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Merge pull request #1199 from quantopian/boybands-factor
BollingerBands factor
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@@ -206,6 +206,9 @@ Pipeline API
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.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
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:members:
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.. autoclass:: zipline.pipeline.factors.BollingerBands
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:members:
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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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@@ -127,6 +127,10 @@ Enhancements
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``element_of`` is defined for all classifiers. The remaining methods are
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only defined for strings. (:issue:`1174`)
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* Added :class:`~zipline.pipeline.factors.BollingerBands` factor. This factor
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implements the Bollinger Bands technical indicator:
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https://en.wikipedia.org/wiki/Bollinger_Bands (:issue:`1199`).
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Experimental Features
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~~~~~~~~~~~~~~~~~~~~~
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@@ -165,7 +169,10 @@ None
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Documentation
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~~~~~~~~~~~~~
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None
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* Updated documentation for the API methods (:issue:`1188`).
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* Updated release process to mention that docs should be built with python 3
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(:issue:`1188`).
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Miscellaneous
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~~~~~~~~~~~~~
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