/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using QuantConnect.Interfaces; namespace QuantConnect.Data.Shortable { /// /// Defines the default shortable provider in the case that no local data exists. /// This will allow for all assets to be infinitely shortable, with no restrictions. /// public class NullShortableProvider : IShortableProvider { /// /// The null shortable provider instance /// public static NullShortableProvider Instance { get; } = new (); /// /// Gets interest rate charged on borrowed shares for a given asset. /// /// Symbol to lookup fee rate /// Time of the algorithm /// zero indicating that it is does have borrowing costs public decimal FeeRate(Symbol symbol, DateTime localTime) { return 0m; } /// /// Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset. /// E.g.: Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%. /// /// Symbol to lookup rebate rate /// Time of the algorithm /// zero indicating that it is does have borrowing costs public decimal RebateRate(Symbol symbol, DateTime localTime) { return 0m; } /// /// Gets the quantity shortable for the Symbol at the given time. /// /// Symbol to check /// Local time of the algorithm /// null, indicating that it is infinitely shortable public long? ShortableQuantity(Symbol symbol, DateTime localTime) { return null; } } }