SYMBOL INDEX (625 symbols across 60 files)

FILE: static/strategies/12-month-cycle-in-cross-section-of-stocks-returns.py
  class Month12CycleinCrossSectionofStocksReturns (line 13) | class Month12CycleinCrossSectionofStocksReturns(QCAlgorithm):
    method Initialize (line 15) | def Initialize(self):
    method OnSecuritiesChanged (line 35) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 40) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 83) | def FineSelectionFunction(self, fine):
    method OnData (line 114) | def OnData(self, data):
    method Selection (line 130) | def Selection(self):
  class SymbolData (line 133) | class SymbolData():
    method __init__ (line 134) | def __init__(self, symbol, period):
    method update (line 138) | def update(self, value):
    method is_ready (line 141) | def is_ready(self):
    method performance (line 145) | def performance(self):
  class CustomFeeModel (line 150) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 151) | def GetOrderFee(self, parameters):

FILE: static/strategies/52-weeks-high-effect-in-stocks.py
  class Weeks52HighEffectinStocks (line 18) | class Weeks52HighEffectinStocks(QCAlgorithm):
    method Initialize (line 20) | def Initialize(self):
    method OnSecuritiesChanged (line 43) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 48) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 80) | def FineSelectionFunction(self, fine):
    method OnData (line 141) | def OnData(self, data):
    method Selection (line 174) | def Selection(self):
  class RebalanceQueueItem (line 177) | class RebalanceQueueItem():
    method __init__ (line 178) | def __init__(self, symbol_q):
  class SymbolData (line 183) | class SymbolData():
    method __init__ (line 184) | def __init__(self, symbol, period):
    method update (line 188) | def update(self, value):
    method is_ready (line 191) | def is_ready(self):
    method maximum (line 194) | def maximum(self):
    method get_latest_price (line 197) | def get_latest_price(self):
  class CustomFeeModel (line 201) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 202) | def GetOrderFee(self, parameters):

FILE: static/strategies/accrual-anomaly.py
  class AccrualAnomaly (line 17) | class AccrualAnomaly(QCAlgorithm):
    method Initialize (line 19) | def Initialize(self):
    method OnSecuritiesChanged (line 38) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 48) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 59) | def FineSelectionFunction(self, fine):
    method OnData (line 105) | def OnData(self, data):
    method Selection (line 124) | def Selection(self):
    method CalculateAccruals (line 128) | def CalculateAccruals(self, current_accrual_data, prev_accrual_data):
  class AccrualsData (line 140) | class AccrualsData():
    method __init__ (line 141) | def __init__(self, current_assets, cash_and_cash_equivalents, current_...
  class CustomFeeModel (line 151) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 152) | def GetOrderFee(self, parameters):

FILE: static/strategies/asset-class-momentum-rotational-system.py
  class MomentumAssetAllocationStrategy (line 12) | class MomentumAssetAllocationStrategy(QCAlgorithm):
    method Initialize (line 13) | def Initialize(self):
    method OnData (line 28) | def OnData(self, data):

FILE: static/strategies/asset-class-trend-following.py
  class AssetClassTrendFollowing (line 15) | class AssetClassTrendFollowing(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnData (line 34) | def OnData(self, data):

FILE: static/strategies/asset-growth-effect.py
  class AssetGrowthEffect (line 13) | class AssetGrowthEffect(QCAlgorithm):
    method Initialize (line 15) | def Initialize(self):
    method OnSecuritiesChanged (line 35) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 40) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 47) | def FineSelectionFunction(self, fine):
    method OnData (line 84) | def OnData(self, data):
    method Selection (line 106) | def Selection(self):
  class CustomFeeModel (line 111) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 112) | def GetOrderFee(self, parameters):

FILE: static/strategies/betting-against-beta-factor-in-country-equity-indexes.py
  class BettingAgainstBetaFactorinInternationalEquities (line 14) | class BettingAgainstBetaFactorinInternationalEquities(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnData (line 63) | def OnData(self, data):
  class CustomFeeModel (line 133) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 134) | def GetOrderFee(self, parameters):

FILE: static/strategies/betting-against-beta-factor-in-stocks.py
  class BettingAgainstBetaFactorinStocks (line 16) | class  BettingAgainstBetaFactorinStocks(QCAlgorithm):
    method Initialize (line 18) | def Initialize(self):
    method OnSecuritiesChanged (line 43) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 48) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 82) | def FineSelectionFunction(self, fine):
    method OnData (line 140) | def OnData(self, data):
    method Selection (line 164) | def Selection(self):
  class CustomFeeModel (line 168) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 169) | def GetOrderFee(self, parameters):

