(
timestamps: Vec<String>,
returns: Vec<f64>,
)
| 102 | |
| 103 | #[pyfunction(name = "all_bets_concentration")] |
| 104 | fn bs_all_bets_concentration( |
| 105 | timestamps: Vec<String>, |
| 106 | returns: Vec<f64>, |
| 107 | ) -> PyResult<(Option<f64>, Option<f64>, Option<f64>)> { |
| 108 | let data = pair_timestamps_values(timestamps, returns, "timestamps", "returns")?; |
| 109 | Ok(openquant::backtest_statistics::all_bets_concentration(&data)) |
| 110 | } |
| 111 | |
| 112 | #[pyfunction(name = "drawdown_and_time_under_water")] |
| 113 | #[pyo3(signature = (timestamps, returns, dollars=false))] |
nothing calls this directly
no test coverage detected