Share New Research 
Does rolling window based on refrece or does it copy (create) actul "Type" to maintain history?
Example
public override void Initialize() {
.... historyBar = new RollingWindow<TradeBar>(2);
}
public void OnData(TradeBars data) { TradeBar b = null; data.TryGetValue("SPY", out b); if (b != null) historyBar.Add(b);
...
}
In above code when OnData for function reaches to the end memory for b gets released. What happens to history that was added using "b" i.e will it surive? If historyBar.Add(b) copies data from "b" to history list then it should be fine but if it points to "b" then there is risk of getting wrong history.
Desi Monk
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!