ursatoro/volatility

Types

BollingerBandsResult

pub type BollingerBandsResult {
  BollingerBandsResult(upper: Float, middle: Float, lower: Float)
}

Constructors

BollingerBandsResult(upper: Float, middle: Float, lower: Float)

HarResult

</>

pub type HarResult {
  HarResult(
    predicted_vol: Float,
    daily_vol: Float,
    weekly_vol: Float,
    monthly_vol: Float,
  )
}

Constructors

HarResult(
  predicted_vol: Float,
  daily_vol: Float,
  weekly_vol: Float,
  monthly_vol: Float,
)

Values

atr

</>

pub fn atr(
  candles: List(candle.Candle),
  period: Int,
) -> Result(List(Float), util.IndicatorError)

bollinger_bands

</>

pub fn bollinger_bands(
  candles: List(candle.Candle),
  period: Int,
  num_std: Float,
) -> Result(List(BollingerBandsResult), util.IndicatorError)

har_volatility

</>

pub fn har_volatility(
  candles: List(candle.Candle),
  daily daily: Int,
  weekly weekly: Int,
  monthly monthly: Int,
) -> Result(List(HarResult), util.IndicatorError)