Sliding Window
A deque with fixed maxlen appends new elements and evicts old elements in O(1) time. The streaming abstraction uses a fixed-size sliding window implemented with collections.deque and maxlen. LogReturn computes log returns only after its tw…
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A deque with fixed maxlen appends new elements and evicts old elements in O(1) time. The streaming abstraction uses a fixed-size sliding window implemented with collections.deque and maxlen. LogReturn computes log returns only after its two-price window is full.