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fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal

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This commit is contained in:
Andy Cheng 2022-10-07 13:48:16 +08:00
parent 1744281d0f
commit aa492a05a1
1 changed files with 3 additions and 3 deletions
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6
pkg/strategy/supertrend/linreg.go
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@ -13,8 +13,8 @@ type LinReg struct {
types.SeriesBase
types.IntervalWindow
// Values are the slopes of linear regression baseline
Values floats.Slice
klines types.KLineWindow
Values floats.Slice
klines types.KLineWindow
EndTime time.Time
}
@ -66,7 +66,7 @@ func (lr *LinReg) Update(kline types.KLine) {
average := sumY / length
endPrice := average - slope*sumX/length + slope
startPrice := endPrice + slope*(length-1)
lr.Values.Push((length - 1) / (endPrice - startPrice))
lr.Values.Push((endPrice - startPrice) / (length - 1))
log.Debugf("linear regression baseline slope: %f", lr.Last())
}