Extending the RollingWindow class - method not found

Hi .ekz.,
Thank you for your patience.
Unfortunately not all C# classes like RollingWindow can be extended in a Python algorithm. An alternative way would be to implement a separate class with a RollingWindow as an attribute and implement the necessary functions similar to:
 

class SmartRollingWindow():
    
  
  def __init__(self, period):
        self.window = RollingWindow[float](4)
    
  ## Return True if rolling window has at least minCount many elements
  def hasAtLeast(self,minCount):
        return self.window.Samples > minCount
        
  
  def Add(self, bar):
        self.window.Add(bar)

Best,
Varad Kabade

Thanks Varad Kabade , I ended up doing it that way (creating a wrapper) and shared with the community a few days ago in another thread. Here's the current working version, in case you are interested.

One thing i do have a question on is how to pass on the ‘type’ without using a string. I'd like to instantiate my SmartRollingWindow the exact same way I do a regular rolling window.  Currently i instantiate like this: 

        self.kalWindow   = SmartRollingWindow("float", 2)

I would like to instantiate like this instead: 

        self.kalWindow   = SmartRollingWindow[float](2)

Any thoughts?

Implementation below:

###################################################
#
#  Smart Rolling window
#  ========================
#  Convenience object to build on RollingWindow functionality
#
#  Methods:
#  -------------------------
#  mySmartWindow.IsRising()
#  mySmartWindow.IsFalling()
#  mySmartWindow.crossedAboveValue(value)
#  mySmartWindow.crossedBelowValue(value)
#  mySmartWindow.crossedAbove(otherWindow)
#  mySmartWindow.crossedBelow(otherWindow)
#  mySmartWindow.IsFlat(decimalPrecision)
#
#
#  Author:ekz
###################################################

class SmartRollingWindow():
    
    def __init__(self, windowType, windowLength):
        self.window    = None
        self.winLength = windowLength

        if (windowType is "int"):self.window = RollingWindow[int](windowLength)
        elif (windowType is "bool"):self.window = RollingWindow[bool](windowLength)
        elif (windowType is "float"):self.window = RollingWindow[float](windowLength)
        elif (windowType is "TradeBar"):self.window = RollingWindow[TradeBar](windowLength)

    def crossedAboveValue(self, value):return (self.window[1] <= value < self.window[0])
    def crossedBelowValue(self, value): return (self.window[1] >= value > self.window[0])

    def crossedAbove(self, series): return (self.window[1] <= series[1] and self.window[0] > series[0])
    def crossedBelow(self, series): return (self.window[1] >= series[1] and self.window[0] < series[0])

    def isFlat(self):    return (self.window[1] == self.window[0])
    def isFalling(self): return (self.window[1] > self.window[0])
    def isRising(self):  return (self.window[1] < self.window[0])

    def Add(self,value): 
        self.window.Add(value)

    def IsReady(self):
        return (self.window is not None) and \
               (self.window.Count >= self.winLength) ## TODO: just use rw.IsReady?
    
    def __getitem__(self, index):
        return self.window[index]

Hi .ekz.,

Willing to help… What you want to do is called a Python Generics: https://docs.python.org/3/library/typing.html#generics

It is relatively advanced Python programming. As you can see in the docs, you will need to put your generic type between the () in class SmartRollingWindow(). Then you can reuse it in the class itself. If you've never done generic types in any programming language, this may be difficult. If you've done it, it's very similar.

Remember that the Python runtime (python.exe on Windows) never do static type checking (in other words, it does not verify, for instance in your case, that you are actually adding floats in your [float] window). So your code will be able to add whatever to the rolling window anyway, except that if that whatever is not properly used when you get an item out of the rolling window (like you call a method that does not exist), you'll get runtime errors.

Hope this makes sense to you. If not, you can contact me on discord (I left you a note).

Fred

Brilliant. Thanks Fred Painchaud.

See you on Discord.