kvo.pxd

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from nautilus_trader.indicators.average.moving_average cimport MovingAverage
from nautilus_trader.indicators.base.indicator cimport Indicator


cdef class KlingerVolumeOscillator(Indicator):
    cdef MovingAverage _fast_ma
    cdef MovingAverage _slow_ma
    cdef MovingAverage _signal_ma
    cdef double _hlc3
    cdef double _previous_hlc3

    cdef readonly int fast_period
    """The fast moving average window period.\n\n:returns: `int`"""
    cdef readonly int slow_period
    """The slow moving average window period.\n\n:returns: `int`"""
    cdef readonly int signal_period
    """The moving average difference's moving average window period.\n\n:returns: `int`"""
    cdef readonly double value
    """The current value.\n\n:returns: `double`"""

    cpdef void update_raw(self, double high, double low, double close, double volume)