nautilus_indicators/python/average/
sma.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::sma::SimpleMovingAverage,
25    indicator::{Indicator, MovingAverage},
26    python::float_precision,
27};
28
29#[pyo3_stub_gen::derive::gen_stub_pymethods]
30#[pymethods]
31impl SimpleMovingAverage {
32    /// Simple moving average.
33    #[new]
34    #[pyo3(signature = (period, price_type=None))]
35    fn py_new(period: usize, price_type: Option<PriceType>) -> PyResult<Self> {
36        Self::new_checked(period, price_type).map_err(to_pyvalue_err)
37    }
38
39    fn __repr__(&self) -> String {
40        format!("SimpleMovingAverage({})", 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 = "price_type")]
57    const fn py_price_type(&self) -> PriceType {
58        self.price_type
59    }
60
61    #[getter]
62    #[pyo3(name = "count")]
63    const fn py_count(&self) -> usize {
64        self.count
65    }
66
67    #[getter]
68    #[pyo3(name = "value")]
69    const fn py_value(&self) -> f64 {
70        self.value
71    }
72
73    #[getter]
74    #[pyo3(name = "has_inputs")]
75    fn py_has_inputs(&self) -> bool {
76        self.has_inputs()
77    }
78
79    #[getter]
80    #[pyo3(name = "initialized")]
81    const fn py_initialized(&self) -> bool {
82        self.initialized
83    }
84
85    #[pyo3(name = "handle_quote_tick")]
86    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
87        float_precision::check_quote(quote)?;
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) -> PyResult<()> {
93        float_precision::check_trade(trade)?;
94        self.handle_trade(trade);
95        Ok(())
96    }
97
98    #[pyo3(name = "handle_bar")]
99    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
100        float_precision::check_bar(bar)?;
101        self.handle_bar(bar);
102        Ok(())
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/sma.rs

nautilus_indicators/python/average/
sma.rs
