cyb50-quant/research/dragon/v2/dragon_shared.py

from __future__ import annotations

import pandas as pd


START_DATE = "2016-01-01"
END_DATE = "2025-12-31"


def evaluation_years(start_date: str = START_DATE, end_date: str = END_DATE) -> float:
    return (pd.Timestamp(end_date) - pd.Timestamp(start_date)).days / 365.25


def profit_factor(series: pd.Series) -> float:
    gross_profit = series[series > 0].sum()
    gross_loss = -series[series < 0].sum()
    if gross_loss == 0:
        return float("inf") if gross_profit > 0 else 0.0
    return float(gross_profit / gross_loss)


def format_pct(value: float) -> str:
    if pd.isna(value):
        return "NA"
    if value == float("inf"):
        return "inf"
    return f"{value:.2%}"


def format_num(value: float, digits: int = 2) -> str:
    if pd.isna(value):
        return "NA"
    if value == float("inf"):
        return "inf"
    return f"{value:.{digits}f}"