'i`ddlmZmZmZmZddlZddlmZdgZ GddejZ y))absolute_importdivisionprint_functionunicode_literalsN) TimeDrawDownCalmarcbeZdZdZdZdej jfddfZdZ dZ dZ d Z y ) r a)This analyzer calculates the CalmarRatio timeframe which can be different from the one used in the underlying data Params: - ``timeframe`` (default: ``None``) If ``None`` the ``timeframe`` of the 1st data in the system will be used Pass ``TimeFrame.NoTimeFrame`` to consider the entire dataset with no time constraints - ``compression`` (default: ``None``) Only used for sub-day timeframes to for example work on an hourly timeframe by specifying "TimeFrame.Minutes" and 60 as compression If ``None`` then the compression of the 1st data of the system will be used - *None* - ``fund`` (default: ``None``) If ``None`` the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See ``set_fundmode`` in the broker documentation Set it to ``True`` or ``False`` for a specific behavior See also: - https://en.wikipedia.org/wiki/Calmar_ratio Methods: - ``get_analysis`` Returns a OrderedDict with a key for the time period and the corresponding rolling Calmar ratio Attributes: - ``calmar`` the latest calculated calmar ratio ) collectionsmath timeframe)period$)fundNcxt|jj|jj|_y)N)r compression)rpr r_maxddselfs Y/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/analyzers/calmar.py__init__zCalmar.__init__Ss("TVV-=-=/3vv/A/AC cztd|_tjtdg|jj z|jj |_|jj&|jjj|_ n|jj|_ |js>|j j|jjjy|j j|jjjy)Nz-infNan)maxlen)float_mddr dequerr_valuesrstrategybrokerfundmode _fundmodeappendgetvalue fundvaluers rstartz Calmar.startWs&M "((%,$&&--)G04 )? 66;; !]]11::DN!VV[[DN~~ LL   4 4 = = ? @ LL   4 4 > > ?rcpt|j|jj|_|js>|j j |jjjn9|j j |jjjtj|j d|j dz t|j z }||jxs tdz x|_}||j |j"<y)NrInf)maxrrmaxddr$r r%r!r"r&r'r loglenrcalmarretsdtkey)rrannr0s r on_dt_overzCalmar.on_dt_overes 4;;#4#45 ~~ LL   4 4 = = ? @ LL   4 4 > > ?xx R(4<<?:;c$,,>OO#tyy'@E%LAA f & $**rc$|jy)N)r4rs rstopz Calmar.stopps  rN) __name__ __module__ __qualname____doc__packagesbt TimeFrameMonthsparamsrr(r4r6rrr r sF)V(H bll))*F C @ 'r) __future__rrrr backtraderr<r__all__TimeFrameAnalyzerBaser r@rrrFs4*** *RR % %Rr