From 161771917e2eb70172a8c113b0aeb3a182d01539 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Tue, 26 Jul 2016 02:08:59 -0400 Subject: [PATCH] DOC: Mention groupby in top/bottom docs. --- zipline/pipeline/factors/factor.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py index c466577d..e64abf4f 100644 --- a/zipline/pipeline/factors/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -931,6 +931,9 @@ class Factor(RestrictedDTypeMixin, ComputableTerm): """ Construct a Filter matching the top N asset values of self each day. + If ``groupby`` is supplied, returns a Filter matching the top N asset + values for each group. + Parameters ---------- N : int @@ -952,6 +955,9 @@ class Factor(RestrictedDTypeMixin, ComputableTerm): """ Construct a Filter matching the bottom N asset values of self each day. + If ``groupby`` is supplied, returns a Filter matching the bottom N + asset values for each group. + Parameters ---------- N : int