Risk-Free Interest Rate Model (#7594)

* Implement risk free interest rate as an algorithm model * Use risk free insterest rate model in Sharpe Ratio indicator * Address peer review Also added python wrapper * Take pyobject as interest rate model in Sharpe Ratio indicator * Minor fix * Minor fix * Address peer review
2023-11-22 16:17:34 -04:00
parent 4c034bd40f
commit f8ca85cb5d
23 changed files with 543 additions and 86 deletions
@@ -187,6 +187,11 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
        /// </summary>
        public BrokerageName BrokerageName => _baseAlgorithm.BrokerageName;

+        /// <summary>
+        /// Gets the risk free interest rate model used to get the interest rates
+        /// </summary>
+        public IRiskFreeInterestRateModel RiskFreeInterestRateModel => _baseAlgorithm.RiskFreeInterestRateModel;
+
        /// <summary>
        /// Debug messages from the strategy:
        /// </summary>