nautilus_analysis/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 ahash::AHashMap;
17
18/// An owned snapshot of computed portfolio performance statistics.
19///
20/// `pnls` is keyed by currency code, each value mapping statistic name to value.
21#[derive(Debug, Clone, Default)]
22#[cfg_attr(
23 feature = "python",
24 pyo3::pyclass(
25 module = "nautilus_trader.core.nautilus_pyo3.analysis",
26 skip_from_py_object
27 )
28)]
29#[cfg_attr(
30 feature = "python",
31 pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.analysis")
32)]
33pub struct PortfolioStatistics {
34 pub pnls: AHashMap<String, AHashMap<String, f64>>,
35 pub returns: AHashMap<String, f64>,
36 pub general: AHashMap<String, f64>,
37}