Quant.Math Examples

Mix.install([
  {:quant, github: "the-nerd-company/quant", branch: "main"},
  {:kino, "~> 0.12.0"},
  {:vega_lite, "~> 0.1.8"},
  {:kino_vega_lite, "~> 0.1.11"},
  {:nx, "~> 0.10"}
])

Section

# Fetch Apple stock data for the last year
{:ok, aapl_df} = Quant.Explorer.history("AAPL", 
  provider: :yahoo_finance, 
  interval: "1d", 
  period: "1y"
)

aapl_df = aapl_df 
|> Quant.Math.add_sma!(:close, period: 3)
|> Quant.Math.add_ema!(:close, period: 3)
|> Quant.Math.add_wma!(:close, period: 3)
|> Quant.Math.add_hma!(:close, period: 3)
|> Quant.Math.add_dema!(:close, period: 3)
|> Quant.Math.add_tema!(:close, period: 3)
|> Quant.Math.add_kama!(:close, period: 3)

Quant.Math.analyze_ma_results!(aapl_df, "close_sma_3")

Quant.Math.add_macd!(aapl_df, :close, fast_period: 5, slow_period: 8, signal_period: 3)

Quant.Math.add_rsi!(aapl_df, :close, period: 14)