code: def _get_wr(cls, df, n_days):
          
          n_days = int(n_days)
          ln = df['low'].rolling(min_periods=1, window=n_days,
                                 center=False).min()
  
          hn = df['high'].rolling(min_periods=1, window=n_days,
                                  center=False).max()
          column_name = 'wr_{}'.format(n_days)
          df[column_name] = (hn - df['close']) / (hn - ln) * 100
docs: Williams Overbought/Oversold Index
  
          WMS=[(Hn—Ct)/(Hn—Ln)] ×100
          Ct - the close price
          Hn - N days high
          Ln - N days low
  
          :param df: data
          :param n_days: N days
          :return: None