From 25474cf475e438cae022dc1cf6b20e0a012e85a0 Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Mon, 25 Jul 2016 12:36:22 -0400 Subject: [PATCH] DOC: add default inputs and window length to TrueRange --- zipline/pipeline/factors/technical.py | 13 ++++++++++--- 1 file changed, 10 insertions(+), 3 deletions(-) diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index 0d03e9c7..23a2a7d8 100644 --- a/zipline/pipeline/factors/technical.py +++ b/zipline/pipeline/factors/technical.py @@ -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):