Subtraction is one of the commonly used mathematical operations in quantitative trading, used to calculate the difference between two time series data.

Calculation Principle

Subtraction uses the following formula:

Result = Series1 - Series2

Where:

• Series1: First input series
• Series2: Second input series

Parameter Description

• Input Parameters: Two K-line data series
• Output: Difference between corresponding positions in both series

Usage Recommendations

1. Ensure both input series have the same length
2. Pay attention to data type consistency
3. Consider the possibility of numerical overflow
4. Handle missing values appropriately

Notes

• Input series must be aligned
• Pay attention to numerical precision issues
• Consider the impact of extreme values
• Pay attention to data preprocessing
• Pay attention to sign handling