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ENH: Support multiple outputs for custom factors

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dmichalowicz
2016-04-08 09:30:59 -04:00
parent 2826226431
commit d9bfcaabde
8 changed files with 457 additions and 26 deletions
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docs/source/whatsnew/1.0.0.txt
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@@ -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
~~~~~~~~~~~~~~~~~~~~~