MAINT: Removed defaults from RateOfChangePercentage

since it's general enough that we don't need to assume closes
This commit is contained in:
Richard Frank
2016-07-13 19:44:13 -04:00
parent 8a32c2b7ce
commit dc0784b88d
-7
View File
@@ -601,14 +601,7 @@ class RateOfChangePercentage(CustomFactor):
Formula for calculation: ((price - prevPrice) / prevPrice) * 100
price - the current price
prevPrice - the price n days ago, equals window length
**Default Inputs**: [USEquityPricing.close]
**Default Window Length**: 10
"""
inputs = (USEquityPricing.close,)
window_length = 10
def compute(self, today, assets, out, close):
today_close = close[-1]
prev_close = close[0]