/*
* 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;
}
}
}