From e0e1cb6ee9a6be95c11c156089a2e5e2807806e6 Mon Sep 17 00:00:00 2001
From: Nikolay Baraboshkin <nbaraboshkin@telgorithm.com>
Date: Wed, 4 Dec 2024 21:54:09 +0400
Subject: [PATCH 1/2] improve the performance of RollingWindow.GetEnumerator

Closes #8443
---
 Common/Indicators/RollingWindow.cs | 14 ++++++++------
 1 file changed, 8 insertions(+), 6 deletions(-)

diff --git a/Common/Indicators/RollingWindow.cs b/Common/Indicators/RollingWindow.cs
index d2f7ed526813..605f13ad2397 100644
--- a/Common/Indicators/RollingWindow.cs
+++ b/Common/Indicators/RollingWindow.cs
@@ -244,18 +244,20 @@ public bool IsReady
         /// <filterpriority>1</filterpriority>
         public IEnumerator<T> GetEnumerator()
         {
-            // we make a copy on purpose so the enumerator isn't tied
-            // to a mutable object, well it is still mutable but out of scope
-            var temp = new List<T>(_list.Count);
             try
             {
                 _listLock.EnterReadLock();
 
-                for (int i = 0; i < _list.Count; i++)
+                // we make a copy on purpose so the enumerator isn't tied
+                // to a mutable object, well it is still mutable but out of scope
+                var count = _list.Count;
+                var temp = new T[count];
+                for (int i = count - 1; i >= 0; i--)
                 {
-                    temp.Add(this[i]);
+                    temp[count - 1 - i] = _list[(_tail + i) % count];
                 }
-                return temp.GetEnumerator();
+
+                return ((IEnumerable<T>) temp).GetEnumerator();
             }
             finally
             {

From 1dbc2b379fa96896b1ab50e73645bdddffe3bbd9 Mon Sep 17 00:00:00 2001
From: Nikolay Baraboshkin <nbaraboshkin@telgorithm.com>
Date: Thu, 5 Dec 2024 22:51:02 +0400
Subject: [PATCH 2/2] address review comments

---
 Common/Indicators/RollingWindow.cs     | 15 +++++++++++----
 Tests/Indicators/RollingWindowTests.cs |  6 ++++++
 2 files changed, 17 insertions(+), 4 deletions(-)

diff --git a/Common/Indicators/RollingWindow.cs b/Common/Indicators/RollingWindow.cs
index 605f13ad2397..b1172752499f 100644
--- a/Common/Indicators/RollingWindow.cs
+++ b/Common/Indicators/RollingWindow.cs
@@ -16,6 +16,7 @@
 using System;
 using System.Collections;
 using System.Collections.Generic;
+using System.Runtime.CompilerServices;
 using System.Threading;
 
 namespace QuantConnect.Indicators
@@ -174,7 +175,7 @@ public T this [int i]
                         return default;
                     }
 
-                    return _list[(_list.Count + _tail - i - 1) % _list.Count];
+                    return _list[GetListIndex(i, _list.Count, _tail)];
                 }
                 finally
                 {
@@ -206,7 +207,7 @@ public T this [int i]
                         }
                     }
 
-                    _list[(_list.Count + _tail - i - 1) % _list.Count] = value;
+                    _list[GetListIndex(i, _list.Count, _tail)] = value;
                 }
                 finally
                 {
@@ -252,9 +253,9 @@ public IEnumerator<T> GetEnumerator()
                 // to a mutable object, well it is still mutable but out of scope
                 var count = _list.Count;
                 var temp = new T[count];
-                for (int i = count - 1; i >= 0; i--)
+                for (int i = 0; i < count; i++)
                 {
-                    temp[count - 1 - i] = _list[(_tail + i) % count];
+                    temp[i] = _list[GetListIndex(i, count, _tail)];
                 }
 
                 return ((IEnumerable<T>) temp).GetEnumerator();
@@ -327,6 +328,12 @@ public void Reset()
             }
         }
 
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        private static int GetListIndex(int index, int listCount, int tail)
+        {
+            return (listCount + tail - index - 1) % listCount;
+        }
+
         private void Resize(int size)
         {
             try
diff --git a/Tests/Indicators/RollingWindowTests.cs b/Tests/Indicators/RollingWindowTests.cs
index c451e8838b71..5c7001c50c6f 100644
--- a/Tests/Indicators/RollingWindowTests.cs
+++ b/Tests/Indicators/RollingWindowTests.cs
@@ -114,6 +114,12 @@ public void EnumeratesAsExpected()
             Assert.AreEqual(2, inOrder[0]);
             Assert.AreEqual(1, inOrder[1]);
             Assert.AreEqual(0, inOrder[2]);
+
+            window.Add(3);
+            var inOrder2 = window.ToList();
+            Assert.AreEqual(3, inOrder2[0]);
+            Assert.AreEqual(2, inOrder2[1]);
+            Assert.AreEqual(1, inOrder2[2]);
         }
 
         [Test]