nautilus_indicators/python/
mod.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
16//! Python bindings from [PyO3](https://pyo3.rs).
17
18pub mod average;
19pub mod book;
20pub mod momentum;
21pub mod ratio;
22pub mod volatility;
23
24use pyo3::{prelude::*, pymodule};
25
26/// Initializes the Python `indicators` module by adding all indicator classes.
27///
28/// # Errors
29///
30/// Returns a Python exception if adding any indicator class fails.
31#[pymodule]
32pub fn indicators(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
33    // Average
34    m.add_class::<crate::average::MovingAverageType>()?;
35    m.add_class::<crate::average::ema::ExponentialMovingAverage>()?;
36    m.add_class::<crate::average::sma::SimpleMovingAverage>()?;
37    m.add_class::<crate::average::ama::AdaptiveMovingAverage>()?;
38    m.add_class::<crate::average::dema::DoubleExponentialMovingAverage>()?;
39    m.add_class::<crate::average::hma::HullMovingAverage>()?;
40    m.add_class::<crate::average::rma::WilderMovingAverage>()?;
41    m.add_class::<crate::average::vidya::VariableIndexDynamicAverage>()?;
42    m.add_class::<crate::average::vwap::VolumeWeightedAveragePrice>()?;
43    m.add_class::<crate::average::lr::LinearRegression>()?;
44    m.add_class::<crate::average::wma::WeightedMovingAverage>()?;
45
46    // Book
47    m.add_class::<crate::book::imbalance::BookImbalanceRatio>()?;
48
49    // Ratio
50    m.add_class::<crate::ratio::efficiency_ratio::EfficiencyRatio>()?;
51    m.add_class::<crate::ratio::spread_analyzer::SpreadAnalyzer>()?;
52
53    // Momentum
54    m.add_class::<crate::momentum::rsi::RelativeStrengthIndex>()?;
55    m.add_class::<crate::momentum::aroon::AroonOscillator>()?;
56    m.add_class::<crate::momentum::bias::Bias>()?;
57    m.add_class::<crate::momentum::cmo::ChandeMomentumOscillator>()?;
58    m.add_class::<crate::momentum::vhf::VerticalHorizontalFilter>()?;
59    m.add_class::<crate::momentum::kvo::KlingerVolumeOscillator>()?;
60    m.add_class::<crate::momentum::dm::DirectionalMovement>()?;
61    m.add_class::<crate::momentum::amat::ArcherMovingAveragesTrends>()?;
62    m.add_class::<crate::momentum::swings::Swings>()?;
63    m.add_class::<crate::momentum::bb::BollingerBands>()?;
64    m.add_class::<crate::momentum::stochastics::StochasticsDMethod>()?;
65    m.add_class::<crate::momentum::stochastics::Stochastics>()?;
66    m.add_class::<crate::momentum::psl::PsychologicalLine>()?;
67    m.add_class::<crate::momentum::pressure::Pressure>()?;
68    m.add_class::<crate::momentum::cci::CommodityChannelIndex>()?;
69    m.add_class::<crate::momentum::roc::RateOfChange>()?;
70    m.add_class::<crate::momentum::macd::MovingAverageConvergenceDivergence>()?;
71    m.add_class::<crate::momentum::obv::OnBalanceVolume>()?;
72
73    // Volatility
74    m.add_class::<crate::volatility::atr::AverageTrueRange>()?;
75    m.add_class::<crate::volatility::vr::VolatilityRatio>()?;
76    m.add_class::<crate::volatility::dc::DonchianChannel>()?;
77    m.add_class::<crate::volatility::rvi::RelativeVolatilityIndex>()?;
78    m.add_class::<crate::volatility::kc::KeltnerChannel>()?;
79    m.add_class::<crate::volatility::fuzzy::FuzzyCandlesticks>()?;
80    m.add_class::<crate::volatility::kp::KeltnerPosition>()?;
81    Ok(())
82}
nautilus_indicators/python/mod.rs

nautilus_indicators/python/
mod.rs
