/*
* 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 Python.Runtime;
using QuantConnect.Interfaces;
using QuantConnect.Python;
using System;
namespace QuantConnect.Data.Shortable
{
///
/// Python wrapper for custom shortable providers
///
public class ShortableProviderPythonWrapper : BasePythonWrapper, IShortableProvider
{
///
/// Creates a new instance
///
/// The python custom shortable provider
public ShortableProviderPythonWrapper(PyObject shortableProvider)
: base(shortableProvider)
{
}
///
/// Gets the fee rate for the Symbol at the given date.
///
/// 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 InvokeMethod(nameof(FeeRate), symbol, localTime);
}
///
/// 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 InvokeMethod(nameof(RebateRate), symbol, localTime);
}
///
/// Gets the quantity shortable for a , from python custom shortable provider
///
/// Symbol to check shortable quantity
/// Local time of the algorithm
/// The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.
public long? ShortableQuantity(Symbol symbol, DateTime localTime)
{
return InvokeMethod(nameof(ShortableQuantity), symbol, localTime);
}
}
}