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
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package finance
// SMA calcula la media movil simple de data con el periodo dado.
// Retorna un slice de longitud len(data) donde los primeros period-1
// elementos son 0 (sin datos suficientes).
func SMA(data []float64, period int) []float64 {
n := len(data)
result := make([]float64, n)
if period <= 0 || period > n {
return result
}
var sum float64
for i := 0; i < period; i++ {
sum += data[i]
}
result[period-1] = sum / float64(period)
for i := period; i < n; i++ {
sum += data[i] - data[i-period]
result[i] = sum / float64(period)
}
return result
}