nautilus_indicators/python/average/
wma.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_core::python::to_pyvalue_err;
17use nautilus_model::{
18    data::{Bar, QuoteTick, TradeTick},
19    enums::PriceType,
20};
21use pyo3::prelude::*;
22
23use crate::{
24    average::wma::WeightedMovingAverage,
25    indicator::{Indicator, MovingAverage},
26};
27
28#[pymethods]
29impl WeightedMovingAverage {
30    #[new]
31    #[pyo3(signature = (period, weights, price_type=None))]
32    pub fn py_new(
33        period: usize,
34        weights: Vec<f64>,
35        price_type: Option<PriceType>,
36    ) -> PyResult<Self> {
37        Self::new_checked(period, weights, price_type).map_err(to_pyvalue_err)
38    }
39
40    fn __repr__(&self) -> String {
41        format!("WeightedMovingAverage({},{:?})", self.period, self.weights)
42    }
43
44    #[getter]
45    #[pyo3(name = "name")]
46    fn py_name(&self) -> String {
47        self.name()
48    }
49
50    #[getter]
51    #[pyo3(name = "period")]
52    const fn py_period(&self) -> usize {
53        self.period
54    }
55
56    #[getter]
57    #[pyo3(name = "count")]
58    fn py_count(&self) -> usize {
59        self.count()
60    }
61
62    #[getter]
63    #[pyo3(name = "has_inputs")]
64    fn py_has_inputs(&self) -> bool {
65        self.has_inputs()
66    }
67
68    #[getter]
69    #[pyo3(name = "initialized")]
70    const fn py_initialized(&self) -> bool {
71        self.initialized
72    }
73
74    #[pyo3(name = "handle_quote_tick")]
75    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
76        self.py_update_raw(quote.extract_price(self.price_type).into());
77    }
78
79    #[pyo3(name = "handle_trade_tick")]
80    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
81        self.update_raw((&trade.price).into());
82    }
83
84    #[pyo3(name = "handle_bar")]
85    fn py_handle_bar(&mut self, bar: &Bar) {
86        self.update_raw((&bar.close).into());
87    }
88
89    #[pyo3(name = "reset")]
90    fn py_reset(&mut self) {
91        self.reset();
92    }
93
94    #[pyo3(name = "update_raw")]
95    fn py_update_raw(&mut self, value: f64) {
96        self.update_raw(value);
97    }
98}
nautilus_indicators/python/average/wma.rs

nautilus_indicators/python/average/
wma.rs
