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Merge pull request #1358 from quantopian/smoothing

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ENH: added smoothing to zipline
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Scott Sanderson
2016-08-02 10:32:11 -04:00
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parent 7761c736da 499703d227
commit 129d16fd3d
4 changed files with 146 additions and 0 deletions
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docs/source/whatsnew/1.0.2.txt
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@@ -26,6 +26,11 @@ Enhancements
:meth:`~zipline.pipeline.factors.Factor.top`, and
:meth:`~zipline.pipeline.factors.Factor.bottom`. (:issue:`1349`).
- Added new pipeline filters, :class:`~zipline.pipeline.filters.All` and
:class:`~zipline.pipeline.filters.Any`, which takes another filter and
returns True if an asset produced a True for any/all days in the previous
``window_length`` days (:issue:`1358`).
Bug Fixes
~~~~~~~~~