wehub-resource-sync
73 lines
3.1 KiB
C#
73 lines
3.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using Python.Runtime;
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using QuantConnect.Interfaces;
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using QuantConnect.Python;
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using System;
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namespace QuantConnect.Data.Shortable
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{
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/// <summary>
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/// Python wrapper for custom shortable providers
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/// </summary>
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public class ShortableProviderPythonWrapper : BasePythonWrapper<IShortableProvider>, IShortableProvider
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{
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="shortableProvider">The python custom shortable provider</param>
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public ShortableProviderPythonWrapper(PyObject shortableProvider)
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: base(shortableProvider)
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{
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}
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/// <summary>
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/// Gets the fee rate for the Symbol at the given date.
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/// </summary>
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/// <param name="symbol">Symbol to lookup fee rate</param>
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/// <param name="localTime">Time of the algorithm</param>
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/// <returns>zero indicating that it is does have borrowing costs</returns>
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public decimal FeeRate(Symbol symbol, DateTime localTime)
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{
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return InvokeMethod<decimal>(nameof(FeeRate), symbol, localTime);
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}
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/// <summary>
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/// Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset.
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/// E.g.: Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%.
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/// </summary>
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/// <param name="symbol">Symbol to lookup rebate rate</param>
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/// <param name="localTime">Time of the algorithm</param>
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/// <returns>zero indicating that it is does have borrowing costs</returns>
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public decimal RebateRate(Symbol symbol, DateTime localTime)
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{
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return InvokeMethod<decimal>(nameof(RebateRate), symbol, localTime);
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}
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/// <summary>
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/// Gets the quantity shortable for a <see cref="Symbol"/>, from python custom shortable provider
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/// </summary>
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/// <param name="symbol">Symbol to check shortable quantity</param>
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/// <param name="localTime">Local time of the algorithm</param>
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/// <returns>The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.</returns>
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public long? ShortableQuantity(Symbol symbol, DateTime localTime)
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{
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return InvokeMethod<long?>(nameof(ShortableQuantity), symbol, localTime);
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}
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}
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}
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