DOC: Fix invalid sphinx sections

docs/source/bundles.rst

@@ -307,13 +307,13 @@ have.
 help some bundles generate queries for the days needed.
 
 ``start_session``
-````````````
+`````````````````
 
 ``start_session`` is a :class:`pandas.Timestamp` object indicating the first
 day that the bundle should load data for.
 
 ``end_session``
-````````````
+```````````````
 
 ``end_session`` is a :class:`pandas.Timestamp` object indicating the last day
 that the bundle should load data for.

docs/source/whatsnew/1.0.2.txt

@@ -81,7 +81,7 @@ Enhancements
 - Disallow regressions of length 1. (:issue:`1466`)
 
 Experimental
-~~~~~~~~~~~
+~~~~~~~~~~~~
 
 - Add support for comingled Future and Equity history windows, and enable other
   Future data access via data portal. (:issue:`1435`) (:issue:`1432`)
@@ -111,7 +111,7 @@ Bug Fixes
 
 - Alpha and sharpe ratio are now annualized. (:issue:`1322`)
 
-- Fix units during reading and writing of daily bar ``first_trading_day ``
+- Fix units during reading and writing of daily bar ``first_trading_day``
   attribute. (:issue:`1245`)
 
 - Optional dispatch modules, when missing, no longer cause a `NameError`.
@@ -131,7 +131,7 @@ Bug Fixes
 
 - Fix ``AverageDollarVolume`` NaN handling. (:issue:`1309`)
 
