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Publishes New QCAlgorithm API
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@AlexCatarino
AlexCatarino committed Apr 26, 2024
1 parent 4fd605e commit 3b7304b
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Showing 23 changed files with 211 additions and 4,012 deletions.
2 changes: 1 addition & 1 deletion .github/workflows/code_generators.yml
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Expand Up @@ -23,7 +23,7 @@ jobs:
security-portfolio-table-generator,
Supported-Assets-Table-Code-Generator,
us-energy-indicators-code-generator,
Writing-Algorithm-API-Ref-Code-Generator
writing-algorithm-api-reference-sphinx-code-generator
]

runs-on: ubuntu-20.04
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2,068 changes: 0 additions & 2,068 deletions 03 Writing Algorithms/98 API Reference/01 Available QCAlgorithm Methods.php
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0 ...fts/98 API Reference/01 Introduction.html → ...hms/98 API Reference/01 Introduction.html
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2 changes: 1 addition & 1 deletion ...afts/98 API Reference/02 Adding Data.html → ...thms/98 API Reference/02 Adding Data.html
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Expand Up @@ -764,7 +764,7 @@ <h4 id="Adding Data">Adding Data</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">security_initializer</span> (<span class="object-type">ISecurityInitializer | 0, Culture=neutral, PublicKeyToken=null]] | PyObject</span>) &mdash; The security initializer function or class
<span class="arg-name">security_initializer</span> (<span class="object-type">0, Culture=neutral, PublicKeyToken=null]] | PyObject | ISecurityInitializer</span>) &mdash; The security initializer function or class
</li>
</ul>

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235 changes: 0 additions & 235 deletions 03 Writing Algorithms/98 API Reference/02.php
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16 changes: 8 additions & 8 deletions ...API Reference/03 Algorithm Framework.html → ...API Reference/03 Algorithm Framework.html
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Expand Up @@ -5,7 +5,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">alpha</span> (<span class="object-type">IAlphaModel | PyObject</span>) &mdash; Model that generates alpha to add
<span class="arg-name">alpha</span> (<span class="object-type">PyObject | IAlphaModel</span>) &mdash; Model that generates alpha to add
</li>
</ul>

Expand All @@ -17,7 +17,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">risk_management</span> (<span class="object-type">IRiskManagementModel | PyObject</span>) &mdash; Model defining how risk is managed to add
<span class="arg-name">risk_management</span> (<span class="object-type">PyObject | IRiskManagementModel</span>) &mdash; Model defining how risk is managed to add
</li>
</ul>

Expand All @@ -29,7 +29,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">universe_selection</span> (<span class="object-type">IUniverseSelectionModel | PyObject</span>) &mdash; Model defining universes for the algorithm to add
<span class="arg-name">universe_selection</span> (<span class="object-type">PyObject | IUniverseSelectionModel</span>) &mdash; Model defining universes for the algorithm to add
</li>
</ul>

Expand Down Expand Up @@ -119,7 +119,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">alpha</span> (<span class="object-type">IAlphaModel | PyObject</span>) &mdash; Model that generates alpha
<span class="arg-name">alpha</span> (<span class="object-type">PyObject | IAlphaModel</span>) &mdash; Model that generates alpha
</li>
</ul>

Expand All @@ -131,7 +131,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">execution</span> (<span class="object-type">IExecutionModel | PyObject</span>) &mdash; Model defining how to execute trades to reach a portfolio target
<span class="arg-name">execution</span> (<span class="object-type">PyObject | IExecutionModel</span>) &mdash; Model defining how to execute trades to reach a portfolio target
</li>
</ul>

Expand All @@ -150,7 +150,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">portfolio_construction</span> (<span class="object-type">IPortfolioConstructionModel | PyObject</span>) &mdash; Model defining how to build a portfolio from insights
<span class="arg-name">portfolio_construction</span> (<span class="object-type">PyObject | IPortfolioConstructionModel</span>) &mdash; Model defining how to build a portfolio from insights
</li>
</ul>

Expand All @@ -162,7 +162,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">risk_management</span> (<span class="object-type">IRiskManagementModel | PyObject</span>) &mdash; Model defining how risk is managed
<span class="arg-name">risk_management</span> (<span class="object-type">PyObject | IRiskManagementModel</span>) &mdash; Model defining how risk is managed
</li>
</ul>

