diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index 66befec6..5802fff3 100644 --- a/zipline/pipeline/factors/technical.py +++ b/zipline/pipeline/factors/technical.py @@ -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]