nautilus_indicators/python/momentum/
swings.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::swings::Swings};
20
21#[pymethods]
22#[pyo3_stub_gen::derive::gen_stub_pymethods]
23impl Swings {
24    /// Creates a new `Swings` instance.
25    #[new]
26    #[must_use]
27    pub fn py_new(period: usize) -> Self {
28        Self::new(period)
29    }
30
31    fn __repr__(&self) -> String {
32        format!("Swings({})", self.period)
33    }
34
35    #[getter]
36    #[pyo3(name = "name")]
37    fn py_name(&self) -> String {
38        self.name()
39    }
40
41    #[getter]
42    #[pyo3(name = "period")]
43    const fn py_period(&self) -> usize {
44        self.period
45    }
46
47    #[getter]
48    #[pyo3(name = "has_inputs")]
49    fn py_has_inputs(&self) -> bool {
50        self.has_inputs()
51    }
52
53    #[getter]
54    #[pyo3(name = "direction")]
55    const fn py_direction(&self) -> i64 {
56        self.direction
57    }
58
59    #[getter]
60    #[pyo3(name = "changed")]
61    const fn py_changed(&self) -> bool {
62        self.changed
63    }
64
65    #[getter]
66    #[pyo3(name = "high_datetime")]
67    const fn py_high_datetime(&self) -> f64 {
68        self.high_datetime
69    }
70
71    #[getter]
72    #[pyo3(name = "low_datetime")]
73    const fn py_low_datetime(&self) -> f64 {
74        self.low_datetime
75    }
76
77    #[getter]
78    #[pyo3(name = "high_price")]
79    const fn py_high_price(&self) -> f64 {
80        self.high_price
81    }
82
83    #[getter]
84    #[pyo3(name = "low_price")]
85    const fn py_low_price(&self) -> f64 {
86        self.low_price
87    }
88
89    #[getter]
90    #[pyo3(name = "length")]
91    const fn py_length(&self) -> usize {
92        self.length
93    }
94
95    #[getter]
96    #[pyo3(name = "duration")]
97    const fn py_duration(&self) -> usize {
98        self.duration
99    }
100
101    #[getter]
102    #[pyo3(name = "since_high")]
103    const fn py_since_high(&self) -> usize {
104        self.since_high
105    }
106
107    #[getter]
108    #[pyo3(name = "since_low")]
109    const fn py_since_low(&self) -> usize {
110        self.since_low
111    }
112
113    #[getter]
114    #[pyo3(name = "initialized")]
115    fn py_initialized(&self) -> bool {
116        self.initialized()
117    }
118
119    #[pyo3(name = "update_raw")]
120    fn py_update_raw(&mut self, high: f64, low: f64, timestamp: f64) {
121        self.update_raw(high, low, timestamp);
122    }
123
124    #[pyo3(name = "handle_quote_tick")]
125    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
126        // Function body intentionally left blank.
127    }
128
129    #[pyo3(name = "handle_trade_tick")]
130    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
131        // Function body intentionally left blank.
132    }
133
134    #[pyo3(name = "handle_bar")]
135    fn py_handle_bar(&mut self, bar: &Bar) {
136        self.update_raw((&bar.high).into(), (&bar.low).into(), bar.ts_init.as_f64());
137    }
138
139    #[pyo3(name = "reset")]
140    fn py_reset(&mut self) {
141        self.reset();
142    }
143}
nautilus_indicators/python/momentum/swings.rs

nautilus_indicators/python/momentum/
swings.rs
