or beyond the operating cycle, if longer |
| CQuantConnect.Data.Fundamental.LongTermDebtPaymentsCashFlowStatement | The cash outflow for debt initially having maturity due after one year or beyond the normal operating cycle, if longer |
| CQuantConnect.Data.Fundamental.LongTermDebtTotalCapitalRatio | Refers to the ratio of Long Term Debt to Total Capital. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: Long-Term Debt And Capital Lease Obligation / (Long-Term Debt And Capital Lease Obligation + Total Shareholder's Equity) |
| CQuantConnect.Data.Fundamental.LongTermInvestmentsBalanceSheet | Often referred to simply as "investments". Long-term investments are to be held for many years and are not intended to be disposed in the near future. This group usually consists of four types of investments |
| CQuantConnect.Data.Fundamental.LongTermProvisionsBalanceSheet | Provisions are created to protect the interests of one or both parties named in a contract or legal document which is a preparatory action or measure. Long-term provision is expired beyond one accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.LossAdjustmentExpenseIncomeStatement | Losses generally refer to (1) the amount of reduction in the value of an insured's property caused by an insured peril, (2) the amount sought through an insured's claim, or (3) the amount paid on behalf of an insured under an insurance contract. Loss Adjustment Expenses is expenses incurred in the course of investigating and settling claims that includes any legal and adjusters' fees and the costs of paying claims and all related expenses |
| CQuantConnect.Data.Fundamental.LossonExtinguishmentofDebtIncomeStatement | Loss on extinguishment of debt is the accounting loss that results from a debt extinguishment. A debt shall be accounted for as having been extinguished in a number of circumstances, including when it has been settled through repayment or replacement by another liability. It generally results in an accounting gain or loss. Amount represents the difference between the fair value of the payments made and the carrying amount of the debt at the time of its extinguishment |
| CQuantConnect.Data.Fundamental.LossRatio | A measure of operating performance for Insurance companies, as it shows the relationship between the premiums earned and the expenses related to claims. A number of 1 or lower is preferred, as this means the premiums exceed the expenses. Calculated as: Benefits, Claims and Loss Adjustment Expense, Net / Net Premiums Earned |
| CQuantConnect.Data.Fundamental.MachineryFurnitureEquipmentBalanceSheet | Fixed assets specifically dealing with tools, equipment and office furniture. This item is usually not available for the insurance and utility industries |
| CQuantConnect.Data.Fundamental.MaintenanceAndRepairsIncomeStatement | The aggregate amount of maintenance and repair expenses in the current period associated with the revenue generation. Mainly for fixed assets. This item is usually only available for transportation industry |
| CQuantConnect.Data.Fundamental.MaterialsAndSuppliesBalanceSheet | Aggregated amount of unprocessed materials to be used in manufacturing or production process and supplies that will be consumed. This item is typically available for the utility industry |
| CQuantConnect.Data.Fundamental.MineralPropertiesBalanceSheet | A fixed asset that represents strictly mineral type properties. This item is typically available for mining industry |
| CQuantConnect.Data.Fundamental.MinimumPensionLiabilitiesBalanceSheet | The company's minimum pension obligations to its former employees, paid into a defined pension plan to satisfy all pension entitlements that have been earned by employees to date |
| CQuantConnect.Data.Fundamental.MinorityInterestBalanceSheet | Carrying amount of the equity interests owned by non-controlling shareholders, partners, or other equity holders in one or more of the entities included in the reporting entity's consolidated financial statements |
| CQuantConnect.Data.Fundamental.MinorityInterestCashFlowStatement | Amount of net income (loss) for the period allocated to non-controlling shareholders, partners, or other equity holders in one or more of the entities included |
| CQuantConnect.Data.Fundamental.MinorityInterestsIncomeStatement | Represents par or stated value of the subsidiary stock not owned by the parent company plus the minority interest's equity in the surplus of the subsidiary. This item includes preferred dividend averages on the minority preferred stock (preferred shares not owned by the reporting parent company). Minority interest also refers to stockholders who own less than 50% of a subsidiary's outstanding voting common stock. The minority stockholders hold an interest in the subsidiary's net assets and share earnings with the parent company |
| CQuantConnect.Data.Fundamental.MoneyMarketInvestmentsBalanceSheet | Short-term (typical maturity is less than one year), highly liquid government or corporate debt instrument such as bankers' acceptance, promissory notes, and treasury bills |
| CQuantConnect.Data.Fundamental.MortgageAndConsumerloansBalanceSheet | It means the aggregate amount of mortgage and consumer loans. This item is typically available for the insurance industry |
| CQuantConnect.Data.Fundamental.MortgageLoanBalanceSheet | This is a lien on real estate to protect a lender. This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.NaturalGasFuelAndOtherBalanceSheet | The amount for the natural gas, fuel and other items related to the utility industry, which might include oil and gas wells, the properties to exploit oil and gas or liquefied natural gas sites |
| CQuantConnect.Data.Fundamental.NegativeGoodwillImmediatelyRecognizedIncomeStatement | Negative Goodwill recognized in the Income Statement. Negative Goodwill arises where the net assets at the date of acquisition, fairly valued, falls below the cost of acquisition |
| CQuantConnect.Data.Fundamental.NetBusinessPurchaseAndSaleCashFlowStatement | The net change between Purchases/Sales of Business |
| CQuantConnect.Data.Fundamental.NetCashFromDiscontinuedOperationsCashFlowStatement | The net cash from (used in) all of the entity's discontinued operating activities, excluding those of continued operations, of the reporting entity |
| CQuantConnect.Data.Fundamental.NetCommonStockIssuanceCashFlowStatement | The increase or decrease between periods of common stock |
| CQuantConnect.Data.Fundamental.NetDebtBalanceSheet | This is a metric that shows a company's overall debt situation by netting the value of a company's liabilities and debts with its cash and other similar liquid assets. It is calculated using [Current Debt] + [Long Term Debt] - [Cash and Cash Equivalents] |
| CQuantConnect.Data.Fundamental.NetForeignCurrencyExchangeGainLossCashFlowStatement | The aggregate amount of realized and unrealized gain or loss resulting from changes in exchange rates between currencies. (Excludes foreign currency transactions designated as hedges of net investment in a foreign entity and inter-company foreign currency transactions that are of a long-term nature, when the entities to the transaction are consolidated, combined, or accounted for by the equity method in the reporting entity's financial statements. For certain entities, primarily banks, which are dealers in foreign exchange, foreign currency transaction gains or losses, may be disclosed as dealer gains or losses.) |
| CQuantConnect.Data.Fundamental.NetForeignExchangeGainLossIncomeStatement | The aggregate foreign currency translation gain or loss (both realized and unrealized) included as part of revenue. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.NetIncomeCommonStockholdersIncomeStatement | Net income minus the preferred dividends paid as presented in the Income Statement |
| CQuantConnect.Data.Fundamental.NetIncomeContinuousOperationsIncomeStatement | Revenue less expenses and taxes from the entity's ongoing operations and before income (loss) from: Preferred Dividends; Extraordinary Gains and Losses; Income from Cumulative Effects of Accounting Change; Discontinuing Operation; Income from Tax Loss Carry forward; Other Gains/Losses |
| CQuantConnect.Data.Fundamental.NetIncomeContinuousOperationsNetMinorityInterestIncomeStatement | Revenue less expenses and taxes from the entity's ongoing operations net of minority interest and before income (loss) from: Preferred Dividends; Extraordinary Gains and Losses; Income from Cumulative Effects of Accounting Change; Discontinuing Operation; Income from Tax Loss Carry forward; Other Gains/Losses |
| CQuantConnect.Data.Fundamental.NetIncomeContOpsGrowth | The growth in the company's net income from continuing operations on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income from continuing operations data reported in the Income Statement within the company filings or reports. This figure represents the rate of net income growth for parts of the business that will continue to generate revenue in the future |
| CQuantConnect.Data.Fundamental.NetIncomeDiscontinuousOperationsIncomeStatement | To be classified as discontinued operations, if both of the following conditions are met: 1: The operations and cash flow of the component have been or will be removed from the ongoing operations of the entity as a result of the disposal transaction, and 2: The entity will have no significant continuing involvement in the operations of the component after the disposal transaction. The discontinued operation is reported net of tax. Gains/Loss on Disposal of Discontinued Operations: Any gains or loss recognized on disposal of discontinued operations, which is the difference between the carrying value of the division and its fair value less costs to sell. Provision for Gain/Loss on Disposal: The amount of current expense charged in order to prepare for the disposal of discontinued operations |
| CQuantConnect.Data.Fundamental.NetIncomeExtraordinaryIncomeStatement | Gains (losses), whether arising from extinguishment of debt, prior period adjustments, or from other events or transactions, that are both unusual in nature and infrequent in occurrence thereby meeting the criteria for an event or transaction to be classified as an extraordinary item |
| CQuantConnect.Data.Fundamental.NetIncomeFromContinuingAndDiscontinuedOperationIncomeStatement | Net Income from Continuing Operations and Discontinued Operations, added together |
| CQuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationNetMinorityInterestIncomeStatement | Revenue less expenses and taxes from the entity's ongoing operations net of minority interest and before income (loss) from: Preferred Dividends; Extraordinary Gains and Losses; Income from Cumulative Effects of Accounting Change; Discontinuing Operation; Income from Tax Loss Carry forward; Other Gains/Losses |
| CQuantConnect.Data.Fundamental.NetIncomeFromContinuingOperationsCashFlowStatement | Revenue less expenses and taxes from the entity's ongoing operations and before income (loss) from discontinued operations, extraordinary items, impact of changes in accounting principles, minority interest, and various other reconciling adjustments; represents the starting line for Operating Cash Flow |
| CQuantConnect.Data.Fundamental.NetIncomeFromTaxLossCarryforwardIncomeStatement | Occurs if a company has had a net loss from operations on a previous year that can be carried forward to reduce net income for tax purposes |
| CQuantConnect.Data.Fundamental.NetIncomeGrowth | The growth in the company's net income on a percentage basis. Morningstar calculates the growth percentage based on the underlying net income data reported in the Income Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.NetIncomeIncludingNoncontrollingInterestsIncomeStatement | Net income of the group after the adjustment of all expenses and benefit |
| CQuantConnect.Data.Fundamental.NetIncomeIncomeStatement | Includes all the operations (continuing and discontinued) and all the other income or charges (extraordinary, accounting changes, tax loss carry forward, and other gains and losses) |
| CQuantConnect.Data.Fundamental.NetIncomePerEmployee | Refers to the ratio of Net Income to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Employee Number |
| CQuantConnect.Data.Fundamental.NetIntangiblesPurchaseAndSaleCashFlowStatement | The net change between Purchases/Sales of Intangibles |
| CQuantConnect.Data.Fundamental.NetInterestIncomeIncomeStatement | Total interest income minus total interest expense. It represents the difference between interest and dividends earned on interest- bearing assets and interest paid to depositors and other creditors |
| CQuantConnect.Data.Fundamental.NetInvestmentIncomeIncomeStatement | Total of interest, dividends, and other earnings derived from the insurance company's invested assets minus the expenses associated with these investments. Excluded from this income are capital gains or losses as the result of the sale of assets, as well as any unrealized capital gains or losses |
| CQuantConnect.Data.Fundamental.NetInvestmentPropertiesPurchaseAndSaleCashFlowStatement | Net increase or decrease in cash due to purchases or sales of investment properties during the accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.NetInvestmentPurchaseAndSaleCashFlowStatement | The net change between Purchases/Sales of Investments |
| CQuantConnect.Data.Fundamental.NetIssuancePaymentsOfDebtCashFlowStatement | The increase or decrease between periods of debt |
| CQuantConnect.Data.Fundamental.NetLoanBalanceSheet | Represents the value of all loans after deduction of the appropriate allowances for loan and lease losses |
| CQuantConnect.Data.Fundamental.NetLongTermDebtIssuanceCashFlowStatement | The increase or decrease between periods of long term debt. Long term debt includes notes payable, bonds payable, mortgage loans, convertible debt, subordinated debt and other types of long term debt |
| CQuantConnect.Data.Fundamental.NetMargin | Refers to the ratio of net income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Net Income / Revenue |
| CQuantConnect.Data.Fundamental.NetNonOperatingInterestIncomeExpenseIncomeStatement | Net-Non Operating interest income or expenses caused by financing activities |
| CQuantConnect.Data.Fundamental.NetOccupancyExpenseIncomeStatement | Occupancy expense may include items, such as depreciation of facilities and equipment, lease expenses, property taxes and property and casualty insurance expense. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.NetOtherFinancingChargesCashFlowStatement | Miscellaneous charges incurred due to Financing activities |
| CQuantConnect.Data.Fundamental.NetOtherInvestingChangesCashFlowStatement | Miscellaneous charges incurred due to Investing activities |
| CQuantConnect.Data.Fundamental.NetOutwardLoansCashFlowStatement | Adjustments due to net loans to/from outsiders in the Investing Cash Flow section |
| CQuantConnect.Data.Fundamental.NetPolicyholderBenefitsAndClaimsIncomeStatement | The net provision in current period for future policy benefits, claims, and claims settlement expenses incurred in the claims settlement process before the effects of reinsurance arrangements. The value is net of the effects of contracts assumed and ceded |
| CQuantConnect.Data.Fundamental.NetPPEBalanceSheet | Tangible assets that are held by an entity for use in the production or supply of goods and services, for rental to others, or for administrative purposes and that are expected to provide economic benefit for more than one year; net of accumulated depreciation |
