def roll_up_down_capture(returns, factor_returns, window=10, **kwargs):
    """
    Computes the up/down capture measure over a rolling window.
    see documentation for :func:`~empyrical.stats.up_down_capture`.
    (pass all args, kwargs required)

    Parameters
    ----------
    returns : pd.Series or np.ndarray
        Daily returns of the strategy, noncumulative.
        - See full explanation in :func:`~empyrical.stats.cum_returns`.

    factor_returns : pd.Series or np.ndarray
        Noncumulative returns of the factor to which beta is
        computed. Usually a benchmark such as the market.
        - This is in the same style as returns.

    window : int, required
        Size of the rolling window in terms of the periodicity of the data.
        - eg window = 60, periodicity=DAILY, represents a rolling 60 day window
    """
    return roll(returns, factor_returns, window=window,
                function=up_down_capture, **kwargs)
Computes the up/down capture measure over a rolling window.
    see documentation for :func:`~empyrical.stats.up_down_capture`.
    (pass all args, kwargs required)

    Parameters
    ----------
    returns : pd.Series or np.ndarray
        Daily returns of the strategy, noncumulative.
        - See full explanation in :func:`~empyrical.stats.cum_returns`.

    factor_returns : pd.Series or np.ndarray
        Noncumulative returns of the factor to which beta is
        computed. Usually a benchmark such as the market.
        - This is in the same style as returns.

    window : int, required
        Size of the rolling window in terms of the periodicity of the data.
        - eg window = 60, periodicity=DAILY, represents a rolling 60 day window