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RollingWindow

QuantConnect.Indicators.RollingWindow

RollingWindow(size: int)

Bases: Generic[QuantConnect_Indicators_RollingWindow_T], Object, IReadOnlyWindow[QuantConnect_Indicators_RollingWindow_T], Iterable[QuantConnect_Indicators_RollingWindow_T]

This is a window that allows for list access semantics, where this<0> refers to the most recent item in the window and this refers to the last item in the window

Initializes a new RollingWindow with the specified size.

Parameters:

Name Type Description Default
size int

The number of elements to store in the window

required

size

size: int

Gets the size of this window

count

count: int

Gets the current number of elements in this window

samples

samples: int

Gets the number of samples that have been added to this window over its lifetime

most_recently_removed

most_recently_removed: (
    QuantConnect_Indicators_RollingWindow_T
)

Gets the most recently removed item from the window. This is the piece of data that just 'fell off' as a result of the most recent add. If no items have been removed, this will throw an exception.

is_ready

is_ready: bool

Gets a value indicating whether or not this window is ready, i.e, it has been filled to its capacity

__getitem__

__getitem__(
    i: int,
) -> QuantConnect_Indicators_RollingWindow_T

Indexes into this window, where index 0 is the most recently entered value

Parameters:

Name Type Description Default
i int

the index, i

required

Returns:

Type Description
QuantConnect_Indicators_RollingWindow_T

the ith most recent entry.

__iter__

__iter__() -> (
    Iterator[QuantConnect_Indicators_RollingWindow_T]
)

__setitem__

__setitem__(
    i: int, value: QuantConnect_Indicators_RollingWindow_T
) -> None

Indexes into this window, where index 0 is the most recently entered value

Parameters:

Name Type Description Default
i int

the index, i

required

Returns:

Type Description
None

the ith most recent entry.

add

add(item: QuantConnect_Indicators_RollingWindow_T) -> None

Adds an item to this window and shifts all other elements

Parameters:

Name Type Description Default
item QuantConnect_Indicators_RollingWindow_T

The item to be added

required

get_enumerator

get_enumerator() -> (
    IEnumerator[QuantConnect_Indicators_RollingWindow_T]
)

Returns an enumerator that iterates through the collection.

Returns:

Type Description
IEnumerator[QuantConnect_Indicators_RollingWindow_T]

A System.Collections.Generic.IEnumerator`1 that can be used to iterate through the collection.

reset

reset() -> None

Clears this window of all data