Code generated by Writing-Algorithm-API-Ref-Code-Generator.py

QuantConnect · Dec 1, 2023 · f6bf8d1 · f6bf8d1
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diff --git a/03 Writing Algorithms/98 API Reference/01 Available QCAlgorithm Methods.php b/03 Writing Algorithms/98 API Reference/01 Available QCAlgorithm Methods.php
@@ -29,6 +29,10 @@
 <table cellspacing="0" cellpadding="0" width="100%">
 <tbody>
 <tr>
+<td width="33%"><a href="#A-header">A()</a></td>
+<td>Creates a Alpha indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.</td>
+</tr>
+<tr>
 <td width="33%"><a href="#ABANDS-header">ABANDS()</a></td>
 <td>Creates a new Acceleration Bands indicator.</td>
 </tr>
@@ -1201,6 +1205,10 @@
 <table cellspacing="0" cellpadding="0">
 <tbody>
 <tr>
+<td width="33%"><a href="#A-header">A()</a></td>
+<td>Creates a Alpha indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.</td>
+</tr>
+<tr>
 <td width="33%"><a href="#ABANDS-header">ABANDS()</a></td>
 <td>Creates a new Acceleration Bands indicator.</td>
 </tr>

diff --git a/03 Writing Algorithms/98 API Reference/02.php b/03 Writing Algorithms/98 API Reference/02.php
@@ -2,6 +2,7 @@
 <?php echo file_get_contents(DOCS_RESOURCES."/qcalgorithm-api/_method_container.html"); ?>             
 <hr>
 <?php
+echo file_get_contents(DOCS_RESOURCES."/qcalgorithm-api/a.html");
 echo file_get_contents(DOCS_RESOURCES."/qcalgorithm-api/abands.html");
 echo file_get_contents(DOCS_RESOURCES."/qcalgorithm-api/ad.html");
 echo file_get_contents(DOCS_RESOURCES."/qcalgorithm-api/add-alpha.html");

diff --git a/Resources/indicators/constructors/alpha.html b/Resources/indicators/constructors/alpha.html
diff --git a/Resources/qcalgorithm-api/a.html b/Resources/qcalgorithm-api/a.html
@@ -0,0 +1,66 @@
+<a id="A-header"></a>
+<div class="method-container">
+
+    <div class="method-header">
+        <button class="method-tag" onclick="openTopTab(event, 'Indicators')">Indicators</button>
+        <h3>A()<span class="method-order">1/1</span></h3>
+        <pre>
+            <font color="#8F9CA3">Alpha</font> QuantConnect.Algorithm.QCAlgorithm.A (
+   &emsp;<code>Symbol</code>                                target,
+   &emsp;<code>Symbol</code>                                reference,
+   &emsp;<code>*Int32</code>                                alphaPeriod,
+   &emsp;<code>*Int32</code>                                betaPeriod,
+   &emsp;<code>*Nullable&lt;Resolution&gt;</code>           resolution,
+   &emsp;<code>*Nullable&lt;Decimal&gt;</code>              riskFreeRate,
+   &emsp;<code>*Func&lt;IBaseData, IBaseDataBar&gt;</code>  selector
+   )
+        </pre>
+    </div>
+
+    <div class="method-description">
+        <p>Creates a Alpha indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.</p>
+    </div>
+
+    <div class="details-btn">
+        <button class="show-hide-detail" onclick="ShowHide(event, 'A(Symbol-target,-Symbol-reference,-*Int32-alphaPeriod,-*Int32-betaPeriod,-*Nullable&lt;Resolution&gt;-resolution,-*Nullable&lt;Decimal&gt;-riskFreeRate,-*Func&lt;IBaseData,-IBaseDataBar&gt;-selector)-details')"><span>Show Details <img src='https://cdn.quantconnect.com/i/tu/api-chevron-show.svg' alt='arrow-show'></span></button>
+    </div>
+
+    <div class="method-details" id="A(Symbol-target,-Symbol-reference,-*Int32-alphaPeriod,-*Int32-betaPeriod,-*Nullable&lt;Resolution&gt;-resolution,-*Nullable&lt;Decimal&gt;-riskFreeRate,-*Func&lt;IBaseData,-IBaseDataBar&gt;-selector)-details" style="display: none;" >
+
+        <div class="parameter-list">
+            <table class="parameter-table">
+                <th><strong>Parameters</strong></th>                
+                <tr><td><code>Symbol</code></td>
+                <td>target</td>
+                <td>The target symbol whose Alpha value we want.</td></tr>                
+                <tr><td><code>Symbol</code></td>
+                <td>reference</td>
+                <td>The reference symbol to compare with the target symbol.</td></tr>                
+                <tr><td><code>*Int32</code></td>
+                <td>alphaPeriod</td>
+                <td><span class='qualifier'>(Optional)</span> The period of the Alpha indicator.</td></tr>                
+                <tr><td><code>*Int32</code></td>
+                <td>betaPeriod</td>
+                <td><span class='qualifier'>(Optional)</span> The period of the Beta indicator.</td></tr>                
+                <tr><td><code>*Nullable&lt;Resolution&gt;</code></td>
+                <td>resolution</td>
+                <td><span class='qualifier'>(Optional)</span> The resolution.</td></tr>                
+                <tr><td><code>*Nullable&lt;Decimal&gt;</code></td>
+                <td>riskFreeRate</td>
+                <td><span class='qualifier'>(Optional)</span> The risk free rate.</td></tr>                
+                <tr><td><code>*Func&lt;IBaseData, IBaseDataBar&gt;</code></td>
+                <td>selector</td>
+                <td><span class='qualifier'>(Optional)</span> Selects a value from the BaseData to send into the indicator, if None defaults to casting the input value to a TradeBar.</td></tr>
+            </table>
+        </div>
+
+        <div class="method-return">
+            <h4>Return</h4>
+            <p><code>Alpha</code> - The Alpha indicator for the given parameters.</p>
+        </div>
+
+        <div class="method-def">
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L105">line 105 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+        </div>        
+    </div>
+</div>
diff --git a/Resources/qcalgorithm-api/abandonedbaby.html b/Resources/qcalgorithm-api/abandonedbaby.html
@@ -6,9 +6,9 @@
         <h3>AbandonedBaby()<span class="method-order">1/1</span></h3>
         <pre>
             <font color="#8F9CA3">AbandonedBaby</font> QuantConnect.Algorithm.CandlestickPatterns.AbandonedBaby (
-   &emsp;<code>Symbol</code>                            symbol,
-   &emsp;<code>*Nullable&lt;Resolution&gt;</code>       resolution,
-   &emsp;<code>*Func&lt;IBaseData, TradeBar&gt;</code>  selector
+   &emsp;<code>Symbol</code>                                symbol,
+   &emsp;<code>*Nullable&lt;Decimal&gt;</code>              resolution,
+   &emsp;<code>*Func&lt;IBaseData, IBaseDataBar&gt;</code>  selector
    )
         </pre>
     </div>
@@ -18,21 +18,21 @@ <h3>AbandonedBaby()<span class="method-order">1/1</span></h3>
     </div>
 
