nautilus_indicators/python/volatility/
atr.rs

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// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use nautilus_model::data::{Bar, QuoteTick, TradeTick};
use pyo3::prelude::*;

use crate::{average::MovingAverageType, indicator::Indicator, volatility::atr::AverageTrueRange};

#[pymethods]
impl AverageTrueRange {
    #[new]
    #[pyo3(signature = (period, ma_type=None, use_previous=None, value_floor=None))]
    #[must_use]
    pub fn py_new(
        period: usize,
        ma_type: Option<MovingAverageType>,
        use_previous: Option<bool>,
        value_floor: Option<f64>,
    ) -> Self {
        Self::new(period, ma_type, use_previous, value_floor)
    }

    fn __repr__(&self) -> String {
        format!(
            "AverageTrueRange({},{},{},{})",
            self.period, self.ma_type, self.use_previous, self.value_floor,
        )
    }

    #[getter]
    #[pyo3(name = "name")]
    fn py_name(&self) -> String {
        self.name()
    }

    #[getter]
    #[pyo3(name = "period")]
    const fn py_period(&self) -> usize {
        self.period
    }

    #[getter]
    #[pyo3(name = "has_inputs")]
    fn py_has_inputs(&self) -> bool {
        self.has_inputs()
    }

    #[getter]
    #[pyo3(name = "count")]
    const fn py_count(&self) -> usize {
        self.count
    }

    #[getter]
    #[pyo3(name = "value")]
    const fn py_value(&self) -> f64 {
        self.value
    }

    #[getter]
    #[pyo3(name = "initialized")]
    const fn py_initialized(&self) -> bool {
        self.initialized
    }

    #[pyo3(name = "update_raw")]
    fn py_update_raw(&mut self, high: f64, low: f64, close: f64) {
        self.update_raw(high, low, close);
    }

    #[pyo3(name = "handle_quote_tick")]
    fn py_handle_quote_tick(&mut self, _quote: &QuoteTick) {
        // Function body intentionally left blank.
    }

    #[pyo3(name = "handle_trade_tick")]
    fn py_handle_trade_tick(&mut self, _trade: &TradeTick) {
        // Function body intentionally left blank.
    }

    #[pyo3(name = "handle_bar")]
    fn py_handle_bar(&mut self, bar: &Bar) {
        self.update_raw((&bar.high).into(), (&bar.low).into(), (&bar.close).into());
    }

    #[pyo3(name = "reset")]
    fn py_reset(&mut self) {
        self.reset();
    }
}