# -*- coding: utf-8 -*- from numpy import sqrt as npsqrt from .variance import variance from pandas_ta.utils import get_offset, verify_series def stdev(close, length=None, ddof=1, offset=None, **kwargs): """Indicator: Standard Deviation""" # Validate Arguments close = verify_series(close) length = int(length) if length and length > 0 else 30 ddof = int(ddof) if ddof >= 0 and ddof < length else 1 offset = get_offset(offset) # Calculate Result stdev = variance(close=close, length=length, ddof=ddof).apply(npsqrt) # Offset if offset != 0: stdev = stdev.shift(offset) # Name & Category stdev.name = f"STDEV_{length}" stdev.category = "statistics" return stdev stdev.__doc__ = \ """Rolling Standard Deviation Sources: Calculation: Default Inputs: length=30 VAR = Variance STDEV = variance(close, length).apply(np.sqrt) Args: close (pd.Series): Series of 'close's length (int): It's period. Default: 30 ddof (int): Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements. Default: 1 offset (int): How many periods to offset the result. Default: 0 Kwargs: fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method Returns: pd.Series: New feature generated. """