Update Beta.cs

Update the docs to explain how the indicator handles missing data.
QuantConnect · Dec 23, 2024 · 72e46a3 · 72e46a3
1 parent edd1aea
commit 72e46a3
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/Indicators/Beta.cs b/Indicators/Beta.cs
@@ -28,6 +28,9 @@ namespace QuantConnect.Indicators
     /// 
     /// It is common practice to use the SPX index as a benchmark of the overall reference market when it comes to Beta 
     /// calculations.
+    /// 
+    /// The indicator only updates when both assets have a price for a time step. When a bar is missing for one of the assets, 
+    /// the indicator value fills forward to improve the accuracy of the indicator.
     /// </summary>
     public class Beta : BarIndicator, IIndicatorWarmUpPeriodProvider
     {