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ursatoro

1.0.0
1.0.1 1.0.0

Trading technical indicators library for Gleam. SMA, EMA, MACD, RSI, Stochastic, Bollinger Bands, ATR, VWAP, OBV.

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ursatoro src ursatoro.erl
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src/ursatoro.erl 

-module(ursatoro).

-compile([no_auto_import, nowarn_unused_vars, nowarn_unused_function, nowarn_nomatch, inline]).

-define(FILEPATH, "src/ursatoro.gleam").

-export([candle/5, sma/2, ema/2, macd/4, rsi/2, stochastic/3, bollinger_bands/3, atr/2, vwap/1, obv/1, momentum_factor/2, har_volatility/4, kalman_new/1, kalman_update/4, kalman_smooth/3, savitzky_golay/3, vpin/2, roll_measure/2, amihud/3]).



-file("src/ursatoro.gleam", 15).

-spec candle(float(), float(), float(), float(), float()) -> ursatoro@candle:candle().

candle(Open, High, Low, Close, Volume) ->

    ursatoro@candle:new(Open, High, Low, Close, Volume).



-file("src/ursatoro.gleam", 27).

-spec sma(list(ursatoro@candle:candle()), integer()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

sma(Candles, Period) ->

    ursatoro@trend:sma(Candles, Period).



-file("src/ursatoro.gleam", 34).

-spec ema(list(ursatoro@candle:candle()), integer()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

ema(Candles, Period) ->

    ursatoro@trend:ema(Candles, Period).



-file("src/ursatoro.gleam", 41).

-spec macd(list(ursatoro@candle:candle()), integer(), integer(), integer()) -> {ok,

        list(ursatoro@trend:macd_result())} |

    {error, ursatoro@util:indicator_error()}.

macd(Candles, Fast, Slow, Signal) ->

    ursatoro@trend:macd(Candles, Fast, Slow, Signal).



-file("src/ursatoro.gleam", 52).

-spec rsi(list(ursatoro@candle:candle()), integer()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

rsi(Candles, Period) ->

    ursatoro@momentum:rsi(Candles, Period).



-file("src/ursatoro.gleam", 59).

-spec stochastic(list(ursatoro@candle:candle()), integer(), integer()) -> {ok,

        list(ursatoro@momentum:stochastic_result())} |

    {error, ursatoro@util:indicator_error()}.

stochastic(Candles, K_period, D_period) ->

    ursatoro@momentum:stochastic(Candles, K_period, D_period).



-file("src/ursatoro.gleam", 69).

-spec bollinger_bands(list(ursatoro@candle:candle()), integer(), float()) -> {ok,

        list(ursatoro@volatility:bollinger_bands_result())} |

    {error, ursatoro@util:indicator_error()}.

bollinger_bands(Candles, Period, Num_std) ->

    ursatoro@volatility:bollinger_bands(Candles, Period, Num_std).



-file("src/ursatoro.gleam", 77).

-spec atr(list(ursatoro@candle:candle()), integer()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

atr(Candles, Period) ->

    ursatoro@volatility:atr(Candles, Period).



-file("src/ursatoro.gleam", 86).

-spec vwap(list(ursatoro@candle:candle())) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

vwap(Candles) ->

    ursatoro@volume:vwap(Candles).



-file("src/ursatoro.gleam", 90).

-spec obv(list(ursatoro@candle:candle())) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

obv(Candles) ->

    ursatoro@volume:obv(Candles).



-file("src/ursatoro.gleam", 97).

-spec momentum_factor(list(ursatoro@candle:candle()), integer()) -> {ok,

        list(float())} |

    {error, ursatoro@util:indicator_error()}.

momentum_factor(Candles, Window) ->

    ursatoro@momentum:momentum_factor(Candles, Window).



-file("src/ursatoro.gleam", 110).

-spec har_volatility(

    list(ursatoro@candle:candle()),

    integer(),

    integer(),

    integer()

) -> {ok, list(ursatoro@volatility:har_result())} |

    {error, ursatoro@util:indicator_error()}.

har_volatility(Candles, Daily, Weekly, Monthly) ->

    ursatoro@volatility:har_volatility(Candles, Daily, Weekly, Monthly).



-file("src/ursatoro.gleam", 125).

-spec kalman_new(float()) -> ursatoro@filter:kalman_state().

kalman_new(Initial_price) ->

    ursatoro@filter:kalman_new(Initial_price).



-file("src/ursatoro.gleam", 129).

-spec kalman_update(ursatoro@filter:kalman_state(), float(), float(), float()) -> ursatoro@filter:kalman_state().

kalman_update(State, Observation, Q, R) ->

    ursatoro@filter:kalman_update(State, Observation, Q, R).



-file("src/ursatoro.gleam", 138).

-spec kalman_smooth(list(float()), float(), float()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

kalman_smooth(Prices, Q, R) ->

    ursatoro@filter:kalman_smooth(Prices, Q, R).



-file("src/ursatoro.gleam", 146).

-spec savitzky_golay(list(float()), integer(), integer()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

savitzky_golay(Prices, Window_length, Polyorder) ->

    ursatoro@filter:savitzky_golay(Prices, Window_length, Polyorder).



-file("src/ursatoro.gleam", 160).

-spec vpin(list(ursatoro@microstructure:trade_bar()), integer()) -> {ok,

        list(float())} |

    {error, ursatoro@util:indicator_error()}.

vpin(Trade_bars, Window) ->

    ursatoro@microstructure:vpin(Trade_bars, Window).



-file("src/ursatoro.gleam", 167).

-spec roll_measure(list(float()), integer()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

roll_measure(Prices, Window) ->

    ursatoro@microstructure:roll_measure(Prices, Window).



-file("src/ursatoro.gleam", 174).

-spec amihud(list(float()), list(float()), integer()) -> {ok, list(float())} |

    {error, ursatoro@util:indicator_error()}.

amihud(Prices, Volumes, Window) ->

    ursatoro@microstructure:amihud(Prices, Volumes, Window).