nautilus-analysis 0.59.0

Performance analysis and statistics for the Nautilus trading engine
// -------------------------------------------------------------------------------------------------
//  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 ahash::AHashMap;

/// An owned snapshot of computed portfolio performance statistics.
///
/// `pnls` is keyed by currency code, each value mapping statistic name to value.
#[derive(Debug, Clone, Default)]
#[cfg_attr(
    feature = "python",
    pyo3::pyclass(
        module = "nautilus_trader.core.nautilus_pyo3.analysis",
        skip_from_py_object
    )
)]
#[cfg_attr(
    feature = "python",
    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.analysis")
)]
pub struct PortfolioStatistics {
    pub pnls: AHashMap<String, AHashMap<String, f64>>,
    pub returns: AHashMap<String, f64>,
    pub general: AHashMap<String, f64>,
}