i bSSKJr SSKJrJrJr SSKJrJrJ r S S\S\S\S\S \S \4 S jjr g) )Series)DictLikeIntIntFloat)v_offset v_pos_defaultv_seriesNcloselengthqoffsetkwargsreturnc [US5nSU;aUSb[US5nOUn[U[X55nUcg[ U[ 5(aSUs=:aS:aO O [ U5OSn[ U5nURXS9RU5nUS:waURU5nSU;aURUSS S 9 S US U3Ul S Ul U$)a]Rolling Quantile Calculates a rolling Quantile. Parameters: close (Series): ```close``` Series length (int): The period. Default: ```30``` q (float): The quantile. Default: ```0.5``` offset (int): Post shift. Default: ```0``` Other Parameters: fillna (value): ```pd.DataFrame.fillna(value)``` Returns: (Series): 1 column  min_periodsNrg?)rfillnaT)inplaceQTL__ statistics) rintr max isinstancefloatrrollingquantileshiftrnamecategory)r r r r rrrs X/var/www/html/trading/venv/lib/python3.13/site-packages/pandas_ta/statistics/quantile.pyrrs*62 &F6-#8#D&/0  UC4 5E }q%((QYQYaCA f F}}V}=FFqIH{>>&)6x($76(!A3'HM$H O)NNN) pandasrpandas_ta._typingrrrpandas_ta.utilsrrr rr#r"r(sS55== 6:1 11*21 1"*1 1r#