nautilus_analysis/python/statistics/
expectancy.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 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 pyo3::prelude::*;
17
18use crate::{statistic::PortfolioStatistic, statistics::expectancy::Expectancy};
19
20#[pymethods]
21impl Expectancy {
22    fn __repr__(&self) -> String {
23        format!("WeightedMovingAverage({})", self.name(),)
24    }
25
26    #[getter]
27    #[pyo3(name = "name")]
28    fn py_name(&self) -> String {
29        self.name()
30    }
31
32    #[pyo3(name = "calculate_from_realized_pnls")]
33    fn py_calculate_from_realized_pnls(&mut self, realized_pnls: Vec<f64>) -> Option<f64> {
34        self.calculate_from_realized_pnls(&realized_pnls)
35    }
36}
nautilus_analysis/python/statistics/expectancy.rs

nautilus_analysis/python/statistics/
expectancy.rs
