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DOC: Add AverageDollarVolume change to release notes.
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@@ -15,7 +15,10 @@ Enhancements
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Bug Fixes
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~~~~~~~~~
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None
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- Changes :class:`~zipline.pipeline.factors.AverageDollarVolume` built-in
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factor to treat missing close or volume values as 0. Previously, NaNs were
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simply discarded before averaging, giving the remaining values too much
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weight (:issue:`1309`).
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Documentation
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~~~~~~~~~~~~~
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