nautilus_indicators/python/momentum/
vhf.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::{
20    average::MovingAverageType, indicator::Indicator, momentum::vhf::VerticalHorizontalFilter,
21};
22
23#[pymethods]
24impl VerticalHorizontalFilter {
25    #[new]
26    #[pyo3(signature = (period, ma_type=None))]
27    #[must_use]
28    pub fn py_new(period: usize, ma_type: Option<MovingAverageType>) -> Self {
29        Self::new(period, ma_type)
30    }
31
32    fn __repr__(&self) -> String {
33        format!("VerticalHorizontalFilter({})", self.period)
34    }
35
36    #[getter]
37    #[pyo3(name = "name")]
38    fn py_name(&self) -> String {
39        self.name()
40    }
41
42    #[getter]
43    #[pyo3(name = "period")]
44    const fn py_period(&self) -> usize {
45        self.period
46    }
47
48    #[getter]
49    #[pyo3(name = "has_inputs")]
50    fn py_has_inputs(&self) -> bool {
51        self.has_inputs()
52    }
53
54    #[getter]
55    #[pyo3(name = "value")]
56    const fn py_value(&self) -> f64 {
57        self.value
58    }
59
60    #[getter]
61    #[pyo3(name = "initialized")]
62    const fn py_initialized(&self) -> bool {
63        self.initialized
64    }
65
66    #[pyo3(name = "update_raw")]
67    fn py_update_raw(&mut self, close: f64) {
68        self.update_raw(close);
69    }
70
71    #[pyo3(name = "handle_quote_tick")]
72    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
73        // Function body intentionally left blank.
74    }
75
76    #[pyo3(name = "handle_trade_tick")]
77    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
78        // Function body intentionally left blank.
79    }
80
81    #[pyo3(name = "handle_bar")]
82    fn py_handle_bar(&mut self, bar: &Bar) {
83        self.update_raw((&bar.close).into());
84    }
85
86    #[pyo3(name = "reset")]
87    fn py_reset(&mut self) {
88        self.reset();
89    }
90}
nautilus_indicators/python/momentum/vhf.rs

nautilus_indicators/python/momentum/
vhf.rs
