code: def rolling_volatility(returns, rolling_vol_window):
      
  
      return returns.rolling(rolling_vol_window).std() \
          * np.sqrt(APPROX_BDAYS_PER_YEAR)
docs: Determines the rolling volatility of a strategy.
  
      Parameters
      ----------
      returns : pd.Series
          Daily returns of the strategy, noncumulative.
           - See full explanation in tears.create_full_tear_sheet.
      rolling_vol_window : int
          Length of rolling window, in days, over which to compute.
  
      Returns
      -------
      pd.Series
          Rolling volatility.