Thanks @AndrewAMD. This bit of the Python code would seem to support your guess:

Code
# Calculate RollLong and RollShort in account currency, for the quantities used by Zorro
financing_pos_size = defaultdict(lambda: 1, {'CURRENCY': 10000})    # Everything but CURRENCY defaults to 1
data['RollLong'] = data['financing.longRate']/365 * \
                   data['Price'] * \
                   data['type'].map(financing_pos_size) * \
                  (data['currency']+'/'+ACCOUNT_CURRENCY).map(conversion_rate)
data['RollShort'] = data['financing.shortRate']/365 * \
                    data['Price'] * \
                    data['type'].map(financing_pos_size) * \
                   (data['currency']+'/'+ACCOUNT_CURRENCY).map(conversion_rate)


Would still appreciate @jcl's thoughts. Of course "we don't code to undocumented things" is an appropriate response, but perhaps the plug-in could handle these via a "use at your own risk" option?

Thanks.