Beta Indicator Can Get Stuck at Zero

[DerekMelchin]

Expected Behavior

The Beta indicator is rarely exactly zero.

Actual Behavior

The Beta indicator can get initialized at zero and say there forever.
For example, in this backtest, over 50% of the assets in the universe have a Beta of 0 by the end of the backtest.

Potential Solution

Consider adjusting this guard

_targetDataPoints.Samples == _referenceDataPoints.Samples

in ComputeNextValue so that it looks for the timestamps of the rolling window that should match.

Reproducing the Problem

Run this backtest. It demonstrates the issue for a single asset. The ComputeNextValue chart shows _targetDataPoints.Samples != _referenceDataPoints.Samples, which means ComputeBeta never runs.

System Information

QC Cloud.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue