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using a different approach and now it passed the section testing:
corKey:`edge`qty`numTrds
correlations:cor[timeSeries[edge]] each timeSeries[corKey]
edgeCor:corKey!correlations
the results visually identical, though the earlier approach failed with 4.7 format testing:
edgeCor:`edge`qty`numTrds! (1;cor[timeSeries[`edge];timeSeries[`qty]];cor[timeSeries[`edge];timeSeries[`numTrds]])
would be good to understand why (cannot see how the testing function 4.7 written so cannot debug…) Thanks.
P.S. apologies borrowing the thread, let me know if should create a separate discussion for this.
