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cci: correct formula #84

Merged
merged 2 commits into from
May 19, 2017
Merged

cci: correct formula #84

merged 2 commits into from
May 19, 2017

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iblislin
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Finally, we match the value on TTR.

close #55

@iblislin
cci: correct formula
b02f9f6 
Finally, we match the value on TTR.

close #55
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Coverage Status

Coverage increased (+0.07%) to 90.345% when pulling b02f9f6 on ib-fix-cci into 84078b8 on master.

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Coverage Status

Coverage increased (+0.07%) to 90.476% when pulling fa56711 on ib-fix-cci into 20ec575 on master.

@iblislin iblislin merged commit 82f2c2c into master May 19, 2017
@iblislin iblislin deleted the ib-fix-cci branch May 19, 2017 03:20
@iblislin iblislin added this to the 0.6.0 milestone May 20, 2017
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Successfully merging this pull request may close these issues.

cci method has divergent results from TTR's CCI function
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