Function calculate_stddev

Source
pub fn calculate_stddev(
    df: &DataFrame,
    window: usize,
    column: &str,
) -> PolarsResult<Series>
Expand description

Calculates Standard Deviation (StdDev) of a series over a window

§Arguments

  • df - DataFrame containing the price data
  • window - Window size for StdDev calculation (typically 14 or 20)
  • column - Column to calculate StdDev on (usually “close”)

§Returns

Returns a PolarsResult containing the StdDev Series

§Example

use polars::prelude::*;
use ta_lib_in_rust::indicators::volatility::calculate_stddev;

let close = Series::new("close".into(), &[10.0, 11.0, 12.0, 9.0, 8.0, 10.0]);
let df = DataFrame::new(vec![close.into()]).unwrap();

let stddev = calculate_stddev(&df, 3, "close").unwrap();