| CQuantConnect.Data.Fundamental.NetPPEPurchaseAndSaleCashFlowStatement | The net change between Purchases/Sales of PPE |
| CQuantConnect.Data.Fundamental.NetPreferredStockIssuanceCashFlowStatement | The increase or decrease between periods of preferred stock |
| CQuantConnect.Data.Fundamental.NetPremiumsWrittenIncomeStatement | Net premiums written are gross premiums written less ceded premiums. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.NetProceedsPaymentForLoanCashFlowStatement | The net value of proceeds or payments of loans |
| CQuantConnect.Data.Fundamental.NetRealizedGainLossOnInvestmentsIncomeStatement | Gain or loss realized during the period of time for all kinds of investment securities. In might include trading, available-for-sale, or held-to-maturity securities. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.NetShortTermDebtIssuanceCashFlowStatement | The increase or decrease between periods of short term debt |
| CQuantConnect.Data.Fundamental.NetTangibleAssetsBalanceSheet | Net assets in physical form. This is calculated using Stockholders' Equity less Intangible Assets (including Goodwill) |
| CQuantConnect.Data.Fundamental.NetTradingIncomeIncomeStatement | Any trading income on the securities |
| CQuantConnect.Data.Fundamental.NetUtilityPlantBalanceSheet | Net utility plant might include water production, electric utility plan, natural gas, fuel and other, common utility plant and accumulated depreciation. This item is usually only available for utility industry |
| CQuantConnect.Data.Fundamental.NonCurrentAccountsReceivableBalanceSheet | Accounts receivable represents sums owed to the business that the business records as revenue. Gross accounts receivable is accounts receivable before the business deducts uncollectable accounts to calculate the true value of accounts receivable |
| CQuantConnect.Data.Fundamental.NonCurrentAccruedExpensesBalanceSheet | An expense that has occurred but the transaction has not been entered in the accounting records. Accordingly, an adjusting entry is made to debit the appropriate expense account and to credit a liability account such as accrued expenses payable or accounts payable |
| CQuantConnect.Data.Fundamental.NonCurrentDeferredAssetsBalanceSheet | Payments that will be assigned as expenses longer than one accounting period, but that are paid in advance and temporarily set up as non-current assets on the balance sheet |
| CQuantConnect.Data.Fundamental.NonCurrentDeferredLiabilitiesBalanceSheet | Represents the non-current portion of obligations, which is a liability that usually would have been paid but is now past due |
| CQuantConnect.Data.Fundamental.NonCurrentDeferredRevenueBalanceSheet | The non-current portion of deferred revenue amount as of the balance sheet date. Deferred revenue is a liability related to revenue producing activity for which revenue has not yet been recognized, and is not expected be recognized in the next twelve months |
| CQuantConnect.Data.Fundamental.NonCurrentDeferredTaxesAssetsBalanceSheet | A result of timing differences between taxable incomes reported on the income statement and taxable income from the company's tax return. Depending on the positioning of deferred income taxes, the field may be either current (within current assets) or non- current (below total current assets). Typically a company will have two deferred income taxes fields |
| CQuantConnect.Data.Fundamental.NonCurrentDeferredTaxesLiabilitiesBalanceSheet | The estimated future tax obligations, which usually arise when different accounting methods are used for financial statements and tax statement It is also an add-back to the cash flow statement. Deferred income taxes include accumulated tax deferrals due to accelerated depreciation and investment credit |
| CQuantConnect.Data.Fundamental.NonCurrentNoteReceivablesBalanceSheet | An amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date(s), excluding the portion that is expected to be received within one year of the balance sheet date or the normal operating cycle, whichever is longer |
| CQuantConnect.Data.Fundamental.NonCurrentOtherFinancialLiabilitiesBalanceSheet | Other long term financial liabilities not categorized and due over one year or a normal operating cycle (whichever is longer) |
| CQuantConnect.Data.Fundamental.NonCurrentPensionAndOtherPostretirementBenefitPlansBalanceSheet | A loan issued by an insurance company that uses the cash value of a person's life insurance policy as collateral. This item is usually only available in the insurance industry |
| CQuantConnect.Data.Fundamental.NonCurrentPrepaidAssetsBalanceSheet | Sum of the carrying amounts that are paid in advance for expenses, which will be charged against earnings in periods after one year or beyond the operating cycle, if longer |
| CQuantConnect.Data.Fundamental.NonInterestBearingBorrowingsCurrentBalanceSheet | Non-interest bearing deposits in other financial institutions for short periods of time, usually less than 12 months |
| CQuantConnect.Data.Fundamental.NonInterestBearingBorrowingsNonCurrentBalanceSheet | Non-interest bearing borrowings due after a year |
| CQuantConnect.Data.Fundamental.NonInterestBearingBorrowingsTotalBalanceSheet | Non-interest bearing deposits in other financial institutions for relatively short periods of time; on a Non-Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.NonInterestBearingDepositsBalanceSheet | The aggregate amount of all domestic and foreign deposits in the banks that do not draw interest |
| CQuantConnect.Data.Fundamental.NonInterestExpenseIncomeStatement | Any expenses that not related to interest. It includes labor and related expense, occupancy and equipment, commission, professional expense and contract services expenses, selling, general and administrative, research and development depreciation, amortization and depletion, and any other special income/charges |
| CQuantConnect.Data.Fundamental.NonInterestIncomeIncomeStatement | The total amount of non-interest income which may be derived from: (1) fees and commissions; (2) premiums earned; (3) equity investment; (4) the sale or disposal of assets; and (5) other sources not otherwise specified |
| CQuantConnect.Data.Fundamental.NormalizedBasicEPS | The basic normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company's true earnings. Normalized Earnings / Basic Weighted Average Shares Outstanding |
| CQuantConnect.Data.Fundamental.NormalizedBasicEPSGrowth | The growth in the company's Normalized Basic EPS on a percentage basis |
| CQuantConnect.Data.Fundamental.NormalizedDilutedEPS | The diluted normalized earnings per share. Normalized EPS removes onetime and unusual items from EPS, to provide investors with a more accurate measure of the company's true earnings. Normalized Earnings / Diluted Weighted Average Shares Outstanding |
| CQuantConnect.Data.Fundamental.NormalizedDilutedEPSGrowth | The growth in the company's Normalized Diluted EPS on a percentage basis |
| CQuantConnect.Data.Fundamental.NormalizedEBITAsReportedIncomeStatement | EBIT less Total Unusual Items. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.NormalizedEBITDAAsReportedIncomeStatement | EBITDA less Total Unusual Items. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.NormalizedEBITDAIncomeStatement | EBITDA less Total Unusual Items |
| CQuantConnect.Data.Fundamental.NormalizedIncomeAsReportedIncomeStatement | Earnings adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.NormalizedIncomeIncomeStatement | This calculation represents earnings adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is calculated using Net Income from Continuing Operations plus/minus any tax affected unusual Items and Goodwill Impairments/Write Offs |
| CQuantConnect.Data.Fundamental.NormalizedNetProfitMargin | Normalized Income / Total Revenue. A measure of profitability of the company calculated by finding Normalized Net Profit as a percentage of Total Revenues |
| CQuantConnect.Data.Fundamental.NormalizedOperatingProfitAsReportedIncomeStatement | Operating profit adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.NormalizedPreTaxIncomeIncomeStatement | This calculation represents pre-tax earnings adjusted for items that are irregular or unusual in nature, and/or are non-recurring. This can be used to fairly measure a company's profitability. This is calculated using Pre-Tax Income plus/minus any unusual Items and Goodwill Impairments/Write Offs |
| CQuantConnect.Data.Fundamental.NormalizedROIC | [Normalized Income + (Interest Expense * (1-Tax Rate))] / Invested Capital |
| CQuantConnect.Data.Fundamental.NotesReceivableBalanceSheet | An amount representing an agreement for an unconditional promise by the maker to pay the entity (holder) a definite sum of money at a future date(s) within one year of the balance sheet date or the normal operating cycle, whichever is longer. Such amount may include accrued interest receivable in accordance with the terms of the note. The note also may contain provisions including a discount or premium, payable on demand, secured, or unsecured, interest bearing or non-interest bearing, among a myriad of other features and characteristics |
| CQuantConnect.Data.Fundamental.OccupancyAndEquipmentIncomeStatement | Includes total expenses of occupancy and equipment. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.OperatingCashFlowCashFlowStatement | The net cash from (used in) all of the entity's operating activities, including those of discontinued operations, of the reporting entity. Operating activities include all transactions and events that are not defined as investing or financing activities. Operating activities generally involve producing and delivering goods and providing services. Cash flows from operating activities are generally the cash effects of transactions and other events that enter into the determination of net income |
| CQuantConnect.Data.Fundamental.OperatingExpenseAsReportedIncomeStatement | Operating expense as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.OperatingExpenseIncomeStatement | Operating expenses are primary recurring costs associated with central operations (other than cost of goods sold) that are incurred in order to generate sales |
| CQuantConnect.Data.Fundamental.OperatingGainsLossesCashFlowStatement | The gain or loss from the entity's ongoing operations |
| CQuantConnect.Data.Fundamental.OperatingIncomeIncomeStatement | Income from normal business operations after deducting cost of revenue and operating expenses. It does not include income from any investing activities |
| CQuantConnect.Data.Fundamental.OperatingLeaseAssetsBalanceSheet | A contract that allows for the use of an asset, but does not convey rights of ownership of the asset. An operating lease is not capitalized; it is accounted for as a rental expense in what is known as "off balance sheet financing." For the lessor, the asset being leased is accounted for as an asset and is depreciated as such |
| CQuantConnect.Data.Fundamental.OperatingRevenueIncomeStatement | Sales and income that the company makes from its business operations. This applies only to non-bank and insurance companies. For Utility template companies, this is the sum of revenue from electric, gas, transportation and other operating revenue. For Transportation template companies, this is the sum of revenue-passenger, revenue-cargo, and other operating revenue |
| CQuantConnect.Data.Fundamental.OperationAndMaintenanceIncomeStatement | The aggregate amount of operation and maintenance expenses, which is the one important operating expense for the utility industry. It includes any costs related to production and maintenance cost of the property during the revenue generation process. This item is usually only available for mining and utility industries |
| CQuantConnect.Data.Fundamental.OperationIncomeGrowth | The growth in the company's operating income on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating income data reported in the Income Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.OperationMargin | Refers to the ratio of operating income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Operating Income / Revenue |
| CQuantConnect.Data.Fundamental.OperationRevenueGrowth3MonthAvg | The growth in the company's operating revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying operating revenue data reported in the Income Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.OrdinarySharesNumberBalanceSheet | Number of Common or Ordinary Shares |
| CQuantConnect.Data.Fundamental.OtherAssetsBalanceSheet | Other non-current assets that are not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherBorrowedFundsBalanceSheet | Other borrowings by the bank to fund its activities that cannot be identified by other specific items in the Liabilities section |
| CQuantConnect.Data.Fundamental.OtherCapitalStockBalanceSheet | Other Capital Stock that is not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherCashAdjustExcludeFromChangeinCashCashFlowStatement | Other changes to cash and cash equivalents during the accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.OtherCashAdjustIncludedIntoChangeinCashCashFlowStatement | Other cash adjustments included in change in cash not categorized above |
| CQuantConnect.Data.Fundamental.OtherCashPaymentsfromOperatingActivitiesCashFlowStatement | Other cash payments for the direct cash flow |
| CQuantConnect.Data.Fundamental.OtherCashReceiptsfromOperatingActivitiesCashFlowStatement | Other cash receipts for the direct cash flow |
| CQuantConnect.Data.Fundamental.OtherCostofRevenueIncomeStatement | Other costs associated with the revenue-generating activities of the company not categorized above |
| CQuantConnect.Data.Fundamental.OtherCurrentAssetsBalanceSheet | Other current assets that are not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherCurrentBorrowingsBalanceSheet | Short Term Borrowings that are not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherCurrentLiabilitiesBalanceSheet | Other current liabilities = Total current liabilities - Payables and accrued Expenses - Current debt and capital lease obligation - provisions, current - deferred liabilities, current |
| CQuantConnect.Data.Fundamental.OtherCustomerServicesIncomeStatement | Represents fees and commissions earned from provide other services. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.OtherEquityAdjustmentsBalanceSheet | Other adjustments to stockholders' equity that is not otherwise classified, including other reserves |
| CQuantConnect.Data.Fundamental.OtherEquityInterestBalanceSheet | Other equity instruments issued by the company that cannot be identified by other specific items in the Equity section |
| CQuantConnect.Data.Fundamental.OtherFinancialLiabilitiesBalanceSheet | Other financial liabilities not categorized |
| CQuantConnect.Data.Fundamental.OtherGAIncomeStatement | Other General and Administrative Expenses not categorized that the company incurs that are not directly tied to a specific function such as manufacturing, production, or sales |
| CQuantConnect.Data.Fundamental.OtherIncomeExpenseIncomeStatement | Income or expense that comes from miscellaneous sources |
| CQuantConnect.Data.Fundamental.OtherIntangibleAssetsBalanceSheet | Sum of the carrying amounts of all intangible assets, excluding goodwill |
