LocalDiskShortableProvider

QuantConnect.Data.Shortable.LocalDiskShortableProvider

LocalDiskShortableProvider(brokerage: str)

Bases: Object, IShortableProvider

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

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

Parameters:

Name	Type	Description	Default
brokerage	str	Brokerage to read the short availability data	required

data_provider

data_provider: IDataProvider = ...

The data provider instance to use

This codeEntityType is protected.

brokerage

brokerage: str

The short availability provider

This codeEntityType is protected.

fee_rate

fee_rate(symbol: Symbol, local_time: datetime) -> float

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

Parameters:

Name	Type	Description	Default
symbol	Symbol	Symbol to lookup fee rate	required
local_time	datetime	Time of the algorithm	required

Returns:

Type	Description
float	Fee rate. Zero if the data for the brokerage/date does not exist.

rebate_rate

rebate_rate(symbol: Symbol, local_time: datetime) -> float

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:

Name	Type	Description	Default
symbol	Symbol	Symbol to lookup rebate rate	required
local_time	datetime	Time of the algorithm	required

Returns:

Type	Description
float	Rebate fee. Zero if the data for the brokerage/date does not exist.

shortable_quantity

shortable_quantity(
    symbol: Symbol, local_time: datetime
) -> Optional[int]

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

Parameters:

Name	Type	Description	Default
symbol	Symbol	Symbol to lookup shortable quantity	required
local_time	datetime	Time of the algorithm	required

Returns:

Type	Description
Optional[int]	Quantity shortable. Null if the data for the brokerage/date does not exist.