nautilus_indicators/python/volatility/
atr.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, volatility::atr::AverageTrueRange};
20
21#[pymethods]
22impl AverageTrueRange {
23    #[new]
24    #[pyo3(signature = (period, ma_type=None, use_previous=None, value_floor=None))]
25    #[must_use]
26    pub fn py_new(
27        period: usize,
28        ma_type: Option<MovingAverageType>,
29        use_previous: Option<bool>,
30        value_floor: Option<f64>,
31    ) -> Self {
32        Self::new(period, ma_type, use_previous, value_floor)
33    }
34
35    fn __repr__(&self) -> String {
36        format!(
37            "AverageTrueRange({},{},{},{})",
38            self.period, self.ma_type, self.use_previous, self.value_floor,
39        )
40    }
41
42    #[getter]
43    #[pyo3(name = "name")]
44    fn py_name(&self) -> String {
45        self.name()
46    }
47
48    #[getter]
49    #[pyo3(name = "period")]
50    const fn py_period(&self) -> usize {
51        self.period
52    }
53
54    #[getter]
55    #[pyo3(name = "has_inputs")]
56    fn py_has_inputs(&self) -> bool {
57        self.has_inputs()
58    }
59
60    #[getter]
61    #[pyo3(name = "count")]
62    const fn py_count(&self) -> usize {
63        self.count
64    }
65
66    #[getter]
67    #[pyo3(name = "value")]
68    const fn py_value(&self) -> f64 {
69        self.value
70    }
71
72    #[getter]
73    #[pyo3(name = "initialized")]
74    const fn py_initialized(&self) -> bool {
75        self.initialized
76    }
77
78    #[pyo3(name = "update_raw")]
79    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
80        self.update_raw(high, low, close);
81    }
82
83    #[pyo3(name = "handle_quote_tick")]
84    const fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
85        // Function body intentionally left blank.
86    }
87
88    #[pyo3(name = "handle_trade_tick")]
89    const fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
90        // Function body intentionally left blank.
91    }
92
93    #[pyo3(name = "handle_bar")]
94    fn py_handle_bar(&mut self, bar: &Bar) {
95        self.update_raw((&bar.high).into(), (&bar.low).into(), (&bar.close).into());
96    }
97
98    #[pyo3(name = "reset")]
99    fn py_reset(&mut self) {
100        self.reset();
101    }
102}
nautilus_indicators/python/volatility/atr.rs

nautilus_indicators/python/volatility/
atr.rs
