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I am trying to have a rolling window of trade setups with the corresponding type of setup (string object that says "bull" or "bear") & the datetime object of when the setup occurred. Does anyone know if I would have to use 2 seperate Rolling Windows (one for strings of setup types & the other for datetime objects), or am I able to create it like this using a dictionary:
self.setups = RollingWindow[{}](self.expiration)Or like this using a list:
self.setups = RollingWindow[[]](self.expiration)
To emphasize what I am imagining is a rolling window like this as the end goal:
[{"Bull":2021-01-05 22:34:01}, {"Bear":2021-01-02 14:34:01}, ...]
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