nautilus_indicators/python/momentum/
macd.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::{
17    data::{Bar, QuoteTick, TradeTick},
18    enums::PriceType,
19};
20use pyo3::prelude::*;
21
22use crate::{
23    average::MovingAverageType,
24    indicator::{Indicator, MovingAverage},
25    momentum::macd::MovingAverageConvergenceDivergence,
26};
27
28#[pymethods]
29impl MovingAverageConvergenceDivergence {
30    #[new]
31    #[pyo3(signature = (fast_period, slow_period, ma_type=None, price_type=None))]
32    #[must_use]
33    pub fn py_new(
34        fast_period: usize,
35        slow_period: usize,
36        ma_type: Option<MovingAverageType>,
37        price_type: Option<PriceType>,
38    ) -> Self {
39        Self::new(fast_period, slow_period, ma_type, price_type)
40    }
41
42    fn __repr__(&self) -> String {
43        format!(
44            "MovingAverageConvergenceDivergence({},{},{:?})",
45            self.fast_period, self.slow_period, self.price_type
46        )
47    }
48
49    #[getter]
50    #[pyo3(name = "name")]
51    fn py_name(&self) -> String {
52        self.name()
53    }
54
55    #[getter]
56    #[pyo3(name = "fast_period")]
57    const fn py_fast_period(&self) -> usize {
58        self.fast_period
59    }
60
61    #[getter]
62    #[pyo3(name = "slow_period")]
63    const fn py_slow_period(&self) -> usize {
64        self.slow_period
65    }
66
67    #[getter]
68    #[pyo3(name = "count")]
69    fn py_count(&self) -> usize {
70        self.count()
71    }
72
73    #[getter]
74    #[pyo3(name = "has_inputs")]
75    fn py_has_inputs(&self) -> bool {
76        self.has_inputs()
77    }
78
79    #[getter]
80    #[pyo3(name = "initialized")]
81    const fn py_initialized(&self) -> bool {
82        self.initialized
83    }
84
85    #[getter]
86    #[pyo3(name = "value")]
87    const fn py_value(&self) -> f64 {
88        self.value
89    }
90
91    #[pyo3(name = "handle_quote_tick")]
92    fn py_handle_quote_tick(&mut self, quote: &QuoteTick) {
93        self.py_update_raw(quote.extract_price(self.price_type).into());
94    }
95
96    #[pyo3(name = "handle_trade_tick")]
97    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
98        self.update_raw((&trade.price).into());
99    }
100
101    #[pyo3(name = "handle_bar")]
102    fn py_handle_bar(&mut self, bar: &Bar) {
103        self.update_raw((&bar.close).into());
104    }
105
106    #[pyo3(name = "reset")]
107    fn py_reset(&mut self) {
108        self.reset();
109    }
110
111    #[pyo3(name = "update_raw")]
112    fn py_update_raw(&mut self, close: f64) {
113        self.update_raw(close);
114    }
115}
nautilus_indicators/python/momentum/macd.rs

nautilus_indicators/python/momentum/
macd.rs
