nautilus_indicators/python/average/
hma.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::hma::HullMovingAverage,
25    indicator::{Indicator, MovingAverage},
26};
27
28#[pyo3_stub_gen::derive::gen_stub_pymethods]
29#[pymethods]
30impl HullMovingAverage {
31    /// An indicator which calculates a Hull Moving Average (HMA) across a rolling
32    /// window. The HMA, developed by Alan Hull, is an extremely fast and smooth
33    /// moving average.
34    #[new]
35    #[pyo3(signature = (period, price_type=None))]
36    fn py_new(period: usize, price_type: Option<PriceType>) -> Self {
37        Self::new(period, price_type)
38    }
39
40    fn __repr__(&self) -> String {
41        format!("HullMovingAverage({})", 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        self.handle_quote(quote).map_err(to_pyvalue_err)
89    }
90
91    #[pyo3(name = "handle_trade_tick")]
92    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
93        self.handle_trade(trade);
94    }
95
96    #[pyo3(name = "handle_bar")]
97    fn py_handle_bar(&mut self, bar: &Bar) {
98        self.handle_bar(bar);
99    }
100
101    #[pyo3(name = "reset")]
102    fn py_reset(&mut self) {
103        self.reset();
104    }
105
106    #[pyo3(name = "update_raw")]
107    fn py_update_raw(&mut self, value: f64) {
108        self.update_raw(value);
109    }
110}
nautilus_indicators/python/average/hma.rs

nautilus_indicators/python/average/
hma.rs
