diff --git a/docs/source/whatsnew/1.0.0.txt b/docs/source/whatsnew/1.0.0.txt index 64e73a74..2aa6de05 100644 --- a/docs/source/whatsnew/1.0.0.txt +++ b/docs/source/whatsnew/1.0.0.txt @@ -127,6 +127,10 @@ Enhancements ``element_of`` is defined for all classifiers. The remaining methods are only defined for strings. (:issue:`1174`) +* Added :class:`~zipline.pipeline.factors.BollingerBands` factor. This factor + implements the Bollinger Bands technical indicator: + https://en.wikipedia.org/wiki/Bollinger_Bands (:issue:`1199`). + Experimental Features ~~~~~~~~~~~~~~~~~~~~~ @@ -165,7 +169,10 @@ None Documentation ~~~~~~~~~~~~~ -None +* Updated documentation for the API methods (:issue:`1188`). + +* Updated release process to mention that docs should be built with python 3 + (:issue:`1188`). Miscellaneous ~~~~~~~~~~~~~ diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index 0277b55a..74b02c2b 100644 --- a/zipline/pipeline/factors/technical.py +++ b/zipline/pipeline/factors/technical.py @@ -401,7 +401,8 @@ EWMSTD = ExponentialWeightedMovingStdDev class BollingerBands(CustomFactor): """ - Bollinger Bands + Bollinger Bands technical indicator. + https://en.wikipedia.org/wiki/Bollinger_Bands **Default Inputs:** :data:`zipline.pipeline.data.USEquityPricing.close`