def percentile_between(self,
min_percentile,
max_percentile,
mask=NotSpecified):
"""
Construct a new Filter representing entries from the output of this
Factor that fall within the percentile range defined by min_percentile
and max_percentile.
Parameters
----------
min_percentile : float [0.0, 100.0]
max_percentile : float [0.0, 100.0]
Returns
-------
out : zipline.pipeline.filters.PercentileFilter
A new filter that will compute the specified percentile-range mask.
See Also
--------
zipline.pipeline.filters.PercentileFilter
"""
return PercentileFilter(
self,
min_percentile=min_percentile,
max_percentile=max_percentile,
mask=mask,
)
def percentile_between(self,
min_percentile,
max_percentile,
mask=NotSpecified):
"""
Construct a new Filter representing entries from the output of this
Factor that fall within the percentile range defined by min_percentile
and max_percentile.
Parameters
----------
min_percentile : float [0.0, 100.0]
Return True for assets falling above this percentile in the data.
max_percentile : float [0.0, 100.0]
Return True for assets falling below this percentile in the data.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when percentile
thresholds. If mask is supplied, percentile cutoffs are computed
each day using only assets for which `mask` returns True, and
assets not passing `mask` will produce False in the output of this
filter as well.
Returns
-------
out : zipline.pipeline.filters.PercentileFilter
A new filter that will compute the specified percentile-range mask.
See Also
--------
zipline.pipeline.filters.filter.PercentileFilter
"""
return PercentileFilter(
self,
min_percentile=min_percentile,
max_percentile=max_percentile,
mask=mask,
)