nautilus_indicators/python/average/
rma.rsuse nautilus_core::python::to_pyvalue_err;
use nautilus_model::{
data::{bar::Bar, quote::QuoteTick, trade::TradeTick},
enums::PriceType,
};
use pyo3::prelude::*;
use crate::{
average::rma::WilderMovingAverage,
indicator::{Indicator, MovingAverage},
};
#[pymethods]
impl WilderMovingAverage {
#[new]
fn py_new(period: usize, price_type: Option<PriceType>) -> Self {
Self::new(period, price_type)
}
fn __repr__(&self) -> String {
format!("WilderMovingAverage({})", self.period)
}
#[getter]
#[pyo3(name = "name")]
fn py_name(&self) -> String {
self.name()
}
#[getter]
#[pyo3(name = "period")]
fn py_period(&self) -> usize {
self.period
}
#[getter]
#[pyo3(name = "alpha")]
fn py_alpha(&self) -> f64 {
self.alpha
}
#[getter]
#[pyo3(name = "count")]
fn py_count(&self) -> usize {
self.count
}
#[getter]
#[pyo3(name = "value")]
fn py_value(&self) -> f64 {
self.value
}
#[getter]
#[pyo3(name = "has_inputs")]
fn py_has_inputs(&self) -> bool {
self.has_inputs()
}
#[getter]
#[pyo3(name = "initialized")]
fn py_initialized(&self) -> bool {
self.initialized
}
#[pyo3(name = "handle_quote_tick")]
fn py_handle_quote_tick(&mut self, tick: &QuoteTick) {
self.py_update_raw(tick.extract_price(self.price_type).into());
}
#[pyo3(name = "handle_trade_tick")]
fn py_handle_trade_tick(&mut self, tick: &TradeTick) {
self.update_raw((&tick.price).into());
}
#[pyo3(name = "handle_bar")]
fn py_handle_bar(&mut self, bar: &Bar) {
self.update_raw((&bar.close).into());
}
#[pyo3(name = "reset")]
fn py_reset(&mut self) {
self.reset();
}
#[pyo3(name = "update_raw")]
fn py_update_raw(&mut self, value: f64) {
self.update_raw(value);
}
}