egutierrez
113c6dfd71
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>
735 B
735 B
name, kind, lang, domain, version, purity, signature, description, tags, uses_functions, uses_types, returns, returns_optional, error_type, imports, tested, tests, test_file_path, file_path
| name | kind | lang | domain | version | purity | signature | description | tags | uses_functions | uses_types | returns | returns_optional | error_type | imports | tested | tests | test_file_path | file_path | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| vwap | function | go | finance | 1.0.0 | pure | func VWAP(prices, volumes []float64) float64 | Calcula el Volume Weighted Average Price (VWAP) a partir de precios y volumenes. |
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false | false | functions/finance/vwap.go |
vwap
Calcula el VWAP (Volume Weighted Average Price). Es la suma de (precio * volumen) dividida por la suma de volumenes.
Ejemplo
v := finance.VWAP([]float64{100, 102, 101}, []float64{500, 300, 200})
// v = (100*500 + 102*300 + 101*200) / (500+300+200)