nautilus_indicators/python/volatility/
atr.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::{average::MovingAverageType, indicator::Indicator, volatility::atr::AverageTrueRange};
20
21#[pymethods]
22#[pyo3_stub_gen::derive::gen_stub_pymethods]
23impl AverageTrueRange {
24    /// An indicator which calculates an Average True Range (ATR) across a rolling window.
25    #[new]
26    #[pyo3(signature = (period, ma_type=None, use_previous=None, value_floor=None))]
27    #[must_use]
28    pub fn py_new(
29        period: usize,
30        ma_type: Option<MovingAverageType>,
31        use_previous: Option<bool>,
32        value_floor: Option<f64>,
33    ) -> Self {
34        Self::new(period, ma_type, use_previous, value_floor)
35    }
36
37    fn __repr__(&self) -> String {
38        format!(
39            "AverageTrueRange({},{},{},{})",
40            self.period, self.ma_type, self.use_previous, self.value_floor,
41        )
42    }
43
44    #[getter]
45    #[pyo3(name = "name")]
46    fn py_name(&self) -> String {
47        self.name()
48    }
49
50    #[getter]
51    #[pyo3(name = "period")]
52    const fn py_period(&self) -> usize {
53        self.period
54    }
55
56    #[getter]
57    #[pyo3(name = "has_inputs")]
58    fn py_has_inputs(&self) -> bool {
59        self.has_inputs()
60    }
61
62    #[getter]
63    #[pyo3(name = "count")]
64    const fn py_count(&self) -> usize {
65        self.count
66    }
67
68    #[getter]
69    #[pyo3(name = "value")]
70    const fn py_value(&self) -> f64 {
71        self.value
72    }
73
74    #[getter]
75    #[pyo3(name = "initialized")]
76    const fn py_initialized(&self) -> bool {
77        self.initialized
78    }
79
80    #[pyo3(name = "update_raw")]
81    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
82        self.update_raw(high, low, close);
83    }
84
85    #[pyo3(name = "handle_quote_tick")]
86    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
87        // Function body intentionally left blank.
88    }
89
90    #[pyo3(name = "handle_trade_tick")]
91    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
92        // Function body intentionally left blank.
93    }
94
95    #[pyo3(name = "handle_bar")]
96    fn py_handle_bar(&mut self, bar: &Bar) {
97        self.update_raw((&bar.high).into(), (&bar.low).into(), (&bar.close).into());
98    }
99
100    #[pyo3(name = "reset")]
101    fn py_reset(&mut self) {
102        self.reset();
103    }
104}
nautilus_indicators/python/volatility/atr.rs

nautilus_indicators/python/volatility/
atr.rs
