nautilus_indicators/python/momentum/
roc.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::{indicator::Indicator, momentum::roc::RateOfChange};
20
21#[pymethods]
22impl RateOfChange {
23    #[new]
24    #[pyo3(signature = (period, use_log=None))]
25    #[must_use]
26    pub fn py_new(period: usize, use_log: Option<bool>) -> Self {
27        Self::new(period, use_log)
28    }
29
30    fn __repr__(&self) -> String {
31        format!("RateOfChange({},{})", self.period, self.use_log,)
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 = "use_log")]
48    const fn py_use_log(&self) -> bool {
49        self.use_log
50    }
51
52    #[getter]
53    #[pyo3(name = "has_inputs")]
54    fn py_has_inputs(&self) -> bool {
55        self.has_inputs()
56    }
57
58    #[getter]
59    #[pyo3(name = "value")]
60    const fn py_value(&self) -> f64 {
61        self.value
62    }
63
64    #[getter]
65    #[pyo3(name = "initialized")]
66    const fn py_initialized(&self) -> bool {
67        self.initialized
68    }
69
70    #[pyo3(name = "update_raw")]
71    fn py_update_raw(&mut self, price: f64) {
72        self.update_raw(price);
73    }
74
75    #[pyo3(name = "handle_quote_tick")]
76    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
77        // Function body intentionally left blank.
78    }
79
80    #[pyo3(name = "handle_trade_tick")]
81    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
82        // Function body intentionally left blank.
83    }
84
85    #[pyo3(name = "handle_bar")]
86    fn py_handle_bar(&mut self, bar: &Bar) {
87        self.update_raw((&bar.close).into());
88    }
89
90    #[pyo3(name = "reset")]
91    fn py_reset(&mut self) {
92        self.reset();
93    }
94}
nautilus_indicators/python/momentum/roc.rs

nautilus_indicators/python/momentum/
roc.rs
