nautilus_indicators/python/average/
wma.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::wma::WeightedMovingAverage,
25    indicator::{Indicator, MovingAverage},
26};
27
28#[pymethods]
29#[pyo3_stub_gen::derive::gen_stub_pymethods]
30impl WeightedMovingAverage {
31    /// An indicator which calculates a weighted moving average across a rolling window.
32    #[new]
33    #[pyo3(signature = (period, weights, price_type=None))]
34    pub fn py_new(
35        period: usize,
36        weights: Vec<f64>,
37        price_type: Option<PriceType>,
38    ) -> PyResult<Self> {
39        Self::new_checked(period, weights, price_type).map_err(to_pyvalue_err)
40    }
41
42    fn __repr__(&self) -> String {
43        format!("WeightedMovingAverage({},{:?})", self.period, self.weights)
44    }
45
46    #[getter]
47    #[pyo3(name = "name")]
48    fn py_name(&self) -> String {
49        self.name()
50    }
51
52    #[getter]
53    #[pyo3(name = "period")]
54    const fn py_period(&self) -> usize {
55        self.period
56    }
57
58    #[getter]
59    #[pyo3(name = "count")]
60    fn py_count(&self) -> usize {
61        self.count()
62    }
63
64    #[getter]
65    #[pyo3(name = "has_inputs")]
66    fn py_has_inputs(&self) -> bool {
67        self.has_inputs()
68    }
69
70    #[getter]
71    #[pyo3(name = "initialized")]
72    const fn py_initialized(&self) -> bool {
73        self.initialized
74    }
75
76    #[pyo3(name = "handle_quote_tick")]
77    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
78        self.py_update_raw(quote.extract_price(self.price_type).into());
79    }
80
81    #[pyo3(name = "handle_trade_tick")]
82    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
83        self.update_raw((&trade.price).into());
84    }
85
86    #[pyo3(name = "handle_bar")]
87    fn py_handle_bar(&mut self, bar: &Bar) {
88        self.update_raw((&bar.close).into());
89    }
90
91    #[pyo3(name = "reset")]
92    fn py_reset(&mut self) {
93        self.reset();
94    }
95
96    #[pyo3(name = "update_raw")]
97    fn py_update_raw(&mut self, value: f64) {
98        self.update_raw(value);
99    }
100}
nautilus_indicators/python/average/wma.rs

nautilus_indicators/python/average/
wma.rs
