Merge pull request #925 from quantopian/rename-moments

DOC: Rename exponential stddev.

docs/source/appendix.rst

@@ -63,7 +63,7 @@ Pipeline API
 .. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
    :members:
 
-.. autoclass:: zipline.pipeline.factors.ExponentialWeightedStandardDeviation
+.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
    :members:
 
 .. autofunction:: zipline.pipeline.factors.DollarVolume

docs/source/whatsnew/0.8.4.txt

@@ -56,7 +56,7 @@ Enhancements
   :class:`~zipline.pipeline.factors.DollarVolume`. (:issue:`910`).
 
 * Added :class:`~zipline.pipeline.factors.ExponentialWeightedMovingAverage` and
-  :class:`~zipline.pipeline.factors.ExponentialWeightedStandardDeviation`
+  :class:`~zipline.pipeline.factors.ExponentialWeightedMovingStdDev`
   factors. (:issue:`910`).
 
 Experimental Features

tests/pipeline/test_engine.py

@@ -58,7 +58,7 @@ from zipline.pipeline.factors import (
     EWMA,
     EWMSTD,
     ExponentialWeightedMovingAverage,
-    ExponentialWeightedStandardDeviation,
+    ExponentialWeightedMovingStdDev,
     MaxDrawdown,
     SimpleMovingAverage,
 )
@@ -947,7 +947,7 @@ class ParameterizedFactorTestCase(TestCase):
 
     def test_ewm_aliasing(self):
         self.assertIs(ExponentialWeightedMovingAverage, EWMA)
-        self.assertIs(ExponentialWeightedStandardDeviation, EWMSTD)
+        self.assertIs(ExponentialWeightedMovingStdDev, EWMSTD)
 
     def test_dollar_volume(self):
         results = self.engine.run_pipeline(

zipline/pipeline/factors/__init__.py

@@ -12,7 +12,7 @@ from .technical import (
     EWMA,
     EWMSTD,
     ExponentialWeightedMovingAverage,
-    ExponentialWeightedStandardDeviation,
+    ExponentialWeightedMovingStdDev,
     MaxDrawdown,
     RSI,
     Returns,
@@ -29,7 +29,7 @@ __all__ = [
     'EWMA',
     'EWMSTD',
     'ExponentialWeightedMovingAverage',
-    'ExponentialWeightedStandardDeviation',
+    'ExponentialWeightedMovingStdDev',
     'Factor',
     'Latest',
     'MaxDrawdown',

zipline/pipeline/factors/technical.py

@@ -206,7 +206,7 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
         ----
         This classmethod is provided by both
         :class:`ExponentialWeightedMovingAverage` and
-        :class:`ExponentialWeightedStandardDeviation`.
+        :class:`ExponentialWeightedMovingStdDev`.
         """
         if span <= 1:
             raise ValueError(
@@ -252,7 +252,7 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
         ----
         This classmethod is provided by both
         :class:`ExponentialWeightedMovingAverage` and
-        :class:`ExponentialWeightedStandardDeviation`.
+        :class:`ExponentialWeightedMovingStdDev`.
         """
         if halflife <= 0:
             raise ValueError(
@@ -296,7 +296,7 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
         ----
         This classmethod is provided by both
         :class:`ExponentialWeightedMovingAverage` and
-        :class:`ExponentialWeightedStandardDeviation`.
+        :class:`ExponentialWeightedMovingStdDev`.
         """
         return cls(
             inputs=inputs,
@@ -343,7 +343,7 @@ class ExponentialWeightedMovingAverage(_ExponentialWeightedFactor):
         )
 
 
-class ExponentialWeightedStandardDeviation(_ExponentialWeightedFactor):
+class ExponentialWeightedMovingStdDev(_ExponentialWeightedFactor):
     """
     Exponentially Weighted Moving Standard Deviation
 
@@ -389,4 +389,4 @@ class ExponentialWeightedStandardDeviation(_ExponentialWeightedFactor):
 
 # Convenience aliases.
 EWMA = ExponentialWeightedMovingAverage
-EWMSTD = ExponentialWeightedStandardDeviation
+EWMSTD = ExponentialWeightedMovingStdDev