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>
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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
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| annualized_volatility | function | go | finance | 1.0.0 | pure | func AnnualizedVolatility(returns []float64, periodsPerYear float64) float64 | Calcula la volatilidad anualizada a partir de una serie de retornos y la frecuencia de los periodos. |
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false |
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false | functions/finance/annualized_volatility.go |
annualized_volatility
Calcula la volatilidad anualizada como stddev(returns) * sqrt(periodsPerYear). Usa desviacion estandar muestral (n-1).
Ejemplo
vol := finance.AnnualizedVolatility([]float64{0.01, -0.02, 0.015, 0.005, -0.01}, 252)