nautilus_indicators/python/momentum/
bb.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::{
21    average::MovingAverageType, indicator::Indicator, momentum::bb::BollingerBands,
22    python::float_precision,
23};
24
25#[pymethods]
26#[pyo3_stub_gen::derive::gen_stub_pymethods]
27impl BollingerBands {
28    /// Bollinger bands around a moving average.
29    #[new]
30    #[pyo3(signature = (period, k, ma_type=None))]
31    pub fn py_new(period: usize, k: f64, ma_type: Option<MovingAverageType>) -> PyResult<Self> {
32        Self::new_checked(period, k, ma_type).map_err(to_pyvalue_err)
33    }
34
35    fn __repr__(&self) -> String {
36        format!("BollingerBands({})", self.period)
37    }
38
39    #[getter]
40    #[pyo3(name = "name")]
41    fn py_name(&self) -> String {
42        self.name()
43    }
44
45    #[getter]
46    #[pyo3(name = "period")]
47    const fn py_period(&self) -> usize {
48        self.period
49    }
50
51    #[getter]
52    #[pyo3(name = "has_inputs")]
53    fn py_has_inputs(&self) -> bool {
54        self.has_inputs()
55    }
56
57    #[getter]
58    #[pyo3(name = "k")]
59    const fn py_k(&self) -> f64 {
60        self.k
61    }
62
63    #[getter]
64    #[pyo3(name = "upper")]
65    const fn py_upper(&self) -> f64 {
66        self.upper
67    }
68
69    #[getter]
70    #[pyo3(name = "middle")]
71    const fn py_middle(&self) -> f64 {
72        self.middle
73    }
74
75    #[getter]
76    #[pyo3(name = "lower")]
77    const fn py_lower(&self) -> f64 {
78        self.lower
79    }
80
81    #[getter]
82    #[pyo3(name = "stddev")]
83    const fn py_stddev(&self) -> f64 {
84        self.stddev
85    }
86
87    #[getter]
88    #[pyo3(name = "initialized")]
89    const fn py_initialized(&self) -> bool {
90        self.initialized
91    }
92
93    #[pyo3(name = "update_raw")]
94    fn py_update_raw(&mut self, value: f64) {
95        self.update_raw(value);
96    }
97
98    #[pyo3(name = "handle_quote_tick")]
99    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
100        float_precision::check_quote(quote)?;
101        self.handle_quote(quote).map_err(to_pyvalue_err)
102    }
103
104    #[pyo3(name = "handle_trade_tick")]
105    fn py_handle_trade_tick(&mut self, trade: &TradeTick) -> PyResult<()> {
106        float_precision::check_trade(trade)?;
107        self.handle_trade(trade);
108        Ok(())
109    }
110
111    #[pyo3(name = "handle_bar")]
112    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
113        float_precision::check_bar(bar)?;
114        self.handle_bar(bar);
115        Ok(())
116    }
117
118    #[pyo3(name = "reset")]
119    fn py_reset(&mut self) {
120        self.reset();
121    }
122}
nautilus_indicators/python/momentum/bb.rs

nautilus_indicators/python/momentum/
bb.rs
