REL: Prepare for 1.0.2 release.

Update release notes.

Generate api stubs.
This commit is contained in:
Eddie Hebert
2016-09-06 16:59:34 -04:00
parent cf2abf10e2
commit 15aaafe290
3 changed files with 131 additions and 29 deletions
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@@ -2,6 +2,8 @@
Release Notes
=============
.. include:: whatsnew/1.0.2.txt
.. include:: whatsnew/1.0.1.txt
.. include:: whatsnew/1.0.0.txt
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@@ -40,6 +40,52 @@ Enhancements
metric calculations between pyfolio and zipline. Empyrical adds custom
annualization options for returns of custom frequencies. (:issue:`855`)
- Add Aroon factor. (:issue:`1258`)
- Add fast stochastic oscillator factor. (:issue:`1255`)
- Add a Dockerfile. (:issue:`1254`)
- New trading calendar which supports sessions which span across midnights, e.g.
24 hour 6:01PM-6:00PM sessions for futures trading.
`zipline.utils.tradingcalendar` is now deprecated. (:issue:`1138`) (:issue:`1312`)
- Allow slicing a single column out of a Factor/Filter/Classifier. (:issue:`1267`)
- Provide Ichimoku Cloud factor (:issue:`1263`)
- Allow default parameters on Pipeline terms. (:issue:`1263`)
- Provide rate of change percentage factor. (:issue:`1324`)
- Provide linear weighted moving average factor. (:issue:`1325`)
- Add ``NotNullFilter``. (:issue:`1345`)
- Allow capital changes to be defined by a target value. (:issue:`1337`)
- Add ``TrueRange`` factor. (:issue:`1348`)
- Add point in time lookups to ``assets.db``. (:issue:`1361`)
- Make ``can_trade`` aware of the asset's exchange . (:issue:`1346`)
- Add ``downsample`` method to all computable terms. (:issue:`1394`)
- Add `QuantopianUSFuturesCalendar`. (:issue:`1414`)
- Enable publishing of old ``assets.db`` versions. (:issue:`1430`)
- Enable ``schedule_function`` for Futures trading calendar. (:issue:`1442`)
- Disallow regressions of length 1. (:issue:`1466`)
Experimental
~~~~~~~~~~~
- Add support for comingled Future and Equity history windows, and enable other
Future data access via data portal. (:issue:`1435`) (:issue:`1432`)
Bug Fixes
~~~~~~~~~
@@ -65,7 +111,57 @@ Bug Fixes
- Alpha and sharpe ratio are now annualized. (:issue:`1322`)
- Fix units during reading and writing of daily bar ``first_trading_day ``
attribute. (:issue:`1245`)
- Optional dispatch modules, when missing, no longer cause a `NameError`.
(:issue:`1246`)
- Treat ``schedule_function`` argument as a time rule when a time rule, but no
date rule is supplied. (:issue:`1221`)
- Protect against boundary conditions at beginning and end trading day in
schedule function. (:issue:`1226`)
- Apply adjustments to previous day when using history with a frequency of `1d`.
(:issue:`1256`)
- Fail fast on invalid pipeline columns, instead of attempting to access the nonexistent column.
(:issue:`1280`)
- Fix ``AverageDollarVolume`` NaN handling. (:issue:`1309`)
Performance
~~~~~~~~~~~
- Performance improvements to blaze core loader. (:issue:`1227`)
- Allow concurrent blaze queries. (:issue:`1323`)
- Prevent missing leading bcolz minute data from doing repeated unnecessary lookups. (:issue:`1451`)
- Cache future chain lookups. (:issue:`1455`)
Maintenance and Refactorings
~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- Removed remaining mentions of ``add_history``. (:issue:`1287`)
Documentation
~~~~~~~~~~~~~
None
Testing
~~~~~~~~~~~
- Add test fixture which sources daily pricing data from minute pricing data
fixtures. (:issue:`1243`)
Data Format Changes
~~~~~~~~~~~~~~~~
- ``BcolzDailyBarReader`` and ``BcolzDailyBarWriter`` use trading calendar instance,
instead of trading days serialized to ``JSON``. (:issue:`1330`)
- Change format of ``assets.db`` to support point in time lookups. (:issue:`1361`)
- Change ``BcolzMinuteBarReader``and ``BcolzMinuteBarWriter`` to support varying tick sizes. (:issue:`1428`)