nautechsystems/nautilus_trader · error

`calculate_from_realized_pnls` {IMPL_ERR} `{}`

Error message

`calculate_from_realized_pnls` {IMPL_ERR} `{}`

What it means

The default `calculate_from_realized_pnls` on the statistic trait panics when the concrete statistic has not overridden it and the analyzer feeds realized PnL values. It signals that the statistic does not support realized-PnL input.

Source

Thrown at crates/analysis/src/statistic.rs:57

    /// Returns the name of this statistic for display and identification purposes.
    fn name(&self) -> String;

    /// Calculates the statistic from time-indexed returns data.
    ///
    /// # Panics
    ///
    /// Panics if this method is not implemented for the specific statistic.
    fn calculate_from_returns(&self, returns: &Returns) -> Option<Self::Item> {
        panic!("`calculate_from_returns` {IMPL_ERR} `{}`", self.name());
    }

    /// Calculates the statistic from realized profit and loss values.
    ///
    /// # Panics
    ///
    /// Panics if this method is not implemented for the specific statistic.
    fn calculate_from_realized_pnls(&self, realized_pnls: &[f64]) -> Option<Self::Item> {
        panic!(
            "`calculate_from_realized_pnls` {IMPL_ERR} `{}`",
            self.name()
        );
    }

    /// Calculates the statistic from position data.
    ///
    /// # Panics
    ///
    /// Panics if this method is not implemented for the specific statistic.
    fn calculate_from_positions(&self, positions: &[Position]) -> Option<Self::Item> {
        panic!("`calculate_from_positions` {IMPL_ERR} `{}`", self.name());
    }

    /// Calculates the statistic from time-indexed strategy returns relative to a benchmark.
    ///
    /// Defaults to `None`; only benchmark-relative statistics (beta, alpha, information
    /// ratio, tracking error, Treynor ratio) override this method. The `None` default

View on GitHub (pinned to 18893faf8b)

Solutions

1. Implement `calculate_from_realized_pnls` on the statistic.
2. Or compute the statistic from its supported input type (returns or positions).
3. Or exclude the statistic from realized-PnL analysis paths.

Example fix

// before
impl PerformanceStatistic for SharpeRatio {
    fn calculate_from_returns(&self, r: &Returns) -> Option<f64> { Some(calc(r)) }
}
analyzer.calculate_from_realized_pnls(&pnls); // panic
// after
impl PerformanceStatistic for SharpeRatio {
    fn calculate_from_returns(&self, r: &Returns) -> Option<f64> { Some(calc(r)) }
    fn calculate_from_realized_pnls(&self, pnls: &[f64]) -> Option<f64> {
        Some(calc_from_pnls(pnls))
    }
}

let pnls_based = analyzer.statistics().iter().filter(|s| s.supports_realized_pnls()).cloned().collect::<Vec<_>>();
assert!(!pnls_based.is_empty(), "no registered statistic supports realized PnL input");

When it happens

Trigger: Portfolio/analyzer computing statistics from `realized_pnls: &[f64]` for a statistic that only implements returns- or positions-based calculation.

Common situations: Returns-based statistics (e.g. Sharpe on returns) registered into a realized-PnL analysis path; custom statistics with incomplete trait implementations.

Related errors

• `calculate_from_returns` {IMPL_ERR} `{}`
• `calculate_from_positions` {IMPL_ERR} `{}`
• `handle_quote_tick` {IMPL_ERR} `{}`
• Warning: Column name '{column_name}' is not of type i64.
• Warning: Statistics not available for column '{column_name}'

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/566a8bc8b6db4404. Report an issue: GitHub.