Refactor Correlation and beta indicators #8485
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- Created a base class to handle indicators with dual-symbol functionality. - Refactored the Beta and Correlation indicators to inherit from the new base class. - Updated unit tests. - Added a new regression test to validate the latest computed value.
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Description
This PR fixes a bug in the Correlation indicator. It now performs a fill-forward of the Correlation value, ensuring that the calculation is correctly updated when sufficient data is available. Additionally, the refactor introduces a base class for dual-symbol indicators, improving maintainability and scalability for indicators like Beta and Correlation. Unit tests have been updated to reflect these changes, and a new regression test has been added to verify the correct handling of last computed values.
Related Issue
Closes #8424
Motivation and Context
This change simplifies the management of dual-symbol indicators by refactoring them into a base class. It reduces code duplication and improves maintainability. The new regression test ensures the correct handling of last computed values.
Requires Documentation Change
No documentation change required.
How Has This Been Tested?
The changes have been tested using unit tests and a regression test. The unit tests validate the refactored logic, while the regression test ensures that the last computed values for Beta and Correlation are handled correctly.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>