Shortable modeling improvements (#7579)
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* Shortable modeling improvements - Do not limit live trading because of shortable model, will send algorithm warning - Add Interactive brokers shortable provider - Minor LocalDiskShortableProvider API changes * Fix shorted order update - Fix shorted order update. Updating regression algorithm * Minor improvement * Address reviews
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@@ -1092,14 +1092,29 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
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public void SetObjectStore(IObjectStore objectStore) => _baseAlgorithm.SetObjectStore(objectStore);
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/// <summary>
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/// Checks if the asset is shortable at the brokerage
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/// Determines if the Symbol is shortable at the brokerage
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/// </summary>
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/// <param name="symbol">Symbol to check if it is shortable</param>
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/// <param name="quantity">Quantity to short</param>
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/// <returns>True if shortable at the brokerage</returns>
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public bool Shortable(Symbol symbol, decimal quantity)
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/// <param name="symbol">Symbol to check if shortable</param>
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/// <param name="shortQuantity">Order's quantity to check if it is currently shortable, taking into account current holdings and open orders</param>
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/// <param name="updateOrderId">Optionally the id of the order being updated. When updating an order
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/// we want to ignore it's submitted short quantity and use the new provided quantity to determine if we
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/// can perform the update</param>
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/// <returns>True if the symbol can be shorted by the requested quantity</returns>
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public bool Shortable(Symbol symbol, decimal shortQuantity, int? updateOrderId = null)
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{
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return _baseAlgorithm.Shortable(symbol, quantity);
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return _baseAlgorithm.Shortable(symbol, shortQuantity, updateOrderId);
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}
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/// <summary>
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/// Gets the quantity shortable for the given asset
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/// </summary>
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/// <returns>
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/// Quantity shortable for the given asset. Zero if not
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/// shortable, or a number greater than zero if shortable.
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/// </returns>
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public long ShortableQuantity(Symbol symbol)
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{
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return _baseAlgorithm.ShortableQuantity(symbol);
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}
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/// <summary>
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