code: def annual_volatility(returns, period=DAILY):
      """
      Determines the annual volatility of a strategy.
  
      Parameters
      ----------
      returns : pd.Series
          Periodic returns of the strategy, noncumulative.
          - See full explanation in :func:`~pyfolio.timeseries.cum_returns`.
      period : str, optional
          Defines the periodicity of the 'returns' data for purposes of
          annualizing volatility. Can be 'monthly' or 'weekly' or 'daily'.
          - Defaults to 'daily'.
  
      Returns
      -------
      float
          Annual volatility.
      """
  
      return ep.annual_volatility(returns, period=period)
  
imports: from __future__ import division
  from collections import OrderedDict
  from functools import partial
  import empyrical
  import numpy
  import pandas
  import scipy
  import scipy.stats
  from sklearn import linear_model
  from .deprecate import deprecated
  from .interesting_periods import PERIODS
  from .txn import get_turnover
  from .utils import APPROX_BDAYS_PER_MONTH, APPROX_BDAYS_PER_YEAR
  from .utils import DAILY
label_desc: Use image node_id 4 for calling a global function with example usage: annual_volatility(returns, period) and returns: ep