def highest(f, c, p=20):
    """Calculate the highest value on a rolling basis.

    Parameters
    ----------
    f : pandas.DataFrame
        Dataframe containing the column ``c``.
    c : str
        Name of the column in the dataframe ``f``.
    p : int
        The period over which to calculate the rolling maximum.

    Returns
    -------
    new_column : pandas.Series (float)
        The array containing the new feature.

    """
    new_column = f[c].rolling(p).max()
    return new_column
