Merge pull request #1199 from quantopian/boybands-factor

BollingerBands factor
This commit is contained in:
Joe Jevnik
2016-05-13 15:35:10 -04:00
11 changed files with 378 additions and 18 deletions
+3
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@@ -206,6 +206,9 @@ Pipeline API
.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
:members:
.. autoclass:: zipline.pipeline.factors.BollingerBands
:members:
.. autoclass:: zipline.pipeline.filters.Filter
:members: __and__, __or__
:exclude-members: dtype
+8 -1
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@@ -127,6 +127,10 @@ Enhancements
``element_of`` is defined for all classifiers. The remaining methods are
only defined for strings. (:issue:`1174`)
* Added :class:`~zipline.pipeline.factors.BollingerBands` factor. This factor
implements the Bollinger Bands technical indicator:
https://en.wikipedia.org/wiki/Bollinger_Bands (:issue:`1199`).
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
@@ -165,7 +169,10 @@ None
Documentation
~~~~~~~~~~~~~
None
* Updated documentation for the API methods (:issue:`1188`).
* Updated release process to mention that docs should be built with python 3
(:issue:`1188`).
Miscellaneous
~~~~~~~~~~~~~