nautilus_indicators/python/volatility/
fuzzy.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;
17use pyo3::prelude::*;
18
19use crate::{
20    indicator::Indicator,
21    volatility::fuzzy::{
22        CandleBodySize, CandleDirection, CandleSize, CandleWickSize, FuzzyCandle, FuzzyCandlesticks,
23    },
24};
25
26#[pymethods]
27impl FuzzyCandle {
28    #[new]
29    #[must_use]
30    pub const fn py_new(
31        direction: CandleDirection,
32        size: CandleSize,
33        body_size: CandleBodySize,
34        upper_wick_size: CandleWickSize,
35        lower_wick_size: CandleWickSize,
36    ) -> Self {
37        Self::new(direction, size, body_size, upper_wick_size, lower_wick_size)
38    }
39
40    fn __repr__(&self) -> String {
41        format!(
42            "FuzzyCandle({},{},{},{},{})",
43            self.direction, self.size, self.body_size, self.upper_wick_size, self.lower_wick_size
44        )
45    }
46
47    #[getter]
48    #[pyo3(name = "direction")]
49    const fn py_direction(&self) -> CandleDirection {
50        self.direction
51    }
52
53    #[getter]
54    #[pyo3(name = "size")]
55    const fn py_size(&self) -> CandleSize {
56        self.size
57    }
58
59    #[getter]
60    #[pyo3(name = "body_size")]
61    const fn py_body_size(&self) -> CandleBodySize {
62        self.body_size
63    }
64
65    #[getter]
66    #[pyo3(name = "upper_wick_size")]
67    const fn py_upper_wick_size(&self) -> CandleWickSize {
68        self.upper_wick_size
69    }
70
71    #[getter]
72    #[pyo3(name = "lower_wick_size")]
73    const fn py_lower_wick_size(&self) -> CandleWickSize {
74        self.lower_wick_size
75    }
76}
77
78#[pymethods]
79impl FuzzyCandlesticks {
80    #[new]
81    #[must_use]
82    pub fn py_new(
83        period: usize,
84        threshold1: f64,
85        threshold2: f64,
86        threshold3: f64,
87        threshold4: f64,
88    ) -> Self {
89        Self::new(period, threshold1, threshold2, threshold3, threshold4)
90    }
91
92    fn __repr__(&self) -> String {
93        format!(
94            "FuzzyCandlesticks({},{},{},{},{})",
95            self.period, self.threshold1, self.threshold2, self.threshold3, self.threshold4
96        )
97    }
98
99    #[getter]
100    #[pyo3(name = "name")]
101    fn py_name(&self) -> String {
102        self.name()
103    }
104
105    #[getter]
106    #[pyo3(name = "period")]
107    const fn py_period(&self) -> usize {
108        self.period
109    }
110
111    #[getter]
112    #[pyo3(name = "threshold1")]
113    const fn py_threshold1(&self) -> f64 {
114        self.threshold1
115    }
116
117    #[getter]
118    #[pyo3(name = "threshold2")]
119    const fn py_threshold2(&self) -> f64 {
120        self.threshold2
121    }
122
123    #[getter]
124    #[pyo3(name = "threshold3")]
125    const fn py_threshold3(&self) -> f64 {
126        self.threshold3
127    }
128
129    #[getter]
130    #[pyo3(name = "threshold4")]
131    const fn py_threshold4(&self) -> f64 {
132        self.threshold4
133    }
134
135    #[getter]
136    #[pyo3(name = "has_inputs")]
137    fn py_has_inputs(&self) -> bool {
138        self.has_inputs()
139    }
140
141    #[getter]
142    #[pyo3(name = "value")]
143    const fn py_value(&self) -> FuzzyCandle {
144        self.value
145    }
146
147    #[getter]
148    #[pyo3(name = "vector")]
149    fn py_vector(&self) -> PyResult<Vec<i32>> {
150        Result::<_, PyErr>::Ok(self.vector.clone())
151    }
152
153    #[getter]
154    #[pyo3(name = "initialized")]
155    const fn py_initialized(&self) -> bool {
156        self.initialized
157    }
158
159    #[pyo3(name = "update_raw")]
160    fn py_update_raw(&mut self, open: f64, high: f64, low: f64, close: f64) {
161        self.update_raw(open, high, low, close);
162    }
163
164    #[pyo3(name = "handle_bar")]
165    fn py_handle_bar(&mut self, bar: &Bar) {
166        self.handle_bar(bar);
167    }
168
169    #[pyo3(name = "reset")]
170    fn py_reset(&mut self) {
171        self.reset();
172    }
173}
nautilus_indicators/python/volatility/fuzzy.rs

nautilus_indicators/python/volatility/
fuzzy.rs
