nautilus_indicators/python/momentum/
bb.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, QuoteTick, TradeTick};
17use pyo3::prelude::*;
18
19use crate::{average::MovingAverageType, indicator::Indicator, momentum::bb::BollingerBands};
20
21#[pymethods]
22impl BollingerBands {
23    #[new]
24    #[pyo3(signature = (period, k, ma_type=None))]
25    #[must_use]
26    pub fn py_new(period: usize, k: f64, ma_type: Option<MovingAverageType>) -> Self {
27        Self::new(period, k, ma_type)
28    }
29
30    fn __repr__(&self) -> String {
31        format!("BollingerBands({})", self.period)
32    }
33
34    #[getter]
35    #[pyo3(name = "name")]
36    fn py_name(&self) -> String {
37        self.name()
38    }
39
40    #[getter]
41    #[pyo3(name = "period")]
42    const fn py_period(&self) -> usize {
43        self.period
44    }
45
46    #[getter]
47    #[pyo3(name = "has_inputs")]
48    fn py_has_inputs(&self) -> bool {
49        self.has_inputs()
50    }
51
52    #[getter]
53    #[pyo3(name = "k")]
54    const fn py_k(&self) -> f64 {
55        self.k
56    }
57
58    #[getter]
59    #[pyo3(name = "upper")]
60    const fn py_upper(&self) -> f64 {
61        self.upper
62    }
63
64    #[getter]
65    #[pyo3(name = "middle")]
66    const fn py_middle(&self) -> f64 {
67        self.middle
68    }
69
70    #[getter]
71    #[pyo3(name = "lower")]
72    const fn py_lower(&self) -> f64 {
73        self.lower
74    }
75
76    #[getter]
77    #[pyo3(name = "initialized")]
78    const fn py_initialized(&self) -> bool {
79        self.initialized
80    }
81
82    #[pyo3(name = "update_raw")]
83    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
84        self.update_raw(high, low, close);
85    }
86
87    #[pyo3(name = "handle_quote_tick")]
88    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
89        self.handle_quote(quote);
90    }
91
92    #[pyo3(name = "handle_trade_tick")]
93    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
94        self.handle_trade(trade);
95    }
96
97    #[pyo3(name = "handle_bar")]
98    fn py_handle_bar(&mut self, bar: &Bar) {
99        self.handle_bar(bar);
100    }
101
102    #[pyo3(name = "reset")]
103    fn py_reset(&mut self) {
104        self.reset();
105    }
106}