From 8abef95bb53ffc5e37c31132a1e9f644a7895930 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Fri, 18 Dec 2015 14:30:28 -0500 Subject: [PATCH] DOC: Rename exponential stddev. ExponentialWeightedStandardDeviation -> ExponentialWeightedMovingStdDev. This is more consistent with the other moving moment factors. --- docs/source/appendix.rst | 2 +- docs/source/whatsnew/0.8.4.txt | 2 +- tests/pipeline/test_engine.py | 4 ++-- zipline/pipeline/factors/__init__.py | 4 ++-- zipline/pipeline/factors/technical.py | 10 +++++----- 5 files changed, 11 insertions(+), 11 deletions(-) diff --git a/docs/source/appendix.rst b/docs/source/appendix.rst index 7119bf91..575aa5cf 100644 --- a/docs/source/appendix.rst +++ b/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 diff --git a/docs/source/whatsnew/0.8.4.txt b/docs/source/whatsnew/0.8.4.txt index 3b0376de..8eaa3522 100644 --- a/docs/source/whatsnew/0.8.4.txt +++ b/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 diff --git a/tests/pipeline/test_engine.py b/tests/pipeline/test_engine.py index 480ea4c0..6174bf68 100644 --- a/tests/pipeline/test_engine.py +++ b/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( diff --git a/zipline/pipeline/factors/__init__.py b/zipline/pipeline/factors/__init__.py index f9924679..fabfa497 100644 --- a/zipline/pipeline/factors/__init__.py +++ b/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', diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index d9a75810..273618f2 100644 --- a/zipline/pipeline/factors/technical.py +++ b/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