From 026ab30ea5edf6b1f623208cc9c1d375d4a0a617 Mon Sep 17 00:00:00 2001 From: Tim Shawver Date: Tue, 1 Dec 2015 15:26:10 -0500 Subject: [PATCH] Added an entry to whatsnew for 0.8.4. --- docs/source/whatsnew/0.8.4.txt | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/source/whatsnew/0.8.4.txt b/docs/source/whatsnew/0.8.4.txt index 700316cd..a55df6fe 100644 --- a/docs/source/whatsnew/0.8.4.txt +++ b/docs/source/whatsnew/0.8.4.txt @@ -28,6 +28,9 @@ Enhancements :meth:`~zipline.pipeline.factors.Factor.isfinite` methods to :class:`zipline.pipeline.factors.Factor` (:issue:`861`). +* Added :class:`zipline.pipeline.factors.Returns`, a built-in factor which + calculates the percent change in close price over the given window_length. + Experimental Features ~~~~~~~~~~~~~~~~~~~~~