diff --git a/docs/source/whatsnew/1.0.2.txt b/docs/source/whatsnew/1.0.2.txt index 83a54071..87fc37bc 100644 --- a/docs/source/whatsnew/1.0.2.txt +++ b/docs/source/whatsnew/1.0.2.txt @@ -31,6 +31,11 @@ Enhancements returns True if an asset produced a True for any/all days in the previous ``window_length`` days (:issue:`1358`). +- Added new pipeline filter :class:`~zipline.pipeline.filters.AtLeastN`, + which takes another filter and an int N and returns True if an asset + produced a True on N or more days in the previous ``window_length`` + days (:issue:`1367`). + Bug Fixes ~~~~~~~~~