iSSKJr SSKJr SSKJrJr SSKJr SSK J r J r J r J r SSKJr SS \S \S \S \S \S\S\4Sjjrg))sqrt)Series)DictLikeInt)Imports)v_offset v_pos_defaultv_seriesv_talib)varianceNcloselengthddoftaliboffsetkwargsreturnc [US5n[X5nUcg[U[5(aSUs=::aU:aO O [U5OSn[ U5n[ U5n[ S(aU(aSSKJn U"X5nO[XX&S9R[5nUS:waURU5nSU;aURUSS S 9 S U3UlS UlU$) aRolling Standard Deviation Calculates a rolling Standard Deviation. Parameters: close (Series): ```close``` Series length (int): The period. Default: ```30``` ddof (int): Delta Degrees of Freedom. Default: ```1``` talib (bool): If installed, use TA Lib. Default: ```True``` offset (int): Post shift. Default: ```0``` Other Parameters: fillna (value): ```pd.DataFrame.fillna(value)``` Returns: (Series): 1 column Note: * TA Lib does not have a ```ddof``` parameter. * The divisor used in calculations is: ```N - ddof```, where ```N``` is the number of elements. To use ```ddof```, set ```talib=False```. Nrr r)STDDEV)rrrrfillnaT)inplaceSTDEV_ statistics)r r isinstanceintr rrrrr applyrshiftrnamecategory) rrrrrrmode_talrstdevs U/var/www/html/trading/venv/lib/python3.13/site-packages/pandas_ta/statistics/stdev.pyr#r# s862 &F U #E }"4--!t2Df2D3t9!Du~H f FwH u%T %+  { F#6 VH%t 4&"EJ!EN L)NNNN)numpyrpandasrpandas_ta._typingrrpandas_ta.mapsrpandas_ta.utilsrr r r r boolr#r%r$r-sh+"FF "&$(; ;; ;!; ;#+; ;r%