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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>
40 lines
1.1 KiB
Markdown
40 lines
1.1 KiB
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, 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: []
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params:
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- name: values
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desc: "lista de valores acumulativos (ej: valores de cartera a lo largo del tiempo, precios, o equity curve)"
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output: "tupla (max_dd, start_idx, end_idx) donde max_dd es fraccion (0.0-1.0), start_idx es indice del pico, end_idx es indice del valle"
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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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