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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;
#[allow(unused_imports)] // Used in template pattern for returns conversion
use nautilus_core::UnixNanos;
use nautilus_model::enums::OrderSide;
use pyo3::prelude::*;
use crate::{statistic::PortfolioStatistic, statistics::long_ratio::LongRatio};
#[pymethods]
#[pyo3_stub_gen::derive::gen_stub_pymethods]
impl LongRatio {
/// Calculates the ratio of long positions to total positions.
///
/// A position counts as long when its entry (opening order) side is `Buy`.
/// The result is in `[0, 1]`, rounded to `precision` decimal places, and is
/// `None` for an empty position list.
#[new]
#[pyo3(signature = (precision=None))]
fn py_new(precision: Option<usize>) -> Self {
Self::new(precision)
}
fn __repr__(&self) -> String {
self.to_string()
}
#[getter]
#[pyo3(name = "name")]
fn py_name(&self) -> String {
self.name()
}
#[pyo3(name = "calculate_from_positions")]
#[expect(clippy::needless_pass_by_value)]
fn py_calculate_from_positions(
&mut self,
py: Python,
positions: Vec<Py<PyAny>>,
) -> PyResult<Option<f64>> {
if positions.is_empty() {
return Ok(None);
}
// Extract entry side from each Cython Position object
// OrderSide.Buy has value 1 in both Cython and Rust
let mut longs = 0;
for position in &positions {
let entry = position.getattr(py, "entry")?;
let entry_value: u8 = entry.extract(py)?;
if entry_value == OrderSide::Buy as u8 {
longs += 1;
}
}
let value = f64::from(longs) / positions.len() as f64;
let scale = 10f64.powi(self.precision as i32);
Ok(Some((value * scale).round() / scale))
}
#[pyo3(name = "calculate_from_realized_pnls")]
fn py_calculate_from_realized_pnls(&mut self, _realized_pnls: Vec<f64>) -> Option<f64> {
None
}
#[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
}
}