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Added an entry to whatsnew for 0.8.4.
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@@ -28,6 +28,9 @@ Enhancements
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:meth:`~zipline.pipeline.factors.Factor.isfinite` methods to
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:class:`zipline.pipeline.factors.Factor` (:issue:`861`).
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* Added :class:`zipline.pipeline.factors.Returns`, a built-in factor which
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calculates the percent change in close price over the given window_length.
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Experimental Features
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~~~~~~~~~~~~~~~~~~~~~
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