nautilus_analysis/python/statistics/
loser_max.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::loser_max::MaxLoser};
24
25#[pymethods]
26#[pyo3_stub_gen::derive::gen_stub_pymethods]
27impl MaxLoser {
28    /// Calculates the largest losing trade (most negative PnL) from realized PnLs.
29    ///
30    /// Only negative PnLs count as losers. Returns `NaN` for an empty series or
31    /// when there are no losing trades.
32    #[new]
33    fn py_new() -> Self {
34        Self {}
35    }
36
37    fn __repr__(&self) -> String {
38        self.to_string()
39    }
40
41    #[getter]
42    #[pyo3(name = "name")]
43    fn py_name(&self) -> String {
44        self.name()
45    }
46
47    #[pyo3(name = "calculate_from_realized_pnls")]
48    #[expect(clippy::needless_pass_by_value)]
49    fn py_calculate_from_realized_pnls(&mut self, realized_pnls: Vec<f64>) -> Option<f64> {
50        self.calculate_from_realized_pnls(&realized_pnls)
51    }
52
53    #[pyo3(name = "calculate_from_returns")]
54    #[allow(unused_variables)] // Pattern preserved for consistency across statistics
55    fn py_calculate_from_returns(&mut self, _returns: BTreeMap<u64, f64>) -> Option<f64> {
56        None
57    }
58
59    #[pyo3(name = "calculate_from_positions")]
60    fn py_calculate_from_positions(&mut self, _positions: Vec<Position>) -> Option<f64> {
61        None
62    }
63}
nautilus_analysis/python/statistics/loser_max.rs

nautilus_analysis/python/statistics/
loser_max.rs
