Why do I get AttributeError: 'mom.MOM' object has no attribute 'period' when implementing an indicator just like EfficiencyRatio?

[daydayup789]

I'm trying to implement a custom indicator MOM by closely following the structure of the built-in EfficiencyRatio indicator from nautilus_trader.

The environment is a Python 3.11 virtual environment with nautilus_trader installed via pip. To compile my custom indicator (written in a .pyx file), I included the nautilus_trader source code in my build directory, and used the following setup.py to compile mom.pyx into mom.pyd:

from setuptools import setup
from Cython.Build import cythonize

setup(
    ext_modules=cythonize("mom.pyx", gdb_debug=True)
)

After successfully compiling mom.pyx, I used the MOM indicator in a sample strategy like this:

from myindicators.mom import MOM
from nautilus_trader.indicators.efficiency_ratio import EfficiencyRatio

class DemoStrategy(Strategy):
    def __init__(self, primary_bar_type: BarType):
        ...
        self.mom_5 = MOM(5)
        self.eff_5 = EfficiencyRatio(5)
        ...

However, when I run the strategy, I get the following error:

AttributeError: 'mom.MOM' object has no attribute 'period'

Here is a simplified version of mom.pyx:

# cython: language_level=3
from collections import deque
from nautilus_trader.core.correctness cimport Condition
from nautilus_trader.indicators.base.indicator cimport Indicator
from nautilus_trader.model.data cimport Bar
from nautilus_trader.core.rust.model cimport PriceType
from nautilus_trader.model.data cimport QuoteTick, TradeTick
from nautilus_trader.model.objects cimport Price

cdef class MOM(Indicator):
    def __init__(self, int period, PriceType price_type=PriceType.LAST):
        Condition.positive_int(period, "period")
        super().__init__(params=[period])

        self.period = period
        self.price_type = price_type
        self._inputs = deque(maxlen=5000)
        self.value = 0

    ...

The strange thing is, the built-in EfficiencyRatio indicator (also written in Cython) does not explicitly declare cdef public int period, yet works just fine. But my version throws the above error unless I add:

cdef public int period
cdef public object price_type
cdef public object _inputs
cdef public double value

After adding these cdef public declarations, the strategy runs without issue.

So my question is:
Why does EfficiencyRatio work without explicitly declaring fields, but my modified MOM version needs them to avoid an AttributeError?
Is this because of a .pyi file that ships with nautilus_trader? Or is there some other Cython trick I’m missing?

Thank you!

[daydayup789]

I asked ChatGPT about the project's build.py, and I discovered that the .pxd file plays a critical role in type binding. Initially, ChatGPT said that .pxd and .pyi files are only for providing type hint support to Pylance.