WIP: Add built-in rolling window to all consolidators#9366
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JosueNina wants to merge 2 commits intoQuantConnect:masterfrom
Open
WIP: Add built-in rolling window to all consolidators#9366JosueNina wants to merge 2 commits intoQuantConnect:masterfrom
JosueNina wants to merge 2 commits intoQuantConnect:masterfrom
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Description
Adds built-in rolling window history to consolidators, making previous bars accessible via indexer (e.g. consolidator[1])
ConsolidatorBasewith aRollingWindow, indexer andIEnumerable. All consolidators inherit from itDataConsolidatorPythonWrapperalso exposesWindowfor custom Python consolidatorsRelated Issue
Closes #8425
Motivation and Context
N/A
Requires Documentation Change
N/A
How Has This Been Tested?
It was tested using unit tests.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>