nautilus_indicators/python/volatility/
vr.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::vr::VolatilityRatio};
21
22#[pymethods]
23#[pyo3_stub_gen::derive::gen_stub_pymethods]
24impl VolatilityRatio {
25    /// Creates a new `VolatilityRatio` instance.
26    #[new]
27    #[pyo3(signature = (fast_period, slow_period, use_previous=None, value_floor=None, ma_type=None))]
28    #[must_use]
29    pub fn py_new(
30        fast_period: usize,
31        slow_period: usize,
32        use_previous: Option<bool>,
33        value_floor: Option<f64>,
34        ma_type: Option<MovingAverageType>,
35    ) -> Self {
36        Self::new(fast_period, slow_period, ma_type, use_previous, value_floor)
37    }
38
39    fn __repr__(&self) -> String {
40        format!("VolatilityRatio({},{})", self.fast_period, self.slow_period)
41    }
42
43    #[getter]
44    #[pyo3(name = "name")]
45    fn py_name(&self) -> String {
46        self.name()
47    }
48
49    #[getter]
50    #[pyo3(name = "fast_period")]
51    const fn py_fast_period(&self) -> usize {
52        self.fast_period
53    }
54
55    #[getter]
56    #[pyo3(name = "slow_period")]
57    const fn py_slow_period(&self) -> usize {
58        self.slow_period
59    }
60
61    #[getter]
62    #[pyo3(name = "has_inputs")]
63    fn py_has_inputs(&self) -> bool {
64        self.has_inputs()
65    }
66
67    #[getter]
68    #[pyo3(name = "use_previous")]
69    const fn py_use_previous(&self) -> bool {
70        self.use_previous
71    }
72
73    #[getter]
74    #[pyo3(name = "value_floor")]
75    const fn py_value_floor(&self) -> f64 {
76        self.value_floor
77    }
78
79    #[getter]
80    #[pyo3(name = "value")]
81    const fn py_value(&self) -> f64 {
82        self.value
83    }
84
85    #[getter]
86    #[pyo3(name = "initialized")]
87    const fn py_initialized(&self) -> bool {
88        self.initialized
89    }
90
91    #[pyo3(name = "update_raw")]
92    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
93        self.update_raw(high, low, close);
94    }
95
96    #[pyo3(name = "handle_quote_tick")]
97    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) -> PyResult<()> {
98        self.handle_quote(quote).map_err(to_pyvalue_err)
99    }
100
101    #[pyo3(name = "handle_trade_tick")]
102    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
103        self.handle_trade(trade);
104    }
105
106    #[pyo3(name = "handle_bar")]
107    fn py_handle_bar(&mut self, bar: &Bar) {
108        self.handle_bar(bar);
109    }
110
111    #[pyo3(name = "reset")]
112    fn py_reset(&mut self) {
113        self.reset();
114    }
115}
nautilus_indicators/python/volatility/vr.rs

nautilus_indicators/python/volatility/
vr.rs
