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DOC: Add AverageDollarVolume change to release notes.

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Nathan Wolfe
2016-06-29 13:47:56 -04:00
parent 985e6bafee
commit e0e18bc328
1 changed files with 4 additions and 1 deletions
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docs/source/whatsnew/1.0.2.txt
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@@ -15,7 +15,10 @@ Enhancements
Bug Fixes
~~~~~~~~~
None
- Changes :class:`~zipline.pipeline.factors.AverageDollarVolume` built-in
factor to treat missing close or volume values as 0. Previously, NaNs were
simply discarded before averaging, giving the remaining values too much
weight (:issue:`1309`).
Documentation
~~~~~~~~~~~~~