nautilus_indicators/python/average/
vidya.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::{MovingAverageType, vidya::VariableIndexDynamicAverage},
25    indicator::{Indicator, MovingAverage},
26};
27
28#[pyo3_stub_gen::derive::gen_stub_pymethods]
29#[pymethods]
30impl VariableIndexDynamicAverage {
31    /// Creates a new `VariableIndexDynamicAverage` instance.
32    #[new]
33    #[pyo3(signature = (period, price_type=None, cmo_ma_type=None))]
34    #[must_use]
35    pub fn py_new(
36        period: usize,
37        price_type: Option<PriceType>,
38        cmo_ma_type: Option<MovingAverageType>,
39    ) -> Self {
40        Self::new(period, price_type, cmo_ma_type)
41    }
42
43    fn __repr__(&self) -> String {
44        format!(
45            "VariableIndexDynamicAverage({},{:?})",
46            self.period, self.price_type
47        )
48    }
49
50    #[getter]
51    #[pyo3(name = "name")]
52    fn py_name(&self) -> String {
53        self.name()
54    }
55
56    #[getter]
57    #[pyo3(name = "period")]
58    const fn py_period(&self) -> usize {
59        self.period
60    }
61
62    #[getter]
63    #[pyo3(name = "price_type")]
64    const fn py_price_type(&self) -> PriceType {
65        self.price_type
66    }
67
68    #[getter]
69    #[pyo3(name = "count")]
70    fn py_count(&self) -> usize {
71        self.count()
72    }
73
74    #[getter]
75    #[pyo3(name = "alpha")]
76    const fn py_alpha(&self) -> f64 {
77        self.alpha
78    }
79
80    #[getter]
81    #[pyo3(name = "has_inputs")]
82    fn py_has_inputs(&self) -> bool {
83        self.has_inputs()
84    }
85
86    #[getter]
87    #[pyo3(name = "initialized")]
88    const fn py_initialized(&self) -> bool {
89        self.initialized
90    }
91
92    #[getter]
93    #[pyo3(name = "cmo_pct")]
94    const fn py_cmo_pct(&self) -> f64 {
95        self.cmo_pct
96    }
97
98    #[getter]
99    #[pyo3(name = "value")]
100    const fn py_value(&self) -> f64 {
101        self.value
102    }
103
104    #[pyo3(name = "handle_quote_tick")]
105    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
106        self.handle_quote(quote).map_err(to_pyvalue_err)
107    }
108
109    #[pyo3(name = "handle_trade_tick")]
110    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
111        self.handle_trade(trade);
112    }
113
114    #[pyo3(name = "handle_bar")]
115    fn py_handle_bar(&mut self, bar: &Bar) {
116        self.handle_bar(bar);
117    }
118
119    #[pyo3(name = "reset")]
120    fn py_reset(&mut self) {
121        self.reset();
122    }
123
124    #[pyo3(name = "update_raw")]
125    fn py_update_raw(&mut self, value: f64) {
126        self.update_raw(value);
127    }
128}
nautilus_indicators/python/average/vidya.rs

nautilus_indicators/python/average/
vidya.rs
