nautilus-analysis 0.55.0

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use std::collections::BTreeMap;

use pyo3::prelude::*;

use super::transform_returns;
use crate::{statistic::PortfolioStatistic, statistics::calmar_ratio::CalmarRatio};

#[pymethods]
#[pyo3_stub_gen::derive::gen_stub_pymethods]
impl CalmarRatio {
    /// Calculates the Calmar Ratio for returns.
    ///
    /// The Calmar Ratio is a function of the fund's average compounded annual rate
    /// of return versus its maximum drawdown. The higher the Calmar ratio, the better
    /// it performed on a risk-adjusted basis during the given time frame.
    ///
    /// Formula: Calmar Ratio = CAGR / |Max Drawdown|
    ///
    /// Reference: Young, T. W. (1991). "Calmar Ratio: A Smoother Tool". Futures, 20(1).
    #[new]
    #[pyo3(signature = (period=None))]
    fn py_new(period: Option<usize>) -> Self {
        Self::new(period)
    }

    #[getter]
    #[pyo3(name = "name")]
    fn py_name(&self) -> String {
        self.name()
    }

    #[pyo3(name = "calculate_from_returns")]
    #[allow(clippy::needless_pass_by_value)]
    fn py_calculate_from_returns(&self, raw_returns: BTreeMap<u64, f64>) -> Option<f64> {
        self.calculate_from_returns(&transform_returns(&raw_returns))
    }

    fn __repr__(&self) -> String {
        format!("CalmarRatio({})", self.name())
    }
}