Struct PythonStatistic 

pub struct PythonStatistic { /* private fields */ }

A PortfolioStatistic implemented in Python.

Wraps a user-defined Python object and dispatches each input category the analyzer feeds to the method of the same name. A category the object does not define, or for which it returns None, contributes no value.

Calculated values must be numeric, matching the f64 item type the analyzer collects.

Implementations

impl PythonStatistic

pub fn new(py: Python<'_>, statistic: Py<PyAny>) -> PyResult<Self>

Creates a new PythonStatistic wrapping statistic.

The name is resolved once at construction, so it stays stable for the registration key and every later lookup.

Errors

Returns an error if statistic has no name attribute resolving to a non-empty string.

Trait Implementations

impl Debug for PythonStatistic

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PortfolioStatistic for PythonStatistic

type Item = f64

fn name(&self) -> String

Returns the name of this statistic for display and identification purposes.

fn calculate_from_returns(&self, returns: &Returns) -> Option<f64>

Calculates the statistic from time-indexed returns data.

fn calculate_from_realized_pnls(&self, realized_pnls: &[f64]) -> Option<f64>

Calculates the statistic from realized profit and loss values.

fn calculate_from_positions(&self, positions: &[Position]) -> Option<f64>

Calculates the statistic from position data.

fn calculate_from_returns_with_benchmark( &self, returns: &Returns, benchmark: &Returns, ) -> Option<f64>

Calculates the statistic from time-indexed strategy returns relative to a benchmark.

fn align_returns(&self, a: &Returns, b: &Returns) -> (Vec<f64>, Vec<f64>)

Aligns two returns series onto a common daily grid.

fn check_valid_returns(&self, returns: &Returns) -> bool

Validates that returns data is not empty.

fn downsample_to_daily_bins(&self, returns: &Returns) -> Returns

Downsamples high-frequency returns to daily bins by geometric compounding.

fn calculate_std(&self, returns: &Returns) -> f64

Calculates the standard deviation of returns with Bessel’s correction.