average_true_range(..., window=N) raises IndexError in N if greater than length of passed series

[flaviovs]

Not sure about the expected behaviour of average_true_range(..., window=N) when N > len(series), so reporting anyway.

How to reproduce:

import pandas as pd
from ta.volatility import average_true_range

df = pd.DataFrame({'H': [3, 4, 5, 6, 7],
                   'L': [1, 2, 3, 4, 5],
                   'C': [2, 3, 4, 5, 6]}, index=pd.date_range('2021-01-01', periods=5))

average_true_range(high=df['H'], low=df['L'], close=df['C'], window=6)

Note: same results if using AverageTrueRange class.

NB: I hope this is a valid bug report, since Pandas "rolling" functions return arrays of np.NaN when the window is greater than the passed series/dataframe, (no exception is raised). Example:

import pandas as pd
s = pd.Series([2, 3, 4, 5, 6], index=pd.date_range('2021-01-01', periods=5))
print(s.rolling(6).mean())
# Prints:
# 2021-01-01   NaN
# 2021-01-02   NaN
# 2021-01-03   NaN
# 2021-01-04   NaN
# 2021-01-05   NaN
# Freq: D, Name: C, dtype: float64