lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

factorzoo: fix correlation

Browse Source
This commit is contained in:
austin362667 2022-04-20 18:10:15 +08:00
parent 71a032a29b
commit 1163b89807
1 changed files with 4 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
pkg/strategy/factorzoo/correlation.go
View File

@ -2,15 +2,15 @@ package factorzoo
import ( import (
"fmt" "fmt"
"github.com/c9s/bbgo/pkg/indicator"
"github.com/c9s/bbgo/pkg/types"
"math" "math"
"time" "time"
"github.com/c9s/bbgo/pkg/indicator"
"github.com/c9s/bbgo/pkg/types"
) )
var zeroTime time.Time var zeroTime time.Time
//var zeroTime time.Time
type KLineValueMapper func(k types.KLine) float64 type KLineValueMapper func(k types.KLine) float64
//go:generate callbackgen -type Correlation //go:generate callbackgen -type Correlation
@ -82,7 +82,7 @@ func calculateCORRELATION(klines []types.KLine, window int, valA KLineValueMappe
// sum of elements of array A // sum of elements of array A
sumA += valA(k) sumA += valA(k)
// sum of elements of array B // sum of elements of array B
sumB += valA(k) sumB += valB(k)
// sum of A[i] * B[i]. // sum of A[i] * B[i].
sumAB = sumAB + valA(k)*valB(k) sumAB = sumAB + valA(k)*valB(k)