Built-in RollingWindow in Consolidators

[AlexCatarino]

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 https://github.com/QuantConnect/Lean/pull/7314

Checklist

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• [x] I have provided detailed steps to reproduce the issue