nautilus_indicators/python/momentum/
cci.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;
18use pyo3::prelude::*;
19
20use crate::{
21    average::MovingAverageType, indicator::Indicator, momentum::cci::CommodityChannelIndex,
22    python::float_precision,
23};
24
25#[pymethods]
26#[pyo3_stub_gen::derive::gen_stub_pymethods]
27impl CommodityChannelIndex {
28    /// Commodity channel index.
29    #[new]
30    #[pyo3(signature = (period, scalar, ma_type=None))]
31    pub fn py_new(
32        period: usize,
33        scalar: f64,
34        ma_type: Option<MovingAverageType>,
35    ) -> PyResult<Self> {
36        Self::new_checked(period, scalar, ma_type).map_err(to_pyvalue_err)
37    }
38
39    fn __repr__(&self) -> String {
40        format!("CommodityChannelIndex({},{})", self.period, self.ma_type)
41    }
42
43    #[getter]
44    #[pyo3(name = "name")]
45    fn py_name(&self) -> String {
46        self.name()
47    }
48
49    #[getter]
50    #[pyo3(name = "period")]
51    const fn py_period(&self) -> usize {
52        self.period
53    }
54
55    #[getter]
56    #[pyo3(name = "scalar")]
57    const fn py_scalar(&self) -> f64 {
58        self.scalar
59    }
60
61    #[getter]
62    #[pyo3(name = "has_inputs")]
63    fn py_has_inputs(&self) -> bool {
64        self.has_inputs()
65    }
66
67    #[getter]
68    #[pyo3(name = "value")]
69    const fn py_value(&self) -> f64 {
70        self.value
71    }
72
73    #[getter]
74    #[pyo3(name = "initialized")]
75    const fn py_initialized(&self) -> bool {
76        self.initialized
77    }
78
79    #[pyo3(name = "update_raw")]
80    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
81        self.update_raw(high, low, close);
82    }
83
84    #[pyo3(name = "handle_bar")]
85    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
86        float_precision::check_bar(bar)?;
87        self.handle_bar(bar);
88        Ok(())
89    }
90
91    #[pyo3(name = "reset")]
92    fn py_reset(&mut self) {
93        self.reset();
94    }
95}
nautilus_indicators/python/momentum/cci.rs

nautilus_indicators/python/momentum/
cci.rs
