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_model::data::{Bar, QuoteTick, TradeTick};
17use pyo3::prelude::*;
18
19use crate::{
20    average::MovingAverageType, indicator::Indicator, momentum::vhf::VerticalHorizontalFilter,
21};
22
23#[pymethods]
24#[pyo3_stub_gen::derive::gen_stub_pymethods]
25impl VerticalHorizontalFilter {
26    /// Creates a new `VerticalHorizontalFilter` instance.
27    #[new]
28    #[pyo3(signature = (period, ma_type=None))]
29    #[must_use]
30    pub fn py_new(period: usize, ma_type: Option<MovingAverageType>) -> Self {
31        Self::new(period, ma_type)
32    }
33
34    fn __repr__(&self) -> String {
35        format!("VerticalHorizontalFilter({})", self.period)
36    }
37
38    #[getter]
39    #[pyo3(name = "name")]
40    fn py_name(&self) -> String {
41        self.name()
42    }
43
44    #[getter]
45    #[pyo3(name = "period")]
46    const fn py_period(&self) -> usize {
47        self.period
48    }
49
50    #[getter]
51    #[pyo3(name = "has_inputs")]
52    fn py_has_inputs(&self) -> bool {
53        self.has_inputs()
54    }
55
56    #[getter]
57    #[pyo3(name = "value")]
58    const fn py_value(&self) -> f64 {
59        self.value
60    }
61
62    #[getter]
63    #[pyo3(name = "initialized")]
64    const fn py_initialized(&self) -> bool {
65        self.initialized
66    }
67
68    #[pyo3(name = "update_raw")]
69    fn py_update_raw(&mut self, close: f64) {
70        self.update_raw(close);
71    }
72
73    #[pyo3(name = "handle_quote_tick")]
74    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
75        // Function body intentionally left blank.
76    }
77
78    #[pyo3(name = "handle_trade_tick")]
79    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
80        // Function body intentionally left blank.
81    }
82
83    #[pyo3(name = "handle_bar")]
84    fn py_handle_bar(&mut self, bar: &Bar) {
85        self.update_raw((&bar.close).into());
86    }
87
88    #[pyo3(name = "reset")]
89    fn py_reset(&mut self) {
90        self.reset();
91    }
92}
nautilus_indicators/python/momentum/vhf.rs

nautilus_indicators/python/momentum/
vhf.rs
