nautilus_indicators/python/momentum/
aroon.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::data::{Bar, QuoteTick, TradeTick};
18use pyo3::prelude::*;
19
20use crate::{indicator::Indicator, momentum::aroon::AroonOscillator, python::float_precision};
21
22#[pymethods]
23#[pyo3_stub_gen::derive::gen_stub_pymethods]
24impl AroonOscillator {
25    /// The Aroon Oscillator calculates the Aroon Up and Aroon Down indicators to
26    /// determine if an instrument is trending, and the strength of the trend.
27    #[new]
28    pub fn py_new(period: usize) -> PyResult<Self> {
29        Self::new_checked(period).map_err(to_pyvalue_err)
30    }
31
32    fn __repr__(&self) -> String {
33        format!("AroonOscillator({})", self.period)
34    }
35
36    #[getter]
37    #[pyo3(name = "name")]
38    fn py_name(&self) -> String {
39        self.name()
40    }
41
42    #[getter]
43    #[pyo3(name = "period")]
44    const fn py_period(&self) -> usize {
45        self.period
46    }
47
48    #[getter]
49    #[pyo3(name = "has_inputs")]
50    fn py_has_inputs(&self) -> bool {
51        self.has_inputs()
52    }
53
54    #[getter]
55    #[pyo3(name = "count")]
56    const fn py_count(&self) -> usize {
57        self.count
58    }
59
60    #[getter]
61    #[pyo3(name = "aroon_up")]
62    const fn py_aroon_up(&self) -> f64 {
63        self.aroon_up
64    }
65
66    #[getter]
67    #[pyo3(name = "aroon_down")]
68    const fn py_aroon_down(&self) -> f64 {
69        self.aroon_down
70    }
71
72    #[getter]
73    #[pyo3(name = "value")]
74    const fn py_value(&self) -> f64 {
75        self.value
76    }
77
78    #[getter]
79    #[pyo3(name = "initialized")]
80    const fn py_initialized(&self) -> bool {
81        self.initialized
82    }
83
84    #[pyo3(name = "update_raw")]
85    fn py_update_raw(&mut self, high: f64, low: f64) {
86        self.update_raw(high, low);
87    }
88
89    #[pyo3(name = "handle_quote_tick")]
90    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
91        float_precision::check_quote(quote)?;
92        self.handle_quote(quote).map_err(to_pyvalue_err)
93    }
94
95    #[pyo3(name = "handle_trade_tick")]
96    fn py_handle_trade_tick(&mut self, trade: &TradeTick) -> PyResult<()> {
97        float_precision::check_trade(trade)?;
98        self.handle_trade(trade);
99        Ok(())
100    }
101
102    #[pyo3(name = "handle_bar")]
103    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
104        float_precision::check_bar(bar)?;
105        self.handle_bar(bar);
106        Ok(())
107    }
108
109    #[pyo3(name = "reset")]
110    fn py_reset(&mut self) {
111        self.reset();
112    }
113}
nautilus_indicators/python/momentum/aroon.rs

nautilus_indicators/python/momentum/
aroon.rs