     <div class="details-btn">
-        <button class="show-hide-detail" onclick="ShowHide(event, 'AbandonedBaby(Symbol-symbol,-*Nullable&lt;Resolution&gt;-resolution,-*Func&lt;IBaseData,-TradeBar&gt;-selector)-details')"><span>Show Details <img src='https://cdn.quantconnect.com/i/tu/api-chevron-show.svg' alt='arrow-show'></span></button>
+        <button class="show-hide-detail" onclick="ShowHide(event, 'AbandonedBaby(Symbol-symbol,-*Nullable&lt;Decimal&gt;-resolution,-*Func&lt;IBaseData,-IBaseDataBar&gt;-selector)-details')"><span>Show Details <img src='https://cdn.quantconnect.com/i/tu/api-chevron-show.svg' alt='arrow-show'></span></button>
     </div>
 
-    <div class="method-details" id="AbandonedBaby(Symbol-symbol,-*Nullable&lt;Resolution&gt;-resolution,-*Func&lt;IBaseData,-TradeBar&gt;-selector)-details" style="display: none;" >
+    <div class="method-details" id="AbandonedBaby(Symbol-symbol,-*Nullable&lt;Decimal&gt;-resolution,-*Func&lt;IBaseData,-IBaseDataBar&gt;-selector)-details" style="display: none;" >
 
         <div class="parameter-list">
             <table class="parameter-table">
                 <th><strong>Parameters</strong></th>                
                 <tr><td><code>Symbol</code></td>
                 <td>symbol</td>
                 <td>The symbol whose pattern we seek.</td></tr>                
-                <tr><td><code>*Nullable&lt;Resolution&gt;</code></td>
+                <tr><td><code>*Nullable&lt;Decimal&gt;</code></td>
                 <td>resolution</td>
                 <td><span class='qualifier'>(Optional)</span> The resolution.</td></tr>                
-                <tr><td><code>*Func&lt;IBaseData, TradeBar&gt;</code></td>
+                <tr><td><code>*Func&lt;IBaseData, IBaseDataBar&gt;</code></td>
                 <td>selector</td>
                 <td><span class='qualifier'>(Optional)</span> Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar.</td></tr>
             </table>