FILE: static/strategies/combining-fundamental-fscore-and-equity-short-term-reversals.py
  function Return (line 6) | def Return(values):
  function Volatility (line 10) | def Volatility(values):
  class CustomFeeModel (line 17) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 18) | def GetOrderFee(self, parameters):
    method GetOrderFee (line 340) | def GetOrderFee(self, parameters):
  class QuandlFutures (line 24) | class QuandlFutures(PythonQuandl):
    method __init__ (line 25) | def __init__(self):
  class QuantpediaFutures (line 31) | class QuantpediaFutures(PythonData):
    method GetSource (line 32) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 41) | def Reader(self, config, line, date, isLiveMode):
  class CombiningFSCOREShortTermReversals (line 79) | class CombiningFSCOREShortTermReversals(QCAlgorithm):
    method Initialize (line 80) | def Initialize(self):
    method OnSecuritiesChanged (line 107) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 112) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 154) | def FineSelectionFunction(self, fine):
    method OnData (line 278) | def OnData(self, data):
    method Selection (line 300) | def Selection(self):
  class StockData (line 304) | class StockData:
    method __init__ (line 305) | def __init__(self):
    method Update (line 313) | def Update(self, ROA, leverage, liquidity, eq_offering, gross_margin, ...
  class SymbolData (line 322) | class SymbolData:
    method __init__ (line 323) | def __init__(self, symbol, period):
    method update (line 327) | def update(self, value):
    method is_ready (line 330) | def is_ready(self) -> bool:
    method performance (line 333) | def performance(self, values_to_skip=0) -> float:
  class CustomFeeModel (line 339) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 18) | def GetOrderFee(self, parameters):
    method GetOrderFee (line 340) | def GetOrderFee(self, parameters):

FILE: static/strategies/combining-smart-factors-momentum-and-market-portfolio.py
  class CombiningSmartFactorsMomentumandMarketPortfolio (line 22) | class CombiningSmartFactorsMomentumandMarketPortfolio(QCAlgorithm):
    method Initialize (line 23) | def Initialize(self):
    method OnSecuritiesChanged (line 66) | def OnSecuritiesChanged(self, changes):
    method OnData (line 71) | def OnData(self, data):
    method Rebalance (line 83) | def Rebalance(self):
  class USEquity (line 186) | class USEquity(PythonData):
    method GetSource (line 187) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 199) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 215) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 216) | def GetOrderFee(self, parameters):

FILE: static/strategies/consistent-momentum-strategy.py
  class ConsistentMomentumStrategy (line 14) | class ConsistentMomentumStrategy(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnSecuritiesChanged (line 38) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 45) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 78) | def FineSelectionFunction(self, fine):
    method Rebalance (line 110) | def Rebalance(self):
  class SymbolData (line 136) | class SymbolData():
    method __init__ (line 137) | def __init__(self, symbol, period):
    method update (line 141) | def update(self, value):
    method is_ready (line 144) | def is_ready(self):
    method performance_t7t1 (line 147) | def performance_t7t1(self):
    method performance_t6t0 (line 151) | def performance_t6t0(self):
  class CustomFeeModel (line 156) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 157) | def GetOrderFee(self, parameters):

FILE: static/strategies/crude-oil-predicts-equity-returns.py
  function MonthDiff (line 9) | def MonthDiff(d1, d2):
  function Return (line 12) | def Return(values):
  function Volatility (line 15) | def Volatility(values):
  function MultipleLinearRegression (line 20) | def MultipleLinearRegression(x, y):
  class CustomFeeModel (line 27) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 28) | def GetOrderFee(self, parameters):
  class QuandlFutures (line 33) | class QuandlFutures(PythonQuandl):
    method __init__ (line 34) | def __init__(self):
  class QuandlValue (line 38) | class QuandlValue(PythonQuandl):
    method __init__ (line 39) | def __init__(self):
  class QuandlFINRA_ShortVolume (line 43) | class QuandlFINRA_ShortVolume(PythonQuandl):
    method __init__ (line 44) | def __init__(self):
  class CommitmentsOfTraders (line 51) | class CommitmentsOfTraders(PythonData):
    method GetSource (line 52) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 60) | def Reader(self, config, line, date, isLiveMode):
    method GetSource (line 144) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 152) | def Reader(self, config, line, date, isLiveMode):
  class QuantpediaIndices (line 83) | class QuantpediaIndices(PythonData):
    method GetSource (line 84) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 87) | def Reader(self, config, line, date, isLiveMode):
  class QuantpediaBondYield (line 102) | class QuantpediaBondYield(PythonData):
    method GetSource (line 103) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 106) | def Reader(self, config, line, date, isLiveMode):
  class QuantpediaFutures (line 121) | class QuantpediaFutures(PythonData):
    method GetSource (line 122) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 125) | def Reader(self, config, line, date, isLiveMode):
  class CommitmentsOfTraders (line 143) | class CommitmentsOfTraders(PythonData):
    method GetSource (line 52) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 60) | def Reader(self, config, line, date, isLiveMode):
    method GetSource (line 144) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 152) | def Reader(self, config, line, date, isLiveMode):
  class TradeManager (line 175) | class TradeManager():
    method __init__ (line 176) | def __init__(self, algorithm, long_size, short_size, holding_period):
    method Add (line 191) | def Add(self, symbol, long_flag):
    method TryLiquidate (line 215) | def TryLiquidate(self):
    method LiquidateTicker (line 232) | def LiquidateTicker(self, ticker):
  class ManagedSymbol (line 246) | class ManagedSymbol():
    method __init__ (line 247) | def __init__(self, symbol, days_to_liquidate, long_flag):
  class PortfolioOptimization (line 252) | class PortfolioOptimization(object):
    method __init__ (line 253) | def __init__(self, df_return, risk_free_rate, num_assets):
    method annual_port_return (line 259) | def annual_port_return(self, weights):
    method annual_port_vol (line 263) | def annual_port_vol(self, weights):
    method min_func (line 267) | def min_func(self, weights):
    method opt_portfolio (line 274) | def opt_portfolio(self):
  class CrudeOilPredictsEquityReturns (line 305) | class CrudeOilPredictsEquityReturns(QCAlgorithm):
    method Initialize (line 307) | def Initialize(self):
    method OnData (line 333) | def OnData(self, data):

