Seeking Help with Custom Indicators

Hello! I need help with this!

I'm trying to compute the standard deviation of daily (simple) returns of the last 90 days using the in-built STD indicator and a custom indicator `PriceReturn`. I keep getting this error code :

[ERROR] FATAL UNHANDLED EXCEPTION:Engine.Run(): During the algorithm initialization, the following exception has occurred: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the 'int'>) method. Please checkout the API documentation.,  at Initialize,    self.dev = IndicatorExtensions.Of(self.STD(90) in main.py: line 8, No method matches given arguments for STD: (),ApiConnection.TryRequest(backtest/status/update): Error: The operation has timed out.

Here is the code of the script:

class ThisCode(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2007, 7, 24) 
        self.SetEndDate(2012, 2, 20) 
        self.SetCash(100000)
        self.symbol = self.AddForex("GBPUSD", Resolution.Hour, Market.Oanda).Symbol
        self.returns = PriceReturn("GBPUSD", Resolution.Daily)
        self.dev = IndicatorExtensions.Of(self.STD(90), self.returns)
  
        self.RegisterIndicator("GBPUSD", self.returns, Resolution.Daily)
        self.SetWarmUp(90, Resolution.Daily)

    def OnData(self, data):
        pass


# Create a Custom Indicator that calculates the simple returns of daily close prices

class PriceReturn(PythonIndicator):
    def __init__(self, symbol, resolution):
        super().__init__()
        self.returns = 0
        self.Symbol = symbol
        self.Resolution = resolution
        self.Name = f"PriceReturn_{symbol}"

    def Update(self, input):
        self.price = input.Close
        self.returns = (self.price - self.price.Shift(1)) / self.price.Shift(1)
        self.returns.Name = self.Name

Surely, I'm missing something. Kindly help, thanks!