DOC: document new factors and methods

quantopian · Jul 23, 2020 · 605dd45 · 605dd45
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diff --git a/docs/source/appendix.rst b/docs/source/appendix.rst
@@ -185,15 +185,16 @@ Pipeline API
    :member-order: groupwise
 
 .. autoclass:: zipline.pipeline.Filter
-   :members: __and__, __or__, if_then
+   :members: __and__, __or__, if_else
    :exclude-members: dtype
 
 .. autoclass:: zipline.pipeline.Factor
    :members: bottom, deciles, demean, linear_regression, pearsonr,
              percentile_between, quantiles, quartiles, quintiles, rank,
              spearmanr, top, winsorize, zscore, isnan, notnan, isfinite, eq,
              __add__, __sub__, __mul__, __div__, __mod__, __pow__, __lt__,
-             __le__, __ne__, __ge__, __gt__, clip, fillna
+             __le__, __ne__, __ge__, __gt__, clip, fillna, mean, stddev, max,
+             min, median, sum, clip
    :exclude-members: dtype
    :member-order: bysource
 
@@ -204,6 +205,15 @@ Pipeline API
 .. autoclass:: zipline.pipeline.data.DataSet
    :members:
 
+.. autoclass:: zipline.pipeline.data.Column
+   :members:
+
+.. autoclass:: zipline.pipeline.data.BoundColumn
+   :members:
+
+.. autoclass:: zipline.pipeline.data.DataSetFamily
+   :members:
+
 .. autoclass:: zipline.pipeline.data.EquityPricing
    :members: open, high, low, close, volume
    :undoc-members:
@@ -244,6 +254,12 @@ Built-in Factors
 .. autoclass:: zipline.pipeline.factors.Returns
    :members:
 
+.. autoclass:: zipline.pipeline.factors.RollingPearson
+   :members:
+
+.. autoclass:: zipline.pipeline.factors.RollingSpearman
+   :members:
+
 .. autoclass:: zipline.pipeline.factors.RollingLinearRegressionOfReturns
    :members:
 
@@ -268,6 +284,13 @@ Built-in Factors
 .. autoclass:: zipline.pipeline.factors.WeightedAverageValue
    :members:
 
+.. autoclass:: zipline.pipeline.factors.PercentChange
+   :members:
+
+.. autoclass:: zipline.pipeline.factors.PeerCount
+   :members:
+
+
 Built-in Filters
 ````````````````
 

diff --git a/docs/source/whatsnew/1.4.0.txt b/docs/source/whatsnew/1.4.0.txt
@@ -35,8 +35,8 @@ We removed the dependency on treasury curves, since they weren't actually being
 New Built In Factors
 ````````````````````
 
-- :class:`~zipline.pipeline.factors.basic.PercentChange`: Calculates the percent change over the given ``window_length``. Note: Percent change is calculated as ``(new - old) / abs(old)``. (:issue:`2506`)
-- :class:`~zipline.pipeline.factors.basic.PeerCount`: Gives the number of occurrences of each distinct
+- :class:`~zipline.pipeline.factors.PercentChange`: Calculates the percent change over the given ``window_length``. Note: Percent change is calculated as ``(new - old) / abs(old)``. (:issue:`2506`)
+- :class:`~zipline.pipeline.factors.PeerCount`: Gives the number of occurrences of each distinct
 category in a classifier. (:issue:`2509`)
 - :class:`~zipline.pipeline.mixins.ConstantMixin`: A mixin for creating a Pipeline term with a constant value. (:issue:`2697`)
 - :meth:`~zipline.pipeline.filters.Filter.if_else`: Allows users to create expressions that conditionally draw from the outputs of one of two terms. (:issue:`2697`)
@@ -49,7 +49,7 @@ Enhancements
 
 - Added International Pipelines (:issue:`2262`)
 - Added DataSetFamily (née MultiDimensionalDataSet) - a shorthand for creating a collection of regular DataSets that share the same columns. (:issue:`2402`)
-- Added :meth:`~zipline.pipeline.data.dataset.DataSet.get_column` for looking up columns by name (:issue:`2210`)
+- Added :meth:`~zipline.pipeline.data.dataset.DataSetFamily.get_column` for looking up columns by name (:issue:`2210`)
 - Added :class:`~zipline.testing.pipeline_terms.CheckWindowsClassifier` that allows us to test lookback windows of categorical and string columns using Pipeline. (:issue:`2458`)
 - Added :class:`~zipline.pipeline.hooks.iface.PipelineHooks` which is now used to display Pipline progress bars (:issue:`2467`)
 - :class:`~zipline.pipeline.data.dataset.BoundColumn` comparisons will now result in an error.

diff --git a/zipline/pipeline/factors/__init__.py b/zipline/pipeline/factors/__init__.py
@@ -26,6 +26,8 @@
     BusinessDaysUntilNextEvent,
 )
 from .statistical import (
+    RollingPearson,
+    RollingSpearman,
     RollingLinearRegressionOfReturns,
     RollingPearsonOfReturns,
     RollingSpearmanOfReturns,
@@ -64,15 +66,17 @@
     'MACDSignal',
     'MaxDrawdown',
     'MovingAverageConvergenceDivergenceSignal',
-    'PercentChange',
     'PeerCount',
+    'PercentChange',
+    'RSI',
     'RateOfChangePercentage',
     'RecarrayField',
     'Returns',
     'RollingLinearRegressionOfReturns',
+    'RollingPearson',
     'RollingPearsonOfReturns',
+    'RollingSpearman',
     'RollingSpearmanOfReturns',
-    'RSI',
     'SimpleBeta',
     'SimpleMovingAverage',
     'TrueRange',