nautilus_analysis/python/statistics/
long_ratio.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::BTreeMap;
17
18#[allow(unused_imports)] // Used in template pattern for returns conversion
19use nautilus_core::UnixNanos;
20use nautilus_model::position::Position;
21use pyo3::prelude::*;
22
23use crate::{statistic::PortfolioStatistic, statistics::long_ratio::LongRatio};
24
25#[pymethods]
26#[pyo3_stub_gen::derive::gen_stub_pymethods]
27impl LongRatio {
28    /// Calculates the ratio of long positions to total positions.
29    ///
30    /// A position counts as long when its entry (opening order) side is `Buy`.
31    /// The result is in `[0, 1]`, rounded to `precision` decimal places, and is
32    /// `None` for an empty position list.
33    #[new]
34    #[pyo3(signature = (precision=None))]
35    fn py_new(precision: Option<usize>) -> Self {
36        Self::new(precision)
37    }
38
39    fn __repr__(&self) -> String {
40        self.to_string()
41    }
42
43    #[getter]
44    #[pyo3(name = "name")]
45    fn py_name(&self) -> String {
46        self.name()
47    }
48
49    #[pyo3(name = "calculate_from_positions")]
50    #[expect(clippy::needless_pass_by_value)]
51    fn py_calculate_from_positions(&mut self, positions: Vec<Position>) -> Option<f64> {
52        self.calculate_from_positions(&positions)
53    }
54
55    #[pyo3(name = "calculate_from_realized_pnls")]
56    fn py_calculate_from_realized_pnls(&mut self, _realized_pnls: Vec<f64>) -> Option<f64> {
57        None
58    }
59
60    #[pyo3(name = "calculate_from_returns")]
61    #[allow(unused_variables)] // Pattern preserved for consistency across statistics
62    fn py_calculate_from_returns(&mut self, _returns: BTreeMap<u64, f64>) -> Option<f64> {
63        None
64    }
65}
nautilus_analysis/python/statistics/long_ratio.rs

nautilus_analysis/python/statistics/
long_ratio.rs
