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DOC: Better docstring descriptions for mask.

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Scott Sanderson
2015-10-21 22:53:03 -04:00
parent 8543b32468
commit acce0779c9
1 changed files with 20 additions and 4 deletions
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zipline/pipeline/factors/factor.py
+20 -4
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@@ -239,6 +239,10 @@ class Factor(CompositeTerm):
ascending : bool, optional
Whether to return sorted rank in ascending or descending order.
Default is True.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, ranks are computed ignoring any asset/date
pairs for which `mask` produces a value of False.
Returns
-------
@@ -271,8 +275,10 @@ class Factor(CompositeTerm):
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.Filter
Filter to apply as a mask before computing top values.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, top values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
Returns
-------
@@ -288,8 +294,10 @@ class Factor(CompositeTerm):
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.filters.Filter
Filter to apply as a mask before computing bottom values.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, bottom values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
Returns
-------
@@ -309,7 +317,15 @@ class Factor(CompositeTerm):
Parameters
----------
min_percentile : float [0.0, 100.0]
Return True for assets falling above this percentile in the data.
max_percentile : float [0.0, 100.0]
Return True for assets falling below this percentile in the data.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when percentile
thresholds. If mask is supplied, percentile cutoffs are computed
each day using only assets for which `mask` returns True, and
assets not passing `mask` will produce False in the output of this
filter as well.
Returns
-------