rWi ddlZddlmZ ddeededefdZdeedefd Zd ed edefd Zd edededefdZdedededefdZdS)N)List{Gz?returnsrisk_free_ratereturncNt|dkrdSt|}t||z tfd|D|dz z }tj|}|dkrdS|dz }|z |z tjdz}t |dS)z Annualised Sharpe ratio. Args: returns: list of period returns (e.g. daily PnL percentages as decimals). risk_free_rate: annual risk-free rate (default 2%). Returns: Sharpe ratio, or 0.0 if insufficient data. c3(K|] }|z dzV dS)r N).0r mean_returns 9/var/www/html/crypto-bot/backend/app/analytics/metrics.py z)calculate_sharpe_ratio..s,;;aA O);;;;;;r)lensummathsqrtround)rrnvariancestd_devdaily_rfsharpers @rcalculate_sharpe_ratior s 7||as G Ag,,"K;;;;7;;;;;q1uEHi!!G!||s#HH$ /$)C.. @F   r equity_curvect|dkrdS|d}d}|D]}||kr|}||z |z dz}||kr|}t|dS)z Maximum drawdown as a positive percentage (0-100). Args: equity_curve: list of portfolio values over time. Returns: Max drawdown percentage, or 0.0 if curve is empty. r r rdr)rr)r!peakmax_ddvaluedrawdowns rcalculate_max_drawdownr(#s{ <1s ?D F 4<<D5LD(3. f  F   r gross_profit gross_lossc||dkr|dkrdntdSt|t|z dS)z[ Profit factor = gross_profit / gross_loss. Returns 0.0 if gross_loss is zero. rr infr)floatrabs)r)r*s rcalculate_profit_factorr/=sB Q"a''ssU5\\9 J/ 3 33rwin_rateavg_winavg_losscBd|z }||z||zz }t|dS)a" Expectancy per trade = (win_rate * avg_win) - (loss_rate * avg_loss). Args: win_rate: fraction 0.0-1.0 avg_win: average winning trade PnL (positive) avg_loss: average losing trade PnL (positive magnitude) Returns: Expected PnL per trade. g?r)r)r0r1r2 loss_rate expectancys rcalculate_expectancyr6Gs1hIW$X)=>J Q  rentrysltpct||z }t||z }|dkrdSt||z dS)z^ Risk-to-Reward ratio = |tp - entry| / |entry - sl|. Returns 0.0 if risk is zero. rr r)r.r)r7r8r9riskrewards rcalculate_rr_ratior=ZsD urz??D e__F qyys $ " ""r)r) rtypingrr-r r(r/r6r=r rrr?s 37 %[*/ <e44%4U4u4444  # /4      & #e # #E #e # # # # # #r