Hello all,

I was wondering if someone could help me with this:

Below is a simplified code to create 22, 11, and 2 day rolling windows for each stock in a list of stocks. It contains a SymbolData class to create objects for each of the symbols in a list of stocks. In this example, an arbitrary list is chosen, say: ["SPY", "TLT", "BND"].

Given as you can see in the code that I have added the OnDailyData function to add daily bars to the rolling windows, would the code below suffice in adding data to the rolling windows or do I still need to write something of this sort in OnData in this case?  ---> something like this: window.Add(data[symbol])

Also, how do we make sure it is ready in OnData in this case ? (e.g. if not window.IsReady: return)

More importantly, can any of the tasks above be added to the SymbolData class instead of OnData ?

Thanks for your help and patience.