nautilus-analysis 0.55.0

Performance analysis and statistics for the Nautilus trading engine
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58

// -------------------------------------------------------------------------------------------------
//  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;

#[allow(unused_imports)] // Used in template pattern for returns conversion
use nautilus_core::UnixNanos;
use pyo3::prelude::*;

use crate::{statistic::PortfolioStatistic, statistics::loser_min::MinLoser};

#[pymethods]
#[pyo3_stub_gen::derive::gen_stub_pymethods]
impl MinLoser {
    #[new]
    fn py_new() -> Self {
        Self {}
    }

    fn __repr__(&self) -> String {
        self.to_string()
    }

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

    #[pyo3(name = "calculate_from_realized_pnls")]
    #[allow(clippy::needless_pass_by_value)]
    fn py_calculate_from_realized_pnls(&mut self, realized_pnls: Vec<f64>) -> Option<f64> {
        self.calculate_from_realized_pnls(&realized_pnls)
    }

    #[pyo3(name = "calculate_from_returns")]
    #[allow(unused_variables)] // Pattern preserved for consistency across statistics
    fn py_calculate_from_returns(&mut self, _returns: BTreeMap<u64, f64>) -> Option<f64> {
        None
    }

    #[pyo3(name = "calculate_from_positions")]
    fn py_calculate_from_positions(&mut self, _positions: Vec<Py<PyAny>>) -> Option<f64> {
        None
    }
}