Source code for gryphon.lib.analysis.legacy.standard_deviation
[docs]def standard_deviation(tf,prices):
sd= []
sddate = []
x = tf
while x <= len(prices):
array2consider = prices[x-tf:x]
standev = array2consider.std()
sd.append(standev)
sddate.append(date[x])
x+=1
return sddate,sd