FILE: static/strategies/currency-momentum-factor.py
  class CustomFeeModel (line 6) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 7) | def GetOrderFee(self, parameters):
  class QuandlValue (line 13) | class QuandlValue(PythonQuandl):
    method __init__ (line 14) | def __init__(self):
  class QuantpediaFutures (line 20) | class QuantpediaFutures(PythonData):
    method GetSource (line 21) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 30) | def Reader(self, config, line, date, isLiveMode):
  class CurrencyMomentumFactor (line 55) | class CurrencyMomentumFactor(QCAlgorithm):
    method Initialize (line 56) | def Initialize(self):
    method OnData (line 83) | def OnData(self, data):

FILE: static/strategies/currency-value-factor-ppp-strategy.py
  class CustomFeeModel (line 6) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 7) | def GetOrderFee(self, parameters):
  class QuandlValue (line 13) | class QuandlValue(PythonQuandl):
    method __init__ (line 14) | def __init__(self):
  class QuantpediaFutures (line 20) | class QuantpediaFutures(PythonData):
    method GetSource (line 21) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 30) | def Reader(self, config, line, date, isLiveMode):
  class CurrencyValueFactorPPPStrategy (line 61) | class CurrencyValueFactorPPPStrategy(QCAlgorithm):
    method Initialize (line 62) | def Initialize(self):
    method OnData (line 89) | def OnData(self, data):

FILE: static/strategies/dispersion-trading.py
  class DispersionTrading (line 18) | class DispersionTrading(QCAlgorithm):
    method Initialize (line 20) | def Initialize(self):
    method OnSecuritiesChanged (line 40) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 45) | def CoarseSelectionFunction(self, coarse):
    method OnData (line 58) | def OnData(self, data):
  class CustomFeeModel (line 138) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 139) | def GetOrderFee(self, parameters):

FILE: static/strategies/dollar-carry-trade.py
  class DollarCarryTrade (line 13) | class DollarCarryTrade(QCAlgorithm):
    method Initialize (line 14) | def Initialize(self):
    method OnData (line 42) | def OnData(self, data):
  class QuantpediaFutures (line 86) | class QuantpediaFutures(PythonData):
    method GetSource (line 87) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 96) | def Reader(self, config, line, date, isLiveMode):
  class QuandlValue (line 113) | class QuandlValue(PythonQuandl):
    method __init__ (line 114) | def __init__(self):
  class CustomFeeModel (line 119) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 120) | def GetOrderFee(self, parameters):

FILE: static/strategies/earnings-announcement-premium.py
  class EarningsAnnouncementPremium (line 17) | class EarningsAnnouncementPremium(QCAlgorithm):
    method Initialize (line 19) | def Initialize(self):
    method OnSecuritiesChanged (line 42) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 47) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 80) | def FineSelectionFunction(self, fine):
    method OnData (line 161) | def OnData(self, data):
    method Selection (line 178) | def Selection(self):
  class VolumeData (line 182) | class VolumeData():
    method __init__ (line 183) | def __init__(self, date, monthly_volume, was_announcement_month):
  class CustomFeeModel (line 189) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 190) | def GetOrderFee(self, parameters):

FILE: static/strategies/earnings-announcements-combined-with-stock-repurchases.py
  class EarningsAnnouncementsCombinedWithStockRepurchases (line 17) | class EarningsAnnouncementsCombinedWithStockRepurchases(QCAlgorithm):
    method Initialize (line 19) | def Initialize(self):
    method OnSecuritiesChanged (line 79) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 84) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 103) | def FineSelectionFunction(self, fine):
    method OnData (line 120) | def OnData(self, data:Slice) -> None:
    method Selection (line 178) | def Selection(self):
  class ManagedSymbol (line 184) | class ManagedSymbol():
    method __init__ (line 185) | def __init__(self, symbol, earnings_date, quantity):
  class CustomFeeModel (line 191) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 192) | def GetOrderFee(self, parameters):

FILE: static/strategies/earnings-quality-factor.py
  class EarningsQualityFactor (line 21) | class EarningsQualityFactor(QCAlgorithm):
    method Initialize (line 22) | def Initialize(self):
    method OnSecuritiesChanged (line 47) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 52) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 62) | def FineSelectionFunction(self, fine):
    method OnData (line 150) | def OnData(self, data):
    method CalculateAccruals (line 209) | def CalculateAccruals(self, current_accrual_data, prev_accrual_data):
    method Selection (line 230) | def Selection(self):
  class AcrrualsData (line 235) | class AcrrualsData:
    method __init__ (line 236) | def __init__(
  class StockData (line 258) | class StockData:
    method __init__ (line 259) | def __init__(self, accruals, cfa, da, roe):
  function MultipleLinearRegression (line 266) | def MultipleLinearRegression(x, y):
  class CustomFeeModel (line 274) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 275) | def GetOrderFee(self, parameters):

