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DOC: add default inputs and window length to TrueRange
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Joe Jevnik committed Jul 25, 2016
1 parent 072ada8 commit 25474cf
Showing 1 changed file with 10 additions and 3 deletions.
13 changes: 10 additions & 3 deletions zipline/pipeline/factors/technical.py
Expand Up @@ -651,10 +651,17 @@ class TrueRange(CustomFactor):
A technical indicator originally developed by J. Welles Wilder, Jr.
Indicates the true degree of daily price change in an underlying.
"""
inputs = (USEquityPricing.high, USEquityPricing.low,
USEquityPricing.close, )
**Default Inputs:** :data:`zipline.pipeline.data.USEquityPricing.high`
:data:`zipline.pipeline.data.USEquityPricing.low`
:data:`zipline.pipeline.data.USEquityPricing.close`
**Default Window Length:** 2
"""
inputs = (
USEquityPricing.high,
USEquityPricing.low,
USEquityPricing.close,
)
window_length = 2

def compute(self, today, assets, out, highs, lows, closes):
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