nautilus_analysis/python/statistics/
max_drawdown.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 std::collections::BTreeMap;
17
18use pyo3::prelude::*;
19
20use super::transform_returns;
21use crate::{statistic::PortfolioStatistic, statistics::max_drawdown::MaxDrawdown};
22
23#[pymethods]
24impl MaxDrawdown {
25    #[new]
26    fn py_new() -> Self {
27        Self::new()
28    }
29
30    #[getter]
31    #[pyo3(name = "name")]
32    fn py_name(&self) -> String {
33        self.name()
34    }
35
36    #[pyo3(name = "calculate_from_returns")]
37    fn py_calculate_from_returns(&self, raw_returns: BTreeMap<u64, f64>) -> Option<f64> {
38        self.calculate_from_returns(&transform_returns(raw_returns))
39    }
40
41    fn __repr__(&self) -> String {
42        format!("MaxDrawdown({})", self.name())
43    }
44}
nautilus_analysis/python/statistics/max_drawdown.rs

nautilus_analysis/python/statistics/
max_drawdown.rs
