Struct PortfolioAnalyzer

#[repr(C)]
pub struct PortfolioAnalyzer { /* private fields */ }

Analyzes portfolio performance and calculates various statistics.

The PortfolioAnalyzer tracks account balances, positions, and realized PnLs to provide comprehensive portfolio analysis including returns, PnL calculations, and customizable statistics.

Implementations

impl PortfolioAnalyzer

pub fn new() -> Self

Creates a new PortfolioAnalyzer instance.

Starts with empty state.

pub fn register_statistic(&mut self, statistic: Statistic)

Registers a new portfolio statistic for calculation.

pub fn deregister_statistic(&mut self, statistic: Statistic)

Removes a specific statistic from calculation.

pub fn deregister_statistics(&mut self)

Removes all registered statistics.

pub fn reset(&mut self)

Resets all analysis data to initial state.

pub fn currencies(&self) -> Vec<&Currency>

Returns all tracked currencies.

pub fn statistic(&self, name: &str) -> Option<&Statistic>

Retrieves a specific statistic by name.

pub const fn returns(&self) -> &Returns

Returns all calculated returns.

pub fn calculate_statistics( &mut self, account: &dyn Account, positions: &[Position], )

Calculates statistics based on account and position data.

pub fn add_positions(&mut self, positions: &[Position])

Adds new positions for analysis.

pub fn add_trade(&mut self, position_id: &PositionId, pnl: &Money)

Records a trade’s PnL.

pub fn add_return(&mut self, timestamp: UnixNanos, value: f64)

Records a return at a specific timestamp.

pub fn realized_pnls( &self, currency: Option<&Currency>, ) -> Option<Vec<(PositionId, f64)>>

Retrieves realized PnLs for a specific currency.

pub fn total_pnl( &self, currency: Option<&Currency>, unrealized_pnl: Option<&Money>, ) -> Result<f64, &'static str>

Calculates total PnL including unrealized PnL if provided.

pub fn total_pnl_percentage( &self, currency: Option<&Currency>, unrealized_pnl: Option<&Money>, ) -> Result<f64, &'static str>

Calculates total PnL as a percentage of starting balance.

pub fn get_performance_stats_pnls( &self, currency: Option<&Currency>, unrealized_pnl: Option<&Money>, ) -> Result<HashMap<String, f64>, &'static str>

Gets all PnL-related performance statistics.

pub fn get_performance_stats_returns(&self) -> HashMap<String, f64>

Gets all return-based performance statistics.

pub fn get_performance_stats_general(&self) -> HashMap<String, f64>

Gets general portfolio statistics.

pub fn get_stats_pnls_formatted( &self, currency: Option<&Currency>, unrealized_pnl: Option<&Money>, ) -> Result<Vec<String>, String>

Gets formatted PnL statistics as strings.

pub fn get_stats_returns_formatted(&self) -> Vec<String>

Gets formatted return statistics as strings.

pub fn get_stats_general_formatted(&self) -> Vec<String>

Gets formatted general statistics as strings.

Trait Implementations

impl Debug for PortfolioAnalyzer

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

Formats the value using the given formatter.

impl Default for PortfolioAnalyzer

fn default() -> Self

Creates a new default PortfolioAnalyzer instance.

impl IntoPy<Py<PyAny>> for PortfolioAnalyzer

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PyClass for PortfolioAnalyzer

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for PortfolioAnalyzer

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PortfolioAnalyzer>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PortfolioAnalyzer

type Holder = Option<PyRef<'py, PortfolioAnalyzer>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut PortfolioAnalyzer

type Holder = Option<PyRefMut<'py, PortfolioAnalyzer>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyTypeInfo for PortfolioAnalyzer

const NAME: &'static str = "PortfolioAnalyzer"

Class name.

const MODULE: Option<&'static str> = _

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for PortfolioAnalyzer