egutierrez
47fac22230
- .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>
48 lines
1.5 KiB
Markdown
48 lines
1.5 KiB
Markdown
---
|
|
name: tick_to_ohlcv
|
|
kind: function
|
|
lang: go
|
|
domain: finance
|
|
version: "1.0.0"
|
|
purity: pure
|
|
signature: "func TickToOHLCV(prices, volumes []float64, timestamps []int64, intervalSecs int64) (open, high, low, close, vol []float64)"
|
|
description: "Agrega datos de ticks en velas OHLCV segun un intervalo de tiempo en segundos."
|
|
tags: [finance, ohlcv, aggregate, tick, pendiente-usar]
|
|
uses_functions: []
|
|
uses_types: [tick_go_finance, ohlcv_go_finance]
|
|
returns: [ohlcv_go_finance]
|
|
returns_optional: false
|
|
error_type: ""
|
|
imports: []
|
|
params:
|
|
- name: prices
|
|
desc: "slice de precios de ticks en orden cronológico"
|
|
- name: volumes
|
|
desc: "slice de volúmenes de ticks (mismo tamaño que prices)"
|
|
- name: timestamps
|
|
desc: "slice de timestamps en unix seconds (mismo tamaño que prices, debe estar ordenado)"
|
|
- name: intervalSecs
|
|
desc: "intervalo de agregación en segundos (ej: 60 para 1 minuto, 3600 para 1 hora)"
|
|
output: "tupla (open, high, low, close, volume) - cinco slices de datos OHLCV agregados por intervalo"
|
|
tested: false
|
|
tests: []
|
|
test_file_path: ""
|
|
file_path: "functions/finance/tick_to_ohlcv.go"
|
|
---
|
|
|
|
# tick_to_ohlcv
|
|
|
|
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.
|
|
|
|
## Ejemplo
|
|
|
|
```go
|
|
o, h, l, c, v := finance.TickToOHLCV(
|
|
[]float64{100, 101, 99, 102},
|
|
[]float64{10, 20, 15, 25},
|
|
[]int64{1000, 1005, 1055, 1060},
|
|
60,
|
|
)
|
|
// Genera 2 velas: [1000-1059] y [1060-1119]
|
|
```
|