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>
18 lines
530 B
Go
18 lines
530 B
Go
package finance
|
|
|
|
// NormalizeOHLCV ajusta slices de precios OHLCV multiplicando por un factor.
|
|
func NormalizeOHLCV(open, high, low, close []float64, factor float64) ([]float64, []float64, []float64, []float64) {
|
|
n := len(open)
|
|
nOpen := make([]float64, n)
|
|
nHigh := make([]float64, n)
|
|
nLow := make([]float64, n)
|
|
nClose := make([]float64, n)
|
|
for i := 0; i < n; i++ {
|
|
nOpen[i] = open[i] * factor
|
|
nHigh[i] = high[i] * factor
|
|
nLow[i] = low[i] * factor
|
|
nClose[i] = close[i] * factor
|
|
}
|
|
return nOpen, nHigh, nLow, nClose
|
|
}
|