-  Performance
+Performance
 ~~~~~~~~~~~
 
 - Performance improvements to blaze core loader. (:issue:`1227`)
@@ -157,7 +157,7 @@ Testing
   fixtures. (:issue:`1243`)
 
 Data Format Changes
-~~~~~~~~~~~~~~~~
+~~~~~~~~~~~~~~~~~~~
 
 - ``BcolzDailyBarReader`` and ``BcolzDailyBarWriter`` use trading calendar instance,
   instead of trading days serialized to ``JSON``. (:issue:`1330`)

tests/pipeline/test_filter.py

@@ -49,8 +49,8 @@ def rowwise_rank(array, mask=None):
     Take a 2D array and return the 0-indexed sorted position of each element in
     the array for each row.
 
-    Example
-    -------
+    Examples
+    --------
     In [5]: data
     Out[5]:
     array([[-0.141, -1.103, -1.0171,  0.7812,  0.07  ],

tests/pipeline/test_term.py

@@ -147,8 +147,8 @@ def to_dict(l):
     """
     Convert a list to a dict with keys drawn from '0', '1', '2', ...
 
-    Example
-    -------
+    Examples
+    --------
     >>> to_dict([2, 3, 4])  # doctest: +SKIP
     {'0': 2, '1': 3, '2': 4}
     """

zipline/data/data_portal.py

@@ -1374,7 +1374,9 @@ class DataPortal(object):
         Retrieves the future chain for the contract at the given `dt` according
         the `continuous_future` specification.
 
-        Returns:
+        Returns
+        -------
+
         future_chain : list[Future]
             A list of active futures, where the first index is the current
             contract specified by the continuous future definition, the second

zipline/data/minute_bars.py

@@ -90,13 +90,13 @@ def _sid_subdir_path(sid):
     The number in each directory is designed to support at least 100000
     equities.
 
-    Parameters:
-    -----------
+    Parameters
+    ----------
     sid : int
         Asset identifier.
 
-    Returns:
-    --------
+    Returns
+    -------
     out : string
         A path for the bcolz rootdir, including subdirectory prefixes based on
         the padded string representation of the given sid.
@@ -517,13 +517,13 @@ class BcolzMinuteBarWriter(object):
 
     def sidpath(self, sid):
         """
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             Asset identifier.
 
-        Returns:
-        --------
+        Returns
+        -------
         out : string
             Full path to the bcolz rootdir for the given sid.
         """
@@ -532,13 +532,13 @@ class BcolzMinuteBarWriter(object):
 
     def last_date_in_output_for_sid(self, sid):
         """
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             Asset identifier.
 
-        Returns:
-        --------
+        Returns
+        -------
         out : pd.Timestamp
             The midnight of the last date written in to the output for the
             given sid.
@@ -561,8 +561,8 @@ class BcolzMinuteBarWriter(object):
         """
         Create empty ctable for given path.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         path : string
             The path to rootdir of the new ctable.
         """
@@ -624,8 +624,8 @@ class BcolzMinuteBarWriter(object):
         including the specified date) will be padded with `minute_per_day`
         worth of zeros
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifier for the data being written.
         date : datetime-like
@@ -703,8 +703,8 @@ class BcolzMinuteBarWriter(object):
         If the length of the bcolz ctable is not exactly to the date before
         the first day provided, fill the ctable with 0s up to that date.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifer for the data being written.
         df : pd.DataFrame
@@ -736,8 +736,8 @@ class BcolzMinuteBarWriter(object):
         If the length of the bcolz ctable is not exactly to the date before
         the first day provided, fill the ctable with 0s up to that date.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifier for the data being written.
         dts : datetime64 array
@@ -763,8 +763,8 @@ class BcolzMinuteBarWriter(object):
         """
         Internal method for `write_cols` and `write`.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifier for the data being written.
         dts : datetime64 array
@@ -887,8 +887,8 @@ class BcolzMinuteBarReader(MinuteBarReader):
     """
     Reader for data written by BcolzMinuteBarWriter
 
-    Parameters:
-    -----------
+    Parameters
+    ----------
     rootdir : string
         The root directory containing the metadata and asset bcolz
         directories.
@@ -980,8 +980,8 @@ class BcolzMinuteBarReader(MinuteBarReader):
         based on the regular period of minutes per day and the market close
         do not match.
 
-        Returns:
-        --------
+        Returns
+        -------
         List of DatetimeIndex representing the minutes to exclude because
         of early closes.
         """
@@ -1080,8 +1080,8 @@ class BcolzMinuteBarReader(MinuteBarReader):
         """
         Retrieve the pricing info for the given sid, dt, and field.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             Asset identifier.
         dt : datetime-like
@@ -1090,8 +1090,8 @@ class BcolzMinuteBarReader(MinuteBarReader):
             The type of pricing data to retrieve.
             ('open', 'high', 'low', 'close', 'volume')
 
-        Returns:
-        --------
+        Returns
+        -------
         out : float|int
 
         The market data for the given sid, dt, and field coordinates.

zipline/lib/normalize.py

@@ -24,8 +24,8 @@ def naive_grouped_rowwise_apply(data,
         Array into which to write output.  If not supplied, a new array of the
         same shape as ``data`` is allocated and returned.
 
