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
875 B
Markdown
33 lines
875 B
Markdown
---
|
|
name: max_drawdown
|
|
kind: function
|
|
lang: go
|
|
domain: finance
|
|
version: "1.0.0"
|
|
purity: pure
|
|
signature: "func MaxDrawdown(values []float64) (maxDD float64, start, end int)"
|
|
description: "Calcula el maximo drawdown de una curva de equity, retornando la magnitud y los indices pico-valle."
|
|
tags: [finance, drawdown, risk, metric]
|
|
uses_functions: []
|
|
uses_types: [drawdown_result_go_finance]
|
|
returns: [drawdown_result_go_finance]
|
|
returns_optional: false
|
|
error_type: ""
|
|
imports: []
|
|
tested: false
|
|
tests: []
|
|
test_file_path: ""
|
|
file_path: "functions/finance/max_drawdown.go"
|
|
---
|
|
|
|
# max_drawdown
|
|
|
|
Calcula el maximo drawdown (caida maxima desde un pico hasta un valle) como fraccion del pico. Retorna la magnitud (0 a 1) y los indices de inicio y fin.
|
|
|
|
## Ejemplo
|
|
|
|
```go
|
|
dd, s, e := finance.MaxDrawdown([]float64{100, 120, 90, 110, 80})
|
|
// dd = (120-80)/120 = 0.3333, s = 1, e = 4
|
|
```
|