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 datawindow
- 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();