QuantConnect.Data.Shortable.NullShortableProvider Class Reference

Defines the default shortable provider in the case that no local data exists. This will allow for all assets to be infinitely shortable, with no restrictions. More...

Inheritance diagram for QuantConnect.Data.Shortable.NullShortableProvider:

Public Member Functions
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 time. More...

Properties
static NullShortableProvider	Instance = new () [get]
	The null shortable provider instance More...

Detailed Description

Defines the default shortable provider in the case that no local data exists. This will allow for all assets to be infinitely shortable, with no restrictions.

Definition at line 25 of file NullShortableProvider.cs.

Member Function Documentation

FeeRate()

decimal QuantConnect.Data.Shortable.NullShortableProvider.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

zero indicating that it is does have borrowing costs

Implements QuantConnect.Interfaces.IShortableProvider.

Definition at line 38 of file NullShortableProvider.cs.

RebateRate()

decimal QuantConnect.Data.Shortable.NullShortableProvider.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

symbol	Symbol to lookup rebate rate
localTime	Time of the algorithm

Returns

zero indicating that it is does have borrowing costs

Implements QuantConnect.Interfaces.IShortableProvider.

Definition at line 50 of file NullShortableProvider.cs.

ShortableQuantity()

long? QuantConnect.Data.Shortable.NullShortableProvider.ShortableQuantity	(	Symbol	symbol,
		DateTime	localTime
	)

Gets the quantity shortable for the Symbol at the given time.

Parameters

symbol	Symbol to check
localTime	Local time of the algorithm

Returns

null, indicating that it is infinitely shortable

Implements QuantConnect.Interfaces.IShortableProvider.

Definition at line 61 of file NullShortableProvider.cs.

Property Documentation

Instance

NullShortableProvider QuantConnect.Data.Shortable.NullShortableProvider.Instance = new ()

staticget

The null shortable provider instance

Definition at line 30 of file NullShortableProvider.cs.

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The documentation for this class was generated from the following file:

• Common/Data/Shortable/NullShortableProvider.cs