Expand All @@ -174,7 +174,7 @@ <h4 id="Algorithm Framework">Algorithm Framework</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">universe_selection</span> (<span class="object-type">IUniverseSelectionModel | PyObject</span>) &mdash; Model defining universes for the algorithm
<span class="arg-name">universe_selection</span> (<span class="object-type">PyObject | IUniverseSelectionModel</span>) &mdash; Model defining universes for the algorithm
</li>
</ul>

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10 changes: 5 additions & 5 deletions 08 Drafts/98 API Reference/04 Charting.html → ...orithms/98 API Reference/04 Charting.html
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Expand Up @@ -83,16 +83,16 @@ <h4 id="Charting">Charting</h4>
<span class="arg-name">chart</span> (<span class="object-type">str</span>) &mdash; The chart's name
</li>
<li>
<span class="arg-name">first</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a></span>) &mdash; The first indicator to plot
<span class="arg-name">first</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a></span>) &mdash; The first indicator to plot
</li>
<li>
<span class="arg-name">second</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a>, optional</span>) &mdash; The second indicator to plot
<span class="arg-name">second</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a>, optional</span>) &mdash; The second indicator to plot
</li>
<li>
<span class="arg-name">third</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a>, optional</span>) &mdash; The third indicator to plot
<span class="arg-name">third</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a>, optional</span>) &mdash; The third indicator to plot
</li>
<li>
<span class="arg-name">fourth</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a>, optional</span>) &mdash; The fourth indicator to plot
<span class="arg-name">fourth</span> (<span class="object-type"><a href="/docs/v2/writing-algorithms/indicators/supported-indicators/bar-indicator">BarIndicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/indicator">Indicator</a> | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/trade-bar-indicator">TradeBarIndicator</a>, optional</span>) &mdash; The fourth indicator to plot
</li>
</ul>

Expand Down Expand Up @@ -233,7 +233,7 @@ <h4 id="Charting">Charting</h4>
<span class="arg-name">name</span> (<span class="object-type">str</span>) &mdash; Name of your runtime statistic
</li>
<li>
<span class="arg-name">value</span> (<span class="object-type">str | float | int</span>) &mdash; String value of your runtime statistic
<span class="arg-name">value</span> (<span class="object-type">str | int | float</span>) &mdash; String value of your runtime statistic
</li>
</ul>

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4 changes: 2 additions & 2 deletions ... API Reference/05 Consolidating Data.html → ... API Reference/05 Consolidating Data.html
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Expand Up @@ -14,7 +14,7 @@ <h4 id="Consolidating Data">Consolidating Data</h4>
<span class="arg-name">tick_type</span> (<span class="object-type">TickType</span>) &mdash; The consolidation period
</li>
<li>
<span class="arg-name">handler</span> (<span class="object-type">None | 0, Culture=neutral, PublicKeyToken=null]] | PyObject</span>) &mdash; The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
<span class="arg-name">handler</span> (<span class="object-type">PyObject | None | 0, Culture=neutral, PublicKeyToken=null]]</span>) &mdash; The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
</li>
</ul>
<div class="subsection-header">Returns:</div>
Expand All @@ -38,7 +38,7 @@ <h4 id="Consolidating Data">Consolidating Data</h4>
<span class="arg-name">tick_type</span> (<span class="object-type">TickType</span>) &mdash; The consolidation calendar
</li>
<li>
<span class="arg-name">handler</span> (<span class="object-type">None | 0, Culture=neutral, PublicKeyToken=null]] | PyObject</span>) &mdash; The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
<span class="arg-name">handler</span> (<span class="object-type">PyObject | None | 0, Culture=neutral, PublicKeyToken=null]]</span>) &mdash; The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.
</li>
</ul>
<div class="subsection-header">Returns:</div>
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0 ...ts/98 API Reference/06 Handling Data.html → ...ms/98 API Reference/06 Handling Data.html
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2 changes: 1 addition & 1 deletion .../98 API Reference/07 Historical Data.html → .../98 API Reference/07 Historical Data.html
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Expand Up @@ -585,7 +585,7 @@ <h4 id="Historical Data">Historical Data</h4>
<span class="arg-name">period</span> (<span class="object-type">timedelta</span>) &mdash; The necessary period to warm up the indicator
</li>
<li>
<span class="arg-name">selector</span> (<span class="object-type">None | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]], optional</span>) &mdash; x.Value)
<span class="arg-name">selector</span> (<span class="object-type">0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]] | None, optional</span>) &mdash; x.Value)
</li>
</ul>

