nautilus_indicators/python/volatility/
vr.rs

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
// -------------------------------------------------------------------------------------------------
//  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::Bar, quote::QuoteTick, trade::TradeTick};
use pyo3::prelude::*;

use crate::{average::MovingAverageType, indicator::Indicator, volatility::vr::VolatilityRatio};

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

    fn __repr__(&self) -> String {
        format!("VolatilityRatio({},{})", self.fast_period, self.slow_period)
    }

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

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

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

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

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

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

    #[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.handle_bar(bar);
    }

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