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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>
1.2 KiB
1.2 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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| sharpe_ratio | function | go | finance | 1.0.0 | pure | func SharpeRatio(returns []float64, riskFreeRate float64, periodsPerYear float64) float64 | Calcula el ratio de Sharpe anualizado a partir de retornos, tasa libre de riesgo y frecuencia. |
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ratio de Sharpe anualizado sin dimensión (ej: 1.5 = 1.5 unidades de retorno por unidad de riesgo) | false | functions/finance/sharpe_ratio.go |
sharpe_ratio
Calcula el ratio de Sharpe: (mean(returns) - riskFreeRate) / stddev(returns) * sqrt(periodsPerYear). Usa desviacion estandar muestral.
Ejemplo
sr := finance.SharpeRatio([]float64{0.01, 0.02, -0.005, 0.015, 0.008}, 0.0001, 252)