nautilus_analysis/python/
snapshot.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::collections::HashMap;
17
18use pyo3::prelude::*;
19
20use crate::snapshot::PortfolioStatistics;
21
22#[pymethods]
23#[pyo3_stub_gen::derive::gen_stub_pymethods]
24impl PortfolioStatistics {
25    #[getter]
26    fn pnls(&self) -> HashMap<String, HashMap<String, f64>> {
27        self.pnls
28            .iter()
29            .map(|(currency, stats)| {
30                (
31                    currency.clone(),
32                    stats.iter().map(|(k, v)| (k.clone(), *v)).collect(),
33                )
34            })
35            .collect()
36    }
37
38    #[getter]
39    fn returns(&self) -> HashMap<String, f64> {
40        self.returns.clone().into_iter().collect()
41    }
42
43    #[getter]
44    fn general(&self) -> HashMap<String, f64> {
45        self.general.clone().into_iter().collect()
46    }
47
48    fn __repr__(&self) -> String {
49        format!(
50            "PortfolioStatistics(currencies={}, returns={}, general={})",
51            self.pnls.len(),
52            self.returns.len(),
53            self.general.len(),
54        )
55    }
56}
nautilus_analysis/python/snapshot.rs

nautilus_analysis/python/
snapshot.rs
