ursatoro
Types
pub type HarResult =
volatility.HarResult
pub type IndicatorError =
util.IndicatorError
pub type KalmanState =
filter.KalmanState
pub type TradeBar =
microstructure.TradeBar
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)