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DOC: add default inputs and window length to TrueRange

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This commit is contained in:
Joe Jevnik
2016-07-25 12:36:22 -04:00
parent 072ada812a
commit 25474cf475
1 changed files with 10 additions and 3 deletions
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zipline/pipeline/factors/technical.py
+10 -3
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@@ -651,10 +651,17 @@ class TrueRange(CustomFactor):
A technical indicator originally developed by J. Welles Wilder, Jr.
Indicates the true degree of daily price change in an underlying.
"""
inputs = (USEquityPricing.high, USEquityPricing.low,
USEquityPricing.close, )
**Default Inputs:** :data:`zipline.pipeline.data.USEquityPricing.high`
:data:`zipline.pipeline.data.USEquityPricing.low`
:data:`zipline.pipeline.data.USEquityPricing.close`
**Default Window Length:** 2
"""
inputs = (
USEquityPricing.high,
USEquityPricing.low,
USEquityPricing.close,
)
window_length = 2
def compute(self, today, assets, out, highs, lows, closes):