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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::position::Position;
use pyo3::prelude::*;
use crate::{statistic::PortfolioStatistic, statistics::expectancy::Expectancy};
#[pymethods]
#[pyo3_stub_gen::derive::gen_stub_pymethods]
impl Expectancy {
/// Calculates the expectancy of a trading strategy based on realized PnLs.
///
/// Expectancy is defined as: `(Average Win × Win Rate) + (Average Loss × Loss Rate)`
/// This metric provides insight into the expected profitability per trade and helps
/// evaluate the overall edge of a trading strategy.
///
/// A positive expectancy indicates a profitable system over time, while a negative
/// expectancy suggests losses.
///
/// # References
///
/// - Tharp, V. K. (1998). *Trade Your Way to Financial Freedom*. McGraw-Hill.
/// - Elder, A. (1993). *Trading for a Living*. John Wiley & Sons.
/// - Vince, R. (1992). *The Mathematics of Money Management*. John Wiley & Sons.
#[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")]
#[expect(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<Position>) -> Option<f64> {
None
}
}