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The grid (core) ยท console.warn

source.mode "derived": `statistics` needs an...

Printed by The grid (core), prefixed [lattice], since 1.52.0.

Warnings reference › source.derived.statistics.shape

Identifier
source.derived.statistics.shape
Raised by
The grid (core)
Since
1.52.0

What happened

statistics was not an object, so no statistic could be built and the derived grid produces no rows.

The fix

Pass an object naming the statistic and its arguments.

The smallest fix

source: { mode: 'derived', from: grid, statistics: { fn: 'correlation', columns: ['price', 'volume'] } }

Reference

Covered in full at the API reference.