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16 changes: 8 additions & 8 deletions ...rafts/98 API Reference/08 Indicators.html → ...ithms/98 API Reference/08 Indicators.html
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Expand Up @@ -690,7 +690,7 @@ <h4 id="Indicators">Indicators</h4>
<span class="arg-name">symbol</span> (<span class="object-type"><a href="#Symbol">Symbol</a></span>) &mdash; The symbol this indicator is registered to
</li>
<li>
<span class="arg-name">type</span> (<span class="object-type">str | Formattablestr</span>) &mdash; The indicator type, for example, 'SMA(5)'
<span class="arg-name">type</span> (<span class="object-type">Formattablestr | str</span>) &mdash; The indicator type, for example, 'SMA(5)'
</li>
<li>
<span class="arg-name">resolution</span> (<span class="object-type">Resolution</span>) &mdash; The resolution requested
Expand Down Expand Up @@ -960,7 +960,7 @@ <h4 id="Indicators">Indicators</h4>
<span class="arg-name">resolution</span> (<span class="object-type"><a href="#Resolution">Resolution</a> | timedelta</span>) &mdash; The desired resolution of the data
</li>
<li>
<span class="arg-name">selector</span> (<span class="object-type">0, Culture=neutral, PublicKeyToken=null]] | PyObject, optional</span>) &mdash; x.Value)
<span class="arg-name">selector</span> (<span class="object-type">PyObject | 0, Culture=neutral, PublicKeyToken=null]], optional</span>) &mdash; x.Value)
</li>
<li>
<span class="arg-name">filter</span> (<span class="object-type">PyObject | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]], optional</span>) &mdash; true) which means no filter
Expand Down Expand Up @@ -1944,13 +1944,13 @@ <h4 id="Indicators">Indicators</h4>
<span class="arg-name">symbol</span> (<span class="object-type"><a href="#Symbol">Symbol</a></span>) &mdash; The symbol to register against
</li>
<li>
<span class="arg-name">indicator</span> (<span class="object-type">None | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/0, -culture=neutral, -public-key-token=null]]">0, Culture=neutral, PublicKeyToken=null]]</a> | PyObject</span>) &mdash; The indicator to receive data from the consolidator
<span class="arg-name">indicator</span> (<span class="object-type">PyObject | None | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/0, -culture=neutral, -public-key-token=null]]">0, Culture=neutral, PublicKeyToken=null]]</a></span>) &mdash; The indicator to receive data from the consolidator
</li>
<li>
<span class="arg-name">resolution</span> (<span class="object-type">0, Culture=neutral, PublicKeyToken=null]] | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]]</span>) &mdash; The resolution at which to send data to the indicator, null to use the same resolution as the subscription
</li>
<li>
<span class="arg-name">selector</span> (<span class="object-type">None | PyObject | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]]</span>) &mdash; (T)x)
<span class="arg-name">selector</span> (<span class="object-type">PyObject | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]] | None</span>) &mdash; (T)x)
</li>
</ul>

Expand Down Expand Up @@ -1986,13 +1986,13 @@ <h4 id="Indicators">Indicators</h4>
<span class="arg-name">symbol</span> (<span class="object-type"><a href="#Symbol">Symbol</a></span>) &mdash; The symbol to register against
</li>
<li>
<span class="arg-name">indicator</span> (<span class="object-type">None | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/0, -culture=neutral, -public-key-token=null]]">0, Culture=neutral, PublicKeyToken=null]]</a> | PyObject</span>) &mdash; The indicator to receive data from the consolidator
<span class="arg-name">indicator</span> (<span class="object-type">PyObject | None | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/0, -culture=neutral, -public-key-token=null]]">0, Culture=neutral, PublicKeyToken=null]]</a></span>) &mdash; The indicator to receive data from the consolidator
</li>
<li>
<span class="arg-name">consolidator</span> (<span class="object-type">IDataConsolidator</span>) &mdash; The consolidator to receive raw subscription data
</li>
<li>
<span class="arg-name">selector</span> (<span class="object-type">None | PyObject | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]], optional</span>) &mdash; (T)x)
<span class="arg-name">selector</span> (<span class="object-type">PyObject | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]] | None, optional</span>) &mdash; (T)x)
</li>
</ul>

