Fix bug in beta value computation #8466
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- 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
JosueNina
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Description
This PR fixes a bug in the beta calculation logic. It ensures that the beta value is calculated correctly by processing data only when enough pairs of different symbols with the same date are available. Additionally, it now processes when at least "period + 1" correct pairs are available. The beta value is "fill-forwarded" until a valid pair is found, at which point it recalculates the beta.
Related Issue
Closes #8460
Motivation and Context
This change is required to ensure that the beta calculation logic works correctly and efficiently,
Requires Documentation Change
No documentation change required.
How Has This Been Tested?
It has been tested both in the cloud and locally. Additionally, a unit test has been added to ensure the correct functionality of the beta calculation. The test verifies that the logic correctly handles symbol pairs, computes the beta value, and processes the data only when enough valid pairs are available.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>