nautilus_indicators/python/
mod.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
16//! Python bindings from [PyO3](https://pyo3.rs).
17
18#![expect(
19    clippy::missing_errors_doc,
20    reason = "errors documented on underlying Rust methods"
21)]
22#![allow(
23    clippy::unused_self,
24    reason = "PyO3 stub methods take &self for Python API parity even when the body is empty"
25)]
26#![allow(
27    clippy::trivially_copy_pass_by_ref,
28    reason = "PyO3 enum methods must keep by-reference receivers for Python instance methods"
29)]
30
31pub mod average;
32pub mod book;
33pub mod momentum;
34pub mod ratio;
35pub mod volatility;
36
37mod float_precision;
38
39use pyo3::{prelude::*, pymodule};
40
41/// Initializes the Python `indicators` module by adding all indicator classes.
42///
43/// # Errors
44///
45/// Returns an error if adding any indicator class fails.
46#[pymodule]
47pub fn indicators(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
48    // Average
49    m.add_class::<crate::average::MovingAverageType>()?;
50    m.add_class::<crate::average::ema::ExponentialMovingAverage>()?;
51    m.add_class::<crate::average::sma::SimpleMovingAverage>()?;
52    m.add_class::<crate::average::ama::AdaptiveMovingAverage>()?;
53    m.add_class::<crate::average::dema::DoubleExponentialMovingAverage>()?;
54    m.add_class::<crate::average::hma::HullMovingAverage>()?;
55    m.add_class::<crate::average::rma::WilderMovingAverage>()?;
56    m.add_class::<crate::average::vidya::VariableIndexDynamicAverage>()?;
57    m.add_class::<crate::average::vwap::VolumeWeightedAveragePrice>()?;
58    m.add_class::<crate::average::lr::LinearRegression>()?;
59    m.add_class::<crate::average::wma::WeightedMovingAverage>()?;
60    m.add_class::<crate::average::zscore::ZScore>()?;
61
62    // Book
63    m.add_class::<crate::book::imbalance::BookImbalanceRatio>()?;
64
65    // Ratio
66    m.add_class::<crate::ratio::efficiency_ratio::EfficiencyRatio>()?;
67    m.add_class::<crate::ratio::spread_analyzer::SpreadAnalyzer>()?;
68
69    // Momentum
70    m.add_class::<crate::momentum::rsi::RelativeStrengthIndex>()?;
71    m.add_class::<crate::momentum::aroon::AroonOscillator>()?;
72    m.add_class::<crate::momentum::bias::Bias>()?;
73    m.add_class::<crate::momentum::cmo::ChandeMomentumOscillator>()?;
74    m.add_class::<crate::momentum::vhf::VerticalHorizontalFilter>()?;
75    m.add_class::<crate::momentum::kvo::KlingerVolumeOscillator>()?;
76    m.add_class::<crate::momentum::dm::DirectionalMovement>()?;
77    m.add_class::<crate::momentum::ichimoku::IchimokuCloud>()?;
78    m.add_class::<crate::momentum::amat::ArcherMovingAveragesTrends>()?;
79    m.add_class::<crate::momentum::swings::Swings>()?;
80    m.add_class::<crate::momentum::bb::BollingerBands>()?;
81    m.add_class::<crate::momentum::stochastics::StochasticsDMethod>()?;
82    m.add_class::<crate::momentum::stochastics::Stochastics>()?;
83    m.add_class::<crate::momentum::psl::PsychologicalLine>()?;
84    m.add_class::<crate::momentum::pressure::Pressure>()?;
85    m.add_class::<crate::momentum::cci::CommodityChannelIndex>()?;
86    m.add_class::<crate::momentum::roc::RateOfChangeMode>()?;
87    m.add_class::<crate::momentum::roc::RateOfChange>()?;
88    m.add_class::<crate::momentum::macd::MovingAverageConvergenceDivergence>()?;
89    m.add_class::<crate::momentum::obv::OnBalanceVolume>()?;
90
91    // Volatility
92    m.add_class::<crate::volatility::atr::AverageTrueRange>()?;
93    m.add_class::<crate::volatility::vr::VolatilityRatio>()?;
94    m.add_class::<crate::volatility::dc::DonchianChannel>()?;
95    m.add_class::<crate::volatility::rvi::RelativeVolatilityIndex>()?;
96    m.add_class::<crate::volatility::kc::KeltnerChannel>()?;
97    m.add_class::<crate::volatility::fuzzy::CandleBodySize>()?;
98    m.add_class::<crate::volatility::fuzzy::CandleDirection>()?;
99    m.add_class::<crate::volatility::fuzzy::CandleSize>()?;
100    m.add_class::<crate::volatility::fuzzy::CandleWickSize>()?;
101    m.add_class::<crate::volatility::fuzzy::FuzzyCandle>()?;
102    m.add_class::<crate::volatility::fuzzy::FuzzyCandlesticks>()?;
103    m.add_class::<crate::volatility::kp::KeltnerPosition>()?;
104    Ok(())
105}
nautilus_indicators/python/mod.rs

nautilus_indicators/python/
mod.rs
