NullShortableProvider

QuantConnect.Data.Shortable.NullShortableProvider

Bases: Object, IShortableProvider

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.

INSTANCE

INSTANCE: NullShortableProvider

The null shortable provider instance

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`	zero indicating that it is does have borrowing costs.

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`	zero indicating that it is does have borrowing costs.

shortable_quantity

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

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

Parameters:

Name	Type	Description	Default
`symbol`	`Symbol`	Symbol to check	required
`local_time`	`datetime`	Local time of the algorithm	required

Returns:

Type	Description
`Optional[int]`	null, indicating that it is infinitely shortable.