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Built-in RollingWindow in Consolidators #8425

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4 tasks done
AlexCatarino opened this issue Nov 22, 2024 · 0 comments
Open
4 tasks done

Built-in RollingWindow in Consolidators #8425

AlexCatarino opened this issue Nov 22, 2024 · 0 comments
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@AlexCatarino
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Expected Behavior

Consolidators have a built-in rolling window as Indicators.

self.ten_minute_trade = TradeBarConsolidator(10)
previous = self.ten_minute_trade[1]
self.ten_minute_trade.window.size = 10
first_in_range = self.ten_minute_trade[9]

Actual Behavior

Not supported.

Potential Solution

See #7314

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
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@AlexCatarino @Martin-Molinero