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factorzoo: fix correlation

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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
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8
pkg/strategy/factorzoo/correlation.go
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@ -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)