chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * 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
+{
+    /// <summary>
+    /// Python wrapper for custom shortable providers
+    /// </summary>
+    public class ShortableProviderPythonWrapper : BasePythonWrapper<IShortableProvider>, IShortableProvider
+    {
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        /// <param name="shortableProvider">The python custom shortable provider</param>
+        public ShortableProviderPythonWrapper(PyObject shortableProvider)
+            : base(shortableProvider)
+        {
+        }
+
+        /// <summary>
+        /// Gets the fee rate for the Symbol at the given date.
+        /// </summary>
+        /// <param name="symbol">Symbol to lookup fee rate</param>
+        /// <param name="localTime">Time of the algorithm</param>
+        /// <returns>zero indicating that it is does have borrowing costs</returns>
+        public decimal FeeRate(Symbol symbol, DateTime localTime)
+        {
+            return InvokeMethod<decimal>(nameof(FeeRate), symbol, localTime);
+        }
+
+        /// <summary>
+        /// 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%.
+        /// </summary>
+        /// <param name="symbol">Symbol to lookup rebate rate</param>
+        /// <param name="localTime">Time of the algorithm</param>
+        /// <returns>zero indicating that it is does have borrowing costs</returns>
+        public decimal RebateRate(Symbol symbol, DateTime localTime)
+        {
+            return InvokeMethod<decimal>(nameof(RebateRate), symbol, localTime);
+        }
+
+        /// <summary>
+        /// Gets the quantity shortable for a <see cref="Symbol"/>, from python custom shortable provider
+        /// </summary>
+        /// <param name="symbol">Symbol to check shortable quantity</param>
+        /// <param name="localTime">Local time of the algorithm</param>
+        /// <returns>The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.</returns>
+        public long? ShortableQuantity(Symbol symbol, DateTime localTime)
+        {
+            return InvokeMethod<long?>(nameof(ShortableQuantity), symbol, localTime);
+        }
+    }
+}