Make RollingWindow compatible with any data type (#8836)

* Make RollingWindow compatible with any data type

* Add generic RW<T> method

* Add RollingWindow wrapper class for PyObject

* Solve review comments

* Resolve review comments
This commit is contained in:
JosueNina
2025-06-18 16:29:00 -05:00
committed by GitHub
parent 4dcd41b690
commit 5729be4661
14 changed files with 112 additions and 15 deletions
@@ -44,7 +44,7 @@ class CustomVolatilityModel():
self.last_price = 0
self.needs_update = False
self.period_span = timedelta(1)
self.window = RollingWindow[float](periods)
self.window = RollingWindow(periods)
# Volatility is a mandatory attribute
self.volatility = 0