diff --git a/docs/source/appendix.rst b/docs/source/appendix.rst index 2d161ed3..7119bf91 100644 --- a/docs/source/appendix.rst +++ b/docs/source/appendix.rst @@ -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 diff --git a/zipline/pipeline/factors/events.py b/zipline/pipeline/factors/events.py index 77dce728..42db1fbf 100644 --- a/zipline/pipeline/factors/events.py +++ b/zipline/pipeline/factors/events.py @@ -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 diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py index d7cb647a..2e6463b3 100644 --- a/zipline/pipeline/factors/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -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, diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index 3233d5d9..e8329bd8 100644 --- a/zipline/pipeline/factors/technical.py +++ b/zipline/pipeline/factors/technical.py @@ -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