Sum Operation
Sum operation is one of the commonly used mathematical operations in quantitative trading, used to calculate the total sum of time series data within a specified period.
Calculation Principle
Sum operation uses the following formula:
Result = Σ(Series[i]) for i = 0 to timeperiod-1
Where:
- Series: Input series
- timeperiod: Calculation period, default 30
Parameter Description
- Input Parameters: One K-line data series
- timeperiod: Calculation period, default 30
- Output: Total sum of data within the specified period
Usage Recommendations
- Adjust calculation period according to actual needs
- Pay attention to data length requirements
- Consider the possibility of numerical overflow
- Handle missing values appropriately
- Pay attention to decimal precision issues
Notes
- Ensure sufficient data length
- Pay attention to numerical precision issues
- Consider the impact of extreme values
- Pay attention to data preprocessing
- Pay attention to numerical range
- Consider rounding errors