IShortableProvider
Defines a short list/easy-to-borrow provider
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(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. 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(
symbol: Symbol, local_time: datetime
) -> Optional[int]
Gets the quantity shortable for a Symbol.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
Symbol
|
Symbol to check shortable quantity |
required |
local_time
|
datetime
|
Local time of the algorithm |
required |
Returns:
| Type | Description |
|---|---|
Optional[int]
|
The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions. |