From dc0784b88d6532d88784fcdd9dae95f227ed9d4f Mon Sep 17 00:00:00 2001 From: Richard Frank Date: Wed, 13 Jul 2016 19:44:13 -0400 Subject: [PATCH] MAINT: Removed defaults from RateOfChangePercentage since it's general enough that we don't need to assume closes --- zipline/pipeline/factors/technical.py | 7 ------- 1 file changed, 7 deletions(-) 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]