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- .claude/CLAUDE.md - .claude/commands/subagentes.md - .claude/rules/INDEX.md - .mcp.json - bash/functions/cybersecurity/analyze_dns.md - bash/functions/cybersecurity/audit_http_headers.md - bash/functions/cybersecurity/audit_ssh_config.md - bash/functions/cybersecurity/check_firewall.md - bash/functions/cybersecurity/detect_suspicious_users.md - bash/functions/cybersecurity/encrypt_file.md - ... Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
1.1 KiB
1.1 KiB
name, kind, lang, domain, version, purity, signature, description, tags, uses_functions, uses_types, returns, returns_optional, error_type, imports, params, output, tested, tests, test_file_path, file_path
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| max_drawdown | function | go | finance | 1.0.0 | pure | func MaxDrawdown(values []float64) (maxDD float64, start, end int) | Calcula el maximo drawdown de una curva de equity, retornando la magnitud y los indices pico-valle. |
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false |
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tupla (maxDD, start, end) - drawdown como ratio [0,1] (ej: 0.333 = 33.3%), índice de pico, índice de valle | false | functions/finance/max_drawdown.go |
max_drawdown
Calcula el maximo drawdown (caida maxima desde un pico hasta un valle) como fraccion del pico. Retorna la magnitud (0 a 1) y los indices de inicio y fin.
Ejemplo
dd, s, e := finance.MaxDrawdown([]float64{100, 120, 90, 110, 80})
// dd = (120-80)/120 = 0.3333, s = 1, e = 4