egutierrez
95959f713c
Agrega funciones Python reutilizables organizadas por dominio: - core: composicion funcional (pipe, compose, map, filter, reduce, etc.) - cybersecurity: analisis de amenazas y puertos - datascience: estadisticas y deteccion de outliers - finance: indicadores tecnicos y analisis financiero
36 lines
876 B
Markdown
36 lines
876 B
Markdown
---
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name: max_drawdown
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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 max_drawdown(values: list) -> tuple"
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description: "Calcula el maximo drawdown y los indices de inicio y fin del peor periodo."
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tags: [finance, drawdown, risk, performance, python]
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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: []
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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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portfolio = [100, 110, 105, 95, 102, 108, 90, 95]
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dd, start, end = max_drawdown(portfolio)
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# dd = 0.1818..., start = 1, end = 6 (de 110 a 90)
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```
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## Notas
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Retorna tupla (max_dd, start_idx, end_idx) donde max_dd es fraccion (0.0 a 1.0).
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start_idx es el indice del pico previo, end_idx es el indice del valle.
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Retorna (0.0, 0, 0) si la lista tiene menos de 2 elementos.
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