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::max_drawdown::MaxDrawdown};

#[pymethods]
#[pyo3_stub_gen::derive::gen_stub_pymethods]
impl MaxDrawdown {
    /// Calculates the Maximum Drawdown for returns.
    ///
    /// Maximum Drawdown is the maximum observed loss from a peak to a trough,
    /// before a new peak is attained. It is an indicator of downside risk over
    /// a specified time period.
    ///
    /// Formula: Max((Peak - Trough) / Peak) for all peak-trough sequences
    #[new]
    fn py_new() -> Self {
        Self::new()
    }

    #[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!("MaxDrawdown({})", self.name())
    }
}