| CQuantConnect.Data.Fundamental.OtherInterestExpenseIncomeStatement | All other interest expense that is not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherInterestIncomeIncomeStatement | All other interest income that is not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherInventoriesBalanceSheet | Other non-current inventories not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherInvestedAssetsBalanceSheet | An item represents all the other investments or/and securities that cannot be defined into any category above. This item is typically available for the insurance industry |
| CQuantConnect.Data.Fundamental.OtherInvestmentsBalanceSheet | Investments that are neither Investment in Financial Assets nor Long term equity investment, not expected to be cashed within a year |
| CQuantConnect.Data.Fundamental.OtherLiabilitiesBalanceSheet | This item is available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.OtherLoanAssetsBalanceSheet | Reflects the carrying amount of any other unpaid loans, an asset of the bank |
| CQuantConnect.Data.Fundamental.OtherLoansCurrentBalanceSheet | Other loans between the customer and bank which cannot be identified by other specific items in the Debt section, due within the next 12 months or operating cycle |
| CQuantConnect.Data.Fundamental.OtherLoansNonCurrentBalanceSheet | Other loans between the customer and bank which cannot be identified by other specific items in the Debt section, due beyond the current operating cycle |
| CQuantConnect.Data.Fundamental.OtherLoansTotalBalanceSheet | Total other loans between the customer and bank which cannot be identified by other specific items in the Debt section; in a Non- Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.OtherNonCashItemsCashFlowStatement | Items which adjusted back from net income but without real cash outflow or inflow |
| CQuantConnect.Data.Fundamental.OtherNonCurrentAssetsBalanceSheet | Other non-current assets that are not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherNonCurrentLiabilitiesBalanceSheet | This item is usually not available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.OtherNonInterestExpenseIncomeStatement | All other non interest expense that is not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherNonInterestIncomeIncomeStatement | Usually available for the banking industry. This is Non-Interest Income that is not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherNonOperatingExpensesIncomeStatement | Other expenses of the company that cannot be identified by other specific items in the Non-Operating section |
| CQuantConnect.Data.Fundamental.OtherNonOperatingIncomeExpensesIncomeStatement | Total other income and expense of the company that cannot be identified by other specific items in the Non-Operating section |
| CQuantConnect.Data.Fundamental.OtherNonOperatingIncomeIncomeStatement | Other income of the company that cannot be identified by other specific items in the Non-Operating section |
| CQuantConnect.Data.Fundamental.OtherOperatingExpensesIncomeStatement | The aggregate amount of operating expenses associated with normal operations. Will not include any gain, loss, benefit, or income; and its value reported by the company should be <0 |
| CQuantConnect.Data.Fundamental.OtherOperatingIncomeTotalIncomeStatement | Total Other Operating Income- including interest income, dividend income and other types of operating income |
| CQuantConnect.Data.Fundamental.OtherOperatingInflowsOutflowsofCashCashFlowStatement | Any other cash inflows or outflows in the Operating Cash Flow section, not accounted for in the other specified items |
| CQuantConnect.Data.Fundamental.OtherPayableBalanceSheet | Payables and Accrued Expenses that are not defined as Trade, Tax or Dividends related |
| CQuantConnect.Data.Fundamental.OtherPropertiesBalanceSheet | Other fixed assets not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherRealEstateOwnedBalanceSheet | The Carrying amount as of the balance sheet date of other real estate, which may include real estate investments, real estate loans that qualify as investments in real estate, and premises that are no longer used in operations may also be included in real estate owned. This does not include real estate assets taken in settlement of troubled loans through surrender or foreclosure. This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.OtherReceivablesBalanceSheet | Other non-current receivables not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherReservesBalanceSheet | Other reserves owned by the company that cannot be identified by other specific items in the Reserves section |
| CQuantConnect.Data.Fundamental.OtherShortTermInvestmentsBalanceSheet | The aggregate amount of short term investments, which will be expired within one year that are not specifically classified as Available-for-Sale, Held-to-Maturity, nor Trading investments |
| CQuantConnect.Data.Fundamental.OtherSpecialChargesIncomeStatement | All other special charges that are not otherwise classified |
| CQuantConnect.Data.Fundamental.OtherStaffCostsIncomeStatement | Other costs in incurred in lieu of the employees that cannot be identified by other specific items in the Staff Costs section |
| CQuantConnect.Data.Fundamental.OtherTaxesIncomeStatement | Any taxes that are not part of income taxes. This item is usually not available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.OtherunderPreferredStockDividendIncomeStatement | Dividend paid to the preferred shareholders before the common stock shareholders |
| CQuantConnect.Data.Fundamental.OtherUnderwritingExpensesPaidCashFlowStatement | Cash paid out for underwriting expenses, such as the acquisition of new and renewal insurance contracts, in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PayablesAndAccruedExpensesBalanceSheet | This balance sheet account includes all current payables and accrued expenses |
| CQuantConnect.Data.Fundamental.PayablesBalanceSheet | The sum of all payables owed and expected to be paid within one year or one operating cycle, including accounts payables, taxes payable, dividends payable and all other current payables |
| CQuantConnect.Data.Fundamental.PaymentForLoansCashFlowStatement | Payment from a bank or insurance company to the lender who lends money or property based on the agreement, along with interest, at a predetermined date in the future |
| CQuantConnect.Data.Fundamental.PaymentsonBehalfofEmployeesCashFlowStatement | Cash paid in a form of salaries or other benefits to employees of the company, in the direct cash flow |
| CQuantConnect.Data.Fundamental.PaymentstoSuppliersforGoodsandServicesCashFlowStatement | Cash paid to suppliers when purchasing goods or services by the company, in the direct cash flow |
| CQuantConnect.Data.Fundamental.PaymentTurnover | Cost of Goods Sold / Average Accounts Payables |
| CQuantConnect.Data.Fundamental.PensionAndEmployeeBenefitExpenseCashFlowStatement | The amount of pension and other (such as medical, dental and life insurance) postretirement benefit costs recognized during the PeriodAsByte |
| CQuantConnect.Data.Fundamental.PensionandOtherPostRetirementBenefitPlansCurrentBalanceSheet | Total of the carrying values as of the balance sheet date of obligations incurred through that date and payable for obligations related to services received from employees, such as accrued salaries and bonuses, payroll taxes and fringe benefits |
| CQuantConnect.Data.Fundamental.PensionAndOtherPostretirementBenefitPlansTotalBalanceSheet | Total of the carrying values as of the balance sheet date of obligations incurred through that date and payable for obligations related to services received from employees, such as accrued salaries and bonuses, payroll taxes and fringe benefits. Used to reflect the current portion of the liabilities (due within one year or within the normal operating cycle if longer) |
| CQuantConnect.Data.Fundamental.PensionCostsIncomeStatement | The expense that a company incurs each year by providing a pension plan for its employees. Major expenses in the pension cost include employer matching contributions and management fees |
| CQuantConnect.Data.Fundamental.PolicyAcquisitionExpenseIncomeStatement | Costs that vary with and are primarily related to the acquisition of new and renewal insurance contracts. Also referred to as underwriting expenses |
| CQuantConnect.Data.Fundamental.PolicyholderBenefitsCededIncomeStatement | The provision in current period for future policy benefits, claims, and claims settlement, which is under reinsurance arrangements. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PolicyholderBenefitsGrossIncomeStatement | The gross amount of provision in current period for future policyholder benefits, claims, and claims settlement, incurred in the claims settlement process before the effects of reinsurance arrangements. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PolicyholderDepositInvestmentReceivedCashFlowStatement | Cash received from policyholder deposit investment activities in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PolicyholderDividendsIncomeStatement | Payments made or credits extended to the insured by the company, usually at the end of a policy year results in reducing the net insurance cost to the policyholder. Such dividends may be paid in cash to the insured or applied by the insured as reductions of the premiums due for the next policy year. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PolicyholderFundsBalanceSheet | The total liability as of the balance sheet date of amounts due to policy holders, excluding future policy benefits and claims, including unpaid policy dividends, retrospective refunds, and undistributed earnings on participating business |
| CQuantConnect.Data.Fundamental.PolicyholderInterestIncomeStatement | The periodic income payment provided to the annuitant by the insurance company, which is determined by the assumed interest rate (AIR) and other factors. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PolicyLoansBalanceSheet | A loan issued by an insurance company that uses the cash value of a person's life insurance policy as collateral. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PolicyReservesBenefitsBalanceSheet | Accounting policy pertaining to an insurance entity's net liability for future benefits (for example, death, cash surrender value) to be paid to or on behalf of policyholders, describing the bases, methodologies and components of the reserve, and assumptions regarding estimates of expected investment yields, mortality, morbidity, terminations and expenses |
| CQuantConnect.Data.Fundamental.PostTaxMargin5YrAvg | This is the simple average of the company's Annual Post Tax Margin over the last 5 years. Post tax margin is Post tax divided by total revenue for the same PeriodAsByte |
| CQuantConnect.Data.Fundamental.PreferredSecuritiesOutsideStockEquityBalanceSheet | Preferred securities that that firm treats as a liability. It includes convertible preferred stock or redeemable preferred stock |
| CQuantConnect.Data.Fundamental.PreferredSharesNumberBalanceSheet | Number of Preferred Shares |
| CQuantConnect.Data.Fundamental.PreferredStockBalanceSheet | Preferred stock (all issues) at par value, as reported within the Stockholder's Equity section of the balance sheet |
| CQuantConnect.Data.Fundamental.PreferredStockDividendPaidCashFlowStatement | Pay for the amount of dividends declared or paid in the period to preferred shareholders or the amount for which the obligation to pay them dividends rose in the PeriodAsByte |
| CQuantConnect.Data.Fundamental.PreferredStockDividendsIncomeStatement | The amount of dividends declared or paid in the period to preferred shareholders, or the amount for which the obligation to pay them dividends arose in the PeriodAsByte. Preferred dividends are the amount required for the current year only, and not for any amount required in past years |
| CQuantConnect.Data.Fundamental.PreferredStockEquityBalanceSheet | A class of ownership in a company that has a higher claim on the assets and earnings than common stock. Preferred stock generally has a dividend that must be paid out before dividends to common stockholders and the shares usually do not have voting rights |
| CQuantConnect.Data.Fundamental.PreferredStockIssuanceCashFlowStatement | The cash inflow from offering preferred stock |
| CQuantConnect.Data.Fundamental.PreferredStockPaymentsCashFlowStatement | The cash outflow to reacquire preferred stock during the PeriodAsByte |
| CQuantConnect.Data.Fundamental.PremiumReceivedCashFlowStatement | Cash received from premium income in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.PrepaidAssetsBalanceSheet | Sum of the carrying amounts that are paid in advance for expenses, which will be charged against earnings in subsequent periods |
| CQuantConnect.Data.Fundamental.PretaxIncomeIncomeStatement | Reported income before the deduction or benefit of income taxes |
| CQuantConnect.Data.Fundamental.PretaxMargin | Refers to the ratio of pretax income to revenue. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Pretax Income / Revenue |
| CQuantConnect.Data.Fundamental.PreTaxMargin5YrAvg | This is the simple average of the company's Annual Pre Tax Margin over the last 5 years. Pre tax margin is Pre tax divided by total revenue for the same PeriodAsByte |
| CQuantConnect.Data.Fundamental.PreTreShaNumBalanceSheet | The treasury stock number of preferred shares. This represents the number of preferred shares owned by the company as a result of share repurchase programs or donations |
| CQuantConnect.Data.Fundamental.ProceedsFromLoansCashFlowStatement | The cash inflow from borrowing money or property for a bank or insurance company |
| CQuantConnect.Data.Fundamental.ProceedsFromStockOptionExercisedCashFlowStatement | The cash inflow associated with the amount received from holders exercising their stock options |
| CQuantConnect.Data.Fundamental.ProceedsPaymentFederalFundsSoldAndSecuritiesPurchasedUnderAgreementToResellCashFlowStatement | The aggregate amount change of (1) the lending of excess federal funds to another commercial bank requiring such for its legal reserve requirements and (2) securities purchased under agreements to resell. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.ProceedsPaymentInInterestBearingDepositsInBankCashFlowStatement | The net change on interest-bearing deposits in other financial institutions for relatively short periods of time including, for example, certificates of deposits |
| CQuantConnect.Data.Fundamental.ProfessionalExpenseAndContractServicesExpenseIncomeStatement | Professional and contract service expense includes cost reimbursements for support services related to contracted projects, outsourced management, technical and staff support. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.ProfitMargin5YrAvg | This is the simple average of the company's Annual Net Profit Margin over the last 5 years. Net profit margin is post tax income divided by total revenue for the same PeriodAsByte |
| CQuantConnect.Data.Fundamental.ProfitOnDisposalsCashFlowStatement | The difference between the sale price or salvage price and the book value of an asset that was sold or retired during the reporting PeriodAsByte |
| CQuantConnect.Data.Fundamental.PropertiesBalanceSheet | Tangible assets that are held by an entity for use in the production or supply of goods and services, for rental to others, or for administrative purposes and that are expected to provide economic benefit for more than one year. This item is available for manufacturing, bank and transportation industries |
| CQuantConnect.Data.Fundamental.ProvisionandWriteOffofAssetsCashFlowStatement | A non-cash adjustment for total provision and write off on assets & liabilities |