FILE: static/strategies/esg-factor-momentum-strategy.py
  class ESGFactorMomentumStrategy (line 18) | class ESGFactorMomentumStrategy(QCAlgorithm):
    method Initialize (line 20) | def Initialize(self):
    method OnSecuritiesChanged (line 48) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 53) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 67) | def FineSelectionFunction(self, fine):
    method OnData (line 128) | def OnData(self, data):
  class RebalanceQueueItem (line 187) | class RebalanceQueueItem():
    method __init__ (line 188) | def __init__(self, symbol_q):
  class ESGData (line 194) | class ESGData(PythonData):
    method __init__ (line 195) | def __init__(self):
    method GetSource (line 198) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 201) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 222) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 223) | def GetOrderFee(self, parameters):

FILE: static/strategies/fed-model.py
  class FEDModel (line 14) | class FEDModel(QCAlgorithm):
    method Initialize (line 15) | def Initialize(self):
    method OnData (line 49) | def OnData(self, data):
  class QuantpediaBondYield (line 131) | class QuantpediaBondYield(PythonData):
    method GetSource (line 132) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 141) | def Reader(self, config, line, date, isLiveMode):
  class QuandlValue (line 157) | class QuandlValue(PythonQuandl):
    method __init__ (line 158) | def __init__(self):

FILE: static/strategies/fx-carry-trade.py
  class QuandlValue (line 6) | class QuandlValue(PythonQuandl):
    method __init__ (line 7) | def __init__(self):
  class QuantpediaFutures (line 13) | class QuantpediaFutures(PythonData):
    method GetSource (line 14) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 23) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 40) | class CustomFeeModel:
    method GetOrderFee (line 41) | def GetOrderFee(self, parameters):
  class ForexCarryTrade (line 59) | class ForexCarryTrade(QCAlgorithm):
    method Initialize (line 60) | def Initialize(self):
    method OnData (line 85) | def OnData(self, data):

FILE: static/strategies/how-to-use-lexical-density-of-company-filings.py
  class BrainLanguageMetrics (line 5) | class BrainLanguageMetrics(QCAlgorithm):
    method Initialize (line 7) | def Initialize(self):
    method PrintBenchmark (line 66) | def PrintBenchmark(self):
    method OnSecuritiesChanged (line 72) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 83) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 137) | def FineSelectionFunction(self, fine):
    method OnData (line 186) | def OnData(self, data):
    method Selection (line 228) | def Selection(self):
  class CustomFeeModel (line 243) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 244) | def GetOrderFee(self, parameters):
  class QuandlShortVolume (line 249) | class QuandlShortVolume(PythonQuandl):
    method __init__ (line 250) | def __init__(self):

FILE: static/strategies/intraday-seasonality-in-bitcoin.py
  class OvernightSeasonalityinBitcoin (line 12) | class OvernightSeasonalityinBitcoin(QCAlgorithm):
    method Initialize (line 14) | def Initialize(self):
    method OnData (line 27) | def OnData(self, data):
  class CustomFeeModel (line 40) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 41) | def GetOrderFee(self, parameters):

FILE: static/strategies/january-barometer.py
  class JanuaryBarometer (line 8) | class JanuaryBarometer(QCAlgorithm):
    method Initialize (line 9) | def Initialize(self):
    method OnData (line 24) | def OnData(self, data):

FILE: static/strategies/low-volatility-factor-effect-in-stocks.py
  class LowVolatilityFactorEffectStocks (line 15) | class LowVolatilityFactorEffectStocks(QCAlgorithm):
    method Initialize (line 17) | def Initialize(self):
    method OnSecuritiesChanged (line 36) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 41) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 74) | def FineSelectionFunction(self, fine):
    method OnData (line 91) | def OnData(self, data):
    method Selection (line 108) | def Selection(self):
  class SymbolData (line 111) | class SymbolData():
    method __init__ (line 112) | def __init__(self, period):
    method update (line 115) | def update(self, value):
    method is_ready (line 118) | def is_ready(self) -> bool:
    method volatility (line 121) | def volatility(self) -> float:
  class CustomFeeModel (line 130) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 131) | def GetOrderFee(self, parameters):

FILE: static/strategies/market-sentiment-and-an-overnight-anomaly.py
  class MarketSentimentAndAnOvernightAnomaly (line 16) | class MarketSentimentAndAnOvernightAnomaly(QCAlgorithm):
    method Initialize (line 17) | def Initialize(self):
    method OnData (line 37) | def OnData(self, data: Slice):
    method GetSignal (line 76) | def GetSignal(
  class QuantpediaBMS (line 93) | class QuantpediaBMS(PythonData):
    method GetSource (line 94) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 103) | def Reader(self, config, line, date, isLiveMode):
  class QuandlVix (line 118) | class QuandlVix(PythonQuandl):
    method __init__ (line 119) | def __init__(self):

