code: def rolling_sharpe(returns, rolling_sharpe_window):
      """
      Determines the rolling Sharpe ratio of a strategy.
  
      Parameters
      ----------
      returns : pd.Series
          Daily returns of the strategy, noncumulative.
           - See full explanation in tears.create_full_tear_sheet.
      rolling_sharpe_window : int
          Length of rolling window, in days, over which to compute.
  
      Returns
      -------
      pd.Series
          Rolling Sharpe ratio.
  
      Note
      -----
      See https://en.wikipedia.org/wiki/Sharpe_ratio for more details.
      """
  
      return (
          returns.rolling(rolling_sharpe_window).mean()
          / returns.rolling(rolling_sharpe_window).std()
          * np.sqrt(APPROX_BDAYS_PER_YEAR)
      )
  
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 32 for calling a global function with example usage: rolling_sharpe(returns, rolling_sharpe_window) and returns: unknown