nautilus_indicators/python/average/
dema.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use nautilus_model::{
17    data::{Bar, QuoteTick, TradeTick},
18    enums::PriceType,
19};
20use pyo3::prelude::*;
21
22use crate::{
23    average::dema::DoubleExponentialMovingAverage,
24    indicator::{Indicator, MovingAverage},
25};
26
27#[pymethods]
28#[pyo3_stub_gen::derive::gen_stub_pymethods]
29impl DoubleExponentialMovingAverage {
30    /// The Double Exponential Moving Average attempts to a smoother average with less
31    /// lag than the normal Exponential Moving Average (EMA)
32    #[new]
33    #[pyo3(signature = (period, price_type=None))]
34    fn py_new(period: usize, price_type: Option<PriceType>) -> Self {
35        Self::new(period, price_type)
36    }
37
38    fn __repr__(&self) -> String {
39        format!("DoubleExponentialMovingAverage({})", self.period)
40    }
41
42    #[getter]
43    #[pyo3(name = "name")]
44    fn py_name(&self) -> String {
45        self.name()
46    }
47
48    #[getter]
49    #[pyo3(name = "period")]
50    const fn py_period(&self) -> usize {
51        self.period
52    }
53
54    #[getter]
55    #[pyo3(name = "count")]
56    const fn py_count(&self) -> usize {
57        self.count
58    }
59
60    #[getter]
61    #[pyo3(name = "value")]
62    const fn py_value(&self) -> f64 {
63        self.value
64    }
65
66    #[getter]
67    #[pyo3(name = "has_inputs")]
68    fn py_has_inputs(&self) -> bool {
69        self.has_inputs()
70    }
71
72    #[getter]
73    #[pyo3(name = "initialized")]
74    const fn py_initialized(&self) -> bool {
75        self.initialized
76    }
77
78    #[pyo3(name = "handle_quote_tick")]
79    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
80        self.py_update_raw(quote.extract_price(self.price_type).into());
81    }
82
83    #[pyo3(name = "handle_trade_tick")]
84    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
85        self.update_raw((&trade.price).into());
86    }
87
88    #[pyo3(name = "handle_bar")]
89    fn py_handle_bar(&mut self, bar: &Bar) {
90        self.update_raw((&bar.close).into());
91    }
92
93    #[pyo3(name = "reset")]
94    fn py_reset(&mut self) {
95        self.reset();
96    }
97
98    #[pyo3(name = "update_raw")]
99    fn py_update_raw(&mut self, value: f64) {
100        self.update_raw(value);
101    }
102}
nautilus_indicators/python/average/dema.rs

nautilus_indicators/python/average/
dema.rs
