ra,b=cov(a,b)σaσb，其中cov(a,b)为a,b序列协方差，σ为总体标准差。
备注：数据长度必须保持一致且大于等于2
万科A在2018/10/1~2018/10/30日线收盘与大盘价格的相关系数
begt:=20181001T;
Endt:=20181030T;
Setsysparam(Pn_Stock(),"SZ000002");
dateArr:=markettradedayQK(begt,Endt);
data:=select thisrow as "日期",
Spec(Specdate(close(),thisrow),"SZ000002") as "价格",
SPec(Specdate(Close(),thisrow),"SH000001") as "大盘"
from dateArr
End;
return correl(data[:,"价格"],data[:,"大盘"]);