def indicator_donchian(df, lookback=20):
    """Creates columns for donchian channel.  Requires columns "high" and "low" in intraday_df

    Args:
        df (pd.DataFrame): OHLCV intraday dataframe, only needs two columns:
            - high: used for hold-high
            - low: used for hold-low
        lookback (:obj:int, optional): rolling window.  Default is 20

    Returns:
        pd.DataFrame: columns are:
            - donchian_high
            - donchian_low

    Example:
        >>> df = processed_df.copy()
        >>> donchian = dvind.indicator_donchian(df, lookback=1380*3)
        >>> df = pd.merge(df, donchian, left_index=True, right_index=True)
    """
    df = df[['high', 'low']].copy()
    df = df.dropna()
    df['donchian_high'] = df.high.rolling(lookback).max()
    df['donchian_low'] = df.high.rolling(lookback).min()
    df = df.drop(['high', 'low'], axis=1)
    return df
