nautilus_indicators/python/volatility/
kc.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::{
21    average::MovingAverageType, indicator::Indicator, python::float_precision,
22    volatility::kc::KeltnerChannel,
23};
24
25#[pymethods]
26#[pyo3_stub_gen::derive::gen_stub_pymethods]
27impl KeltnerChannel {
28    /// Keltner channel.
29    #[new]
30    #[pyo3(signature = (period, k_multiplier, atr_period=None, ma_type=None, ma_type_atr=None, use_previous=None, atr_floor=None))]
31    pub fn py_new(
32        period: usize,
33        k_multiplier: f64,
34        atr_period: Option<usize>,
35        ma_type: Option<MovingAverageType>,
36        ma_type_atr: Option<MovingAverageType>,
37        use_previous: Option<bool>,
38        atr_floor: Option<f64>,
39    ) -> PyResult<Self> {
40        Self::new_checked(
41            period,
42            k_multiplier,
43            atr_period,
44            ma_type,
45            ma_type_atr,
46            use_previous,
47            atr_floor,
48        )
49        .map_err(to_pyvalue_err)
50    }
51
52    fn __repr__(&self) -> String {
53        format!("KeltnerChannel({})", self.period)
54    }
55
56    #[getter]
57    #[pyo3(name = "ma_type")]
58    const fn py_ma_type(&self) -> MovingAverageType {
59        self.ma_type
60    }
61
62    #[getter]
63    #[pyo3(name = "ma_type_atr")]
64    const fn py_ma_type_atr(&self) -> MovingAverageType {
65        self.ma_type_atr
66    }
67
68    #[getter]
69    #[pyo3(name = "atr_period")]
70    const fn py_atr_period(&self) -> usize {
71        self.atr_period
72    }
73
74    #[getter]
75    #[pyo3(name = "name")]
76    fn py_name(&self) -> String {
77        self.name()
78    }
79
80    #[getter]
81    #[pyo3(name = "period")]
82    const fn py_period(&self) -> usize {
83        self.period
84    }
85
86    #[getter]
87    #[pyo3(name = "k_multiplier")]
88    const fn py_k_multiplier(&self) -> f64 {
89        self.k_multiplier
90    }
91
92    #[getter]
93    #[pyo3(name = "use_previous")]
94    const fn py_use_previous(&self) -> bool {
95        self.use_previous
96    }
97
98    #[getter]
99    #[pyo3(name = "atr_floor")]
100    const fn py_atr_floor(&self) -> f64 {
101        self.atr_floor
102    }
103
104    #[getter]
105    #[pyo3(name = "has_inputs")]
106    fn py_has_inputs(&self) -> bool {
107        self.has_inputs()
108    }
109
110    #[getter]
111    #[pyo3(name = "upper")]
112    const fn py_upper(&self) -> f64 {
113        self.upper
114    }
115
116    #[getter]
117    #[pyo3(name = "middle")]
118    const fn py_middle(&self) -> f64 {
119        self.middle
120    }
121
122    #[getter]
123    #[pyo3(name = "lower")]
124    const fn py_lower(&self) -> f64 {
125        self.lower
126    }
127
128    #[getter]
129    #[pyo3(name = "initialized")]
130    const fn py_initialized(&self) -> bool {
131        self.initialized
132    }
133
134    #[pyo3(name = "update_raw")]
135    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
136        self.update_raw(high, low, close);
137    }
138
139    #[pyo3(name = "handle_bar")]
140    fn py_handle_bar(&mut self, bar: &Bar) -> PyResult<()> {
141        float_precision::check_bar(bar)?;
142        self.handle_bar(bar);
143        Ok(())
144    }
145
146    #[pyo3(name = "reset")]
147    fn py_reset(&mut self) {
148        self.reset();
149    }
150}
nautilus_indicators/python/volatility/kc.rs

nautilus_indicators/python/volatility/
kc.rs
