Same Value for Correlation Indicator for Pearson and Spearman

[superichmann]

Expected Behavior

When initializing Correlation indicator with CorrelationType.Pearson the output value of the indicator should be different then when initializing it with CorrelationType.Spearman

Actual Behavior

The same value is outputted by the indicator (Pearson I guess).

Potential Solution

Actually do really yes implement both of the correlation type or remove this option completely.

Reproducing the Problem

namespace QuantConnect.Algorithm.CSharp
{
    public class corrnogood : QCAlgorithm
    {
        Correlation cp;
        Correlation cs;
        public override void Initialize()
        {
            SetStartDate(2023, 1, 1);
            var symbol=AddEquity("AAPL", Resolution.Daily).Symbol;
            var spy=AddEquity("SPY", Resolution.Daily).Symbol;
            cp=C(symbol, spy, 5, CorrelationType.Pearson);
            cs=C(symbol, spy, 5, CorrelationType.Spearman);
            cp.Window.Size=1000;
            cs.Window.Size=1000;
        }

        public override void OnData(Slice data)
        {
            if (data.Bars.ContainsKey("AAPL"))
            {
            if (cp.IsReady)
            {
                Plot("PLOTPLZ","cp",cp);
                Plot("PLOTPLZ","cs",cs);
            }
            }
        }

    }
}

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

[Martin-Molinero]

Thank you for the report @superichmann, seems there's a typo and we are missing to pass through the correlation type, we will fix it asap