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ENH: Change DollarVolume to AverageDollarVolume.

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Scott Sanderson
2015-12-28 16:12:11 -05:00
parent c4f3f51ea5
commit 72887f0065
5 changed files with 30 additions and 14 deletions
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docs/source/appendix.rst
+2 -1
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@@ -66,7 +66,8 @@ Pipeline API
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
:members:
.. autofunction:: zipline.pipeline.factors.DollarVolume
.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
:members:
.. autoclass:: zipline.pipeline.filters.Filter
:members: __and__, __or__
docs/source/whatsnew/0.8.4.txt
+1 -1
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@@ -53,7 +53,7 @@ Enhancements
window_length. (:issue:`884`).
* Added a new built-in factor:
:class:`~zipline.pipeline.factors.DollarVolume`. (:issue:`910`).
:class:`~zipline.pipeline.factors.AverageDollarVolume`. (:issue:`927`).
* Added :class:`~zipline.pipeline.factors.ExponentialWeightedMovingAverage` and
:class:`~zipline.pipeline.factors.ExponentialWeightedMovingStdDev`