nautilus_analysis/python/statistics/loser_avg.rs
// -------------------------------------------------------------------------------------------------
// Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
// https://nautechsystems.io
//
// Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
// You may not use this file except in compliance with the License.
// You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// -------------------------------------------------------------------------------------------------
use pyo3::prelude::*;
use crate::{statistic::PortfolioStatistic, statistics::loser_avg::AvgLoser};
#[pymethods]
impl AvgLoser {
fn __repr__(&self) -> String {
format!("AvgLoser({})", self.name(),)
}
#[getter]
#[pyo3(name = "name")]
fn py_name(&self) -> String {
self.name()
}
#[pyo3(name = "calculate_from_realized_pnls")]
fn py_calculate_from_realized_pnls(&mut self, realized_pnls: Vec<f64>) -> Option<f64> {
self.calculate_from_realized_pnls(&realized_pnls)
}
}