itSSKJr SSKJrJr SSKJr SSKJrJ r J r J r SS\S\S\S \ S \S \S \4S jjr g))Series)DictLikeInt)Imports) v_lowerboundv_offsetv_seriesv_talibNcloselengthddoftaliboffsetkwargsreturnc "[USS5nSU;aUSb[US5nOUn[U[X55nUcg[ U[5(aSUs=::aU:aO O [U5OSn[ U5n[ U5n[S(aU(aSSKJ n U"X5n OURXS9RU5n US:waU RU5n S U;aU RUS S S 9 S U3U lS U lU $)avRolling Variance Calculates a rolling Variance. Parameters: close (Series): ```close``` Series length (int): The period. Default: ```30``` ddof (int): Delta Degrees of Freedom. Default: ```1``` talib (bool): If installed, use TA Lib. Default: ```True``` offset (int): Post shift. Default: ```0``` Other Parameters: fillna (value): ```pd.DataFrame.fillna(value)``` Returns: (Series): 1 column Note: * TA Lib does not have a ```ddof``` parameter. * The divisor used in calculations is: ```N - ddof```, where ```N``` is the number of elements. To use ```ddof```, set ```talib=False```.  min_periodsNrr)VAR)rfillnaT)inplaceVAR_ statistics)rintr max isinstancer rrrrrollingvarshiftrnamecategory) r r r rrrrmode_talrvariances X/var/www/html/trading/venv/lib/python3.13/site-packages/pandas_ta/statistics/variance.pyr$r$ s 8&!R (F6-#8#D&/0  UC4 5E }"4--!t2Df2D3t9!Du~H f FwHu%===AEEdK{>>&)6x($76(OHM$H O)NNNN)pandasrpandas_ta._typingrrpandas_ta.mapsrpandas_ta.utilsrrr r boolr$r&r%r-sb+"EE "&$(= == =!= =#+= =r&