nautilus_indicators/python/average/
vwap.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 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_model::data::Bar;
17use pyo3::prelude::*;
18
19use crate::{average::vwap::VolumeWeightedAveragePrice, indicator::Indicator};
20
21#[pymethods]
22impl VolumeWeightedAveragePrice {
23    #[new]
24    #[must_use]
25    pub const fn py_new() -> Self {
26        Self::new()
27    }
28
29    fn __repr__(&self) -> String {
30        "VolumeWeightedAveragePrice".to_string()
31    }
32
33    #[getter]
34    #[pyo3(name = "name")]
35    fn py_name(&self) -> String {
36        self.name()
37    }
38
39    #[getter]
40    #[pyo3(name = "has_inputs")]
41    fn py_has_inputs(&self) -> bool {
42        self.has_inputs()
43    }
44
45    #[getter]
46    #[pyo3(name = "value")]
47    const fn py_value(&self) -> f64 {
48        self.value
49    }
50
51    #[getter]
52    #[pyo3(name = "initialized")]
53    const fn py_initialized(&self) -> bool {
54        self.initialized
55    }
56
57    #[pyo3(name = "handle_bar")]
58    fn py_handle_bar(&mut self, bar: &Bar) {
59        self.py_update_raw(
60            (&bar.close).into(),
61            (&bar.volume).into(),
62            bar.ts_init.as_f64(),
63        );
64    }
65
66    #[pyo3(name = "reset")]
67    fn py_reset(&mut self) {
68        self.reset();
69    }
70
71    #[pyo3(name = "update_raw")]
72    fn py_update_raw(&mut self, value: f64, volume: f64, ts: f64) {
73        self.update_raw(value, volume, ts);
74    }
75}
nautilus_indicators/python/average/vwap.rs

nautilus_indicators/python/average/
vwap.rs
