Beta, Correlation and Covariance accept the period their message forbids

[mkzung]

Expected Behavior

All three raise on a period of two, which is what their comment and their message both say.

Actual Behavior

Indicators/Correlation.cs:63:

// Assert the period is greater than two, otherwise the correlation can not be computed
if (period < 2)
{
    throw new ArgumentException($"Period parameter for Correlation indicator must be greater than 2 but was {period}");
}

The comment says three, the message says three, the condition admits two. Beta.cs:62 and Covariance.cs:55 are the same three lines. ValueAtRisk.cs:61 states the identical bound and tests period < 3.

A two point window has nothing to measure. Fed ten bars of two series that are not proportional, Correlation at period 2 returns 1 or -1 on every one of its nine readings; the same series at period 3 gives values between -0.40 and 0.33.

period  2: 1 -1 -1 -1 -1 -1 -1 -1 -1
period  3: 0.3273 -0.2402 -0.2402 -0.3974 -0.2895 -0.2895 -0.2895 -0.2895
period  4: 0.3586 0 -0.049 -0.0804 -0.0476 -0.0476 -0.0476
period 10: 0.749

So the value is the sign of the last move, whatever the data is.

Potential Solution

period < 3 in all three, matching the message and ValueAtRisk. Nothing in Tests/, Algorithm.CSharp/ or Algorithm.Python/ constructs any of the three with 2; the smallest literal in use is 3.

Reproducing the Problem

var correlation = new Correlation(Symbols.SPY, Symbols.AAPL, 2);
// feed any two non-proportional series; every reading is 1 or -1

System Information

master, net10.0.