-    Example
-    -------
+    Examples
+    --------
     >>> data = np.array([[1., 2., 3.],
     ...                  [2., 3., 4.],
     ...                  [5., 6., 7.]])

zipline/pipeline/api_utils.py

@@ -22,8 +22,8 @@ def restrict_to_dtype(dtype, message_template):
         `message_template.format` will be called with keyword arguments
         `method_name`, `expected_dtype`, and `received_dtype`.
 
-    Usage
-    -----
+    Examples
+    --------
     @restrict_to_dtype(
         dtype=float64_dtype,
         message_template=(

zipline/pipeline/factors/factor.py

@@ -410,8 +410,8 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
         groupby : zipline.pipeline.Classifier, optional
             A classifier defining partitions over which to compute means.
 
-        Example
-        -------
+        Examples
+        --------
         Let ``f`` be a Factor which would produce the following output::
 
                          AAPL   MSFT    MCD     BK
@@ -562,8 +562,8 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
 
         ``zscore()`` is only supported on Factors of dtype float64.
 
-        Example
-        -------
+        Examples
+        --------
         See :meth:`~zipline.pipeline.factors.Factor.demean` for an in-depth
         example of the semantics for ``mask`` and ``groupby``.
 
@@ -674,8 +674,8 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
             A new Factor that will compute correlations between `target` and
             the columns of `self`.
 
-        Example
-        -------
+        Examples
+        --------
         Suppose we want to create a factor that computes the correlation
         between AAPL's 10-day returns and the 10-day returns of all other
         assets, computing each correlation over 30 days. This can be achieved
@@ -739,8 +739,8 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
             A new Factor that will compute correlations between `target` and
             the columns of `self`.
 
-        Example
-        -------
+        Examples
+        --------
         Suppose we want to create a factor that computes the correlation
         between AAPL's 10-day returns and the 10-day returns of all other
         assets, computing each correlation over 30 days. This can be achieved
@@ -803,8 +803,8 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
             A new Factor that will compute linear regressions of `target`
             against the columns of `self`.
 
-        Example
-        -------
+        Examples
+        --------
         Suppose we want to create a factor that regresses AAPL's 10-day returns
         against the 10-day returns of all other assets, computing each
         regression over 30 days. This can be achieved by doing the following::

zipline/pipeline/factors/statistical.py

@@ -237,14 +237,14 @@ class RollingPearsonOfReturns(RollingPearson):
         A Filter describing which assets should have their correlation with the
         target asset computed each day.
 
-    Note
-    ----
+    Notes
+    -----
     Computing this factor over many assets can be time consuming. It is
     recommended that a mask be used in order to limit the number of assets over
     which correlations are computed.
 
-    Example
-    -------
+    Examples
+    --------
     Let the following be example 10-day returns for three different assets::
 
                        SPY    MSFT     FB
@@ -327,8 +327,8 @@ class RollingSpearmanOfReturns(RollingSpearman):
         A Filter describing which assets should have their correlation with the
         target asset computed each day.
 
-    Note
-    ----
+    Notes
+    -----
     Computing this factor over many assets can be time consuming. It is
     recommended that a mask be used in order to limit the number of assets over
     which correlations are computed.
@@ -397,8 +397,8 @@ class RollingLinearRegressionOfReturns(RollingLinearRegression):
     For more help on factors with multiple outputs, see
     :class:`zipline.pipeline.factors.CustomFactor`.
 
-    Example
-    -------
+    Examples
+    --------
     Let the following be example 10-day returns for three different assets::
 
                        SPY    MSFT     FB

zipline/pipeline/factors/technical.py

@@ -226,8 +226,8 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
         Forwards `decay_rate` as `1 - (2.0 / (1 + span))`.  This provides the
         behavior equivalent to passing `span` to pandas.ewma.
 
-        Example
-        -------
+        Examples
+        --------
         .. code-block:: python
 
             # Equivalent to:
@@ -242,8 +242,8 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
                 span=15,
             )
 
-        Note
-        ----
+        Notes
+        -----
         This classmethod is provided by both
         :class:`ExponentialWeightedMovingAverage` and
         :class:`ExponentialWeightedMovingStdDev`.
@@ -273,8 +273,8 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
         Forwards ``decay_rate`` as ``exp(log(.5) / halflife)``.  This provides
         the behavior equivalent to passing `halflife` to pandas.ewma.
 
-        Example
-        -------
+        Examples
+        --------
         .. code-block:: python
 
             # Equivalent to:
@@ -289,8 +289,8 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
                 halflife=15,
             )
 
-        Note
-        ----
+        Notes
+        -----
         This classmethod is provided by both
         :class:`ExponentialWeightedMovingAverage` and
