WindowBase
WindowBase()
WindowBase(window_size: int)
Bases: Generic[QuantConnect_Indicators_WindowBase_T], Object, Iterable[QuantConnect_Indicators_WindowBase_T]
Provides a base class for types that maintain a rolling window history of values. This is the single source of truth for window logic shared between indicators and consolidators.
Signature descriptions:
-
Initializes a new instance of the WindowBase{T} class.
-
Initializes the rolling window with the given size.
DEFAULT_WINDOW_SIZE: int
The default number of values to keep in the rolling window history
window: RollingWindow[QuantConnect_Indicators_WindowBase_T]
A rolling window keeping a history of values. The most recent value is at index 0. Uses lazy initialization to support Python subclasses that do not call base constructors.
current: QuantConnect_Indicators_WindowBase_T
Gets the most recent value. The protected setter adds the value to the rolling window.
previous: QuantConnect_Indicators_WindowBase_T
Gets the previous value, or default if fewer than two values have been produced.
__getitem__(i: int) -> QuantConnect_Indicators_WindowBase_T
Indexes the history window, where index 0 is the most recent value.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
i
|
int
|
The index |
required |
Returns:
| Type | Description |
|---|---|
QuantConnect_Indicators_WindowBase_T
|
The ith most recent value. |
__iter__() -> (
Iterator[QuantConnect_Indicators_WindowBase_T]
)
get_enumerator() -> (
IEnumerator[QuantConnect_Indicators_WindowBase_T]
)
Returns an enumerator that iterates through the history window.
reset_window() -> None
Resets the rolling window, clearing all stored values.
This Class is protected.