| CQuantConnect.Data.Fundamental.ProvisionForDoubtfulAccountsIncomeStatement | Amount of the current period expense charged against operations, the offset which is generally to the allowance for doubtful accounts for the purpose of reducing receivables, including notes receivable, to an amount that approximates their net realizable value (the amount expected to be collected). The category includes provision for loan losses, provision for any doubtful account receivable, and bad debt expenses. This item is usually not available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.ProvisionForLoanLeaseAndOtherLossesCashFlowStatement | The sum of the periodic provision charged to earnings, based on an assessment of uncollectible from the counterparty on account of loan, lease or other credit losses, to reduce these accounts to the amount that approximates their net realizable value. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.ProvisionsTotalBalanceSheet | Provisions are created to protect the interests of one or both parties named in a contract or legal document, which is a preparatory action or measure. Current provision is expired within one accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.PurchaseOfBusinessCashFlowStatement | All the purchases of business including business acquisitions, investment in subsidiary; investing in affiliated companies, and join venture |
| CQuantConnect.Data.Fundamental.PurchaseOfIntangiblesCashFlowStatement | The amount of capital outlays undertaken to increase, construct or improve intangible assets |
| CQuantConnect.Data.Fundamental.PurchaseOfInvestmentCashFlowStatement | All purchases of investments, including both long term and short term |
| CQuantConnect.Data.Fundamental.PurchaseOfInvestmentPropertiesCashFlowStatement | Cash outflow for purchases of investment properties during the accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.PurchaseOfJointVentureAssociateCashFlowStatement | Purchase of joint venture/associates (investment below 50%) |
| CQuantConnect.Data.Fundamental.PurchaseOfPPECashFlowStatement | The amount of capital outlays undertaken to increase, construct or improve capital assets. This category includes property, plant equipment, furniture, fixed assets, buildings, and improvement |
| CQuantConnect.Data.Fundamental.PurchaseOfSubsidiariesCashFlowStatement | Purchase of subsidiaries or interest in subsidiaries (investments 51% and above) |
| CQuantConnect.Data.Fundamental.QuickRatio | Refers to the ratio of liquid assets to Current Liabilities. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports:(Cash, Cash Equivalents, and Short Term Investments + Receivables ) / Current Liabilities |
| CQuantConnect.Data.Fundamental.RawMaterialsBalanceSheet | Carrying amount as of the balance sheet data of unprocessed items to be consumed in the manufacturing or production process. This item is available for manufacturing and mining industries |
| CQuantConnect.Data.Fundamental.RealizedGainLossOnSaleOfLoansAndLeaseCashFlowStatement | The gains and losses included in earnings that represent the difference between the sale price and the carrying value of loans and leases that were sold during the reporting PeriodAsByte. This element refers to the gain (loss) and not to the cash proceeds of the sales. This element is a non-cash adjustment to net income when calculating net cash generated by operating activities using the indirect method. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.ReceiptsfromCustomersCashFlowStatement | Payment received from customers in the Direct Cash Flow |
| CQuantConnect.Data.Fundamental.ReceiptsfromGovernmentGrantsCashFlowStatement | Cash received from governments in the form of grants in the Direct Cash Flow |
| CQuantConnect.Data.Fundamental.ReceivablesAdjustmentsAllowancesBalanceSheet | A provision relating to a written agreement to receive money at a specified future date(s) (within one year from the reporting date or the normal operating cycle, whichever is longer), consisting of principal as well as any accrued interest) |
| CQuantConnect.Data.Fundamental.ReceivablesBalanceSheet | The sum of all receivables owed by customers and affiliates within one year, including accounts receivable, notes receivable, premiums receivable, and other current receivables |
| CQuantConnect.Data.Fundamental.ReceivableTurnover | Revenue / Average Accounts Receivables |
| CQuantConnect.Data.Fundamental.ReconciledCostOfRevenueIncomeStatement | The Cost Of Revenue plus Depreciation, Depletion & Amortization from the IncomeStatement; minus Depreciation, Depletion & Amortization from the Cash Flow Statement |
| CQuantConnect.Data.Fundamental.ReconciledDepreciationIncomeStatement | Is Depreciation, Depletion & Amortization from the Cash Flow Statement |
| CQuantConnect.Data.Fundamental.RegressionGrowthofDividends5Years | The five-year growth rate of dividends per share, calculated using regression analysis |
| CQuantConnect.Data.Fundamental.RegressionGrowthOperatingRevenue5Years | The five-year growth rate of operating revenue, calculated using regression analysis |
| CQuantConnect.Data.Fundamental.RegulatoryAssetsBalanceSheet | Carrying amount as of the balance sheet date of capitalized costs of regulated entities that are expected to be recovered through revenue sources over one year or beyond the normal operating cycle |
| CQuantConnect.Data.Fundamental.RegulatoryLiabilitiesBalanceSheet | The amount for the individual regulatory noncurrent liability as itemized in a table of regulatory noncurrent liabilities as of the end of the PeriodAsByte. Such things as the costs of energy efficiency programs and low-income energy assistances programs and deferred fuel. This item is usually only available for utility industry |
| CQuantConnect.Data.Fundamental.ReinsuranceandOtherRecoveriesReceivedCashFlowStatement | Cash received from reinsurance income or other recoveries income in operating cash flow, using the direct method. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.ReinsuranceAssetsBalanceSheet | Reinsurance asset is insurance that is purchased by an insurance company from another insurance company |
| CQuantConnect.Data.Fundamental.ReinsuranceBalancesPayableBalanceSheet | The carrying amount as of the balance sheet date of the known and estimated amounts owed to insurers under reinsurance treaties or other arrangements. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.ReinsuranceRecoverableBalanceSheet | The amount of benefits the ceding insurer expects to recover on insurance policies ceded to other insurance entities as of the balance sheet date for all guaranteed benefit types. It includes estimated amounts for claims incurred but not reported, and policy benefits, net of any related valuation allowance |
| CQuantConnect.Data.Fundamental.ReinsuranceRecoveriesClaimsandBenefitsIncomeStatement | Claim on the reinsurance company and take the benefits |
| CQuantConnect.Data.Fundamental.ReinsuranceRecoveriesofInsuranceLiabilitiesIncomeStatement | Income/Expense due to recoveries from reinsurers for insurance liabilities |
| CQuantConnect.Data.Fundamental.ReinsuranceRecoveriesofInvestmentContractIncomeStatement | Income/Expense due to recoveries from reinsurers for Investment Contracts |
| CQuantConnect.Data.Fundamental.RentandLandingFeesCostofRevenueIncomeStatement | Costs paid to use the facilities necessary to generate revenue during the accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.RentAndLandingFeesIncomeStatement | Rent fees are the cost of occupying space during the accounting PeriodAsByte. Landing fees are a change paid to an airport company for landing at a particular airport. This item is not available for insurance industry |
| CQuantConnect.Data.Fundamental.RentExpenseSupplementalIncomeStatement | The sum of all rent expenses incurred by the company for operating leases during the year, it is a supplemental value which would be reported outside consolidated statements or consolidated statement's footnotes |
| CQuantConnect.Data.Fundamental.ReorganizationOtherCostsCashFlowStatement | A non-cash adjustment relating to restructuring costs |
| CQuantConnect.Data.Fundamental.RepaymentInLeaseFinancingCashFlowStatement | The cash outflow to repay lease financing during the PeriodAsByte |
| CQuantConnect.Data.Fundamental.RepaymentOfDebtCashFlowStatement | Payments to Settle Long Term Debt plus Payments to Settle Short Term Debt |
| CQuantConnect.Data.Fundamental.ReportedNormalizedBasicEPS | Normalized Basic EPS as reported by the company in the financial statements |
| CQuantConnect.Data.Fundamental.ReportedNormalizedDilutedEPS | Normalized Diluted EPS as reported by the company in the financial statements |
| CQuantConnect.Data.Fundamental.RepurchaseOfCapitalStockCashFlowStatement | Payments for Common Stock plus Payments for Preferred Stock |
| CQuantConnect.Data.Fundamental.ResearchAndDevelopmentExpensesSupplementalIncomeStatement | The aggregate amount of research and development expenses during the year. It is a supplemental value which would be reported outside consolidated statements |
| CQuantConnect.Data.Fundamental.ResearchAndDevelopmentIncomeStatement | The aggregate amount of research and development expenses during the year |
| CQuantConnect.Data.Fundamental.RestrictedCashAndCashEquivalentsBalanceSheet | The carrying amounts of cash and cash equivalent items which are restricted as to withdrawal or usage. This item is available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.RestrictedCashAndInvestmentsBalanceSheet | The cash and investments whose use in whole or in part is restricted for the long-term, generally by contractual agreements or regulatory requirements. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.RestrictedCashBalanceSheet | The carrying amounts of cash and cash equivalent items, which are restricted as to withdrawal or usage. Restrictions may include legally restricted deposits held as compensating balances against short-term borrowing arrangements, contracts entered into with others, or entity statements of intention with regard to particular deposits; however, time deposits and short-term certificates of deposit are not generally included in legally restricted deposits. Excludes compensating balance arrangements that are not agreements, which legally restrict the use of cash amounts shown on the balance sheet. For a classified balance sheet, represents the current portion only (the non-current portion has a separate concept); for an unclassified balance sheet represents the entire amount. This item is usually not available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.RestrictedCommonStockBalanceSheet | Shares of stock for which sale is contractually or governmentally restricted for a given period of time. Stock that is acquired through an employee stock option plan or other private means may not be transferred. Restricted stock must be traded in compliance with special SEC regulations |
| CQuantConnect.Data.Fundamental.RestrictedInvestmentsBalanceSheet | Investments whose use is restricted in whole or in part, generally by contractual agreements or regulatory requirements. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.RestructuringAndMergernAcquisitionIncomeStatement | Expenses are related to restructuring, merger, or acquisitions. Restructuring expenses are charges associated with the consolidation and relocation of operations, disposition or abandonment of operations or productive assets. Merger and acquisition expenses are the amount of costs of a business combination including legal, accounting, and other costs that were charged to expense during the PeriodAsByte |
| CQuantConnect.Data.Fundamental.RetainedEarningsBalanceSheet | The cumulative net income of the company from the date of its inception (or reorganization) to the date of the financial statement less the cumulative distributions to shareholders either directly (dividends) or indirectly (treasury stock) |
| CQuantConnect.Data.Fundamental.RevenueGrowth | The growth in the company's revenue on a percentage basis. Morningstar calculates the growth percentage based on the underlying revenue data reported in the Income Statement within the company filings or reports |
| CQuantConnect.Data.Fundamental.ROA | Net Income / Average Total Assets |
| CQuantConnect.Data.Fundamental.ROA5YrAvg | This is the simple average of the company's ROA over the last 5 years. Return on asset is calculated by dividing a company's annual earnings by its average total assets |
| CQuantConnect.Data.Fundamental.ROE | Net Income / Average Total Common Equity |
| CQuantConnect.Data.Fundamental.ROE5YrAvg | This is the simple average of the company's ROE over the last 5 years. Return on equity reveals how much profit a company has earned in comparison to the total amount of shareholder equity found on the balance sheet |
| CQuantConnect.Data.Fundamental.ROIC | Net Income / (Total Equity + Long-term Debt and Capital Lease Obligation + Short-term Debt and Capital Lease Obligation) |
| CQuantConnect.Data.Fundamental.SalariesAndWagesIncomeStatement | All salary, wages, compensation, management fees, and employee benefit expenses |
| CQuantConnect.Data.Fundamental.SaleOfBusinessCashFlowStatement | Proceeds received from selling a business including proceeds from a subsidiary, and proceeds from an affiliated company |
| CQuantConnect.Data.Fundamental.SaleOfIntangiblesCashFlowStatement | The amount of capital inflow from the sale of all kinds of intangible assets |
| CQuantConnect.Data.Fundamental.SaleOfInvestmentCashFlowStatement | Proceeds received from selling all kind of investments, including both long term and short term |
| CQuantConnect.Data.Fundamental.SaleOfInvestmentPropertiesCashFlowStatement | Cash inflow from sale of investment properties during the accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.SaleOfJointVentureAssociateCashFlowStatement | Cash inflow from the disposal of joint venture/associates (investment below 50%) |
| CQuantConnect.Data.Fundamental.SaleOfPPECashFlowStatement | Proceeds from selling any fixed assets such as property, plant and equipment, which also includes retirement of equipment |
| CQuantConnect.Data.Fundamental.SaleOfSubsidiariesCashFlowStatement | Cash inflow from the disposal of any subsidiaries |
| CQuantConnect.Data.Fundamental.SalesPerEmployee | Refers to the ratio of Revenue to Employees. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Revenue / Employee Number |
| CQuantConnect.Data.Fundamental.SecuritiesActivitiesIncomeStatement | Income/Loss from Securities and Activities |
| CQuantConnect.Data.Fundamental.SecuritiesAmortizationIncomeStatement | The gradual elimination of a liability, such as a mortgage, in regular payments over a specified period of time. Such payments must be sufficient to cover both principal and interest |
| CQuantConnect.Data.Fundamental.SecuritiesAndInvestmentsBalanceSheet | Asset, often applicable to Banks, which refers to the aggregate amount of all securities and investments |
| CQuantConnect.Data.Fundamental.SecuritiesLendingCollateralBalanceSheet | The carrying value as of the balance sheet date of the liabilities collateral securities loaned to other broker-dealers. Borrowers of securities generally are required to provide collateral to the lenders of securities, commonly cash but sometimes other securities or standby letters of credit, with a value slightly higher than that of the securities borrowed |
| CQuantConnect.Data.Fundamental.SecuritiesLoanedBalanceSheet | The carrying value as of the balance sheet date of securities loaned to other broker dealers, typically used by such parties to cover short sales, secured by cash or other securities furnished by such parties until the borrowing is closed |
| CQuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet | The carrying value of funds outstanding loaned in the form of security resale agreements if the agreement requires the purchaser to resell the identical security purchased or a security that meets the definition of "substantially the same" in the case of a dollar roll. Also includes purchases of participations in pools of securities that are subject to a resale agreement |
| CQuantConnect.Data.Fundamental.SecurityBorrowedBalanceSheet | The securities borrowed or on loan, which is the temporary loan of securities by a lender to a borrower in exchange for cash. This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.SecuritySoldNotYetRepurchasedBalanceSheet | Represent obligations of the company to deliver the specified security at the contracted price and, thereby, create a liability to purchase the security in the market at prevailing prices |
| CQuantConnect.Data.Fundamental.SellingAndMarketingExpenseIncomeStatement | The aggregate total amount of expenses directly related to the marketing or selling of products or services |
| CQuantConnect.Data.Fundamental.SellingGeneralAndAdministrationIncomeStatement | The aggregate total costs related to selling a firm's product and services, as well as all other general and administrative expenses. Selling expenses are those directly related to the company's efforts to generate sales (e.g., sales salaries, commissions, advertising, delivery expenses). General and administrative expenses are expenses related to general administration of the company's operation (e.g., officers and office salaries, office supplies, telephone, accounting and legal services, and business licenses and fees) |
| CQuantConnect.Data.Fundamental.SeparateAccountAssetsBalanceSheet | The fair value of the assets held by the company for the benefit of separate account policyholders |
| CQuantConnect.Data.Fundamental.SeparateAccountBusinessBalanceSheet | Refers to revenue that is generated that is not part of typical operations |
| CQuantConnect.Data.Fundamental.ServiceChargeOnDepositorAccountsIncomeStatement | Includes any service charges on following accounts: Demand Deposit; Checking account; Savings account; Deposit in foreign offices; ESCROW accounts; Money Market Certificates & Deposit accounts, CDs (Negotiable Certificates of Deposits); NOW Accounts (Negotiable Order of Withdrawal); IRAs (Individual Retirement Accounts). This item is usually only available for bank industry |
| CQuantConnect.Data.Fundamental.ShareIssuedBalanceSheet | The number of authorized shares that is sold to and held by the shareholders of a company, regardless of whether they are insiders, institutional investors or the general public. Unlike shares that are held as treasury stock, shares that have been retired are not included in this figure. The amount of issued shares can be all or part of the total amount of authorized shares of a corporation |
| CQuantConnect.Data.Fundamental.ShareOfAssociatesCashFlowStatement | A non-cash adjustment for share of associates' income in respect of operating activities |
| CQuantConnect.Data.Fundamental.ShortTermDebtIssuanceCashFlowStatement | The cash inflow from a debt initially having maturity due within one year or the normal operating cycle, if longer |
| CQuantConnect.Data.Fundamental.ShortTermDebtPaymentsCashFlowStatement | The cash outflow for a borrowing having initial term of repayment within one year or the normal operating cycle, if longer |
| CQuantConnect.Data.Fundamental.ShortTermInvestmentsAvailableForSaleBalanceSheet | The current assets section of a company's balance sheet that contains the investments that a company holds with the purpose for trading |
| CQuantConnect.Data.Fundamental.ShortTermInvestmentsHeldToMaturityBalanceSheet | The current assets section of a company's balance sheet that contains the investments that a company has made that will expire at a fixed date within one year |
| CQuantConnect.Data.Fundamental.ShortTermInvestmentsTradingBalanceSheet | The current assets section of a company's balance sheet that contains the investments that a company can trade at any moment |
| CQuantConnect.Data.Fundamental.SocialSecurityCostsIncomeStatement | Benefits paid to the employees in respect of their work |
| CQuantConnect.Data.Fundamental.SolvencyRatio | Measure of whether a company's cash flow is sufficient to meet its short-term and long-term debt requirements. The lower this ratio is, the greater the probability that the company will be in financial distress. Net Income + Depreciation, Depletion and Amortization/ average of annual Total Liabilities over the most recent two periods |
| CQuantConnect.Data.Fundamental.SpecialIncomeChargesIncomeStatement | Earnings or losses attributable to occurrences or actions by the firm that is either infrequent or unusual |
| CQuantConnect.Data.Fundamental.StaffCostsIncomeStatement | Total staff cost which is paid to the employees that is not part of Selling, General, and Administration expense |
| CQuantConnect.Data.Fundamental.StockBasedCompensationCashFlowStatement | Value of stock issued during the period as a result of any share-based compensation plan other than an employee stock ownership plan (ESOP) |
| CQuantConnect.Data.Fundamental.StockBasedCompensationIncomeStatement | The cost to the company for granting stock options to reward employees |
| CQuantConnect.Data.Fundamental.StockholdersEquityBalanceSheet | The residual interest in the assets of the enterprise that remains after deducting its liabilities. Equity is increased by owners' investments and by comprehensive income, and it is reduced by distributions to the owners |
| CQuantConnect.Data.Fundamental.StockholdersEquityGrowth | The growth in the stockholder's equity on a percentage basis. Morningstar calculates the growth percentage based on the residual interest in the assets of the enterprise that remains after deducting its liabilities reported in the Balance Sheet within the company filings or reports |
| CQuantConnect.Data.Fundamental.SubordinatedLiabilitiesBalanceSheet | The total carrying value of securities loaned to other broker dealers, typically used by such parties to cover short sales, secured by cash or other securities furnished by such parties until the borrowing is closed; in a Non-Differentiated Balance Sheet |
| CQuantConnect.Data.Fundamental.TangibleBookValueBalanceSheet | The company's total book value less the value of any intangible assets. Methodology: Common Stock Equity minus Goodwill and Other Intangible Assets |
| CQuantConnect.Data.Fundamental.TaxAssetsTotalBalanceSheet | Sum of total tax assets in a Non-Differentiated Balance Sheet, includes Tax Receivables and Deferred Tax Assets |
| CQuantConnect.Data.Fundamental.TaxEffectOfUnusualItemsIncomeStatement | Tax effect of the usual items |
| CQuantConnect.Data.Fundamental.TaxesAssetsCurrentBalanceSheet | Carrying amount due within one year of the balance sheet date (or one operating cycle, if longer) from tax authorities as of the balance sheet date representing refunds of overpayments or recoveries based on agreed-upon resolutions of disputes, and current deferred tax assets |
| CQuantConnect.Data.Fundamental.TaxesReceivableBalanceSheet | Carrying amount due within one year of the balance sheet date (or one operating cycle, if longer) from tax authorities as of the balance sheet date representing refunds of overpayments or recoveries based on agreed-upon resolutions of disputes. This item is usually not available for bank industry |
| CQuantConnect.Data.Fundamental.TaxesRefundPaidCashFlowStatement | Total tax paid or received on operating activities |
| CQuantConnect.Data.Fundamental.TaxesRefundPaidDirectCashFlowStatement | Tax paid/refund related to operating activities, for the direct cash flow |
| CQuantConnect.Data.Fundamental.TaxLossCarryforwardBasicEPS | The earnings attributable to the tax loss carry forward (during the reporting period) |
| CQuantConnect.Data.Fundamental.TaxLossCarryforwardDilutedEPS | The earnings from any tax loss carry forward (in the reporting period) |
| CQuantConnect.Data.Fundamental.TaxProvisionIncomeStatement | Include any taxes on income, net of any investment tax credits for the current accounting PeriodAsByte |
| CQuantConnect.Data.Fundamental.TaxRate | Refers to the ratio of tax provision to pretax income. Morningstar calculates the ratio by using the underlying data reported in the company filings or reports: Tax Provision / Pretax Income. [Note: Valid only when positive pretax income, and positive tax expense (not tax benefit)] |
| CQuantConnect.Data.Fundamental.TaxRateForCalcsIncomeStatement | Tax rate used for Morningstar calculations |
| CQuantConnect.Data.Fundamental.TotalAdjustmentsforNonCashItemsCashFlowStatement | Sum of all adjustments back from net income but without real cash outflow or inflow |
| CQuantConnect.Data.Fundamental.TotalAssetsBalanceSheet | The aggregate amount of probable future economic benefits obtained or controlled by a particular enterprise as a result of past transactions or events |
| CQuantConnect.Data.Fundamental.TotalAssetsGrowth | The growth in the total assets on a percentage basis. Morningstar calculates the growth percentage based on the total assets reported in the Balance Sheet within the company filings or reports |
| CQuantConnect.Data.Fundamental.TotalCapitalizationBalanceSheet | Stockholder's Equity plus Long Term Debt |
| CQuantConnect.Data.Fundamental.TotalDebtBalanceSheet | All borrowings incurred by the company including debt and capital lease obligations |
| CQuantConnect.Data.Fundamental.TotalDebtEquityRatio | Refers to the ratio of Total Debt to Common Equity. Morningstar calculates the ratio by using the underlying data reported in the Balance Sheet within the company filings or reports: (Current Debt And Current Capital Lease Obligation + Long-Term Debt And Long-Term Capital Lease Obligation / Common Equity. [Note: Common Equity = Total Shareholder's Equity - Preferred Stock] |
| CQuantConnect.Data.Fundamental.TotalDebtEquityRatioGrowth | The growth in the company's total debt to equity ratio on a percentage basis. Morningstar calculates the growth percentage based on the total debt divided by the shareholder's equity reported in the Balance Sheet within the company filings or reports |
| CQuantConnect.Data.Fundamental.TotalDebtInMaturityScheduleBalanceSheet | Total Debt in Maturity Schedule is the sum of Debt details above |
| CQuantConnect.Data.Fundamental.TotalDeferredCreditsAndOtherNonCurrentLiabilitiesBalanceSheet | Revenue received by a firm but not yet reported as income. This item is usually only available for utility industry |
| CQuantConnect.Data.Fundamental.TotalDepositsBalanceSheet | A liability account which represents the total amount of funds deposited |
| CQuantConnect.Data.Fundamental.TotalDividendPaymentofEquitySharesIncomeStatement | Total amount paid in dividends to equity securities investors |
| CQuantConnect.Data.Fundamental.TotalDividendPaymentofNonEquitySharesIncomeStatement | Total amount paid in dividends to Non-Equity securities investors |
| CQuantConnect.Data.Fundamental.TotalDividendPerShare | Total Dividend Per Share is cash dividends and special cash dividends paid per share over a certain period of time |
| CQuantConnect.Data.Fundamental.TotalEquityAsReportedBalanceSheet | Total Equity as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.TotalEquityBalanceSheet | Total Equity equals Preferred Stock Equity + Common Stock Equity |
| CQuantConnect.Data.Fundamental.TotalEquityGrossMinorityInterestBalanceSheet | Residual interest, including minority interest, that remains in the assets of the enterprise after deducting its liabilities. Equity is increased by owners' investments and by comprehensive income, and it is reduced by distributions to the owners |
| CQuantConnect.Data.Fundamental.TotalExpensesIncomeStatement | The sum of operating expense and cost of revenue. If the company does not give the reported number, it will be calculated by adding operating expense and cost of revenue |
| CQuantConnect.Data.Fundamental.TotalFinancialLeaseObligationsBalanceSheet | Represents the total amount of long-term capital leases that must be paid within the next accounting period for a Non- Differentiated Balance Sheet. Capital lease obligations are contractual obligations that arise from obtaining the use of property or equipment via a capital lease contract |
| CQuantConnect.Data.Fundamental.TotalInvestmentsBalanceSheet | Asset that refers to the sum of all available for sale securities and other investments often reported on the balance sheet of insurance firms |
| CQuantConnect.Data.Fundamental.TotalLiabilitiesAsReportedBalanceSheet | Total liabilities as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.TotalLiabilitiesGrowth | The growth in the total liabilities on a percentage basis. Morningstar calculates the growth percentage based on the total liabilities reported in the Balance Sheet within the company filings or reports |
| CQuantConnect.Data.Fundamental.TotalLiabilitiesNetMinorityInterestBalanceSheet | Probable future sacrifices of economic benefits arising from present obligations of an enterprise to transfer assets or provide services to others in the future as a result of past transactions or events, excluding minority interest |
| CQuantConnect.Data.Fundamental.TotalMoneyMarketInvestmentsIncomeStatement | The sum of the money market investments held by a bank's depositors, which are FDIC insured |
| CQuantConnect.Data.Fundamental.TotalNonCurrentAssetsBalanceSheet | Sum of the carrying amounts as of the balance sheet date of all assets that are expected to be realized in cash, sold or consumed after one year or beyond the normal operating cycle, if longer |
| CQuantConnect.Data.Fundamental.TotalNonCurrentLiabilitiesNetMinorityInterestBalanceSheet | Total obligations, net minority interest, incurred as part of normal operations that is expected to be repaid beyond the following twelve months or one business cycle; excludes minority interest |
| CQuantConnect.Data.Fundamental.TotalOperatingIncomeAsReportedIncomeStatement | Operating profit/loss as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.TotalOtherFinanceCostIncomeStatement | Any other finance cost which is not clearly defined in the Non-Operating section |
| CQuantConnect.Data.Fundamental.TotalPartnershipCapitalBalanceSheet | Ownership interest of different classes of partners in the publicly listed limited partnership or master limited partnership. Partners include general, limited and preferred partners |
| CQuantConnect.Data.Fundamental.TotalPremiumsEarnedIncomeStatement | Premiums earned is the portion of an insurance written premium which is considered "earned" by the insurer, based on the part of the policy period that the insurance has been in effect, and during which the insurer has been exposed to loss |
| CQuantConnect.Data.Fundamental.TotalRevenueAsReportedIncomeStatement | Total revenue as reported by the company, may be the same or not the same as Morningstar's standardized definition |
| CQuantConnect.Data.Fundamental.TotalRevenueIncomeStatement | All sales, business revenues and income that the company makes from its business operations, net of excise taxes. This applies for all companies and can be used as comparison for all industries. For Normal, Mining, Transportation and Utility templates companies, this is the sum of Operating Revenues, Excise Taxes and Fees. For Bank template companies, this is the sum of Net Interest Income and Non-Interest Income. For Insurance template companies, this is the sum of Premiums, Interest Income, Fees, Investment and Other Income |
