nautilus_indicators/python/ratio/
efficiency_ratio.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::enums::PriceType;
17use pyo3::prelude::*;
18
19use crate::{indicator::Indicator, ratio::efficiency_ratio::EfficiencyRatio};
20
21#[pymethods]
22#[pyo3_stub_gen::derive::gen_stub_pymethods]
23impl EfficiencyRatio {
24    /// An indicator which calculates the efficiency ratio across a rolling window.
25    ///
26    /// The Kaufman Efficiency measures the ratio of the relative market speed in
27    /// relation to the volatility, this could be thought of as a proxy for noise.
28    #[new]
29    #[pyo3(signature = (period, price_type=None))]
30    fn py_new(period: usize, price_type: Option<PriceType>) -> Self {
31        Self::new(period, price_type)
32    }
33
34    fn __repr__(&self) -> String {
35        format!("EfficiencyRatio({})", 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 = "value")]
52    const fn py_value(&self) -> f64 {
53        self.value
54    }
55
56    #[getter]
57    #[pyo3(name = "initialized")]
58    const fn py_initialized(&self) -> bool {
59        self.initialized
60    }
61
62    #[getter]
63    #[pyo3(name = "has_inputs")]
64    fn py_has_inputs(&self) -> bool {
65        self.has_inputs()
66    }
67
68    #[pyo3(name = "update_raw")]
69    fn py_update_raw(&mut self, value: f64) {
70        self.update_raw(value);
71    }
72}
nautilus_indicators/python/ratio/efficiency_ratio.rs

nautilus_indicators/python/ratio/
efficiency_ratio.rs