         :class:`ExponentialWeightedMovingStdDev`.
@@ -322,8 +322,8 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
         Forwards `decay_rate` as `1 - (1 / 1 + center_of_mass)`.  This provides
         behavior equivalent to passing `center_of_mass` to pandas.ewma.
 
-        Example
-        -------
+        Examples
+        --------
         .. code-block:: python
 
             # Equivalent to:
@@ -338,8 +338,8 @@ class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):
                 center_of_mass=15,
             )
 
-        Note
-        ----
+        Notes
+        -----
         This classmethod is provided by both
         :class:`ExponentialWeightedMovingAverage` and
         :class:`ExponentialWeightedMovingStdDev`.

zipline/pipeline/graph.py

@@ -370,8 +370,8 @@ class ExecutionPlan(TermGraph):
         which describes how many additional rows of `term`'s inputs we need to
         load, and which is determined entirely by `Term` itself.
 
-        Example
-        -------
+        Examples
+        --------
         Our graph contains the following terms:
 
             A = SimpleMovingAverage([USEquityPricing.high], window_length=5)

zipline/pipeline/visualize.py

@@ -219,8 +219,8 @@ def format_attrs(attrs):
     """
     Format key, value pairs from attrs into graphviz attrs format
 
-    Example
-    -------
+    Examples
+    --------
     >>> format_attrs({'key1': 'value1', 'key2': 'value2'})  # doctest: +SKIP
     '[key1=value1, key2=value2]'
     """

zipline/testing/core.py

@@ -285,8 +285,8 @@ def chrange(start, stop):
     chars: iterable[str]
         Iterable of strings beginning with start and ending with stop.
 
-    Example
-    -------
+    Examples
+    --------
     >>> chrange('A', 'C')
     ['A', 'B', 'C']
     """
@@ -1106,8 +1106,8 @@ def parameter_space(__fail_fast=False, **params):
     The decorated test function will be called with the cross-product of all
     possible inputs
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from unittest import TestCase
     >>> class SomeTestCase(TestCase):
     ...     @parameter_space(x=[1, 2], y=[2, 3])

zipline/utils/api_support.py

@@ -68,8 +68,8 @@ def require_not_initialized(exception):
     TradingAlgorithm.initialize.  `exception` will be raised if the method is
     called after initialize.
 
-    Usage
-    -----
+    Examples
+    --------
     @require_not_initialized(SomeException("Don't do that!"))
     def method(self):
         # Do stuff that should only be allowed during initialize.
@@ -90,8 +90,8 @@ def require_initialized(exception):
     TradingAlgorithm.initialize.  `exception` will be raised if the method is
     called before initialize has completed.
 
-    Usage
-    -----
+    Examples
+    --------
     @require_initialized(SomeException("Don't do that!"))
     def method(self):
         # Do stuff that should only be allowed after initialize.
@@ -112,8 +112,8 @@ def disallowed_in_before_trading_start(exception):
     TradingAlgorithm.before_trading_start.  `exception` will be raised if the
     method is called inside `before_trading_start`.
 
-    Usage
-    -----
+    Examples
+    --------
     @disallowed_in_before_trading_start(SomeException("Don't do that!"))
     def method(self):
         # Do stuff that is not allowed inside before_trading_start.

zipline/utils/cache.py

@@ -32,8 +32,8 @@ class CachedObject(object):
         Expiration date of `value`. The cache is considered invalid for dates
         **strictly greater** than `expires`.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from pandas import Timestamp, Timedelta
     >>> expires = Timestamp('2014', tz='UTC')
     >>> obj = CachedObject(1, expires)
@@ -86,8 +86,8 @@ class ExpiringCache(object):
         `__del__`, `__getitem__`, `__setitem__`
         If `None`, than a dict is used as a default.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from pandas import Timestamp, Timedelta
     >>> expires = Timestamp('2014', tz='UTC')
     >>> value = 1

zipline/utils/calendars/trading_calendar.py

@@ -859,8 +859,8 @@ def days_at_time(days, t, tz, day_offset=0):
     day_offset : int
         The number of days we want to offset @days by
 
-    Example
-    -------
+    Examples
+    --------
     In the example below, the times switch from 13:45 to 12:45 UTC because
     March 13th is the daylight savings transition for US/Eastern.  All the
     times are still 8:45 when interpreted in US/Eastern.

zipline/utils/deprecate.py

@@ -28,8 +28,8 @@ def deprecated(msg=None, stacklevel=2):
     stacklevel : int
         How far up the stack the warning needs to go, before
         showing the relevant calling lines.
-    Usage
-    -----
+    Examples
+    --------
     @deprecated(msg='function_a is deprecated! Use function_b instead.')
     def function_a(*args, **kwargs):
     """

zipline/utils/functional.py

@@ -74,8 +74,8 @@ def mapall(funcs, seq):
     elem : object
         Concatenated result of mapping each ``func`` over ``seq``.
 
-    Example
-    -------
+    Examples
+    --------
     >>> list(mapall([lambda x: x + 1, lambda x: x - 1], [1, 2, 3]))
     [2, 3, 4, 0, 1, 2]
     """
@@ -90,8 +90,8 @@ def same(*values):
 
     Returns True on empty sequences.
 
-    Example
-    -------
+    Examples
+    --------
     >>> same(1, 1, 1, 1)
     True
     >>> same(1, 2, 1)
@@ -128,8 +128,8 @@ def dzip_exact(*dicts):
     ValueError
         If dicts don't all have the same keys.
 
-    Example
-    -------
+    Examples
+    --------
     >>> result = dzip_exact({'a': 1, 'b': 2}, {'a': 3, 'b': 4})
     >>> result == {'a': (1, 3), 'b': (2, 4)}
