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DOC: Miscellaneous docs updates.
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@@ -60,6 +60,14 @@ Pipeline API
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.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
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:members:
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.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
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:members:
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.. autoclass:: zipline.pipeline.factors.ExponentialWeightedStandardDeviation
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:members:
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.. autofunction:: zipline.pipeline.factors.DollarVolume
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.. autoclass:: zipline.pipeline.filters.Filter
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:members: __and__, __or__
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:exclude-members: dtype
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@@ -33,9 +33,10 @@ class BusinessDaysUntilNextEarnings(Factor):
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Assets for which `EarningsCalendar.next_announcement` is `NaT` will produce
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a value of `NaN`.
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See Also
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--------
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BusinessDaysSincePreviousEarnings
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zipline.pipeline.factors.BusinessDaysSincePreviousEarnings
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"""
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inputs = [EarningsCalendar.next_announcement]
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window_length = 0
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@@ -71,7 +72,7 @@ class BusinessDaysSincePreviousEarnings(Factor):
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See Also
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--------
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BusinessDaysUntilNextEarnings
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zipline.pipeline.factors.BusinessDaysUntilNextEarnings
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"""
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inputs = [EarningsCalendar.previous_announcement]
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window_length = 0
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@@ -394,8 +394,8 @@ class Factor(CompositeTerm):
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See Also
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--------
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scipy.stats.rankdata
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zipline.lib.rank
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zipline.pipeline.factors.Rank
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zipline.lib.rank.masked_rankdata_2d
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zipline.pipeline.factors.factor.Rank
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"""
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return Rank(self, method=method, ascending=ascending, mask=mask)
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@@ -466,7 +466,7 @@ class Factor(CompositeTerm):
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See Also
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--------
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zipline.pipeline.filters.PercentileFilter
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zipline.pipeline.filters.filter.PercentileFilter
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"""
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return PercentileFilter(
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self,
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@@ -143,6 +143,7 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
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Base class for factors implementing exponential-weighted operations.
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**Default Inputs:** None
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**Default Window Length:** None
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Parameters
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@@ -242,6 +243,7 @@ class ExponentialWeightedMovingAverage(_ExponentialWeightedFactor):
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Exponentially Weighted Moving Average
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**Default Inputs:** None
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**Default Window Length:** None
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Parameters
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@@ -275,6 +277,7 @@ class ExponentialWeightedStandardDeviation(_ExponentialWeightedFactor):
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Exponentially Weighted Moving Standard Deviation
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**Default Inputs:** None
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**Default Window Length:** None
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Parameters
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