nautilus_indicators/python/momentum/
vhf.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, QuoteTick, TradeTick};
18use pyo3::prelude::*;
19
20use crate::{
21    average::MovingAverageType, indicator::Indicator, momentum::vhf::VerticalHorizontalFilter,
22    python::float_precision,
23};
24
25#[pymethods]
26#[pyo3_stub_gen::derive::gen_stub_pymethods]
27impl VerticalHorizontalFilter {
28    /// Vertical horizontal filter.
29    #[new]
30    #[pyo3(signature = (period, ma_type=None))]
31    pub fn py_new(period: usize, ma_type: Option<MovingAverageType>) -> PyResult<Self> {
32        Self::new_checked(period, ma_type).map_err(to_pyvalue_err)
33    }
34
35    fn __repr__(&self) -> String {
36        format!("VerticalHorizontalFilter({})", self.period)
37    }
38
39    #[getter]
40    #[pyo3(name = "ma_type")]
41    const fn py_ma_type(&self) -> MovingAverageType {
42        self.ma_type
43    }
44
45    #[getter]
46    #[pyo3(name = "name")]
47    fn py_name(&self) -> String {
48        self.name()
49    }
50
51    #[getter]
52    #[pyo3(name = "period")]
53    const fn py_period(&self) -> usize {
54        self.period
55    }
56
57    #[getter]
58    #[pyo3(name = "has_inputs")]
59    fn py_has_inputs(&self) -> bool {
60        self.has_inputs()
61    }
62
63    #[getter]
64    #[pyo3(name = "value")]
65    const fn py_value(&self) -> f64 {
66        self.value
67    }
68
69    #[getter]
70    #[pyo3(name = "initialized")]
71    const fn py_initialized(&self) -> bool {
72        self.initialized
73    }
74
75    #[pyo3(name = "update_raw")]
76    fn py_update_raw(&mut self, close: f64) {
77        self.update_raw(close);
78    }
79
80    #[pyo3(name = "handle_quote_tick")]
81    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
82        self.handle_quote(quote).map_err(to_pyvalue_err)
83    }
84
85    #[pyo3(name = "handle_trade_tick")]
86    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
87        self.handle_trade(trade);
88    }
89
90    #[pyo3(name = "handle_bar")]
91    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
92        float_precision::check_bar(bar)?;
93        self.handle_bar(bar);
94        Ok(())
95    }
96
97    #[pyo3(name = "reset")]
98    fn py_reset(&mut self) {
99        self.reset();
100    }
101}
nautilus_indicators/python/momentum/vhf.rs

nautilus_indicators/python/momentum/
vhf.rs
