@blackphoenixslo/trading-bot-framework
Version:
A comprehensive framework for building trading bots with support for TradingView, various market data providers, MongoDB, Google Sheets, and Discord alerts.
35 lines (30 loc) • 1.29 kB
JavaScript
const correlations = require('./main-bot--correlations');
async function calculateCorrelationsV2(symbols, dayPeriods) {
let correlation = 0;
try {
correlation = await calculateCorrelations(symbols[0], symbols[1], dayPeriods);
} catch (error) {
console.error('Error calculating correlations:', error);
}
return correlation;
}
async function calculateCorrelations(a, b, dayPeriods) {
try {
const correlationPromises = dayPeriods.map(period =>
correlations.getAverageCorrelationBetweenCoins(a, b, [period])
.then(correlation => {
console.log(`Average correlation between ${a} and ${b} over the last ${period} days: ${correlation}`);
return correlation;
})
);
const correlationsArray = await Promise.all(correlationPromises);
const corr_sum = correlationsArray.reduce((sum, corr) => sum + corr, 0) / dayPeriods.length;
console.log(`Total Average Correlation: ${corr_sum}`);
return corr_sum;
} catch (error) {
console.error('Error calculating correlations:', error);
return 0; // or handle the error as needed
}
}
// calculateCorrelations();
module.exports = calculateCorrelationsV2;