Commit Graph

2 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 980cdeaa75 Remove fill warnings from order tags (#8668)
* Remove warnings from tags and tests

* Fix bugs

* fix bugs

* Revert wrong updates in some stats

* Fix bugs
2025-04-03 17:49:21 -03:00
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