| CQuantConnect.Data.Fundamental.TotalRiskBasedCapital | The sum of Tier 1 and Tier 2 Capital. Tier 1 capital consists of common shareholders equity, perpetual preferred shareholders equity with non-cumulative dividends, retained earnings, and minority interests in the equity accounts of consolidated subsidiaries. Tier 2 capital consists of subordinated debt, intermediate-term preferred stock, cumulative and long-term preferred stock, and a portion of a bank's allowance for loan and lease losses |
| CQuantConnect.Data.Fundamental.TotalTaxPayableBalanceSheet | A liability that reflects the taxes owed to federal, state, and local tax authorities. It is the carrying value as of the balance sheet date of obligations incurred and payable for statutory income, sales, use, payroll, excise, real, property and other taxes |
| CQuantConnect.Data.Fundamental.TotalUnusualItemsExcludingGoodwillIncomeStatement | The sum of all the identifiable operating and non-operating unusual items |
| CQuantConnect.Data.Fundamental.TotalUnusualItemsIncomeStatement | Total unusual items including Negative Goodwill |
| CQuantConnect.Data.Fundamental.TradeandOtherPayablesNonCurrentBalanceSheet | Sum of all non-current payables and accrued expenses |
| CQuantConnect.Data.Fundamental.TradeAndOtherReceivablesNonCurrentBalanceSheet | Amounts due from customers or clients, more than one year from the balance sheet date, for goods or services that have been delivered or sold in the normal course of business, or other receivables |
| CQuantConnect.Data.Fundamental.TradingandFinancialLiabilitiesBalanceSheet | Total carrying amount of total trading, financial liabilities and debt in a non-differentiated balance sheet |
| CQuantConnect.Data.Fundamental.TradingAndOtherReceivableBalanceSheet | This will serve as the "parent" value to AccountsReceivable (DataId 23001) and OtherReceivables (DataId 23342) for all company financials reported in the IFRS GAAP |
| CQuantConnect.Data.Fundamental.TradingAssetsBalanceSheet | Trading account assets are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time). Unrealized holding gains and losses for trading securities are included in earnings |
| CQuantConnect.Data.Fundamental.TradingGainLossIncomeStatement | A broker-dealer or other financial entity may buy and sell securities exclusively for its own account, sometimes referred to as proprietary trading. The profit or loss is measured by the difference between the acquisition cost and the selling price or current market or fair value. The net gain or loss, includes both realized and unrealized, from trading cash instruments, equities and derivative contracts (including commodity contracts) that has been recognized during the accounting period for the broker dealer or other financial entity's own account. This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.TradingLiabilitiesBalanceSheet | The carrying amount of liabilities as of the balance sheet date that pertain to principal and customer trading transactions, or which may be incurred with the objective of generating a profit from short-term fluctuations in price as part of an entity's market-making, hedging and proprietary trading. Examples include short positions in securities, derivatives and commodities, obligations under repurchase agreements, and securities borrowed arrangements |
| CQuantConnect.Data.Fundamental.TradingSecuritiesBalanceSheet | The total of financial instruments that are bought and held principally for the purpose of selling them in the near term (thus held for only a short period of time) or for debt and equity securities formerly categorized as available-for-sale or held-to-maturity which the company held as of the date it opted to account for such securities at fair value |
| CQuantConnect.Data.Fundamental.TreasuryBillsandOtherEligibleBillsBalanceSheet | Investments backed by the central government, it usually carries less risk than other investments |
| CQuantConnect.Data.Fundamental.TreasurySharesNumberBalanceSheet | Number of Treasury Shares |
| CQuantConnect.Data.Fundamental.TreasuryStockBalanceSheet | The portion of shares that a company keeps in their own treasury. Treasury stock may have come from a repurchase or buyback from shareholders; or it may have never been issued to the public in the first place. These shares don't pay dividends, have no voting rights, and are not included in shares outstanding calculations |
| CQuantConnect.Data.Fundamental.TrustFeesbyCommissionsIncomeStatement | Bank manages funds on behalf of its customers through the operation of various trust accounts. Any fees earned through managing those funds are called trust fees, which are recognized when earned. This item is typically available for bank industry |
| CQuantConnect.Data.Fundamental.UnallocatedSurplusBalanceSheet | The amount of surplus from insurance contracts which has not been allocated at the balance sheet date. This is represented as a liability to policyholders, as it pertains to cumulative income arising from the with-profits business |
| CQuantConnect.Data.Fundamental.UnbilledReceivablesBalanceSheet | Revenues that are not currently billed from the customer under the terms of the contract. This item is usually only available for utility industry |
| CQuantConnect.Data.Fundamental.UnderwritingExpensesIncomeStatement | Also known as Policy Acquisition Costs; and reported by insurance companies. The cost incurred by an insurer when deciding whether to accept or decline a risk; may include meetings with the insureds or brokers, actuarial review of loss history, or physical inspections of exposures. Also, expenses deducted from insurance company revenues (including incurred losses and acquisition costs) to determine underwriting profit |
| CQuantConnect.Data.Fundamental.UnearnedIncomeBalanceSheet | Income received but not yet earned, it represents the unearned amount that is netted against the total loan |
| CQuantConnect.Data.Fundamental.UnearnedPremiumsBalanceSheet | Carrying amount of premiums written on insurance contracts that have not been earned as of the balance sheet date |
| CQuantConnect.Data.Fundamental.UnpaidLossAndLossReserveBalanceSheet | Liability amount that reflects claims that are expected based upon statistical projections, but which have not been reported to the insurer |
| CQuantConnect.Data.Fundamental.UnrealizedGainLossBalanceSheet | A profit or loss that results from holding onto an asset rather than cashing it in and officially taking the profit or loss |
| CQuantConnect.Data.Fundamental.UnrealizedGainLossOnInvestmentSecuritiesCashFlowStatement | The increases (decreases) in the market value of unsold securities whose gains (losses) were included in earnings |
| CQuantConnect.Data.Fundamental.UnrealizedGainsLossesOnDerivativesCashFlowStatement | The gross gains and losses on derivatives. This item is usually only available for insurance industry |
| CQuantConnect.Data.Fundamental.WagesandSalariesIncomeStatement | This is the portion under Staff Costs that represents salary paid to the employees in respect of their work |
| CQuantConnect.Data.Fundamental.WaterProductionBalanceSheet | The amount for a facility and plant that provides water which might include wells, reservoirs, pumping stations, and control facilities; and waste water systems which includes the waste treatment and disposal facility and equipment. This item is usually only available for utility industry |
| CQuantConnect.Data.Fundamental.WorkingCapitalBalanceSheet | Current Assets minus Current Liabilities. This item is usually not available for bank and insurance industries |
| CQuantConnect.Data.Fundamental.WorkingCapitalTurnoverRatio | Total revenue / working capital (current assets minus current liabilities) |
| CQuantConnect.Data.Fundamental.WorkInProcessBalanceSheet | Work, or goods, in the process of being fabricated or manufactured but not yet completed as finished goods. This item is usually available for manufacturing and mining industries |
| CQuantConnect.Data.Fundamental.WriteOffIncomeStatement | A reduction in the value of an asset or earnings by the amount of an expense or loss |
| CQuantConnect.Data.RiskFreeInterestRateModelExtensions | Provide extension and static methods for IRiskFreeInterestRateModel |
| CQuantConnect.Report.Rolling | Rolling window functions |
| CQuantConnect.Messages.RollingWindow | Provides user-facing messages for the Indicators.RollingWindow<T> class and its consumers or related classes |
| CQuantConnect.Indicators.RollingWindow< decimal > | |
| CQuantConnect.Indicators.RollingWindow< double > | |
| CQuantConnect.Indicators.RollingWindow< IBaseDataBar > | |
| CQuantConnect.Indicators.RollingWindow< IndicatorDataPoint > | |
| CQuantConnect.Indicators.RollingWindow< QuantConnect.Indicators.IndicatorDataPoint > | |
| CQuantConnect.Indicators.RollingWindow< QuantConnect.Indicators.PivotPoint > | |
| CQuantConnect.Securities.ScanSettlementModelParameters | The settlement model ISettlementModel.Scan(ScanSettlementModelParameters) parameters |
| CQuantConnect.Data.UniverseSelection.Schedule | Entity in charge of managing a schedule |
| CQuantConnect.Messages.ScheduledEventExceptionInterpreter | Provides user-facing messages for the Exceptions.ScheduledEventExceptionInterpreter class and its consumers or related classes |
| CQuantConnect.Lean.Engine.RealTime.ScheduledEventFactory | Provides methods for creating common scheduled events |
| CQuantConnect.Messages.Security | Provides user-facing messages for the Securities.Security class and its consumers or related classes |
| ►CQuantConnect.Securities.SecurityCache | Base class caching spot for security data and any other temporary properties |
| CQuantConnect.Securities.Cfd.CfdCache | CFD specific caching support |
| CQuantConnect.Securities.Equity.EquityCache | Equity cache override |
| CQuantConnect.Securities.Forex.ForexCache | Forex specific caching support |
| CQuantConnect.Securities.Future.FutureCache | Future specific caching support |
| CQuantConnect.Securities.Index.IndexCache | INDEX specific caching support |
| CQuantConnect.Securities.Option.OptionCache | Option specific caching support |
| CQuantConnect.Securities.SecurityCacheProvider | A helper class that will provide SecurityCache instances |
| CQuantConnect.Data.UniverseSelection.SecurityChanges | Defines the additions and subtractions to the algorithm's security subscriptions |
| CQuantConnect.Data.UniverseSelection.SecurityChangesConstructor | Helper method to create security changes |
| CQuantConnect.Messages.SecurityDatabaseKey | Provides user-facing messages for the Securities.SecurityDatabaseKey class and its consumers or related classes |
| CQuantConnect.Securities.SecurityDefinition | Helper class containing various unique identifiers for a given SecurityIdentifier, such as FIGI, ISIN, CUSIP, SEDOL |
| CQuantConnect.Messages.SecurityDefinitionSymbolResolver | Provides user-facing messages for the Securities.SecurityDefinitionSymbolResolver class and its consumers or related classes |
| CQuantConnect.Securities.SecurityDefinitionSymbolResolver | Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into a properly mapped Lean Symbol, and vice-versa |
| ►CQuantConnect.Securities.SecurityEventArgs | Defines a base class for Security related events |
| CQuantConnect.Securities.SecurityHoldingQuantityChangedEventArgs | Event arguments for the SecurityHolding.QuantityChanged event. The event data contains the previous quantity/price. The current quantity/price can be accessed via the SecurityEventArgs.Security property |
| ►CQuantConnect.Securities.SecurityExchange | Base exchange class providing information and helper tools for reading the current exchange situation |
| CQuantConnect.Securities.Cfd.CfdExchange | CFD exchange class - information and helper tools for CFD exchange properties |
| CQuantConnect.Securities.Crypto.CryptoExchange | Crypto exchange class - information and helper tools for Crypto exchange properties |
| CQuantConnect.Securities.CryptoFuture.CryptoFutureExchange | Crypto future exchange class - information and helper tools for Crypto future exchange properties |
| CQuantConnect.Securities.Equity.EquityExchange | Equity exchange information |
| CQuantConnect.Securities.Forex.ForexExchange | Forex exchange class - information and helper tools for forex exchange properties |
| CQuantConnect.Securities.Future.FutureExchange | Future exchange class - information and helper tools for future exchange properties |
| CQuantConnect.Securities.Index.IndexExchange | INDEX exchange class - information and helper tools for Index exchange properties |
| CQuantConnect.Securities.Option.OptionExchange | Option exchange class - information and helper tools for option exchange properties |
| CQuantConnect.Messages.SecurityExchangeHours | Provides user-facing messages for the Securities.SecurityExchangeHours class and its consumers or related classes |
| CQuantConnect.Securities.SecurityExchangeHours | Represents the schedule of a security exchange. This includes daily regular and extended market hours as well as holidays, early closes and late opens |
| CQuantConnect.Util.SecurityExtensions | Provides useful infrastructure methods to the Security class. These are added in this way to avoid mudding the class's public API |
| ►CQuantConnect.Securities.SecurityHolding | SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio |
| CQuantConnect.Securities.Cfd.CfdHolding | CFD holdings implementation of the base securities class |
| CQuantConnect.Securities.Crypto.CryptoHolding | Crypto holdings implementation of the base securities class |
| CQuantConnect.Securities.CryptoFuture.CryptoFutureHolding | Crypto Future holdings implementation of the base securities class |
| CQuantConnect.Securities.Equity.EquityHolding | Holdings class for equities securities: no specific properties here but it is a placeholder for future equities specific behaviours |
| CQuantConnect.Securities.Forex.ForexHolding | FOREX holdings implementation of the base securities class |
| CQuantConnect.Securities.Future.FutureHolding | Future holdings implementation of the base securities class |
| CQuantConnect.Securities.Index.IndexHolding | Index holdings implementation of the base securities class |
| CQuantConnect.Securities.Option.OptionHolding | Option holdings implementation of the base securities class |
| CQuantConnect.Messages.SecurityHolding | Provides user-facing messages for the Securities.SecurityHolding class and its consumers or related classes |
| CQuantConnect.Messages.SecurityIdentifier | Provides user-facing messages for the QuantConnect.SecurityIdentifier class and its consumers or related classes |
| CQuantConnect.Securities.SecurityInitializer | Provides static access to the Null security initializer |
| CQuantConnect.Messages.SecurityManager | Provides user-facing messages for the Securities.SecurityManager class and its consumers or related classes |
| CQuantConnect.Messages.SecurityPortfolioManager | Provides user-facing messages for the Securities.SecurityPortfolioManager class and its consumers or related classes |
| ►CQuantConnect.Securities.Positions.SecurityPositionGroupModel | Responsible for managing the resolution of position groups for an algorithm |
| CQuantConnect.Securities.Positions.NullSecurityPositionGroupModel | Responsible for managing the resolution of position groups for an algorithm. Will only resolve single position groups |
| CQuantConnect.Securities.SecurityProviderExtensions | Provides extension methods for the ISecurityProvider interface |