FILE: static/strategies/momentum-and-reversal-combined-with-volatility-effect-in-stocks.py
  class MomentumReversalCombinedWithVolatilityEffectinStocks (line 17) | class MomentumReversalCombinedWithVolatilityEffectinStocks(QCAlgorithm):
    method Initialize (line 19) | def Initialize(self):
    method OnSecuritiesChanged (line 39) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 44) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 79) | def FineSelectionFunction(self, fine):
    method OnData (line 134) | def OnData(self, data):
    method Selection (line 168) | def Selection(self):
  class RebalanceQueueItem (line 171) | class RebalanceQueueItem():
    method __init__ (line 172) | def __init__(self, symbol_q):
  class SymbolData (line 177) | class SymbolData():
    method __init__ (line 178) | def __init__(self, symbol, period):
    method update (line 183) | def update(self, value):
    method is_ready (line 186) | def is_ready(self):
    method update (line 189) | def update(self, close):
    method volatility (line 192) | def volatility(self):
    method performance (line 197) | def performance(self):
  class CustomFeeModel (line 202) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 203) | def GetOrderFee(self, parameters):

FILE: static/strategies/momentum-effect-in-commodities.py
  class MomentumEffectCommodities (line 9) | class MomentumEffectCommodities(QCAlgorithm):
    method Initialize (line 11) | def Initialize(self):
    method OnData (line 61) | def OnData(self, data):
  class QuantpediaFutures (line 93) | class QuantpediaFutures(PythonData):
    method GetSource (line 94) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 97) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 112) | class CustomFeeModel():
    method GetOrderFee (line 113) | def GetOrderFee(self, parameters):

FILE: static/strategies/momentum-factor-and-style-rotation-effect.py
  class MomentumFactorAndStyleRotationEffect (line 14) | class MomentumFactorAndStyleRotationEffect(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnData (line 43) | def OnData(self, data):
  class CustomFeeModel (line 72) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 73) | def GetOrderFee(self, parameters):

FILE: static/strategies/momentum-factor-combined-with-asset-growth-effect.py
  class MomentumFactorAssetGrowthEffect (line 18) | class MomentumFactorAssetGrowthEffect(QCAlgorithm):
    method Initialize (line 20) | def Initialize(self):
    method CustomHandler (line 61) | def CustomHandler(self, sender, consolidated):
    method OnSecuritiesChanged (line 64) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 69) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 112) | def FineSelectionFunction(self, fine):
    method OnData (line 146) | def OnData(self, data):
    method Selection (line 165) | def Selection(self):
  class SymbolData (line 172) | class SymbolData():
    method __init__ (line 173) | def __init__(self, symbol, period, total_assets_history_period):
    method update (line 178) | def update(self, value):
    method update_assets (line 181) | def update_assets(self, assets_value):
    method asset_data_is_ready (line 184) | def asset_data_is_ready(self) -> bool:
    method asset_growth (line 187) | def asset_growth(self) -> float:
    method is_ready (line 191) | def is_ready(self) -> bool:
    method performance (line 195) | def performance(self, values_to_skip = 0) -> float:
  class CustomFeeModel (line 200) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 201) | def GetOrderFee(self, parameters):

FILE: static/strategies/momentum-factor-effect-in-stocks.py
  class MomentumFactorEffectinStocks (line 12) | class MomentumFactorEffectinStocks(QCAlgorithm):
    method Initialize (line 14) | def Initialize(self):
    method OnSecuritiesChanged (line 31) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 36) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 69) | def FineSelectionFunction(self, fine):
    method OnData (line 97) | def OnData(self, data):
    method Selection (line 114) | def Selection(self):
  class CustomFeeModel (line 118) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 119) | def GetOrderFee(self, parameters):

FILE: static/strategies/momentum-in-mutual-fund-returns.py
  class MomentuminMutualFundReturns (line 17) | class MomentuminMutualFundReturns(QCAlgorithm):
    method Initialize (line 19) | def Initialize(self):
    method OnData (line 48) | def OnData(self, data):
  class QuantpediaETF (line 95) | class QuantpediaETF(PythonData):
    method GetSource (line 96) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 99) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 113) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 114) | def GetOrderFee(self, parameters):

FILE: static/strategies/option-expiration-week-effect.py
  class OptionExpirationWeekEffect (line 8) | class OptionExpirationWeekEffect(QCAlgorithm):
    method Initialize (line 10) | def Initialize(self):
    method OnData (line 24) | def OnData(self, slice):
    method Rebalance (line 28) | def Rebalance(self):

FILE: static/strategies/paired-switching.py
  class PairedSwitching (line 12) | class PairedSwitching(QCAlgorithm):
    method Initialize (line 13) | def Initialize(self):
    method OnData (line 21) | def OnData(self, data):

FILE: static/strategies/pairs-trading-with-country-etfs.py
  class PairsTradingwithCountryETFs (line 17) | class PairsTradingwithCountryETFs(QCAlgorithm):
    method Initialize (line 19) | def Initialize(self):
    method OnData (line 78) | def OnData(self, data):
    method Distance (line 172) | def Distance(self, price_a, price_b):
  class CustomFeeModel (line 179) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 180) | def GetOrderFee(self, parameters):

FILE: static/strategies/payday-anomaly.py
  class PayDayAnomaly (line 8) | class PayDayAnomaly(QCAlgorithm):
    method Initialize (line 10) | def Initialize(self):
    method Purchase (line 19) | def Purchase(self):
    method PaydayDate (line 35) | def PaydayDate(self, date_time):

