DOC: update whatsnew.

This commit is contained in:
Maya Tydykov
2016-03-03 15:21:10 -05:00
parent 810862eef4
commit 0010828893
+15 -1
View File
@@ -16,8 +16,22 @@ None
Enhancements
~~~~~~~~~~~~
* Added new datasets
:class:`~zipline.pipeline.data.buyback_auth.CashBuybackAuthorizations`
and :class:`~zipline.pipeline.data.buyback_auth.ShareBuybackAuthorizations`
for use in the Pipeline API. These datasets provide an abstract interface for
adding cash and share buyback authorizations data, respectively, to a new
algorithm. pandas-based reference implementations for these datasets can be found in
:mod:`zipline.pipeline.loaders.buyback_auth`, and experimental blaze-based
implementations can be found in
:mod:`zipline.pipeline.loaders.blaze.buyback_auth`. (:issue:`1022`).
* Added new built-in factors,
:class:`zipline.pipeline.factors.BusinessDaysSinceCashBuybackAuth` and
:class:`zipline.pipeline.factors.BusinessDaysSinceShareBuybackAuth`. These
factors use the new ``CashBuybackAuthorizations`` and
``ShareBuybackAuthorizations`` datasets, respectively. (:issue:`1022`).
None
Experimental Features
~~~~~~~~~~~~~~~~~~~~~