nautilus_indicators/python/momentum/
roc.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, QuoteTick, TradeTick};
17use pyo3::prelude::*;
18
19use crate::{indicator::Indicator, momentum::roc::RateOfChange};
20
21#[pymethods]
22#[pyo3_stub_gen::derive::gen_stub_pymethods]
23impl RateOfChange {
24    /// Creates a new `RateOfChange` instance.
25    #[new]
26    #[pyo3(signature = (period, use_log=None))]
27    #[must_use]
28    pub fn py_new(period: usize, use_log: Option<bool>) -> Self {
29        Self::new(period, use_log)
30    }
31
32    fn __repr__(&self) -> String {
33        format!("RateOfChange({},{})", self.period, self.use_log,)
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 = "use_log")]
50    const fn py_use_log(&self) -> bool {
51        self.use_log
52    }
53
54    #[getter]
55    #[pyo3(name = "has_inputs")]
56    fn py_has_inputs(&self) -> bool {
57        self.has_inputs()
58    }
59
60    #[getter]
61    #[pyo3(name = "value")]
62    const fn py_value(&self) -> f64 {
63        self.value
64    }
65
66    #[getter]
67    #[pyo3(name = "initialized")]
68    const fn py_initialized(&self) -> bool {
69        self.initialized
70    }
71
72    #[pyo3(name = "update_raw")]
73    fn py_update_raw(&mut self, price: f64) {
74        self.update_raw(price);
75    }
76
77    #[pyo3(name = "handle_quote_tick")]
78    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
79        // Function body intentionally left blank.
80    }
81
82    #[pyo3(name = "handle_trade_tick")]
83    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
84        // Function body intentionally left blank.
85    }
86
87    #[pyo3(name = "handle_bar")]
88    fn py_handle_bar(&mut self, bar: &Bar) {
89        self.update_raw((&bar.close).into());
90    }
91
92    #[pyo3(name = "reset")]
93    fn py_reset(&mut self) {
94        self.reset();
95    }
96}
nautilus_indicators/python/momentum/roc.rs

nautilus_indicators/python/momentum/
roc.rs
