ursatoro

-module(ursatoro@volume).
-compile([no_auto_import, nowarn_unused_vars, nowarn_unused_function, nowarn_nomatch, inline]).
-define(FILEPATH, "src/ursatoro/volume.gleam").
-export([vwap/1, obv/1]).

-file("src/ursatoro/volume.gleam", 11).
-spec vwap(list(ursatoro@candle:candle())) -> {ok, list(float())} |
    {error, ursatoro@util:indicator_error()}.
vwap(Candles) ->
    gleam@result:'try'(
        ursatoro@util:validate_length(Candles, 1),
        fun(_) ->
            Three = ursatoro@util:int_to_bd(3),
            {Results@1, _, _} = gleam@list:fold(
                Candles,
                {[], bigdecimal:zero(), bigdecimal:zero()},
                fun(Acc, C) ->
                    {Results, Cum_tp_vol, Cum_vol} = Acc,
                    Tp = bigdecimal:divide(
                        bigdecimal:add(
                            bigdecimal:add(
                                ursatoro@candle:high(C),
                                ursatoro@candle:low(C)
                            ),
                            ursatoro@candle:close(C)
                        ),
                        Three,
                        half_up
                    ),
                    Tp_vol = bigdecimal:multiply(Tp, ursatoro@candle:volume(C)),
                    New_cum_tp_vol = bigdecimal:add(Cum_tp_vol, Tp_vol),
                    New_cum_vol = bigdecimal:add(
                        Cum_vol,
                        ursatoro@candle:volume(C)
                    ),
                    Vwap_val = case bigdecimal:signum(New_cum_vol) of
                        0 ->
                            bigdecimal:zero();

                        _ ->
                            bigdecimal:divide(
                                New_cum_tp_vol,
                                New_cum_vol,
                                half_up
                            )
                    end,
                    {[Vwap_val | Results], New_cum_tp_vol, New_cum_vol}
                end
            ),
            {ok,
                begin
                    _pipe = lists:reverse(Results@1),
                    ursatoro@util:bds_to_floats(_pipe)
                end}
        end
    ).

-file("src/ursatoro/volume.gleam", 47).
-spec obv(list(ursatoro@candle:candle())) -> {ok, list(float())} |
    {error, ursatoro@util:indicator_error()}.
obv(Candles) ->
    gleam@result:'try'(
        ursatoro@util:validate_length(Candles, 1),
        fun(_) -> case Candles of
                [] ->
                    {ok, []};

                [First | Rest] ->
                    {Results@1, _, _} = gleam@list:fold(
                        Rest,
                        {[bigdecimal:zero()], bigdecimal:zero(), First},
                        fun(Acc, C) ->
                            {Results, Prev_obv, Prev_candle} = Acc,
                            New_obv = case bigdecimal:compare(
                                ursatoro@candle:close(C),
                                ursatoro@candle:close(Prev_candle)
                            ) of
                                gt ->
                                    bigdecimal:add(
                                        Prev_obv,
                                        ursatoro@candle:volume(C)
                                    );

                                lt ->
                                    bigdecimal:subtract(
                                        Prev_obv,
                                        ursatoro@candle:volume(C)
                                    );

                                eq ->
                                    Prev_obv
                            end,
                            {[New_obv | Results], New_obv, C}
                        end
                    ),
                    {ok,
                        begin
                            _pipe = lists:reverse(Results@1),
                            ursatoro@util:bds_to_floats(_pipe)
                        end}
            end end
    ).