Sources short availability data from the local disk for the given brokerage More...

Inheritance diagram for QuantConnect.Data.Shortable.LocalDiskShortableProvider:

Public Member Functions
	LocalDiskShortableProvider (string brokerage)
	Creates an instance of the class. Establishes the directory to read from. More...

decimal	FeeRate (Symbol symbol, DateTime localTime)
	Gets interest rate charged on borrowed shares for a given asset. More...

decimal	RebateRate (Symbol symbol, DateTime 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%. More...

long?	ShortableQuantity (Symbol symbol, DateTime localTime)
	Gets the quantity shortable for the Symbol at the given date. More...

Protected Member Functions
record	ShortableData (long? ShortableQuantity, decimal RebateFee, decimal FeeRate)

Static Protected Attributes
static IDataProvider	DataProvider = Composer.Instance.GetPart<IDataProvider>()
	The data provider instance to use More...

Properties
string	Brokerage `[get, set]`
	The short availability provider More...

Detailed Description

Sources short availability data from the local disk for the given brokerage

Definition at line 29 of file LocalDiskShortableProvider.cs.

Constructor & Destructor Documentation

◆ LocalDiskShortableProvider()

QuantConnect.Data.Shortable.LocalDiskShortableProvider.LocalDiskShortableProvider ( string brokerage )

Creates an instance of the class. Establishes the directory to read from.

Parameters

brokerage Brokerage to read the short availability data

Definition at line 49 of file LocalDiskShortableProvider.cs.

Member Function Documentation

◆ FeeRate()

decimal QuantConnect.Data.Shortable.LocalDiskShortableProvider.FeeRate	(	Symbol	symbol,
		DateTime	localTime
	)

Gets interest rate charged on borrowed shares for a given asset.

Parameters

symbol	Symbol to lookup fee rate
localTime	Time of the algorithm

Returns: Fee rate. Zero if the data for the brokerage/date does not exist.

Implements QuantConnect.Interfaces.IShortableProvider.

Definition at line 60 of file LocalDiskShortableProvider.cs.

◆ RebateRate()

decimal QuantConnect.Data.Shortable.LocalDiskShortableProvider.RebateRate	(	Symbol	symbol,
		DateTime	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%.

Parameters