def rolling_sharpe(returns, rolling_sharpe_window):
return returns.rolling(rolling_sharpe_window).mean()/ returns.rolling(rolling_sharpe_window).std()* np.sqrt(APPROX_BDAYS_PER_YEAR)<EOL>
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.