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// -------------------------------------------------------------------------------------------------
// 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|
///
/// # References
///
/// - Young, T. W. (1991). "Calmar Ratio: A Smoother Tool". *Futures*, 20(1).
/// - Bacon, C. R. (2008). *Practical Portfolio Performance Measurement and Attribution*
/// (2nd ed.). Wiley.
#[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")]
#[expect(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))
}
#[pyo3(name = "calculate_from_realized_pnls")]
fn py_calculate_from_realized_pnls(&self, _realized_pnls: Vec<f64>) -> Option<f64> {
None
}
#[pyo3(name = "calculate_from_positions")]
fn py_calculate_from_positions(&self, _positions: Vec<Py<PyAny>>) -> Option<f64> {
None
}
fn __repr__(&self) -> String {
format!("CalmarRatio({})", self.name())
}
}