ENH: Support multiple outputs for custom factors

docs/source/whatsnew/1.0.0.txt

@@ -24,6 +24,14 @@ Enhancements
   dataframe. This model allows us to pass these writer objects around as a
   resource for other classes and functions to consume (:issue:`1109`).
 
+* Implemented :class:`zipline.pipeline.factors.RecarrayField`, a new pipeline
+  term designed to be the output type of a CustomFactor with multiple outputs.
+  (:issue:`1119`)
+
+* Added optional `outputs` parameter to :class:`zipline.pipeline.CustomFactor`.
+  Custom factors are now capable of computing and returning multiple outputs,
+  each of which are themselves a Factor. (:issue:`1119`)
+
 Experimental Features
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