How to implement a new statistical class rolling_weighted_mean?

[JaydenFish]

It is complexed to mix rolling and weighted.
thanks very much.

[yuvalif]

it depends what kind of functionality you want.
you can just add a weight that will be stored together with the value and treated similarly to how "weighted_mean" is using the weight (just multiply with the value).
another option is to have fixed weights associated with the positions in the window (= a filter), here the implementation is different, but should not be too complex.