nautilus_indicators/python/volatility/
dc.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;
18use pyo3::prelude::*;
19
20use crate::{indicator::Indicator, python::float_precision, volatility::dc::DonchianChannel};
21
22#[pymethods]
23#[pyo3_stub_gen::derive::gen_stub_pymethods]
24impl DonchianChannel {
25    /// Donchian channel over rolling high and low prices.
26    #[new]
27    pub fn py_new(period: usize) -> PyResult<Self> {
28        Self::new_checked(period).map_err(to_pyvalue_err)
29    }
30
31    fn __repr__(&self) -> String {
32        format!("DonchianChannel({})", self.period)
33    }
34
35    #[getter]
36    #[pyo3(name = "name")]
37    fn py_name(&self) -> String {
38        self.name()
39    }
40
41    #[getter]
42    #[pyo3(name = "period")]
43    const fn py_period(&self) -> usize {
44        self.period
45    }
46
47    #[getter]
48    #[pyo3(name = "has_inputs")]
49    fn py_has_inputs(&self) -> bool {
50        self.has_inputs()
51    }
52
53    #[getter]
54    #[pyo3(name = "upper")]
55    const fn py_upper(&self) -> f64 {
56        self.upper
57    }
58
59    #[getter]
60    #[pyo3(name = "middle")]
61    const fn py_middle(&self) -> f64 {
62        self.middle
63    }
64
65    #[getter]
66    #[pyo3(name = "lower")]
67    const fn py_lower(&self) -> f64 {
68        self.lower
69    }
70
71    #[getter]
72    #[pyo3(name = "initialized")]
73    const fn py_initialized(&self) -> bool {
74        self.initialized
75    }
76
77    #[pyo3(name = "update_raw")]
78    fn py_update_raw(&mut self, high: f64, low: f64) {
79        self.update_raw(high, low);
80    }
81
82    #[pyo3(name = "handle_bar")]
83    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
84        float_precision::check_bar(bar)?;
85        self.handle_bar(bar);
86        Ok(())
87    }
88
89    #[pyo3(name = "reset")]
90    fn py_reset(&mut self) {
91        self.reset();
92    }
93}
nautilus_indicators/python/volatility/dc.rs

nautilus_indicators/python/volatility/
dc.rs
