ursatoro

-module(ursatoro@trend).
-compile([no_auto_import, nowarn_unused_vars, nowarn_unused_function, nowarn_nomatch, inline]).
-define(FILEPATH, "src/ursatoro/trend.gleam").
-export([sma/2, ema/2, macd/4]).
-export_type([macd_result/0]).

-type macd_result() :: {macd_result, float(), float(), float()}.

-file("src/ursatoro/trend.gleam", 16).
-spec sma(list(ursatoro@candle:candle()), integer()) -> {ok, list(float())} |
    {error, ursatoro@util:indicator_error()}.
sma(Candles, Period) ->
    Closes = gleam@list:map(Candles, fun ursatoro@candle:close/1),
    gleam@result:'try'(
        ursatoro@util:sma_values(Closes, Period),
        fun(Values) -> {ok, ursatoro@util:bds_to_floats(Values)} end
    ).

-file("src/ursatoro/trend.gleam", 63).
-spec ema_multiplier(integer()) -> bigdecimal:big_decimal().
ema_multiplier(Period) ->
    Two = ursatoro@util:int_to_bd(2),
    Period_plus_one = ursatoro@util:int_to_bd(Period + 1),
    bigdecimal:divide(Two, Period_plus_one, half_up).

-file("src/ursatoro/trend.gleam", 115).
-spec list_split(list(HXH), integer()) -> {list(HXH), list(HXH)}.
list_split(Items, At) ->
    {gleam@list:take(Items, At), gleam@list:drop(Items, At)}.

-file("src/ursatoro/trend.gleam", 36).
-spec ema_from_values(list(bigdecimal:big_decimal()), integer()) -> {ok,
        list(bigdecimal:big_decimal())} |
    {error, ursatoro@util:indicator_error()}.
ema_from_values(Values, Period) ->
    gleam@result:'try'(
        ursatoro@util:validate_period(Period),
        fun(_) ->
            gleam@result:'try'(
                ursatoro@util:validate_length(Values, Period),
                fun(_) ->
                    K = ema_multiplier(Period),
                    One_minus_k = bigdecimal:subtract(bigdecimal:one(), K),
                    {Initial, Rest} = list_split(Values, Period),
                    gleam@result:'try'(
                        ursatoro@util:bd_mean(Initial),
                        fun(First_ema) ->
                            {Results@1, _} = gleam@list:fold(
                                Rest,
                                {[First_ema], First_ema},
                                fun(Acc, Value) ->
                                    {Results, Prev_ema} = Acc,
                                    New_ema = bigdecimal:add(
                                        bigdecimal:multiply(Value, K),
                                        bigdecimal:multiply(
                                            Prev_ema,
                                            One_minus_k
                                        )
                                    ),
                                    {[New_ema | Results], New_ema}
                                end
                            ),
                            {ok, lists:reverse(Results@1)}
                        end
                    )
                end
            )
        end
    ).

-file("src/ursatoro/trend.gleam", 27).
-spec ema(list(ursatoro@candle:candle()), integer()) -> {ok, list(float())} |
    {error, ursatoro@util:indicator_error()}.
ema(Candles, Period) ->
    Closes = gleam@list:map(Candles, fun ursatoro@candle:close/1),
    gleam@result:'try'(
        ema_from_values(Closes, Period),
        fun(Values) -> {ok, ursatoro@util:bds_to_floats(Values)} end
    ).

-file("src/ursatoro/trend.gleam", 71).
-spec macd(list(ursatoro@candle:candle()), integer(), integer(), integer()) -> {ok,
        list(macd_result())} |
    {error, ursatoro@util:indicator_error()}.
macd(Candles, Fast, Slow, Signal) ->
    gleam@result:'try'(
        ursatoro@util:validate_period(Fast),
        fun(_) ->
            gleam@result:'try'(
                ursatoro@util:validate_period(Slow),
                fun(_) ->
                    gleam@result:'try'(
                        ursatoro@util:validate_period(Signal),
                        fun(_) ->
                            Closes = gleam@list:map(
                                Candles,
                                fun ursatoro@candle:close/1
                            ),
                            gleam@result:'try'(
                                ursatoro@util:validate_length(
                                    Closes,
                                    (Slow + Signal) - 1
                                ),
                                fun(_) ->
                                    gleam@result:'try'(
                                        ema_from_values(Closes, Fast),
                                        fun(Fast_ema) ->
                                            gleam@result:'try'(
                                                ema_from_values(Closes, Slow),
                                                fun(Slow_ema) ->
                                                    Fast_len = erlang:length(
                                                        Fast_ema
                                                    ),
                                                    Slow_len = erlang:length(
                                                        Slow_ema
                                                    ),
                                                    Offset = Fast_len - Slow_len,
                                                    Aligned_fast = gleam@list:drop(
                                                        Fast_ema,
                                                        Offset
                                                    ),
                                                    Macd_line = gleam@list:map2(
                                                        Aligned_fast,
                                                        Slow_ema,
                                                        fun bigdecimal:subtract/2
                                                    ),
                                                    gleam@result:'try'(
                                                        ema_from_values(
                                                            Macd_line,
                                                            Signal
                                                        ),
                                                        fun(Signal_ema) ->
                                                            Macd_len = erlang:length(
                                                                Macd_line
                                                            ),
                                                            Signal_len = erlang:length(
                                                                Signal_ema
                                                            ),
                                                            Macd_offset = Macd_len
                                                            - Signal_len,
                                                            Aligned_macd = gleam@list:drop(
                                                                Macd_line,
                                                                Macd_offset
                                                            ),
                                                            Results = gleam@list:map2(
                                                                Aligned_macd,
                                                                Signal_ema,
                                                                fun(M, S) ->
                                                                    Histogram = bigdecimal:subtract(
                                                                        M,
                                                                        S
                                                                    ),
                                                                    {macd_result,
                                                                        ursatoro@util:bd_to_float(
                                                                            M
                                                                        ),
                                                                        ursatoro@util:bd_to_float(
                                                                            S
                                                                        ),
                                                                        ursatoro@util:bd_to_float(
                                                                            Histogram
                                                                        )}
                                                                end
                                                            ),
                                                            {ok, Results}
                                                        end
                                                    )
                                                end
                                            )
                                        end
                                    )
                                end
                            )
                        end
                    )
                end
            )
        end
    ).