ursatoro

Types

Values

pub fn amihud(
  prices: List(Float),
  volumes: List(Float),
  window window: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn atr(
  candles: List(candle.Candle),
  period period: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn bollinger_bands(
  candles: List(candle.Candle),
  period period: Int,
  num_std num_std: Float,
) -> Result(
  List(volatility.BollingerBandsResult),
  util.IndicatorError,
)
pub fn candle(
  open open: Float,
  high high: Float,
  low low: Float,
  close close: Float,
  volume volume: Float,
) -> candle.Candle
pub fn ema(
  candles: List(candle.Candle),
  period period: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn har_volatility(
  candles: List(candle.Candle),
  daily daily: Int,
  weekly weekly: Int,
  monthly monthly: Int,
) -> Result(List(volatility.HarResult), util.IndicatorError)
pub fn kalman_new(initial_price: Float) -> filter.KalmanState
pub fn kalman_smooth(
  prices: List(Float),
  q: Float,
  r: Float,
) -> Result(List(Float), util.IndicatorError)
pub fn kalman_update(
  state: filter.KalmanState,
  observation: Float,
  q: Float,
  r: Float,
) -> filter.KalmanState
pub fn macd(
  candles: List(candle.Candle),
  fast fast: Int,
  slow slow: Int,
  signal signal: Int,
) -> Result(List(trend.MacdResult), util.IndicatorError)
pub fn momentum_factor(
  candles: List(candle.Candle),
  window window: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn obv(
  candles: List(candle.Candle),
) -> Result(List(Float), util.IndicatorError)
pub fn roll_measure(
  prices: List(Float),
  window window: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn rsi(
  candles: List(candle.Candle),
  period period: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn savitzky_golay(
  prices: List(Float),
  window_length window_length: Int,
  polyorder polyorder: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn sma(
  candles: List(candle.Candle),
  period period: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn stochastic(
  candles: List(candle.Candle),
  k_period k_period: Int,
  d_period d_period: Int,
) -> Result(List(momentum.StochasticResult), util.IndicatorError)
pub fn vpin(
  trade_bars: List(microstructure.TradeBar),
  window window: Int,
) -> Result(List(Float), util.IndicatorError)
pub fn vwap(
  candles: List(candle.Candle),
) -> Result(List(Float), util.IndicatorError)
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