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_model::{
17    data::{Bar, QuoteTick, TradeTick},
18    enums::PriceType,
19};
20use pyo3::prelude::*;
21
22use crate::{
23    average::hma::HullMovingAverage,
24    indicator::{Indicator, MovingAverage},
25};
26
27#[pymethods]
28#[pyo3_stub_gen::derive::gen_stub_pymethods]
29impl HullMovingAverage {
30    /// An indicator which calculates a Hull Moving Average (HMA) across a rolling
31    /// window. The HMA, developed by Alan Hull, is an extremely fast and smooth
32    /// moving average.
33    #[new]
34    #[pyo3(signature = (period, price_type=None))]
35    fn py_new(period: usize, price_type: Option<PriceType>) -> Self {
36        Self::new(period, price_type)
37    }
38
39    fn __repr__(&self) -> String {
40        format!("HullMovingAverage({})", self.period)
41    }
42
43    #[getter]
44    #[pyo3(name = "name")]
45    fn py_name(&self) -> String {
46        self.name()
47    }
48
49    #[getter]
50    #[pyo3(name = "period")]
51    const fn py_period(&self) -> usize {
52        self.period
53    }
54
55    #[getter]
56    #[pyo3(name = "count")]
57    const fn py_count(&self) -> usize {
58        self.count
59    }
60
61    #[getter]
62    #[pyo3(name = "value")]
63    const fn py_value(&self) -> f64 {
64        self.value
65    }
66
67    #[getter]
68    #[pyo3(name = "has_inputs")]
69    fn py_has_inputs(&self) -> bool {
70        self.has_inputs()
71    }
72
73    #[getter]
74    #[pyo3(name = "initialized")]
75    const fn py_initialized(&self) -> bool {
76        self.initialized
77    }
78
79    #[pyo3(name = "handle_quote_tick")]
80    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
81        self.py_update_raw(quote.extract_price(self.price_type).into());
82    }
83
84    #[pyo3(name = "handle_trade_tick")]
85    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
86        self.update_raw((&trade.price).into());
87    }
88
89    #[pyo3(name = "handle_bar")]
90    fn py_handle_bar(&mut self, bar: &Bar) {
91        self.update_raw((&bar.close).into());
92    }
93
94    #[pyo3(name = "reset")]
95    fn py_reset(&mut self) {
96        self.reset();
97    }
98
99    #[pyo3(name = "update_raw")]
100    fn py_update_raw(&mut self, value: f64) {
101        self.update_raw(value);
102    }
103}
nautilus_indicators/python/average/hma.rs

nautilus_indicators/python/average/
hma.rs
