'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
calculating thresholds.  If mask is supplied, percentile cutoffs
are computed each day using only assets for which ``mask`` returns
True.  Assets for which ``mask`` produces False will produce False
in the output of this Factor 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'

def percentile_between(self, min_percentile, max_percentile, mask=NotSpecified):

    return PercentileFilter(self, min_percentile=min_percentile, max_percentile=max_percentile, mask=mask)
