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Hi everyone,
Sorry I don't have sample code for this question. Does anyone know how to use rolling window without assigning a window size? My use case was simple, I just want to iterate all the historical data once.
However, with the current usage of rolling window which require a defined window size. It brings some unnecessary operation. For example, if the window size is 5 days, and the duration for the onData is 15 days. then it will be looped 11 times,
But all i want to do is just loop one time only for all the available data. Of course, it can be fixed by setting the windowSize as 15. What if some data only got 13 days and some only has 11 days? Then the rolling window will be crashed.
Any ideas? Thank you.
Derek Melchin
Hi Guru Guru,
The length of a RollingWindow is fixed by design. We recommend using a different data structure (perhaps a list or numpy array) instead.
Best,
Derek Melchin
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GURU GURU
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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