Lean  $LEAN_TAG$
ShortableProviderPythonWrapper.cs
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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5  * Licensed under the Apache License, Version 2.0 (the "License");
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15 */
16 
17 using Python.Runtime;
19 using QuantConnect.Python;
20 using System;
21 
23 {
24  /// <summary>
25  /// Python wrapper for custom shortable providers
26  /// </summary>
28  {
29  /// <summary>
30  /// Creates a new instance
31  /// </summary>
32  /// <param name="shortableProvider">The python custom shortable provider</param>
33  public ShortableProviderPythonWrapper(PyObject shortableProvider)
34  : base(shortableProvider)
35  {
36  }
37 
38  /// <summary>
39  /// Gets the fee rate for the Symbol at the given date.
40  /// </summary>
41  /// <param name="symbol">Symbol to lookup fee rate</param>
42  /// <param name="localTime">Time of the algorithm</param>
43  /// <returns>zero indicating that it is does have borrowing costs</returns>
44  public decimal FeeRate(Symbol symbol, DateTime localTime)
45  {
46  return InvokeMethod<decimal>(nameof(FeeRate), symbol, localTime);
47  }
48 
49  /// <summary>
50  /// Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset.
51  /// E.g.: Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%.
52  /// </summary>
53  /// <param name="symbol">Symbol to lookup rebate rate</param>
54  /// <param name="localTime">Time of the algorithm</param>
55  /// <returns>zero indicating that it is does have borrowing costs</returns>
56  public decimal RebateRate(Symbol symbol, DateTime localTime)
57  {
58  return InvokeMethod<decimal>(nameof(RebateRate), symbol, localTime);
59  }
60 
61  /// <summary>
62  /// Gets the quantity shortable for a <see cref="Symbol"/>, from python custom shortable provider
63  /// </summary>
64  /// <param name="symbol">Symbol to check shortable quantity</param>
65  /// <param name="localTime">Local time of the algorithm</param>
66  /// <returns>The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.</returns>
67  public long? ShortableQuantity(Symbol symbol, DateTime localTime)
68  {
69  return InvokeMethod<long?>(nameof(ShortableQuantity), symbol, localTime);
70  }
71  }
72 }