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
23pub mod average;
24pub mod book;
25pub mod momentum;
26pub mod ratio;
27pub mod volatility;
28
29use pyo3::{prelude::*, pymodule};
30
31/// Initializes the Python `indicators` module by adding all indicator classes.
32///
33/// # Errors
34///
35/// Returns a Python exception if adding any indicator class fails.
36#[pymodule]
37pub fn indicators(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
38    // Average
39    m.add_class::<crate::average::MovingAverageType>()?;
40    m.add_class::<crate::average::ema::ExponentialMovingAverage>()?;
41    m.add_class::<crate::average::sma::SimpleMovingAverage>()?;
42    m.add_class::<crate::average::ama::AdaptiveMovingAverage>()?;
43    m.add_class::<crate::average::dema::DoubleExponentialMovingAverage>()?;
44    m.add_class::<crate::average::hma::HullMovingAverage>()?;
45    m.add_class::<crate::average::rma::WilderMovingAverage>()?;
46    m.add_class::<crate::average::vidya::VariableIndexDynamicAverage>()?;
47    m.add_class::<crate::average::vwap::VolumeWeightedAveragePrice>()?;
48    m.add_class::<crate::average::lr::LinearRegression>()?;
49    m.add_class::<crate::average::wma::WeightedMovingAverage>()?;
50
51    // Book
52    m.add_class::<crate::book::imbalance::BookImbalanceRatio>()?;
53
54    // Ratio
55    m.add_class::<crate::ratio::efficiency_ratio::EfficiencyRatio>()?;
56    m.add_class::<crate::ratio::spread_analyzer::SpreadAnalyzer>()?;
57
58    // Momentum
59    m.add_class::<crate::momentum::rsi::RelativeStrengthIndex>()?;
60    m.add_class::<crate::momentum::aroon::AroonOscillator>()?;
61    m.add_class::<crate::momentum::bias::Bias>()?;
62    m.add_class::<crate::momentum::cmo::ChandeMomentumOscillator>()?;
63    m.add_class::<crate::momentum::vhf::VerticalHorizontalFilter>()?;
64    m.add_class::<crate::momentum::kvo::KlingerVolumeOscillator>()?;
65    m.add_class::<crate::momentum::dm::DirectionalMovement>()?;
66    m.add_class::<crate::momentum::ichimoku::IchimokuCloud>()?;
67    m.add_class::<crate::momentum::amat::ArcherMovingAveragesTrends>()?;
68    m.add_class::<crate::momentum::swings::Swings>()?;
69    m.add_class::<crate::momentum::bb::BollingerBands>()?;
70    m.add_class::<crate::momentum::stochastics::StochasticsDMethod>()?;
71    m.add_class::<crate::momentum::stochastics::Stochastics>()?;
72    m.add_class::<crate::momentum::psl::PsychologicalLine>()?;
73    m.add_class::<crate::momentum::pressure::Pressure>()?;
74    m.add_class::<crate::momentum::cci::CommodityChannelIndex>()?;
75    m.add_class::<crate::momentum::roc::RateOfChange>()?;
76    m.add_class::<crate::momentum::macd::MovingAverageConvergenceDivergence>()?;
77    m.add_class::<crate::momentum::obv::OnBalanceVolume>()?;
78
79    // Volatility
80    m.add_class::<crate::volatility::atr::AverageTrueRange>()?;
81    m.add_class::<crate::volatility::vr::VolatilityRatio>()?;
82    m.add_class::<crate::volatility::dc::DonchianChannel>()?;
83    m.add_class::<crate::volatility::rvi::RelativeVolatilityIndex>()?;
84    m.add_class::<crate::volatility::kc::KeltnerChannel>()?;
85    m.add_class::<crate::volatility::fuzzy::FuzzyCandlesticks>()?;
86    m.add_class::<crate::volatility::kp::KeltnerPosition>()?;
87    Ok(())
88}
nautilus_indicators/python/mod.rs

nautilus_indicators/python/
mod.rs
