Commit Graph

1 Commits

Author SHA1 Message Date
JosueNina 3b559a5f3f Fix bug in beta value computation (#8466)
* Fix bug in beta calculation

- Beta is fill-forwarded
- A correct pair considered when they have different symbols and the
  same date
- Processing occurs when there are at least period+1 correct pairs

* Address review comments

* Add time zone handling and resolution-based truncation

* Fix regression test for Beta indicator

* Handle resolution for beta indicator

- Remove effectiveResolution and Beta constructor parameter for
  resolution.
- Streamlined resolution handling logic for Beta indicator.
- Fixed issues with regression test for Beta.

* Fix issue with period and WarmUpPeriod

* Update unit tests for Alpha indicator

* Fixing minor issues

* Add a variable to track if the previous symbol is the target

* Add regression test for Beta calculation between BTCUSD and SPY

* Add an extra period if the TZ are different
2024-12-20 18:22:04 -03:00