nautilus_indicators/python/average/
ema.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::ema::ExponentialMovingAverage,
25    indicator::{Indicator, MovingAverage},
26};
27
28#[pyo3_stub_gen::derive::gen_stub_pymethods]
29#[pymethods]
30impl ExponentialMovingAverage {
31    /// Creates a new `ExponentialMovingAverage` instance.
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!("ExponentialMovingAverage({})", 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 = "price_type")]
56    const fn py_price_type(&self) -> PriceType {
57        self.price_type
58    }
59
60    #[getter]
61    #[pyo3(name = "alpha")]
62    const fn py_alpha(&self) -> f64 {
63        self.alpha
64    }
65
66    #[getter]
67    #[pyo3(name = "count")]
68    const fn py_count(&self) -> usize {
69        self.count
70    }
71
72    #[getter]
73    #[pyo3(name = "value")]
74    const fn py_value(&self) -> f64 {
75        self.value
76    }
77
78    #[getter]
79    #[pyo3(name = "has_inputs")]
80    fn py_has_inputs(&self) -> bool {
81        self.has_inputs()
82    }
83
84    #[getter]
85    #[pyo3(name = "initialized")]
86    const fn py_initialized(&self) -> bool {
87        self.initialized
88    }
89
90    #[pyo3(name = "handle_quote_tick")]
91    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
92        self.handle_quote(quote).map_err(to_pyvalue_err)
93    }
94
95    #[pyo3(name = "handle_trade_tick")]
96    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
97        self.handle_trade(trade);
98    }
99
100    #[pyo3(name = "handle_bar")]
101    fn py_handle_bar(&mut self, bar: &Bar) {
102        self.handle_bar(bar);
103    }
104
105    #[pyo3(name = "reset")]
106    fn py_reset(&mut self) {
107        self.reset();
108    }
109
110    #[pyo3(name = "update_raw")]
111    fn py_update_raw(&mut self, value: f64) {
112        self.update_raw(value);
113    }
114}
nautilus_indicators/python/average/ema.rs

nautilus_indicators/python/average/
ema.rs
