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>
33 lines
830 B
Go
33 lines
830 B
Go
package finance
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import "math"
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// BollingerBands calcula las bandas de Bollinger: upper, middle (SMA), lower.
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// Los primeros period-1 elementos de cada slice son 0.
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func BollingerBands(data []float64, period int, numStdDev float64) (upper, middle, lower []float64) {
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n := len(data)
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upper = make([]float64, n)
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middle = make([]float64, n)
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lower = make([]float64, n)
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if period <= 0 || period > n {
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return
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}
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for i := period - 1; i < n; i++ {
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var sum float64
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for j := i - period + 1; j <= i; j++ {
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sum += data[j]
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}
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mean := sum / float64(period)
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var variance float64
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for j := i - period + 1; j <= i; j++ {
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diff := data[j] - mean
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variance += diff * diff
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}
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std := math.Sqrt(variance / float64(period))
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middle[i] = mean
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upper[i] = mean + numStdDev*std
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lower[i] = mean - numStdDev*std
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}
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return
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}
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