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_core::python::to_pyvalue_err;
17use nautilus_model::data::{Bar, QuoteTick, TradeTick};
18use pyo3::prelude::*;
19
20use crate::{average::MovingAverageType, indicator::Indicator, volatility::atr::AverageTrueRange};
21
22#[pymethods]
23#[pyo3_stub_gen::derive::gen_stub_pymethods]
24impl AverageTrueRange {
25    /// An indicator which calculates an Average True Range (ATR) across a rolling window.
26    #[new]
27    #[pyo3(signature = (period, ma_type=None, use_previous=None, value_floor=None))]
28    #[must_use]
29    pub fn py_new(
30        period: usize,
31        ma_type: Option<MovingAverageType>,
32        use_previous: Option<bool>,
33        value_floor: Option<f64>,
34    ) -> Self {
35        Self::new(period, ma_type, use_previous, value_floor)
36    }
37
38    fn __repr__(&self) -> String {
39        format!(
40            "AverageTrueRange({},{},{},{})",
41            self.period, self.ma_type, self.use_previous, self.value_floor,
42        )
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 = "count")]
65    const fn py_count(&self) -> usize {
66        self.count
67    }
68
69    #[getter]
70    #[pyo3(name = "value")]
71    const fn py_value(&self) -> f64 {
72        self.value
73    }
74
75    #[getter]
76    #[pyo3(name = "initialized")]
77    const fn py_initialized(&self) -> bool {
78        self.initialized
79    }
80
81    #[pyo3(name = "update_raw")]
82    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
83        self.update_raw(high, low, close);
84    }
85
86    #[pyo3(name = "handle_quote_tick")]
87    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
88        self.handle_quote(quote).map_err(to_pyvalue_err)
89    }
90
91    #[pyo3(name = "handle_trade_tick")]
92    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
93        self.handle_trade(trade);
94    }
95
96    #[pyo3(name = "handle_bar")]
97    fn py_handle_bar(&mut self, bar: &Bar) {
98        self.handle_bar(bar);
99    }
100
101    #[pyo3(name = "reset")]
102    fn py_reset(&mut self) {
103        self.reset();
104    }
105}
nautilus_indicators/python/volatility/atr.rs

nautilus_indicators/python/volatility/
atr.rs
