From 19a12793856f6ec697e37cf251270cef95cb6bda Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Thu, 21 Mar 2013 21:30:51 -0400 Subject: [PATCH] REL: v0.5.7 Highlights, with thanks to contributors inline: - Runtime performance improvements - Fixed the omission of peformance messages on days with no trades - Changes to batch_transform implementation -- supports sid filtering -- performance improvements using pandas -- added an option for only computating when there is a window length's worth of data - Added new risk metrics -- Sortino -- information ration (Ryan Day, ryanday2@gmail.com @rday) - Added stop and limit orders (Tony Worm, verdverm@gmail.com @verdverm) - Added variable recording - Deprecated market_aware and delta kwargs to EventWindow - Fixes to trading calendars for missing holidays - Added TradingEnviorment context manager - Added support for streaming through dividends - Yahoo source now has OHLC - Updates downloaded benchmark and treasury data when new data is available. (Ryan Day, ryanday2@gmail.com @rday) - Added optional adjustment of Yahoo data (Jeremiah Lowin, jlowin@lowindata.com @jlowin) --- setup.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/setup.py b/setup.py index 90f628bb..30980d75 100644 --- a/setup.py +++ b/setup.py @@ -1,6 +1,6 @@ #!/usr/bin/env python # -# Copyright 2012 Quantopian, Inc. +# Copyright 2013 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. @@ -37,7 +37,7 @@ except ImportError: setup( name='zipline', - version='0.5.6', + version='0.5.7', description='A backtester for financial algorithms.', author='Quantopian Inc.', author_email='opensource@quantopian.com',