nautilus_trading/examples/strategies/ema_cross/
config.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
16//! Configuration for the EMA crossover strategy.
17
18use nautilus_model::{
19    identifiers::{InstrumentId, StrategyId},
20    types::Quantity,
21};
22
23use crate::strategy::StrategyConfig;
24
25/// Configuration for the dual-EMA crossover strategy.
26#[derive(Debug, Clone, bon::Builder)]
27#[cfg_attr(
28    feature = "python",
29    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.trading", from_py_object)
30)]
31#[cfg_attr(
32    feature = "python",
33    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.trading")
34)]
35pub struct EmaCrossConfig {
36    /// Base strategy configuration.
37    #[builder(default = StrategyConfig {
38        strategy_id: Some(StrategyId::from("EMA_CROSS-001")),
39        order_id_tag: Some("001".to_string()),
40        ..Default::default()
41    })]
42    pub base: StrategyConfig,
43    /// Instrument to subscribe to and trade.
44    pub instrument_id: InstrumentId,
45    /// Order quantity for each crossover signal.
46    pub trade_size: Quantity,
47    /// Fast EMA period. Shorter periods react faster.
48    #[builder(default = 10)]
49    pub fast_period: usize,
50    /// Slow EMA period. Longer periods filter noise.
51    #[builder(default = 50)]
52    pub slow_period: usize,
53}
nautilus_trading/examples/strategies/ema_cross/config.rs

nautilus_trading/examples/strategies/ema_cross/
config.rs
