/* * 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); } } }