diff options
Diffstat (limited to 'services/strategy-engine/strategies/vwap_strategy.py')
| -rw-r--r-- | services/strategy-engine/strategies/vwap_strategy.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/services/strategy-engine/strategies/vwap_strategy.py b/services/strategy-engine/strategies/vwap_strategy.py index 0348752..d64950e 100644 --- a/services/strategy-engine/strategies/vwap_strategy.py +++ b/services/strategy-engine/strategies/vwap_strategy.py @@ -110,7 +110,7 @@ class VwapStrategy(BaseStrategy): diffs = [tp - v for tp, v in zip(self._tp_values, self._vwap_values)] mean_diff = sum(diffs) / len(diffs) variance = sum((d - mean_diff) ** 2 for d in diffs) / len(diffs) - std_dev = variance ** 0.5 + std_dev = variance**0.5 deviation = (close - vwap) / vwap |