nautilus_indicators/python/momentum/
dm.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::{indicator::Indicator, momentum::dm::DirectionalMovement, python::float_precision};
21
22#[pymethods]
23#[pyo3_stub_gen::derive::gen_stub_pymethods]
24impl DirectionalMovement {
25    /// Wilder's directional movement, smoothed as a running sum.
26    ///
27    /// The up-move is `high - previous_high` and the down-move is
28    /// `previous_low - low`; only the larger of the two contributes, and only when it
29    /// is positive. The first `period` movements, which start with the second bar,
30    /// are summed to seed `pos` and `neg`. Later bars update them with
31    /// `smoothed = smoothed - smoothed / period + movement`, so both values are
32    /// on the scale of a `period`-bar sum of movements. The first complete output
33    /// arrives after `period + 1` bars.
34    #[new]
35    fn py_new(period: usize) -> PyResult<Self> {
36        Self::new_checked(period).map_err(to_pyvalue_err)
37    }
38
39    fn __repr__(&self) -> String {
40        format!("DirectionalMovement({})", self.period)
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 = "has_inputs")]
57    fn py_has_inputs(&self) -> bool {
58        self.has_inputs()
59    }
60
61    #[getter]
62    #[pyo3(name = "pos")]
63    const fn py_pos(&self) -> f64 {
64        self.pos
65    }
66
67    #[getter]
68    #[pyo3(name = "neg")]
69    const fn py_neg(&self) -> f64 {
70        self.neg
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) {
81        self.update_raw(high, low);
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/dm.rs

nautilus_indicators/python/momentum/
dm.rs
