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Make RollingWindow compatible with any data type #8836

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Description

Added RW(RollingWindow) method to QCAlgorithm.Indicators to create RollingWindow instances for any data type

Related Issue

Closes #6199

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

It was tested using unit tests.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@JosueNina JosueNina force-pushed the feature-6199-rolling-window-only-accepts-native-and-csharp-types branch from e6b8d07 to a73bd8f Compare June 16, 2025 22:19
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Nice! Thank you!

@AlexCatarino
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AlexCatarino commented Jun 17, 2025

If we create a RW "indicator", it might lead users to think it is automatic:
SMA -> SimpleMovingAverage
RW -> RollingWindow
What if we have RollingWindow(PyObject, period) as we have for History?

And then we can have RW for automatic RollingWindow.
RW(symbol, period, resolution)

@JosueNina JosueNina force-pushed the feature-6199-rolling-window-only-accepts-native-and-csharp-types branch from d2fba34 to 7f727a5 Compare June 17, 2025 18:17
@JosueNina JosueNina force-pushed the feature-6199-rolling-window-only-accepts-native-and-csharp-types branch 2 times, most recently from caee86d to 534ebc5 Compare June 17, 2025 21:54
@JosueNina JosueNina force-pushed the feature-6199-rolling-window-only-accepts-native-and-csharp-types branch from 534ebc5 to 09ee8b5 Compare June 17, 2025 22:38
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RollingWindow Only Accepts native and C# Types
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