From 1163b898079831129d17ead4363d2571ae0cf505 Mon Sep 17 00:00:00 2001 From: austin362667 Date: Wed, 20 Apr 2022 18:10:15 +0800 Subject: [PATCH] factorzoo: fix correlation --- pkg/strategy/factorzoo/correlation.go | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/pkg/strategy/factorzoo/correlation.go b/pkg/strategy/factorzoo/correlation.go index 99735fd8c..6e666d8fa 100644 --- a/pkg/strategy/factorzoo/correlation.go +++ b/pkg/strategy/factorzoo/correlation.go @@ -2,15 +2,15 @@ package factorzoo import ( "fmt" - "github.com/c9s/bbgo/pkg/indicator" - "github.com/c9s/bbgo/pkg/types" "math" "time" + + "github.com/c9s/bbgo/pkg/indicator" + "github.com/c9s/bbgo/pkg/types" ) var zeroTime time.Time -//var zeroTime time.Time type KLineValueMapper func(k types.KLine) float64 //go:generate callbackgen -type Correlation @@ -82,7 +82,7 @@ func calculateCORRELATION(klines []types.KLine, window int, valA KLineValueMappe // sum of elements of array A sumA += valA(k) // sum of elements of array B - sumB += valA(k) + sumB += valB(k) // sum of A[i] * B[i]. sumAB = sumAB + valA(k)*valB(k)