diff --git a/Resources/qcalgorithm-api/addiff.html b/Resources/qcalgorithm-api/addiff.html
@@ -44,7 +44,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L2050">line 2050 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L2080">line 2080 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/adr.html b/Resources/qcalgorithm-api/adr.html
@@ -44,7 +44,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L2008">line 2008 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L2038">line 2038 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/advanceblock.html b/Resources/qcalgorithm-api/advanceblock.html
@@ -6,9 +6,9 @@
         <h3>AdvanceBlock()<span class="method-order">1/1</span></h3>
         <pre>
             <font color="#8F9CA3">AdvanceBlock</font> QuantConnect.Algorithm.CandlestickPatterns.AdvanceBlock (
-   &emsp;<code>Symbol</code>                            symbol,
-   &emsp;<code>*Nullable&lt;Resolution&gt;</code>       resolution,
-   &emsp;<code>*Func&lt;IBaseData, TradeBar&gt;</code>  selector
+   &emsp;<code>Symbol</code>                                symbol,
+   &emsp;<code>*Nullable&lt;Decimal&gt;</code>              resolution,
+   &emsp;<code>*Func&lt;IBaseData, IBaseDataBar&gt;</code>  selector
    )
         </pre>
     </div>
@@ -18,21 +18,21 @@ <h3>AdvanceBlock()<span class="method-order">1/1</span></h3>
     </div>
 
     <div class="details-btn">
-        <button class="show-hide-detail" onclick="ShowHide(event, 'AdvanceBlock(Symbol-symbol,-*Nullable&lt;Resolution&gt;-resolution,-*Func&lt;IBaseData,-TradeBar&gt;-selector)-details')"><span>Show Details <img src='https://cdn.quantconnect.com/i/tu/api-chevron-show.svg' alt='arrow-show'></span></button>
+        <button class="show-hide-detail" onclick="ShowHide(event, 'AdvanceBlock(Symbol-symbol,-*Nullable&lt;Decimal&gt;-resolution,-*Func&lt;IBaseData,-IBaseDataBar&gt;-selector)-details')"><span>Show Details <img src='https://cdn.quantconnect.com/i/tu/api-chevron-show.svg' alt='arrow-show'></span></button>
     </div>
 
-    <div class="method-details" id="AdvanceBlock(Symbol-symbol,-*Nullable&lt;Resolution&gt;-resolution,-*Func&lt;IBaseData,-TradeBar&gt;-selector)-details" style="display: none;" >
+    <div class="method-details" id="AdvanceBlock(Symbol-symbol,-*Nullable&lt;Decimal&gt;-resolution,-*Func&lt;IBaseData,-IBaseDataBar&gt;-selector)-details" style="display: none;" >
 
         <div class="parameter-list">
             <table class="parameter-table">
                 <th><strong>Parameters</strong></th>                
                 <tr><td><code>Symbol</code></td>
                 <td>symbol</td>
                 <td>The symbol whose pattern we seek.</td></tr>                
-                <tr><td><code>*Nullable&lt;Resolution&gt;</code></td>
+                <tr><td><code>*Nullable&lt;Decimal&gt;</code></td>
                 <td>resolution</td>
                 <td><span class='qualifier'>(Optional)</span> The resolution.</td></tr>                
-                <tr><td><code>*Func&lt;IBaseData, TradeBar&gt;</code></td>
+                <tr><td><code>*Func&lt;IBaseData, IBaseDataBar&gt;</code></td>
                 <td>selector</td>
                 <td><span class='qualifier'>(Optional)</span> Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar.</td></tr>
             </table>

diff --git a/Resources/qcalgorithm-api/advr.html b/Resources/qcalgorithm-api/advr.html
@@ -44,7 +44,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L2029">line 2029 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L2059">line 2059 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/adx.html b/Resources/qcalgorithm-api/adx.html
@@ -48,7 +48,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L124">line 124 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L154">line 154 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/adxr.html b/Resources/qcalgorithm-api/adxr.html
@@ -48,7 +48,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L161">line 161 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L191">line 191 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/alma.html b/Resources/qcalgorithm-api/alma.html
@@ -60,7 +60,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L185">line 185 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L215">line 215 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/ao.html b/Resources/qcalgorithm-api/ao.html
@@ -56,7 +56,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L143">line 143 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L173">line 173 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/apo.html b/Resources/qcalgorithm-api/apo.html
@@ -56,7 +56,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L205">line 205 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L235">line 235 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/aps.html b/Resources/qcalgorithm-api/aps.html
@@ -48,7 +48,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L277">line 277 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L307">line 307 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/arima.html b/Resources/qcalgorithm-api/arima.html
@@ -60,7 +60,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L104">line 104 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L134">line 134 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/aroon.html b/Resources/qcalgorithm-api/aroon.html
@@ -48,7 +48,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L223">line 223 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L253">line 253 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 
@@ -103,7 +103,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L238">line 238 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L268">line 268 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/asi.html b/Resources/qcalgorithm-api/asi.html
@@ -48,7 +48,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L1956">line 1956 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L1986">line 1986 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/atr.html b/Resources/qcalgorithm-api/atr.html
@@ -52,7 +52,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L258">line 258 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L288">line 288 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>
diff --git a/Resources/qcalgorithm-api/b.html b/Resources/qcalgorithm-api/b.html
@@ -52,7 +52,7 @@ <h4>Return</h4>
         </div>
 
         <div class="method-def">
-            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L318">line 318 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
+            <p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L348">line 348 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p>
         </div>        
     </div>
 </div>