def rolling_volatility(returns, rolling_vol_window):
return returns.rolling(rolling_vol_window).std()* np.sqrt(APPROX_BDAYS_PER_YEAR)<EOL>
Determines the rolling volatility of a strategy.

Parameters
----------
returns : pd.Series
    Daily returns of the strategy, noncumulative.
     - See full explanation in tears.create_full_tear_sheet.
rolling_vol_window : int
    Length of rolling window, in days, over which to compute.

Returns
-------
pd.Series
    Rolling volatility.