feat: 15 funciones finance — indicadores, riesgo e IO de mercado

11 funciones puras con implementación real:
SMA, EMA, RSI, BollingerBands, VWAP, LogReturn, AnnualizedVolatility,
SharpeRatio, MaxDrawdown, NormalizeOHLCV, TickToOHLCV

4 funciones impuras (stubs):
FetchOHLCV, StreamTicks, WriteOHLCVToParquet, LoadOHLCVFromDuckDB

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
2026-03-28 02:23:31 +01:00
parent 16e34a806e
commit 113c6dfd71
31 changed files with 830 additions and 0 deletions
+17
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@@ -0,0 +1,17 @@
package finance
// NormalizeOHLCV ajusta slices de precios OHLCV multiplicando por un factor.
func NormalizeOHLCV(open, high, low, close []float64, factor float64) ([]float64, []float64, []float64, []float64) {
n := len(open)
nOpen := make([]float64, n)
nHigh := make([]float64, n)
nLow := make([]float64, n)
nClose := make([]float64, n)
for i := 0; i < n; i++ {
nOpen[i] = open[i] * factor
nHigh[i] = high[i] * factor
nLow[i] = low[i] * factor
nClose[i] = close[i] * factor
}
return nOpen, nHigh, nLow, nClose
}