FILE: static/strategies/rd-expenditures-and-stock-returns.py
  class RDExpendituresandStockReturns (line 15) | class RDExpendituresandStockReturns(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnSecuritiesChanged (line 45) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 50) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 58) | def FineSelectionFunction(self, fine):
    method Selection (line 144) | def Selection(self):
    method OnData (line 148) | def OnData(self, data):
  class SymbolData (line 180) | class SymbolData:
    method __init__ (line 181) | def __init__(self, tested_growth, period):
    method update (line 185) | def update(self, window_value):
    method is_ready (line 188) | def is_ready(self):
  class CustomFeeModel (line 192) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 193) | def GetOrderFee(self, parameters):

FILE: static/strategies/rebalancing-premium-in-cryptocurrencies.py
  class RebalancingPremiumInCryptocurrencies (line 16) | class RebalancingPremiumInCryptocurrencies(QCAlgorithm):
    method Initialize (line 18) | def Initialize(self):
    method OnData (line 57) | def OnData(self, data):
  class SymbolData (line 114) | class SymbolData():
    method __init__ (line 115) | def __init__(self):
  class CustomFeeModel (line 120) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 121) | def GetOrderFee(self, parameters):

FILE: static/strategies/residual-momentum-factor.py
  class ResidualMomentumFactor (line 19) | class ResidualMomentumFactor(QCAlgorithm):
    method Initialize (line 21) | def Initialize(self):
    method OnSecuritiesChanged (line 71) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 76) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 123) | def FineSelectionFunction(self, fine):
    method OnData (line 202) | def OnData(self, data):
    method CalculateFactorPerformance (line 226) | def CalculateFactorPerformance(self, data, factor_symbols):
    method MultipleLinearRegression (line 239) | def MultipleLinearRegression(self, x, y):
  class CustomFeeModel (line 246) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 247) | def GetOrderFee(self, parameters):

FILE: static/strategies/return-asymmetry-effect-in-commodity-futures.py
  class ReturnAsymmetryEffectInCommodityFutures (line 20) | class ReturnAsymmetryEffectInCommodityFutures(QCAlgorithm):
    method Initialize (line 22) | def Initialize(self):
    method OnData (line 78) | def OnData(self, data):
    method Rebalance (line 126) | def Rebalance(self):
  class SymbolData (line 129) | class SymbolData():
    method __init__ (line 130) | def __init__(self, period):
    method update_closes (line 133) | def update_closes(self, close):
    method is_ready (line 136) | def is_ready(self):
    method calculate_IE (line 139) | def calculate_IE(self):
  class QuantpediaFutures (line 164) | class QuantpediaFutures(PythonData):
    method GetSource (line 165) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 168) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 183) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 184) | def GetOrderFee(self, parameters):

FILE: static/strategies/reversal-during-earnings-announcements.py
  class CustomFeeModel (line 7) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 8) | def GetOrderFee(self, parameters):
  class TradeManager (line 15) | class TradeManager:
    method __init__ (line 16) | def __init__(self, algorithm, long_size, short_size, holding_period):
    method Add (line 31) | def Add(self, symbol, long_flag):
    method TryLiquidate (line 55) | def TryLiquidate(self):
    method LiquidateTicker (line 74) | def LiquidateTicker(self, ticker):
  class ManagedSymbol (line 93) | class ManagedSymbol:
    method __init__ (line 94) | def __init__(self, symbol, days_to_liquidate, long_flag):
  class ReversalDuringEarningsAnnouncements (line 119) | class ReversalDuringEarningsAnnouncements(QCAlgorithm):
    method Initialize (line 120) | def Initialize(self):
    method OnSecuritiesChanged (line 174) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 179) | def CoarseSelectionFunction(self, coarse):
    method OnData (line 209) | def OnData(self, data):
    method Selection (line 258) | def Selection(self):

FILE: static/strategies/roa-effect-within-stocks.py
  class ROAEffectWithinStocks (line 15) | class ROAEffectWithinStocks(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnSecuritiesChanged (line 36) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 41) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 57) | def FineSelectionFunction(self, fine):
    method OnData (line 100) | def OnData(self, data):
    method Selection (line 122) | def Selection(self):
  class CustomFeeModel (line 127) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 128) | def GetOrderFee(self, parameters):

FILE: static/strategies/sector-momentum-rotational-system.py
  class SectorMomentumAlgorithm (line 10) | class SectorMomentumAlgorithm(QCAlgorithm):
    method Initialize (line 11) | def Initialize(self):
    method OnROCUpdated (line 45) | def OnROCUpdated(self, sender, updated):
    method OnData (line 51) | def OnData(self, data):
  class CustomFeeModel (line 81) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 82) | def GetOrderFee(self, parameters):

FILE: static/strategies/short-interest-effect-long-short-version.py
  class ShortInterestEffect (line 10) | class ShortInterestEffect(QCAlgorithm):
    method Initialize (line 11) | def Initialize(self):
    method OnData (line 129) | def OnData(self, data):
  class QuandlFINRA_ShortVolume (line 167) | class QuandlFINRA_ShortVolume(PythonQuandl):
    method __init__ (line 168) | def __init__(self):
  class CustomFeeModel (line 173) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 174) | def GetOrderFee(self, parameters):

