Expected Behavior
Consolidators have a built-in rolling window as Indicators.
self.ten_minute_trade = TradeBarConsolidator(10)
previous = self.ten_minute_trade[1]
self.ten_minute_trade.window.size = 10
first_in_range = self.ten_minute_trade[9]
Actual Behavior
Not supported.
Potential Solution
See #7314
Checklist
Expected Behavior
Consolidators have a built-in rolling window as Indicators.
Actual Behavior
Not supported.
Potential Solution
See #7314
Checklist
masterbranch