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_core::python::to_pyvalue_err;
17use nautilus_model::{
18    data::{Bar, QuoteTick, TradeTick},
19    enums::PriceType,
20};
21use pyo3::prelude::*;
22
23use crate::{
24    average::dema::DoubleExponentialMovingAverage,
25    indicator::{Indicator, MovingAverage},
26    python::float_precision,
27};
28
29#[pyo3_stub_gen::derive::gen_stub_pymethods]
30#[pymethods]
31impl DoubleExponentialMovingAverage {
32    /// The Double Exponential Moving Average attempts to a smoother average with less
33    /// lag than the normal Exponential Moving Average (EMA)
34    #[new]
35    #[pyo3(signature = (period, price_type=None))]
36    fn py_new(period: usize, price_type: Option<PriceType>) -> PyResult<Self> {
37        Self::new_checked(period, price_type).map_err(to_pyvalue_err)
38    }
39
40    fn __repr__(&self) -> String {
41        format!("DoubleExponentialMovingAverage({})", self.period)
42    }
43
44    #[getter]
45    #[pyo3(name = "name")]
46    fn py_name(&self) -> String {
47        self.name()
48    }
49
50    #[getter]
51    #[pyo3(name = "period")]
52    const fn py_period(&self) -> usize {
53        self.period
54    }
55
56    #[getter]
57    #[pyo3(name = "price_type")]
58    const fn py_price_type(&self) -> PriceType {
59        self.price_type
60    }
61
62    #[getter]
63    #[pyo3(name = "count")]
64    const fn py_count(&self) -> usize {
65        self.count
66    }
67
68    #[getter]
69    #[pyo3(name = "value")]
70    const fn py_value(&self) -> f64 {
71        self.value
72    }
73
74    #[getter]
75    #[pyo3(name = "has_inputs")]
76    fn py_has_inputs(&self) -> bool {
77        self.has_inputs()
78    }
79
80    #[getter]
81    #[pyo3(name = "initialized")]
82    const fn py_initialized(&self) -> bool {
83        self.initialized
84    }
85
86    #[pyo3(name = "handle_quote_tick")]
87    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
88        float_precision::check_quote(quote)?;
89        self.handle_quote(quote).map_err(to_pyvalue_err)
90    }
91
92    #[pyo3(name = "handle_trade_tick")]
93    fn py_handle_trade_tick(&mut self, trade: &TradeTick) -> PyResult<()> {
94        float_precision::check_trade(trade)?;
95        self.handle_trade(trade);
96        Ok(())
97    }
98
99    #[pyo3(name = "handle_bar")]
100    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
101        float_precision::check_bar(bar)?;
102        self.handle_bar(bar);
103        Ok(())
104    }
105
106    #[pyo3(name = "reset")]
107    fn py_reset(&mut self) {
108        self.reset();
109    }
110
111    #[pyo3(name = "update_raw")]
112    fn py_update_raw(&mut self, value: f64) {
113        self.update_raw(value);
114    }
115}
nautilus_indicators/python/average/dema.rs

nautilus_indicators/python/average/
dema.rs
