DOC: Miscellaneous docs updates.

This commit is contained in:
Scott Sanderson
2015-12-11 22:28:42 -05:00
parent 7996c07107
commit 7305f0c3b9
4 changed files with 17 additions and 5 deletions
+8
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@@ -60,6 +60,14 @@ Pipeline API
.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
:members:
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
:members:
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedStandardDeviation
:members:
.. autofunction:: zipline.pipeline.factors.DollarVolume
.. autoclass:: zipline.pipeline.filters.Filter
:members: __and__, __or__
:exclude-members: dtype
+3 -2
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@@ -33,9 +33,10 @@ class BusinessDaysUntilNextEarnings(Factor):
Assets for which `EarningsCalendar.next_announcement` is `NaT` will produce
a value of `NaN`.
See Also
--------
BusinessDaysSincePreviousEarnings
zipline.pipeline.factors.BusinessDaysSincePreviousEarnings
"""
inputs = [EarningsCalendar.next_announcement]
window_length = 0
@@ -71,7 +72,7 @@ class BusinessDaysSincePreviousEarnings(Factor):
See Also
--------
BusinessDaysUntilNextEarnings
zipline.pipeline.factors.BusinessDaysUntilNextEarnings
"""
inputs = [EarningsCalendar.previous_announcement]
window_length = 0
+3 -3
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@@ -394,8 +394,8 @@ class Factor(CompositeTerm):
See Also
--------
scipy.stats.rankdata
zipline.lib.rank
zipline.pipeline.factors.Rank
zipline.lib.rank.masked_rankdata_2d
zipline.pipeline.factors.factor.Rank
"""
return Rank(self, method=method, ascending=ascending, mask=mask)
@@ -466,7 +466,7 @@ class Factor(CompositeTerm):
See Also
--------
zipline.pipeline.filters.PercentileFilter
zipline.pipeline.filters.filter.PercentileFilter
"""
return PercentileFilter(
self,
+3
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@@ -143,6 +143,7 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
Base class for factors implementing exponential-weighted operations.
**Default Inputs:** None
**Default Window Length:** None
Parameters
@@ -242,6 +243,7 @@ class ExponentialWeightedMovingAverage(_ExponentialWeightedFactor):
Exponentially Weighted Moving Average
**Default Inputs:** None
**Default Window Length:** None
Parameters
@@ -275,6 +277,7 @@ class ExponentialWeightedStandardDeviation(_ExponentialWeightedFactor):
Exponentially Weighted Moving Standard Deviation
**Default Inputs:** None
**Default Window Length:** None
Parameters