diff --git a/docs/source/whatsnew/0.8.5.txt b/docs/source/whatsnew/0.8.5.txt index 48125f82..738483ea 100644 --- a/docs/source/whatsnew/0.8.5.txt +++ b/docs/source/whatsnew/0.8.5.txt @@ -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 ~~~~~~~~~~~~~~~~~~~~~