DOC: Docstring and whatsnew for masked custom factors.

2026-07-17 11:25:55 +08:00 · 2016-04-12 11:59:17 -04:00
parent 3f2a5746f8
commit b94cc73d26
2 changed files with 9 additions and 1 deletions
@@ -17,7 +17,10 @@ None
 Enhancements
 ~~~~~~~~~~~~

-None
+* Added masking to :class:`zipline.pipeline.CustomFactor`.
+  Custom factors can now be passed a Filter upon instantiation. This tells the
+  factor to only compute over stocks for which the filter returns True, rather
+  than always computing over the entire universe of stocks. (:issue:`1095`)

 Experimental Features
 ~~~~~~~~~~~~~~~~~~~~~