""" Volatility Indicators — Measure the magnitude of price fluctuations. Functions --------- ATR — Average True Range NATR — Normalized Average True Range TRANGE — True Range """ from __future__ import annotations import numpy as np from numpy.typing import ArrayLike from ferro_ta._ferro_ta import ( atr as _atr, ) from ferro_ta._ferro_ta import ( natr as _natr, ) from ferro_ta._ferro_ta import ( trange as _trange, ) from ferro_ta._utils import _to_f64 from ferro_ta.core.exceptions import _normalize_rust_error def ATR( high: ArrayLike, low: ArrayLike, close: ArrayLike, timeperiod: int = 14, ) -> np.ndarray: """Average True Range. Parameters ---------- high : array-like Sequence of high prices. low : array-like Sequence of low prices. close : array-like Sequence of closing prices. timeperiod : int, optional Smoothing period (default 14). Returns ------- numpy.ndarray Array of ATR values; leading ``timeperiod - 1`` entries are ``NaN``. """ try: return _atr(_to_f64(high), _to_f64(low), _to_f64(close), timeperiod) except ValueError as e: _normalize_rust_error(e) def NATR( high: ArrayLike, low: ArrayLike, close: ArrayLike, timeperiod: int = 14, ) -> np.ndarray: """Normalized Average True Range. Parameters ---------- high : array-like Sequence of high prices. low : array-like Sequence of low prices. close : array-like Sequence of closing prices. timeperiod : int, optional Smoothing period (default 14). Returns ------- numpy.ndarray Array of NATR values (percentage); leading ``timeperiod - 1`` entries are ``NaN``. """ try: return _natr(_to_f64(high), _to_f64(low), _to_f64(close), timeperiod) except ValueError as e: _normalize_rust_error(e) def TRANGE( high: ArrayLike, low: ArrayLike, close: ArrayLike, ) -> np.ndarray: """True Range. Parameters ---------- high : array-like Sequence of high prices. low : array-like Sequence of low prices. close : array-like Sequence of closing prices. Returns ------- numpy.ndarray Array of True Range values. """ try: return _trange(_to_f64(high), _to_f64(low), _to_f64(close)) except ValueError as e: _normalize_rust_error(e) __all__ = ["ATR", "NATR", "TRANGE"]