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_model::{
17    data::{Bar, QuoteTick, TradeTick},
18    enums::PriceType,
19};
20use pyo3::prelude::*;
21
22use crate::{
23    average::{MovingAverageType, vidya::VariableIndexDynamicAverage},
24    indicator::{Indicator, MovingAverage},
25};
26
27#[pymethods]
28#[pyo3_stub_gen::derive::gen_stub_pymethods]
29impl VariableIndexDynamicAverage {
30    /// Creates a new `VariableIndexDynamicAverage` instance.
31    #[new]
32    #[pyo3(signature = (period, price_type=None, cmo_ma_type=None))]
33    #[must_use]
34    pub fn py_new(
35        period: usize,
36        price_type: Option<PriceType>,
37        cmo_ma_type: Option<MovingAverageType>,
38    ) -> Self {
39        Self::new(period, price_type, cmo_ma_type)
40    }
41
42    fn __repr__(&self) -> String {
43        format!(
44            "VariableIndexDynamicAverage({},{:?})",
45            self.period, self.price_type
46        )
47    }
48
49    #[getter]
50    #[pyo3(name = "name")]
51    fn py_name(&self) -> String {
52        self.name()
53    }
54
55    #[getter]
56    #[pyo3(name = "period")]
57    const fn py_period(&self) -> usize {
58        self.period
59    }
60
61    #[getter]
62    #[pyo3(name = "count")]
63    fn py_count(&self) -> usize {
64        self.count()
65    }
66
67    #[getter]
68    #[pyo3(name = "alpha")]
69    const fn py_alpha(&self) -> f64 {
70        self.alpha
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    #[getter]
86    #[pyo3(name = "cmo_pct")]
87    const fn py_cmo_pct(&self) -> f64 {
88        self.cmo_pct
89    }
90
91    #[getter]
92    #[pyo3(name = "value")]
93    const fn py_value(&self) -> f64 {
94        self.value
95    }
96
97    #[pyo3(name = "handle_quote_tick")]
98    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
99        self.py_update_raw(quote.extract_price(self.price_type).into());
100    }
101
102    #[pyo3(name = "handle_trade_tick")]
103    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
104        self.update_raw((&trade.price).into());
105    }
106
107    #[pyo3(name = "handle_bar")]
108    fn py_handle_bar(&mut self, bar: &Bar) {
109        self.update_raw((&bar.close).into());
110    }
111
112    #[pyo3(name = "reset")]
113    fn py_reset(&mut self) {
114        self.reset();
115    }
116
117    #[pyo3(name = "update_raw")]
118    fn py_update_raw(&mut self, value: f64) {
119        self.update_raw(value);
120    }
121}
nautilus_indicators/python/average/vidya.rs

nautilus_indicators/python/average/
vidya.rs
