From 39507efed2d7ddedda3197a0ed3e3e8b565e3b66 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Wed, 23 Mar 2016 16:18:19 -0400 Subject: [PATCH] DOC: Add whatsnew for quantiles. --- docs/source/whatsnew/0.8.5.txt | 13 ++++++++++--- 1 file changed, 10 insertions(+), 3 deletions(-) diff --git a/docs/source/whatsnew/0.8.5.txt b/docs/source/whatsnew/0.8.5.txt index 6fd25cbd..49bf161c 100644 --- a/docs/source/whatsnew/0.8.5.txt +++ b/docs/source/whatsnew/0.8.5.txt @@ -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 ~~~~~~~~~~~~~~~~~~~~~