Minor fix for negative rolling window index

Common/Indicators/RollingWindow.cs

@@ -179,7 +179,12 @@ public T this[int i]
                         {
                             throw new ArgumentOutOfRangeException(nameof(i), i, Messages.RollingWindow.IndexOutOfSizeRange);
                         }
-                        i = _size + i;
+                        i = _list.Count + i;
+
+                        if (i < 0)
+                        {
+                            return default;
+                        }
                     }
 
                     if (i > _list.Count - 1)

Engine/RealTime/LiveTradingRealTimeHandler.cs

@@ -98,11 +98,7 @@ private void Run()
             while (!_cancellationTokenSource.IsCancellationRequested)
             {
                 var time = TimeProvider.GetUtcNow();
-
-                // pause until the next second
-                var nextSecond = time.RoundUp(TimeSpan.FromSeconds(1));
-                var delay = Convert.ToInt32((nextSecond - time).TotalMilliseconds);
-                Thread.Sleep(delay < 0 ? 1 : delay);
+                WaitTillNextSecond(time);
 
                 // poke each event to see if it should fire, we order by unique id to be deterministic
                 foreach (var kvp in ScheduledEvents.OrderBySafe(pair => pair.Value))
@@ -166,6 +162,17 @@ public override void Exit()
             base.Exit();
         }
 
+        /// <summary>
+        /// Helper method to wait until the second passes, useful to testing
+        /// </summary>
+        protected virtual void WaitTillNextSecond(DateTime time)
+        {
+            // pause until the next second
+            var nextSecond = time.RoundUp(TimeSpan.FromSeconds(1));
+            var delay = Convert.ToInt32((nextSecond - time).TotalMilliseconds);
+            Thread.Sleep(delay < 0 ? 1 : delay);
+        }
+
         /// <summary>
         /// Resets the market hours database, forcing a reload when reused.
         /// Called in tests where multiple algorithms are run sequentially,

Tests/Engine/RealTime/LiveTradingRealTimeHandlerTests.cs

@@ -200,18 +200,18 @@ public void RefreshesSymbolProperties(string refreshPeriodStr)
             // wait for the internal thread to start
             WaitUntilActive(realTimeHandler);
 
-            for (var i = 0; i < 10; i++)
+            for (var i = 0; i < 5; i++)
             {
                 timeProvider.Advance(step);
 
                 // We only advanced half the time, so we should not have refreshed yet
                 if (i % 2 == 0)
                 {
-                    Assert.IsFalse(realTimeHandler.SpdbRefreshed.Wait(5000));
+                    Assert.IsFalse(realTimeHandler.SpdbRefreshed.Wait(100));
                 }
                 else
                 {
-                    Assert.IsTrue(realTimeHandler.SpdbRefreshed.Wait(5000));
+                    Assert.IsTrue(realTimeHandler.SpdbRefreshed.Wait(2000));
                     realTimeHandler.SpdbRefreshed.Reset();
                 }
             }
@@ -295,7 +295,7 @@ private static void WaitUntilActive(LiveTradingRealTimeHandler realTimeHandler)
         {
             while (!realTimeHandler.IsActive)
             {
-                Thread.Sleep(5);
+                Thread.Sleep(2);
             }
         }
 
@@ -410,6 +410,11 @@ protected override void ResetSymbolPropertiesDatabase()
                 SpdbRefreshed.Set();
             }
 
+            protected override void WaitTillNextSecond(DateTime time)
+            {
+                Thread.Sleep(2);
+            }
+
             public void Dispose()
             {
                 if (_disposed) return;

Tests/Indicators/RollingWindowTests.cs

@@ -14,19 +14,52 @@
 */
 
 using System;
-using System.Collections.Generic;
 using System.Linq;
-using NUnit.Framework;
 using Python.Runtime;
-using QuantConnect.Data.Market;
+using NUnit.Framework;
 using QuantConnect.Indicators;
-using QuantConnect.Python;
+using System.Collections.Generic;
 
 namespace QuantConnect.Tests.Indicators
 {
     [TestFixture]
     public class RollingWindowTests
     {
+        [Test]
+        public void NotFullRollingWindowNegativeIndex()
+        {
+            var window = new RollingWindow<int>(3);
+            window.Add(10);
+            window.Add(20);
+
+            Assert.AreEqual(20, window.First());
+            Assert.AreEqual(20, window[0]);
+            Assert.AreEqual(20, window[-2]);
+
+            Assert.AreEqual(10, window[1]);
+            Assert.AreEqual(10, window[-1]);
+            Assert.AreEqual(10, window.Last());
+
+            Assert.AreEqual(0, window[2]);
+            Assert.AreEqual(0, window[-3]);
+
+            window.Add(30);
+            window.Add(40);
+
+            Assert.AreEqual(40, window.First());
+            Assert.AreEqual(40, window[0]);
+            Assert.AreEqual(40, window[-3]);
+
+            Assert.AreEqual(20, window[2]);
+            Assert.AreEqual(20, window[-1]);
+            Assert.AreEqual(20, window.Last());
+
+            Assert.IsTrue(window.IsReady);
+            Assert.AreEqual(3, window.Size);
+            Assert.AreEqual(3, window.Count);
+            Assert.AreEqual(4, window.Samples);
+        }
+
         [Test]
         public void NewWindowIsEmpty()
         {
@@ -373,7 +406,10 @@ public void RollingWindowSupportsNegativeIndices()
             // Add two elements and test negative indexing before window is full
             window.Add(7);
             window.Add(-2);
-            Assert.AreEqual(0, window[-1]);
+            Assert.AreEqual(7, window[-1]);
+            Assert.AreEqual(7, window.Last());
+            Assert.AreEqual(-2, window[0]);
+            Assert.AreEqual(-2, window.First());
             Assert.AreEqual(2, window.Count);
             Assert.IsFalse(window.IsReady);