Python wrapper for custom shortable providers More...
Public Member Functions | |
| ShortableProviderPythonWrapper (PyObject shortableProvider) | |
| Creates a new instance More... | |
| decimal | FeeRate (Symbol symbol, DateTime localTime) |
| Gets the fee rate for the Symbol at the given date. 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 a Symbol, from python custom shortable provider More... | |
 Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< IShortableProvider > | |
| BasePythonWrapper (bool validateInterface=true) | |
| Creates a new instance of the BasePythonWrapper<TInterface> class More... | |
| BasePythonWrapper (PyObject instance, bool validateInterface=true) | |
| Creates a new instance of the BasePythonWrapper<TInterface> class with the specified instance More... | |
| void | SetPythonInstance (PyObject instance) |
| Sets the python instance More... | |
| T | GetProperty< T > (string propertyName) |
| Gets the Python instance property with the specified name More... | |
| PyObject | GetProperty (string propertyName) |
| Gets the Python instance property with the specified name More... | |
| void | SetProperty (string propertyName, object value) |
| Sets the Python instance property with the specified name More... | |
| dynamic | GetEvent (string name) |
| Gets the Python instance event with the specified name More... | |
| bool | HasAttr (string name) |
| Determines whether the Python instance has the specified attribute More... | |
| PyObject | GetMethod (string methodName) |
| Gets the Python instances method with the specified name and caches it More... | |
| T | InvokeMethod< T > (string methodName, params object[] args) |
| Invokes the specified method with the specified arguments More... | |
| PyObject | InvokeMethod (string methodName, params object[] args) |
| Invokes the specified method with the specified arguments More... | |
Additional Inherited Members | |
| Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< IShortableProvider > | |
| PyObject | Instance |
| Gets the underlying python instance More... | |
Detailed Description
Python wrapper for custom shortable providers
Definition at line 27 of file ShortableProviderPythonWrapper.cs.
Constructor & Destructor Documentation
◆ ShortableProviderPythonWrapper()
| QuantConnect.Data.Shortable.ShortableProviderPythonWrapper.ShortableProviderPythonWrapper | ( | PyObject | shortableProvider | ) |
Creates a new instance
- Parameters
-
shortableProvider The python custom shortable provider
Definition at line 33 of file ShortableProviderPythonWrapper.cs.
Member Function Documentation
◆ FeeRate()
| decimal QuantConnect.Data.Shortable.ShortableProviderPythonWrapper.FeeRate | ( | Symbol | symbol, |
| DateTime | localTime | ||
| ) |
Gets the fee rate for the Symbol at the given date.
- 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 44 of file ShortableProviderPythonWrapper.cs.
◆ RebateRate()
| decimal QuantConnect.Data.Shortable.ShortableProviderPythonWrapper.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 56 of file ShortableProviderPythonWrapper.cs.
◆ ShortableQuantity()
| long? QuantConnect.Data.Shortable.ShortableProviderPythonWrapper.ShortableQuantity | ( | Symbol | symbol, |
| DateTime | localTime | ||
| ) |
Gets the quantity shortable for a Symbol, from python custom shortable provider
- Parameters
-
symbol Symbol to check shortable quantity localTime Local time of the algorithm
- Returns
- The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.
Implements QuantConnect.Interfaces.IShortableProvider.
Definition at line 67 of file ShortableProviderPythonWrapper.cs.
The documentation for this class was generated from the following file:
- Common/Data/Shortable/ShortableProviderPythonWrapper.cs