| CQuantConnect.Securities.SecuritySeeder | Provides access to a null implementation for ISecuritySeeder |
| CQuantConnect.Messages.SecurityService | Provides user-facing messages for the Securities.SecurityService class and its consumers or related classes |
| CQuantConnect.Messages.SecurityTransactionManager | Provides user-facing messages for the Securities.SecurityTransactionManager class and its consumers or related classes |
| CQuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight | DTO used for serializing an insight that was just generated by an algorithm. This type does not contain any of the analysis dependent fields, such as scores and estimated value |
| CQuantConnect.Orders.Serialization.SerializedOrderEvent | Data transfer object used for serializing an OrderEvent that was just generated by an algorithm |
| CQuantConnect.SeriesSampler | A type capable of taking a chart and resampling using a linear interpolation strategy |
| CQuantConnect.Lean.Engine.Setup.SetupHandlerParameters | Defines the parameters for ISetupHandler |
| CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager | Class manager to send portfolio targets to different 3rd party API's For example, it allows Collective2, CrunchDAO and Numerai signal export providers |
| CQuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportTargetParameters | Class to wrap objects needed to send signals to the different 3rd party API's |
| CQuantConnect.Api.SKU | Class for generating a SKU for a node with a given configuration Every SKU is made up of 3 variables: |
| CQuantConnect.Data.SliceExtensions | Provides extension methods to slices and slice enumerables |
| CQuantConnect.Securities.Futures.Softs | Softs group |
| CQuantConnect.Messages.StackExceptionInterpreter | Provides user-facing messages for the Exceptions.StackExceptionInterpreter class and its consumers or related classes |
| CQuantConnect.Statistics.Statistics | Calculate all the statistics required from the backtest, based on the equity curve and the profit loss statement |
| CQuantConnect.Statistics.StatisticsBuilder | The StatisticsBuilder class creates summary and rolling statistics from trades, equity and benchmark points |
| CQuantConnect.Statistics.StatisticsResults | The StatisticsResults class represents total and rolling statistics for an algorithm |
| CQuantConnect.Data.Fundamental.StockType | Helper class for the AssetClassification's StockType field AssetClassification.StockType |
| CQuantConnect.Messages.StopLimitOrder | Provides user-facing messages for the Orders.StopLimitOrder class and its consumers or related classes |
| CQuantConnect.Messages.StopMarketOrder | Provides user-facing messages for the Orders.StopMarketOrder class and its consumers or related classes |
| CQuantConnect.Orders.TerminalLinkOrderProperties.StrategyField | Models an EMSX order strategy field |
| CQuantConnect.Orders.TerminalLinkOrderProperties.StrategyParameters | Models an EMSX order strategy parameter |
| CQuantConnect.ToolBox.StreamProvider | Provides factor method for creating an IStreamProvider from a file name |
| CQuantConnect.Util.StreamReaderExtensions | Extension methods to fetch data from a StreamReader instance |
| CQuantConnect.Messages.StringExtensions | Provides user-facing messages for the QuantConnect.StringExtensions class and its consumers or related classes |
| CQuantConnect.StringExtensions | Provides extension methods for properly parsing and serializing values while properly using an IFormatProvider/CultureInfo when applicable |
| ►CQuantConnect.Api.StringRepresentation | Class to return the string representation of an API response class |
| CQuantConnect.Api.Estimate | Estimate response packet from the QuantConnect.com API |
| CQuantConnect.Api.Organization | Object representation of Organization from QuantConnect Api |
| ►CQuantConnect.Api.RestResponse | Base API response class for the QuantConnect API |
| CQuantConnect.Api.Account | Account information for an organization |
| CQuantConnect.Api.AuthenticationResponse | Verify if the credentials are OK |
| CQuantConnect.Api.BacktestList | Collection container for a list of backtests for a project |
| CQuantConnect.Api.BacktestReport | Backtest Report Response wrapper |
| CQuantConnect.Api.BacktestResponseWrapper | Wrapper class for Backtest/* endpoints JSON response Currently used by Backtest/Read and Backtest/Create |
| CQuantConnect.Api.BacktestSummaryList | Collection container for a list of backtest summaries for a project |
| CQuantConnect.Api.BacktestTags | Collection container for a list of backtest tags |
| ►CQuantConnect.Api.BaseLiveAlgorithm | Class representing the REST response from QC API when creating or reading a live algorithm |
| CQuantConnect.Api.CreateLiveAlgorithmResponse | Class representing the REST response from QC API when creating a live algorithm |
| CQuantConnect.Api.LiveAlgorithmSummary | Response from List Live Algorithms request to QuantConnect Rest API |
| ►CQuantConnect.Api.BaseOptimization | BaseOptimization item from the QuantConnect.com API |
| CQuantConnect.Api.Optimization | Optimization response packet from the QuantConnect.com API |
| CQuantConnect.Api.OptimizationSummary | Optimization summary response for creating an optimization |
| ►CQuantConnect.Api.BasicBacktest | Base class for backtest result object response |
| CQuantConnect.Api.Backtest | Results object class. Results are exhaust from backtest or live algorithms running in LEAN |
| CQuantConnect.Api.BacktestSummary | Result object class for the List Backtest response from the API |
| CQuantConnect.Api.Compile | Response from the compiler on a build event |
| CQuantConnect.Api.CreatedNode | Rest api response wrapper for node/create, reads in the nodes information into a node object |
| CQuantConnect.Api.DataLink | Data/Read response wrapper, contains link to requested data |
| CQuantConnect.Api.DataList | Data/List response wrapper for available data |
| CQuantConnect.Api.DataPricesList | Data/Prices response wrapper for prices by vendor |
| CQuantConnect.Api.EstimateResponseWrapper | Wrapper class for Optimizations/* endpoints JSON response Currently used by Optimizations/Estimate |
| CQuantConnect.Api.GetObjectStoreResponse | Response received when fetching Object Store |
| CQuantConnect.Api.InsightResponse | Class containing insights and the number of insights of the live algorithm in the request criteria |
| CQuantConnect.Api.ListObjectStoreResponse | Response received containing a list of stored objects metadata, as well as the total size of all of them |
| CQuantConnect.Api.LiveAlgorithmResults | Details a live algorithm from the "live/read" Api endpoint |
| CQuantConnect.Api.LiveList | List of the live algorithms running which match the requested status |
| CQuantConnect.Api.LiveLog | Logs from a live algorithm |
| CQuantConnect.Api.NodeList | Collection of Node objects for each target environment |
| CQuantConnect.Api.OptimizationList | Collection container for a list of summarized optimizations for a project |
| CQuantConnect.Api.OptimizationResponseWrapper | Wrapper class for Optimizations/Read endpoint JSON response |
| CQuantConnect.Api.OrganizationResponse | Response wrapper for Organizations/Read |
| CQuantConnect.Api.PortfolioResponse | Response class for reading the portfolio of a live algorithm |
| CQuantConnect.Api.Project | Response from reading a project by id |
| CQuantConnect.Api.ProjectFilesResponse | Response received when creating a file or reading one file or more in a project |
| CQuantConnect.Api.ProjectNodesResponse | Response received when reading or updating some nodes of a project |
| CQuantConnect.Api.PropertiesObjectStoreResponse | Response received containing the properties of the requested Object Store |
| CQuantConnect.Api.ReadChartResponse | Class for wrapping Read Chart response |
| ►CQuantConnect.Api.VersionsResponse | Read versions response |
| CQuantConnect.Api.ProjectResponse | Project list response |
| CQuantConnect.Orders.OrdersResponseWrapper | Collection container for a list of orders for a project |
| CQuantConnect.Orders.ApiOrderResponse | Api order and order events reponse |
| CQuantConnect.Data.Fundamental.StyleBox | Helper class for the AssetClassification's StyleBox field AssetClassification.StyleBox. For stocks and stock funds, it classifies securities according to market capitalization and growth and value factor |
| CQuantConnect.Messages.SubmitOrderRequest | Provides user-facing messages for the Orders.SubmitOrderRequest class and its consumers or related classes |
| ►CQuantConnect.Lean.Engine.DataFeeds.SubscriptionData | Store data (either raw or adjusted) and the time at which it should be synchronized |
| CQuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData | Store data both raw and adjusted and the time at which it should be synchronized |
| CQuantConnect.Data.SubscriptionDataConfigExtensions | Helper methods used to determine different configurations properties for a given set of SubscriptionDataConfig |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionDataSourceReader | Provides a factory method for creating ISubscriptionDataSourceReader instances |
| CQuantConnect.Data.SubscriptionManager | Enumerable Subscription Management Class |
| CQuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils | Utilities related to data Subscription |
| CQuantConnect.Messages.Symbol | Provides user-facing messages for the QuantConnect.Symbol class and its consumers or related classes |
| CQuantConnect.SymbolCache | Provides a string->Symbol mapping to allow for user defined strings to be lifted into a Symbol This is mainly used via the Symbol implicit operator, but also functions that create securities should also call Set to add new mappings |
| CQuantConnect.Messages.SymbolCache | Provides user-facing messages for the QuantConnect.SymbolCache class and its consumers or related classes |
| CQuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData | Class representing basic data of a symbol |
| CQuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel.SymbolData | Symbol Data for this Execution Model |
| CQuantConnect.Algorithm.Framework.Alphas.EmaCrossAlphaModel.SymbolData | Contains data specific to a symbol required by this model |
| CQuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData | Symbol data for this Execution Model |
| CQuantConnect.Data.Auxiliary.SymbolDateRange | Represents security identifier within a date range |
| ►CQuantConnect.Securities.SymbolProperties | Represents common properties for a specific security, uniquely identified by market, symbol and security type |
| ►CQuantConnect.Securities.Option.OptionSymbolProperties | Represents common properties for a specific option contract |
| CQuantConnect.Securities.IndexOption.IndexOptionSymbolProperties | Index Option Symbol Properties |
| CQuantConnect.Messages.SymbolProperties | Provides user-facing messages for the Securities.SymbolProperties class and its consumers or related classes |
| CQuantConnect.Securities.SymbolPropertiesDatabase | Provides access to specific properties for various symbols |
| CQuantConnect.Messages.SymbolPropertiesDatabase | Provides user-facing messages for the Securities.SymbolPropertiesDatabase class and its consumers or related classes |
| CQuantConnect.Messages.SymbolRepresentation | Provides user-facing messages for the QuantConnect.SymbolRepresentation class and its consumers or related classes |
| CQuantConnect.SymbolRepresentation | Public static helper class that does parsing/generation of symbol representations (options, futures) |
| CQuantConnect.Messages.SymbolValueJsonConverter | Provides user-facing messages for the QuantConnect.SymbolValueJsonConverter class and its consumers or related classes |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< BaseData > | |
| CQuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator< Slice > | |
| CQuantConnect.Messages.Target | Provides user-facing messages for the Optimizer.Objectives.Target class and its consumers or related classes |
| CQuantConnect.Messages.TDAmeritradeFeeModel | Provides user-facing messages for the Orders.Fees.TDAmeritradeFeeModel class and its consumers or related classes |
| CQuantConnect.ToolBox.TemporaryPathProvider | Helper method that provides and cleans given temporary paths |
| ►CTextWriter | |
| CQuantConnect.Util.FuncTextWriter | Provides an implementation of TextWriter that redirects Write(string) and WriteLine(string) |
| CQuantConnect.ZipStreamWriter | Provides an implementation of TextWriter to write to a zip file |
| ►CQuantConnect.ToolBox.TickAggregator | Class that uses consolidators to aggregate tick data data |
| CQuantConnect.ToolBox.IdentityTickAggregator | Use IdentityDataConsolidator<T> to yield ticks unmodified into the consolidated data collection |
| CQuantConnect.ToolBox.OpenInterestTickAggregator | Use OpenInterestConsolidator to consolidate open interest ticks into a specified resolution |
| CQuantConnect.ToolBox.QuoteTickAggregator | Use TickQuoteBarConsolidator to consolidate quote ticks into a specified resolution |
| CQuantConnect.ToolBox.TradeTickAggregator | Use TickQuoteBarConsolidator to consolidate trade ticks into a specified resolution |
| CQuantConnect.Data.Auxiliary.TickerDateRange | Represents stock data for a specific ticker within a date range |
| CQuantConnect.Data.Custom.Tiingo.Tiingo | Helper class for Tiingo configuration |
| CQuantConnect.Data.Custom.Tiingo.TiingoSymbolMapper | Helper class to map a Lean format ticker to Tiingo format |
| CQuantConnect.Messages.Time | Provides user-facing messages for the QuantConnect.Time class and its consumers or related classes |
| CQuantConnect.Time | Time helper class collection for working with trading dates |
| CQuantConnect.Scheduling.TimeConsumer | Represents a timer consumer instance |
| CQuantConnect.Lean.Engine.DataFeeds.TimeSlice | Represents a grouping of data emitted at a certain time |
| CQuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory | Instance base class that will provide methods for creating new TimeSlice |
| CQuantConnect.TimeZoneOffsetProvider | Represents the discontinuties in a single time zone and provides offsets to UTC. This type assumes that times will be asked in a forward marching manner. This type is not thread safe |
| CQuantConnect.TimeZones | Provides access to common time zones |
| CQuantConnect.Util.RateLimit.TokenBucket | Provides extension methods for interacting with ITokenBucket instances as well as access to the NullTokenBucket via TokenBucket.Null |
| CQuantConnect.Configuration.ToolboxArgumentParser | Command Line arguments parser for Toolbox configuration |
| CQuantConnect.Statistics.Trade | Represents a closed trade |
| ►CQuantConnect.Data.Consolidators.TradeBarConsolidatorBase< BaseData > | |
| CQuantConnect.Data.Consolidators.BaseDataConsolidator | Type capable of consolidating trade bars from any base data instance |
| ►CQuantConnect.Data.Consolidators.TradeBarConsolidatorBase< DynamicData > | |
| CQuantConnect.Data.Consolidators.DynamicDataConsolidator | A data csolidator that can make trade bars from DynamicData derived types. This is useful for aggregating Quandl and other highly flexible dynamic custom data types |
| ►CQuantConnect.Data.Consolidators.TradeBarConsolidatorBase< Tick > | |
| CQuantConnect.Data.Consolidators.TickConsolidator | A data consolidator that can make bigger bars from ticks over a given time span or a count of pieces of data |
| ►CQuantConnect.Data.Consolidators.TradeBarConsolidatorBase< TradeBar > | |