Expand Down Expand Up @@ -2882,13 +2882,13 @@ <h4 id="Indicators">Indicators</h4>
<span class="arg-name">symbol</span> (<span class="object-type"><a href="#Symbol">Symbol</a></span>) &mdash; The symbol whose indicator we want
</li>
<li>
<span class="arg-name">indicator</span> (<span class="object-type">None | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/0, -culture=neutral, -public-key-token=null]]">0, Culture=neutral, PublicKeyToken=null]]</a> | PyObject</span>) &mdash; The indicator we want to warm up
<span class="arg-name">indicator</span> (<span class="object-type">PyObject | None | <a href="/docs/v2/writing-algorithms/indicators/supported-indicators/0, -culture=neutral, -public-key-token=null]]">0, Culture=neutral, PublicKeyToken=null]]</a></span>) &mdash; The indicator we want to warm up
</li>
<li>
<span class="arg-name">resolution</span> (<span class="object-type">Resolution, optional</span>) &mdash; The resolution
</li>
<li>
<span class="arg-name">selector</span> (<span class="object-type">None | PyObject | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]], optional</span>) &mdash; (T)x)
<span class="arg-name">selector</span> (<span class="object-type">PyObject | 0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]] | None, optional</span>) &mdash; (T)x)
</li>
</ul>

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0 ...fts/98 API Reference/09 Live Trading.html → ...hms/98 API Reference/09 Live Trading.html
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8 changes: 4 additions & 4 deletions 08 Drafts/98 API Reference/10 Logging.html → ...gorithms/98 API Reference/10 Logging.html
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Expand Up @@ -5,7 +5,7 @@ <h4 id="Logging">Logging</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">message</span> (<span class="object-type">PyObject | str | float | int</span>) &mdash; Message to send to debug console
<span class="arg-name">message</span> (<span class="object-type">PyObject | str | int | float</span>) &mdash; Message to send to debug console
</li>
</ul>

Expand All @@ -17,7 +17,7 @@ <h4 id="Logging">Logging</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">message</span> (<span class="object-type">PyObject | str | float | int</span>) &mdash; Message to display in errors grid
<span class="arg-name">message</span> (<span class="object-type">PyObject | str | int | float</span>) &mdash; Message to display in errors grid
</li>
</ul>

Expand All @@ -41,7 +41,7 @@ <h4 id="Logging">Logging</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">message</span> (<span class="object-type">PyObject | str | float | int</span>) &mdash; String message to log.
<span class="arg-name">message</span> (<span class="object-type">PyObject | str | int | float</span>) &mdash; String message to log.
</li>
</ul>

Expand All @@ -53,7 +53,7 @@ <h4 id="Logging">Logging</h4>
<div class="subsection-header">Parameters:</div>
<ul class="subsection-content">
<li>
<span class="arg-name">message</span> (<span class="object-type">str | PyObject</span>) &mdash; Exit message to display on quitting
<span class="arg-name">message</span> (<span class="object-type">PyObject | str</span>) &mdash; Exit message to display on quitting
</li>
</ul>

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2 changes: 1 addition & 1 deletion ...98 API Reference/11 Machine Learning.html → ...98 API Reference/11 Machine Learning.html
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Expand Up @@ -11,7 +11,7 @@ <h4 id="Machine Learning">Machine Learning</h4>
<span class="arg-name">time_rule</span> (<span class="object-type">ITimeRule</span>) &mdash; Specifies the times on those dates the event should run
</li>
<li>
<span class="arg-name">training_code</span> (<span class="object-type">PyObject | Action</span>) &mdash; The training code to be invoked
<span class="arg-name">training_code</span> (<span class="object-type">Action | PyObject</span>) &mdash; The training code to be invoked
</li>
</ul>

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