nautilus_indicators/python/average/
vidya.rs

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use nautilus_model::{
    data::{Bar, QuoteTick, TradeTick},
    enums::PriceType,
};
use pyo3::prelude::*;

use crate::{
    average::{vidya::VariableIndexDynamicAverage, MovingAverageType},
    indicator::{Indicator, MovingAverage},
};

#[pymethods]
impl VariableIndexDynamicAverage {
    #[new]
    #[pyo3(signature = (period, price_type=None, cmo_ma_type=None))]
    #[must_use]
    pub fn py_new(
        period: usize,
        price_type: Option<PriceType>,
        cmo_ma_type: Option<MovingAverageType>,
    ) -> Self {
        Self::new(period, price_type, cmo_ma_type)
    }

    fn __repr__(&self) -> String {
        format!(
            "VariableIndexDynamicAverage({},{:?})",
            self.period, self.price_type
        )
    }

    #[getter]
    #[pyo3(name = "name")]
    fn py_name(&self) -> String {
        self.name()
    }

    #[getter]
    #[pyo3(name = "period")]
    const fn py_period(&self) -> usize {
        self.period
    }

    #[getter]
    #[pyo3(name = "count")]
    fn py_count(&self) -> usize {
        self.count()
    }

    #[getter]
    #[pyo3(name = "alpha")]
    const fn py_alpha(&self) -> f64 {
        self.alpha
    }

    #[getter]
    #[pyo3(name = "has_inputs")]
    fn py_has_inputs(&self) -> bool {
        self.has_inputs()
    }

    #[getter]
    #[pyo3(name = "initialized")]
    const fn py_initialized(&self) -> bool {
        self.initialized
    }

    #[getter]
    #[pyo3(name = "cmo_pct")]
    const fn py_cmo_pct(&self) -> f64 {
        self.cmo_pct
    }

    #[getter]
    #[pyo3(name = "value")]
    const fn py_value(&self) -> f64 {
        self.value
    }

    #[pyo3(name = "handle_quote_tick")]
    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
        self.py_update_raw(quote.extract_price(self.price_type).into());
    }

    #[pyo3(name = "handle_trade_tick")]
    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
        self.update_raw((&trade.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);
    }
}