nautilus_indicators/python/momentum/
rsi.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, indicator::Indicator, momentum::rsi::RelativeStrengthIndex,
24};
25
26#[pymethods]
27impl RelativeStrengthIndex {
28    #[new]
29    #[pyo3(signature = (period, ma_type=None))]
30    #[must_use]
31    pub fn py_new(period: usize, ma_type: Option<MovingAverageType>) -> Self {
32        Self::new(period, ma_type)
33    }
34
35    fn __repr__(&self) -> String {
36        format!("ExponentialMovingAverage({})", self.period)
37    }
38
39    #[getter]
40    #[pyo3(name = "name")]
41    fn py_name(&self) -> String {
42        self.name()
43    }
44
45    #[getter]
46    #[pyo3(name = "period")]
47    const fn py_period(&self) -> usize {
48        self.period
49    }
50
51    #[getter]
52    #[pyo3(name = "count")]
53    const fn py_count(&self) -> usize {
54        self.count
55    }
56
57    #[getter]
58    #[pyo3(name = "value")]
59    const fn py_value(&self) -> f64 {
60        self.value
61    }
62
63    #[getter]
64    #[pyo3(name = "initialized")]
65    const fn py_initialized(&self) -> bool {
66        self.initialized
67    }
68
69    #[pyo3(name = "update_raw")]
70    fn py_update_raw(&mut self, value: f64) {
71        self.update_raw(value);
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(PriceType::Mid).into());
77    }
78
79    #[pyo3(name = "handle_bar")]
80    fn py_handle_bar(&mut self, bar: &Bar) {
81        self.update_raw((&bar.close).into());
82    }
83
84    #[pyo3(name = "handle_trade_tick")]
85    fn py_handle_trade_tick(&mut self, trade: &TradeTick) {
86        self.update_raw((&trade.price).into());
87    }
88}
nautilus_indicators/python/momentum/rsi.rs

nautilus_indicators/python/momentum/
rsi.rs
