nautilus_indicators/python/momentum/
obv.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_model::data::Bar;
17use pyo3::prelude::*;
18
19use crate::{indicator::Indicator, momentum::obv::OnBalanceVolume, python::float_precision};
20
21#[pymethods]
22#[pyo3_stub_gen::derive::gen_stub_pymethods]
23impl OnBalanceVolume {
24    /// On-Balance Volume: Granville's cumulative signed-volume series.
25    ///
26    /// Each bar adds `+volume`, `-volume`, or `0` depending on whether its close
27    /// is above, below, or equal to the previous close. The first bar establishes
28    /// the baseline at `0`.
29    #[new]
30    #[must_use]
31    pub fn py_new() -> Self {
32        Self::new()
33    }
34
35    fn __repr__(&self) -> String {
36        "OnBalanceVolume()".to_string()
37    }
38
39    #[getter]
40    #[pyo3(name = "name")]
41    fn py_name(&self) -> String {
42        self.name()
43    }
44
45    #[getter]
46    #[pyo3(name = "has_inputs")]
47    fn py_has_inputs(&self) -> bool {
48        self.has_inputs()
49    }
50
51    #[getter]
52    #[pyo3(name = "value")]
53    const fn py_value(&self) -> f64 {
54        self.value
55    }
56
57    #[getter]
58    #[pyo3(name = "initialized")]
59    const fn py_initialized(&self) -> bool {
60        self.initialized
61    }
62
63    #[pyo3(name = "update_raw")]
64    fn py_update_raw(&mut self, close: f64, volume: f64) {
65        self.update_raw(close, volume);
66    }
67
68    #[pyo3(name = "handle_bar")]
69    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
70        float_precision::check_bar(bar)?;
71        float_precision::check_bar_volume(bar)?;
72        self.handle_bar(bar);
73        Ok(())
74    }
75
76    #[pyo3(name = "reset")]
77    fn py_reset(&mut self) {
78        self.reset();
79    }
80}
nautilus_indicators/python/momentum/obv.rs

nautilus_indicators/python/momentum/
obv.rs