| CQuantConnect.Data.Consolidators.TradeBarConsolidator | A data consolidator that can make bigger bars from smaller ones over a given time span or a count of pieces of data |
| CQuantConnect.Statistics.TradeStatistics | The TradeStatistics class represents a set of statistics calculated from a list of closed trades |
| CQuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.TradeWeightedUsDollarIndex | Trade Weighted US Dollar Index |
| CQuantConnect.Messages.TradierBrokerageModel | Provides user-facing messages for the Brokerages.TradierBrokerageModel class and its consumers or related classes |
| CQuantConnect.TradingCalendar | Class represents trading calendar, populated with variety of events relevant to currently trading instruments |
| CQuantConnect.Messages.TradingCalendar | Provides user-facing messages for the QuantConnect.TradingCalendar class and its consumers or related classes |
| CQuantConnect.TradingDay | Class contains trading events associated with particular day in TradingCalendar |
| CQuantConnect.Messages.TradingTechnologiesBrokerageModel | Provides user-facing messages for the Brokerages.TradingTechnologiesBrokerageModel class and its consumers or related classes |
| CQuantConnect.Messages.TrailingStopOrder | Provides user-facing messages for the Orders.TrailingStopOrder class and its consumers or related classes |
| ►CQuantConnect.Util.TypeChangeJsonConverter< Color, string > | |
| CQuantConnect.Util.ColorJsonConverter | A JsonConverter implementation that serializes a Color as a string. If Color is empty, string is also empty and vice-versa. Meaning that color is autogen |
| ►CQuantConnect.Util.TypeChangeJsonConverter< DateTime?, double?> | |
| CQuantConnect.Util.DoubleUnixSecondsDateTimeJsonConverter | Defines a JsonConverter that serializes DateTime use the number of whole and fractional seconds since unix epoch |
| ►CQuantConnect.Util.TypeChangeJsonConverter< decimal, string > | |
| CQuantConnect.Util.StringDecimalJsonConverter | Allows for conversion of string numeric values from JSON to the decimal type |
| ►CQuantConnect.Util.TypeChangeJsonConverter< Extremum, string > | |
| CQuantConnect.Optimizer.Objectives.ExtremumJsonConverter | Class for converting string values to Maximization or Minimization strategy objects |
| ►CQuantConnect.Util.TypeChangeJsonConverter< Insight, SerializedInsight > | |
| CQuantConnect.Algorithm.Framework.Alphas.Serialization.InsightJsonConverter | Defines how insights should be serialized to json |
| ►CQuantConnect.Util.TypeChangeJsonConverter< MarketHoursDatabase, MarketHoursDatabaseJsonConverter.MarketHoursDatabaseJson > | |
| CQuantConnect.Util.MarketHoursDatabaseJsonConverter | Provides json conversion for the MarketHoursDatabase class |
| ►CQuantConnect.Util.TypeChangeJsonConverter< OrderEvent, SerializedOrderEvent > | |
| CQuantConnect.Orders.Serialization.OrderEventJsonConverter | Defines how OrderEvents should be serialized to json |
| ►CQuantConnect.Util.TypeChangeJsonConverter< SecurityIdentifier, string > | |
| CQuantConnect.Util.SecurityIdentifierJsonConverter | A JsonConverter implementation that serializes a SecurityIdentifier as a string |
| CQuantConnect.Algorithm.UniverseDefinitions | Provides helpers for defining universes in algorithms |
| CQuantConnect.Data.UniverseSelection.UniverseExtensions | Provides extension methods for the Universe class |
| CQuantConnect.Lean.Engine.DataFeeds.UniverseSelection | Provides methods for apply the results of universe selection to an algorithm |
| CQuantConnect.Data.UniverseSelection.UniverseSettings | Defines settings required when adding a subscription |
| CQuantConnect.Securities.UnsettledCashAmount | Represents a pending cash amount waiting for settlement time |
| CQuantConnect.Messages.UnsupportedOperandPythonExceptionInterpreter | Provides user-facing messages for the Exceptions.UnsupportedOperandPythonExceptionInterpreter class and its consumers or related classes |
| CQuantConnect.Lean.Engine.DataFeeds.UpdateData< T > | Transport type for algorithm update data. This is intended to provide a list of base data used to perform updates against the specified target |
| CQuantConnect.Orders.UpdateOrderFields | Specifies the data in an order to be updated |
| CQuantConnect.Messages.UpdateOrderRequest | Provides user-facing messages for the Orders.UpdateOrderRequest class and its consumers or related classes |
| CQuantConnect.Util.Validate | Provides methods for validating strings following a certain format, such as an email address |
| CQuantConnect.Api.Version | API response for version |
| CQuantConnect.Securities.VolatilityModel | Provides access to a null implementation for IVolatilityModel |
| CQuantConnect.Securities.Volatility.VolatilityModelExtensions | Provides extension methods to volatility models |
| CQuantConnect.Messages.VolumeShareSlippageModel | Provides user-facing messages for the Orders.Slippage.VolumeShareSlippageModel class and its consumers or related classes |
| CQuantConnect.Brokerages.WebSocketCloseData | Defines data returned from a web socket close event |
| CQuantConnect.Brokerages.WebSocketError | Defines data returned from a web socket error |
| CQuantConnect.Brokerages.WebSocketMessage | Defines a message received at a web socket |
| CQuantConnect.Logging.WhoCalledMe | Provides methods for determining higher stack frames |
| CQuantConnect.Data.Consolidators.WickedRenkoConsolidator | This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked. /// |
| ►CQuantConnect.Indicators.WindowIndicator< IBaseDataBar > | |
| ►CQuantConnect.Indicators.CandlestickPatterns.CandlestickPattern | Abstract base class for a candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.AbandonedBaby | Abandoned Baby candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.AdvanceBlock | Advance Block candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.BeltHold | Belt-hold candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Breakaway | Breakaway candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.ClosingMarubozu | Closing Marubozu candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.ConcealedBabySwallow | Concealed Baby Swallow candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.Counterattack | Counterattack candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.DarkCloudCover | Dark Cloud Cover candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.Doji | Doji candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.DojiStar | Doji Star candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.DragonflyDoji | Dragonfly Doji candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Engulfing | Engulfing candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.EveningDojiStar | Evening Doji Star candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.EveningStar | Evening Star candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.GapSideBySideWhite | Up/Down-gap side-by-side white lines candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.GravestoneDoji | Gravestone Doji candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Hammer | Hammer candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.HangingMan | Hanging Man candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Harami | Harami candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.HaramiCross | Harami Cross candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.HighWaveCandle | High-Wave Candle candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Hikkake | Hikkake candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.HikkakeModified | Hikkake Modified candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.HomingPigeon | Homing Pigeon candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.IdenticalThreeCrows | Identical Three Crows candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.InNeck | In-Neck candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.InvertedHammer | Inverted Hammer candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Kicking | Kicking candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.KickingByLength | Kicking (bull/bear determined by the longer marubozu) candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.LadderBottom | Ladder Bottom candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.LongLeggedDoji | Long Legged Doji candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.LongLineCandle | Long Line Candle candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Marubozu | Marubozu candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.MatchingLow | Matching Low candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.MatHold | Mat Hold candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.MorningDojiStar | Morning Doji Star candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.MorningStar | Morning Star candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.OnNeck | On-Neck candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Piercing | Piercing candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.RickshawMan | Rickshaw Man candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.RiseFallThreeMethods | Rising/Falling Three Methods candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.SeparatingLines | Separating Lines candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.ShootingStar | Shooting Star candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.ShortLineCandle | Short Line Candle candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.SpinningTop | Spinning Top candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.StalledPattern | Stalled Pattern candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.StickSandwich | Stick Sandwich candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Takuri | Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.TasukiGap | Tasuki Gap candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.ThreeBlackCrows | Three Black Crows candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.ThreeInside | Three Inside Up/Down candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.ThreeLineStrike | Three Line Strike candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.ThreeOutside | Three Outside Up/Down candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.ThreeStarsInSouth | Three Stars In The South candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.ThreeWhiteSoldiers | Three Advancing White Soldiers candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.Thrusting | Thrusting candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.Tristar | Tristar candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.TwoCrows | Two Crows candlestick pattern indicator |
| CQuantConnect.Indicators.CandlestickPatterns.UniqueThreeRiver | Unique Three River candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.UpDownGapThreeMethods | Up/Down Gap Three Methods candlestick pattern |
| CQuantConnect.Indicators.CandlestickPatterns.UpsideGapTwoCrows | Upside Gap Two Crows candlestick pattern |
| ►CQuantConnect.Indicators.WindowIndicator< IndicatorDataPoint > | |
| CQuantConnect.Indicators.ArnaudLegouxMovingAverage | Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. Source: https://www.cjournal.cz/files/308.pdf |
| CQuantConnect.Indicators.ChandeMomentumOscillator | This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss) |
| CQuantConnect.Indicators.Delay | An indicator that delays its input for a certain period |
| ►CQuantConnect.Indicators.KaufmanEfficiencyRatio | This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp |
| CQuantConnect.Indicators.KaufmanAdaptiveMovingAverage | This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average |
| CQuantConnect.Indicators.LeastSquaresMovingAverage | The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. Source: https://rtmath.net/assets/docs/finanalysis/html/b3fab79c-f4b2-40fb-8709-fdba43cdb363.htm |
| CQuantConnect.Indicators.LinearWeightedMovingAverage | Represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to the number of periods in the indicator |
| CQuantConnect.Indicators.LogReturn | Represents the LogReturn indicator (LOGR) |
| CQuantConnect.Indicators.Maximum | Represents an indicator capable of tracking the maximum value and how many periods ago it occurred |
| CQuantConnect.Indicators.McGinleyDynamic | Represents the McGinley Dynamic (MGD) It is a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed |
| CQuantConnect.Indicators.MeanAbsoluteDeviation | This indicator computes the n-period mean absolute deviation |
| CQuantConnect.Indicators.Minimum | Represents an indicator capable of tracking the minimum value and how many periods ago it occurred |
| CQuantConnect.Indicators.Momentum | This indicator computes the n-period change in a value using the following: value_0 - value_n |
| CQuantConnect.Indicators.MomersionIndicator | Oscillator indicator that measures momentum and mean-reversion over a specified period n. Source: Harris, Michael. "Momersion Indicator." Price Action Lab., 13 Aug. 2015. Web. http://www.priceactionlab.com/Blog/2015/08/momersion-indicator/ |
| CQuantConnect.Indicators.RateOfChange | This indicator computes the n-period rate of change in a value using the following: (value_0 - value_n) / value_n |
| CQuantConnect.Indicators.SimpleMovingAverage | Represents the traditional simple moving average indicator (SMA) |
| CQuantConnect.Indicators.Sum | Represents an indicator capable of tracking the sum for the given period |
| CQuantConnect.Indicators.TargetDownsideDeviation | This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0 |
| CQuantConnect.Indicators.TimeSeriesForecast | Represents an indicator capable of predicting new values given previous data from a window. Source: https://tulipindicators.org/tsf |
| CQuantConnect.Indicators.ValueAtRisk | This indicator computes 1-day VaR for a specified confidence level and lookback period |
| CQuantConnect.Indicators.VariableIndexDynamicAverage | This indicator computes the n-period adaptive weighted moving average indicator. VIDYAi = Pricei x F x ABS(CMOi) + VIDYAi-1 x (1 - F x ABS(CMOi)) where: VIDYAi - is the value of the current period. Pricei - is the source price of the period being calculated. F = 2/(Period_EMA+1) - is a smoothing factor. ABS(CMOi) - is the absolute current value of CMO. VIDYAi-1 - is the value of the period immediately preceding the period being calculated |
| CQuantConnect.Indicators.Variance | This indicator computes the n-period population variance |
| CQuantConnect.Indicators.WindowIdentity | Represents an indicator that is a ready after ingesting enough samples (# samples > period) and always returns the same value as it is given |
| CQuantConnect.Indicators.ZeroLagExponentialMovingAverage | Represents the zero lag moving average indicator (ZLEMA) ie a technical indicator that aims is to eliminate the inherent lag associated to all trend following indicators which average a price over time |
| CQuantConnect.Messages.WolverineBrokerageModel | Provides user-facing messages for the Brokerages.WolverineBrokerageModel class and its consumers or related classes |
| CQuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem | Class to represent a work item |
| ►CQuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkScheduler | Base work scheduler abstraction |
| CQuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WeightedWorkScheduler | This singleton class will create a thread pool to processes work that will be prioritized based on it's weight |
| CQuantConnect.Util.XElementExtensions | Provides extension methods for the XML to LINQ types |
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