     True
@@ -273,8 +273,8 @@ def getattrs(value, attrs, default=_no_default):
     result : object
         Result of the lookup sequence.
 
-    Example
-    -------
+    Examples
+    --------
     >>> class EmptyObject(object):
     ...     pass
     ...
@@ -309,8 +309,8 @@ def set_attribute(name, value):
 
     Doesn't change the behavior of the wrapped function.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @set_attribute('__name__', 'foo')
     ... def bar():
     ...     return 3

zipline/utils/input_validation.py

@@ -91,8 +91,8 @@ def optionally(preprocessor):
     optional_preprocessor : callable[callable, str, any -> any]
         A preprocessor that delegates to `preprocessor` when `arg is not None`.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> def preprocessor(func, argname, arg):
     ...     if not isinstance(arg, int):
     ...         raise TypeError('arg must be int')
@@ -136,8 +136,8 @@ def ensure_dtype(func, argname, arg):
     """
     Argument preprocessor that converts the input into a numpy dtype.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> import numpy as np
     >>> from zipline.utils.preprocess import preprocess
     >>> @preprocess(dtype=ensure_dtype)
@@ -163,8 +163,8 @@ def ensure_dtype(func, argname, arg):
 def ensure_timezone(func, argname, arg):
     """Argument preprocessor that converts the input into a tzinfo object.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from zipline.utils.preprocess import preprocess
     >>> @preprocess(tz=ensure_timezone)
     ... def foo(tz):
@@ -191,8 +191,8 @@ def ensure_timestamp(func, argname, arg):
     """Argument preprocessor that converts the input into a pandas Timestamp
     object.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from zipline.utils.preprocess import preprocess
     >>> @preprocess(ts=ensure_timestamp)
     ... def foo(ts):
@@ -220,8 +220,8 @@ def expect_dtypes(__funcname=_qualified_name, **named):
     """
     Preprocessing decorator that verifies inputs have expected numpy dtypes.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from numpy import dtype, arange, int8, float64
     >>> @expect_dtypes(x=dtype(int8))
     ... def foo(x, y):
@@ -288,8 +288,8 @@ def expect_kinds(**named):
     """
     Preprocessing decorator that verifies inputs have expected dtype kinds.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from numpy import int64, int32, float32
     >>> @expect_kinds(x='i')
     ... def foo(x):
@@ -351,8 +351,8 @@ def expect_types(__funcname=_qualified_name, **named):
     """
     Preprocessing decorator that verifies inputs have expected types.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @expect_types(x=int, y=str)
     ... def foo(x, y):
     ...    return x, y
@@ -478,8 +478,8 @@ def expect_element(__funcname=_qualified_name, **named):
     Preprocessing decorator that verifies inputs are elements of some
     expected collection.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @expect_element(x=('a', 'b'))
     ... def foo(x):
     ...    return x.upper()
@@ -537,8 +537,8 @@ def expect_bounded(__funcname=_qualified_name, **named):
     ``None`` may be passed as ``min_value`` or ``max_value`` to signify that
     the input is only bounded above or below.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @expect_bounded(x=(1, 5))
     ... def foo(x):
     ...    return x + 1
@@ -616,8 +616,8 @@ def expect_strictly_bounded(__funcname=_qualified_name, **named):
     ``None`` may be passed as ``min_value`` or ``max_value`` to signify that
     the input is only bounded above or below.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @expect_strictly_bounded(x=(1, 5))
     ... def foo(x):
     ...    return x + 1
@@ -711,8 +711,8 @@ def expect_dimensions(__funcname=_qualified_name, **dimensions):
     Preprocessing decorator that verifies inputs are numpy arrays with a
     specific dimensionality.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> from numpy import array
     >>> @expect_dimensions(x=1, y=2)
     ... def foo(x, y):
@@ -770,8 +770,8 @@ def coerce(from_, to, **to_kwargs):
     **to_kwargs
         Additional keywords to forward to every call to ``to``.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @preprocess(x=coerce(float, int), y=coerce(float, int))
     ... def floordiff(x, y):
     ...     return x - y
@@ -803,8 +803,8 @@ def coerce_types(**kwargs):
          Keyword arguments mapping function parameter names to pairs of
          (from_type, to_type).
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @coerce_types(x=(float, int), y=(int, str))
     ... def func(x, y):
     ...     return (x, y)

zipline/utils/preprocess.py

@@ -48,8 +48,8 @@ def preprocess(*_unused, **processors):
         `argname` is the name of the argument we're processing.
         `argvalue` is the value of the argument we're processing.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> def _ensure_tuple(func, argname, arg):
     ...     if isinstance(arg, tuple):
     ...         return argvalue
@@ -124,8 +124,8 @@ def call(f):
     f : function
         Function accepting a single argument and returning a replacement.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @preprocess(x=call(lambda x: x + 1))
     ... def foo(x):
     ...     return x

zipline/utils/sharedoc.py

@@ -86,8 +86,8 @@ def templated_docstring(**docs):
     """
     Decorator allowing the use of templated docstrings.
 
-    Usage
-    -----
+    Examples
+    --------
     >>> @templated_docstring(foo='bar')
     ... def my_func(self, foo):
     ...     '''{foo}'''