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

nautilus_indicators/python/volatility/
rvi.rs
