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