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ENH: Rename StrictlyTrue to All and add Any().

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Also, moved All() and Any() to `zipline.pipeline.filters.smoothing`.
This commit is contained in:
Scott Sanderson
2016-08-01 22:10:28 -04:00
parent 574d7b197f
commit f13294de4e
5 changed files with 134 additions and 43 deletions
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docs/source/whatsnew/1.0.2.txt
+4 -2
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@@ -26,8 +26,10 @@ Enhancements
:meth:`~zipline.pipeline.factors.Factor.top`, and
:meth:`~zipline.pipeline.factors.Factor.bottom`. (:issue:`1349`).
- Added a smoothing filter that adds 'stickiness' to its input,
making boolean designations less volatile over time. (:issue:`1358`)
- Added new pipeline filters, :class:`~zipline.pipeline.filters.All` and
:class:`~zipline.pipeline.filters.Any`, which takes another filter and
returns True if an asset produced a True for any/all days in the previous
``window_length`` days (:issue:`1358`).
Bug Fixes
~~~~~~~~~