FILE: static/strategies/short-term-reversal-in-stocks.py
  class ShortTermReversalEffectinStocks (line 16) | class ShortTermReversalEffectinStocks(QCAlgorithm):
    method Initialize (line 17) | def Initialize(self):
    method OnSecuritiesChanged (line 45) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 50) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 89) | def FineSelectionFunction(self, fine):
    method OnData (line 125) | def OnData(self, data):
    method Selection (line 153) | def Selection(self):
  class SymbolData (line 162) | class SymbolData:
    method __init__ (line 163) | def __init__(self, period):
    method update (line 167) | def update(self, close):
    method is_ready (line 170) | def is_ready(self) -> bool:
    method weekly_return (line 173) | def weekly_return(self) -> float:
    method monthly_return (line 176) | def monthly_return(self) -> float:
  class CustomFeeModel (line 181) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 182) | def GetOrderFee(self, parameters):

FILE: static/strategies/short-term-reversal-with-futures.py
  class ShortTermReversal (line 22) | class ShortTermReversal(QCAlgorithm):
    method Initialize (line 23) | def Initialize(self):
    method find_and_update_contracts (line 86) | def find_and_update_contracts(self, futures_chain, symbol) -> None:
    method OnData (line 104) | def OnData(self, data):
  class FuturesInfo (line 239) | class FuturesInfo:
    method __init__ (line 240) | def __init__(self, quantpedia_future: Symbol) -> None:
    method update_contracts (line 244) | def update_contracts(self, near_contract: FuturesContract) -> None:
    method is_initialized (line 247) | def is_initialized(self) -> bool:
  class CustomFeeModel (line 252) | class CustomFeeModel:
    method GetOrderFee (line 253) | def GetOrderFee(self, parameters):
  class QuantpediaFutures (line 260) | class QuantpediaFutures(PythonData):
    method GetSource (line 261) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 270) | def Reader(self, config, line, date, isLiveMode):

FILE: static/strategies/skewness-effect-in-commodities.py
  class SkewnessEffect (line 13) | class SkewnessEffect(QCAlgorithm):
    method Initialize (line 14) | def Initialize(self):
    method OnData (line 69) | def OnData(self, data):
    method Rebalance (line 77) | def Rebalance(self):
  class QuantpediaFutures (line 127) | class QuantpediaFutures(PythonData):
    method GetSource (line 128) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 137) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 154) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 155) | def GetOrderFee(self, parameters):

FILE: static/strategies/small-capitalization-stocks-premium-anomaly.py
  class ValueBooktoMarketFactor (line 11) | class ValueBooktoMarketFactor(QCAlgorithm):
    method Initialize (line 13) | def Initialize(self):
    method OnSecuritiesChanged (line 31) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 36) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 43) | def FineSelectionFunction(self, fine):
    method OnData (line 55) | def OnData(self, data):
    method Selection (line 79) | def Selection(self):
  class CustomFeeModel (line 88) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 89) | def GetOrderFee(self, parameters):

FILE: static/strategies/soccer-clubs-stocks-arbitrage.py
  class SoccerClubsStocksArbitrage (line 14) | class SoccerClubsStocksArbitrage(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnData (line 52) | def OnData(self, data):
  class QuantpediaSoccer (line 70) | class QuantpediaSoccer(PythonData):
    method GetSource (line 71) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 74) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 88) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 89) | def GetOrderFee(self, parameters):

FILE: static/strategies/synthetic-lending-rates-predict-subsequent-market-return.py
  class SyntheticLendingRatesPredictSubsequentMarketReturn (line 15) | class SyntheticLendingRatesPredictSubsequentMarketReturn(QCAlgorithm):
    method Initialize (line 16) | def Initialize(self):
    method OnData (line 29) | def OnData(self, data: Slice):
  class QuantpediaLendingRates (line 53) | class QuantpediaLendingRates(PythonData):
    method GetSource (line 54) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 57) | def Reader(self, config, line, date, isLiveMode):

FILE: static/strategies/term-structure-effect-in-commodities.py
  class TermStructure (line 13) | class TermStructure(QCAlgorithm):
    method Initialize (line 15) | def Initialize(self):
    method find_and_update_contracts (line 68) | def find_and_update_contracts(self, futures_chain, symbol) -> None:
    method OnData (line 82) | def OnData(self, data):
  class FuturesInfo (line 143) | class FuturesInfo():
    method __init__ (line 144) | def __init__(self, quantpedia_future:Symbol) -> None:
    method update_contracts (line 149) | def update_contracts(self, near_contract:FuturesContract, distant_cont...
    method is_initialized (line 153) | def is_initialized(self) -> bool:
  class CustomFeeModel (line 157) | class CustomFeeModel():
    method GetOrderFee (line 158) | def GetOrderFee(self, parameters):
  class QuantpediaFutures (line 164) | class QuantpediaFutures(PythonData):
    method GetSource (line 165) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 168) | def Reader(self, config, line, date, isLiveMode):

