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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>
44 lines
1.4 KiB
Markdown
44 lines
1.4 KiB
Markdown
---
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name: sharpe_ratio
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kind: function
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lang: py
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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: "def sharpe_ratio(returns: list, risk_free_rate: float, periods_per_year: float) -> float"
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description: "Calcula el Sharpe Ratio anualizado de una serie de retornos."
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tags: [finance, sharpe, risk, performance, python, pendiente-usar]
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uses_functions: []
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uses_types: []
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returns: []
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returns_optional: false
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error_type: ""
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imports: [math]
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params:
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- name: returns
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desc: "lista de retornos en la misma periodicidad (ej: retornos diarios [0.01, -0.005, ...])."
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- name: risk_free_rate
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desc: "tasa de interes libre de riesgo anualizada en forma decimal (ej: 0.02 para 2% anual)."
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- name: periods_per_year
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desc: "numero de periodos por año (252 para diarios, 12 para mensuales, 52 para semanales)."
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output: "Sharpe ratio anualizado en forma decimal (ej: 1.5 indica 1.5x retorno por unidad de riesgo). Mayor es mejor."
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tested: false
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tests: []
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test_file_path: ""
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file_path: "python/functions/finance/finance.py"
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---
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## Ejemplo
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```python
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daily_returns = [0.01, -0.005, 0.008, 0.003, -0.002, 0.006, 0.004]
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sr = sharpe_ratio(daily_returns, 0.02, 252.0)
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# Sharpe ratio anualizado
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```
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## Notas
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risk_free_rate es la tasa anual (ej: 0.02 para 2%). Se convierte a tasa por periodo internamente.
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periods_per_year indica la frecuencia de los retornos (252 para diarios, 12 para mensuales).
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Retorna 0.0 si la desviacion estandar es cero o la lista esta vacia.
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