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normalize_drawdown

Function normalize_drawdown 

Source
pub fn normalize_drawdown(drawdown: f64) -> f64
Expand description

Normalize max drawdown to [0, 1].

Drawdown is inherently bounded [0, 1] by definition: DD = (peak - current) / peak

This function ensures the bound is respected even with numerical noise.

§Arguments

  • drawdown - Max drawdown as fraction (0.0 to 1.0)

§Returns

Clamped value in [0, 1]