FILE: static/strategies/time-series-momentum-effect.py
  class TimeSeriesMomentum (line 19) | class TimeSeriesMomentum(QCAlgorithm):
    method Initialize (line 20) | def Initialize(self):
    method OnData (line 110) | def OnData(self, data):
  class QuantpediaFutures (line 206) | class QuantpediaFutures(PythonData):
    method GetSource (line 207) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 216) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 233) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 234) | def GetOrderFee(self, parameters):

FILE: static/strategies/trading-wti-brent-spread.py
  class WTIBRENTSpread (line 11) | class WTIBRENTSpread(QCAlgorithm):
    method Initialize (line 13) | def Initialize(self):
    method OnData (line 29) | def OnData(self, data):
  class QuantpediaFutures (line 60) | class QuantpediaFutures(PythonData):
    method GetSource (line 61) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 64) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 79) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 80) | def GetOrderFee(self, parameters):

FILE: static/strategies/trend-following-effect-in-stocks.py
  class TrendFollowingStocks (line 15) | class TrendFollowingStocks(QCAlgorithm):
    method Initialize (line 17) | def Initialize(self):
    method OnSecuritiesChanged (line 38) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 52) | def CoarseSelectionFunction(self, coarse):
    method OnData (line 62) | def OnData(self, data):
  class CustomFeeModel (line 122) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 123) | def GetOrderFee(self, parameters):

FILE: static/strategies/turn-of-the-month-in-equity-indexes.py
  class TurnoftheMonthinEquityIndexes (line 7) | class TurnoftheMonthinEquityIndexes(QCAlgorithm):
    method Initialize (line 9) | def Initialize(self):
    method Purchase (line 21) | def Purchase(self):
    method Rebalance (line 24) | def Rebalance(self):
    method OnData (line 27) | def OnData(self, data):

FILE: static/strategies/value-and-momentum-factors-across-asset-classes.py
  class QuandlAAAYield (line 6) | class QuandlAAAYield(PythonQuandl):
    method __init__ (line 7) | def __init__(self):
  class QuandlHighYield (line 11) | class QuandlHighYield(PythonQuandl):
    method __init__ (line 12) | def __init__(self):
  class QuantpediaBondYield (line 18) | class QuantpediaBondYield(PythonData):
    method GetSource (line 19) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 28) | def Reader(self, config, line, date, isLiveMode):
    method GetSource (line 150) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 159) | def Reader(self, config, line, date, isLiveMode):
  class CountryPE (line 48) | class CountryPE(PythonData):
    method GetSource (line 49) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 56) | def Reader(self, config, line, date, isLiveMode):
  class QuandlValue (line 115) | class QuandlValue(PythonQuandl):
    method __init__ (line 116) | def __init__(self):
  class QuantpediaPERatio (line 122) | class QuantpediaPERatio(PythonData):
    method GetSource (line 123) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 132) | def Reader(self, config, line, date, isLiveMode):
  class QuantpediaBondYield (line 149) | class QuantpediaBondYield(PythonData):
    method GetSource (line 19) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 28) | def Reader(self, config, line, date, isLiveMode):
    method GetSource (line 150) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 159) | def Reader(self, config, line, date, isLiveMode):
  class QuantpediaFutures (line 176) | class QuantpediaFutures(PythonData):
    method GetSource (line 177) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 186) | def Reader(self, config, line, date, isLiveMode):
  class ValueandMomentumFactorsacrossAssetClasses (line 221) | class ValueandMomentumFactorsacrossAssetClasses(QCAlgorithm):
    method Initialize (line 222) | def Initialize(self):
    method OnData (line 329) | def OnData(self, data):
  class CustomFeeModel (line 437) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 438) | def GetOrderFee(self, parameters):

FILE: static/strategies/value-book-to-market-factor.py
  class Value (line 13) | class Value(QCAlgorithm):
    method Initialize (line 15) | def Initialize(self):
    method OnSecuritiesChanged (line 33) | def OnSecuritiesChanged(self, changes):
    method CoarseSelectionFunction (line 38) | def CoarseSelectionFunction(self, coarse):
    method FineSelectionFunction (line 45) | def FineSelectionFunction(self, fine):
    method OnData (line 59) | def OnData(self, data):
    method Selection (line 80) | def Selection(self):
  class CustomFeeModel (line 89) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 90) | def GetOrderFee(self, parameters):

FILE: static/strategies/value-factor-effect-within-countries.py
  class ValueFactorCAPEEffectwithinCountries (line 15) | class ValueFactorCAPEEffectwithinCountries(QCAlgorithm):
    method Initialize (line 17) | def Initialize(self):
    method OnData (line 62) | def OnData(self, data:Slice) -> None:
  class CAPE (line 99) | class CAPE(PythonData):
    method GetSource (line 100) | def GetSource(self, config, date, isLiveMode):
    method Reader (line 103) | def Reader(self, config, line, date, isLiveMode):
  class CustomFeeModel (line 143) | class CustomFeeModel(FeeModel):
    method GetOrderFee (line 144) | def GetOrderFee(self, parameters):

FILE: static/strategies/volatility-risk-premium-effect.py
  class VolatilityRiskPremiumEffect (line 10) | class VolatilityRiskPremiumEffect(QCAlgorithm):
    method Initialize (line 11) | def Initialize(self):
    method OnData (line 24) | def OnData(self, slice):