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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>
37 lines
1.1 KiB
Markdown
37 lines
1.1 KiB
Markdown
---
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name: max_drawdown
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kind: function
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lang: go
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domain: finance
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version: "1.0.0"
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purity: pure
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signature: "func MaxDrawdown(values []float64) (maxDD float64, start, end int)"
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description: "Calcula el maximo drawdown de una curva de equity, retornando la magnitud y los indices pico-valle."
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tags: [finance, drawdown, risk, metric, pendiente-usar]
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uses_functions: []
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uses_types: [drawdown_result_go_finance]
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returns: [drawdown_result_go_finance]
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returns_optional: false
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error_type: ""
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imports: []
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params:
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- name: values
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desc: "slice de valores de equity curve o net worth (ej: [1000, 1200, 900, 1100, 800])"
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output: "tupla (maxDD, start, end) - drawdown como ratio [0,1] (ej: 0.333 = 33.3%), índice de pico, índice de valle"
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tested: false
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tests: []
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test_file_path: ""
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file_path: "functions/finance/max_drawdown.go"
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---
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# max_drawdown
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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.
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## Ejemplo
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```go
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dd, s, e := finance.MaxDrawdown([]float64{100, 120, 90, 110, 80})
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// dd = (120-80)/120 = 0.3333, s = 1, e = 4
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```
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