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>
38 lines
1.0 KiB
Markdown
38 lines
1.0 KiB
Markdown
---
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name: tick_to_ohlcv
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kind: function
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lang: go
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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: "func TickToOHLCV(prices, volumes []float64, timestamps []int64, intervalSecs int64) (open, high, low, close, vol []float64)"
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description: "Agrega datos de ticks en velas OHLCV segun un intervalo de tiempo en segundos."
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tags: [finance, ohlcv, aggregate, tick]
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uses_functions: []
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uses_types: [tick_go_finance, ohlcv_go_finance]
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returns: [ohlcv_go_finance]
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returns_optional: false
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error_type: ""
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imports: []
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tested: false
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tests: []
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test_file_path: ""
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file_path: "functions/finance/tick_to_ohlcv.go"
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---
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# tick_to_ohlcv
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Agrega ticks (precio, volumen, timestamp) en velas OHLCV. Los ticks se agrupan en buckets de `intervalSecs` segundos. Los timestamps deben estar en unix seconds y ordenados cronologicamente.
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## Ejemplo
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```go
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o, h, l, c, v := finance.TickToOHLCV(
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[]float64{100, 101, 99, 102},
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[]float64{10, 20, 15, 25},
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[]int64{1000, 1005, 1055, 1060},
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60,
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)
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// Genera 2 velas: [1000-1059] y [1060-1119]
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```
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