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DOC: Add whatsnew for quantiles.

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Scott Sanderson
2016-03-23 16:18:19 -04:00
parent 18bd7010b5
commit 39507efed2
1 changed files with 10 additions and 3 deletions
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docs/source/whatsnew/0.8.5.txt
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@@ -32,13 +32,20 @@ Enhancements
factors use the new ``CashBuybackAuthorizations`` and
``ShareBuybackAuthorizations`` datasets, respectively. (:issue:`1022`).
* Implemented :class:`zipline.pipeline.Classifier`, a new core pipeline API
term representing grouping keys. Classifiers are primarily used by passing
them as the ``groupby`` parameter to factor normalization methods.
* Added factor normalization methods:
:meth:`zipline.pipeline.Factor.demean` and
:meth:`zipline.pipeline.Factor.zscore`. (:issue:`1046`)
* Implemented :class:`zipline.pipeline.Classifier`, a new core pipeline API
term representing grouping keys. Classifiers are primarily used by passing
them as the ``groupby`` parameter to factor normalization methods.
* Added :meth:`zipline.pipeline.Factor.quantiles`, a method for computing a
Classifier from a Factor by partitioning into equally-sized buckets. Also
added helpers for common quantile sizes
(:meth:`zipline.pipeline.Factor.quartiles`,
:meth:`zipline.pipeline.Factor.quartiles`, and
:meth:`zipline.pipeline.Factor.deciles`) (:issue:`1075`).
Experimental Features
~~~~~~~~~~~~~~~~~~~~~