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DOC: Create built in factors subheading, organize them alphabetically

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Ana Ruelas
2017-06-05 16:00:09 -04:00
parent e55a6078d6
commit 11c0782e9a
1 changed files with 51 additions and 48 deletions
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docs/source/appendix.rst
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@@ -183,54 +183,6 @@ Pipeline API
:exclude-members: dtype
:member-order: bysource
.. autoclass:: zipline.pipeline.factors.Latest
:members:
.. autoclass:: zipline.pipeline.factors.MaxDrawdown
:members:
.. autoclass:: zipline.pipeline.factors.Returns
:members:
.. autoclass:: zipline.pipeline.factors.RSI
:members:
.. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEarnings
:members:
.. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEarnings
:members:
.. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
:members:
.. autoclass:: zipline.pipeline.factors.VWAP
:members:
.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
:members:
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
:members:
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
:members:
.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
:members:
.. autoclass:: zipline.pipeline.factors.BollingerBands
:members:
.. autoclass:: zipline.pipeline.factors.RollingPearsonOfReturns
:members:
.. autoclass:: zipline.pipeline.factors.RollingSpearmanOfReturns
:members:
.. autoclass:: zipline.pipeline.factors.RollingLinearRegressionOfReturns
:members:
.. autoclass:: zipline.pipeline.filters.Filter
:members: __and__, __or__
:exclude-members: dtype
@@ -243,6 +195,57 @@ Pipeline API
:members: open, high, low, close, volume
:undoc-members:
Built-in Factors
````````````````
.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
:members:
.. autoclass:: zipline.pipeline.factors.BollingerBands
:members:
.. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEvent
:members:
.. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEvent
:members:
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
:members:
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
:members:
.. autoclass:: zipline.pipeline.factors.Latest
:members:
.. autoclass:: zipline.pipeline.factors.MaxDrawdown
:members:
.. autoclass:: zipline.pipeline.factors.Returns
:members:
.. autoclass:: zipline.pipeline.factors.RollingLinearRegressionOfReturns
:members:
.. autoclass:: zipline.pipeline.factors.RollingPearsonOfReturns
:members:
.. autoclass:: zipline.pipeline.factors.RollingSpearmanOfReturns
:members:
.. autoclass:: zipline.pipeline.factors.RSI
:members:
.. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
:members:
.. autoclass:: zipline.pipeline.factors.VWAP
:members:
.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
:members:
Asset Metadata
~~~~~~~~~~~~~~