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DOC: Docstring and whatsnew for masked custom factors.

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dmichalowicz committed 2016-04-12 11:59:17 -04:00
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docs/source/whatsnew/0.9.1.txt
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@@ -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
~~~~~~~~~~~~~~~~~~~~~