REL: 1.0.1.

Update docs, whatsnew, and stub files for the release.

docs/source/appendix.rst

@@ -117,14 +117,25 @@ bugs that could cause undesirable behavior when trading with real money.
 Simulation Parameters
 `````````````````````
 
+.. autofunction:: zipline.api.set_benchmark
+
+Commission Models
+'''''''''''''''''
+
 .. autofunction:: zipline.api.set_commission
 
+.. autoclass:: zipline.finance.commission.CommissionModel
+   :members:
+
 .. autoclass:: zipline.finance.commission.PerShare
 
 .. autoclass:: zipline.finance.commission.PerTrade
 
 .. autoclass:: zipline.finance.commission.PerDollar
 
+Slippage Models
+'''''''''''''''
+
 .. autofunction:: zipline.api.set_slippage
 
 .. autoclass:: zipline.finance.slippage.SlippageModel
@@ -134,8 +145,6 @@ Simulation Parameters
 
 .. autoclass:: zipline.finance.slippage.VolumeShareSlippage
 
-.. autofunction:: zipline.api.set_benchmark
-
 Pipeline
 ````````
 

docs/source/whatsnew/1.0.1.txt

@@ -1,59 +1,54 @@
-Development
------------
+Release 1.0.1
+-------------
 
 :Release: 1.0.1
-:Date: TBD
+:Date: May 27, 2016
 
-.. warning::
-   This release is still under active development.  All changes listed are
-   subject to change at any time.
-
-
-Highlights
-~~~~~~~~~~
-
-None
+This is a minor bug-fix release from 1.0.0 and includes a small number of bug
+fixes and documentation improvements.
 
 Enhancements
 ~~~~~~~~~~~~
 
-None
+- Added support for user-defined commission models. See the
+  :class:`zipline.finance.commission.CommissionModel` class for more details on
+  implementing a commision model. (:issue:`1213`)
 
-Experimental Features
-~~~~~~~~~~~~~~~~~~~~~
-
-.. warning::
-
-   Experimental features are subject to change.
-
-None
+- Added support for non-float columns to Blaze-backed Pipeline
+  datasets (:issue:`1201`).
 
 Bug Fixes
 ~~~~~~~~~
 
-None
+- Fixed a bug where Pipeline loaders were not properly initialized by
+  :func:`zipline.run_algorithm`.  This also affected invocations of ``zipline
+  run`` from the CLI.
 
-Performance
-~~~~~~~~~~~
+- Fixed a bug that caused the ``%%zipline`` IPython cell magic to fail
+  (:commit:`533233fae43c7ff74abfb0044f046978817cb4e4`).
 
-None
+- Fixed a bug in the :class:`~zipline.finance.commission.PerTrade` commission
+  model where commissions were incorrectly applied to each partial-fill of an
+  order rather than on the order itself, resulting in algorithms being charged
+  too much in commissions when placing large orders.
 
-Maintenance and Refactorings
-~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+  :class:`~zipline.finance.commission.PerTrade` now correctly applies
+  commissions on a per-order basis (:issue:`1213`).
 
-None
+- Attribute accesses on :class:`CustomFactors <zipline.pipeline.CustomFactor>`
+  defining multiple outputs will now correctly return an output slice when the
+  output is also the name of a :class:`~zipline.pipeline.factors.Factor` method
+  (:issue:`1214`).
 
-Build
-~~~~~
+- Replaced deprecated usage of ``pandas.io.data`` with ``pandas_datareader``
+  (:issue:`1218`).
 
-None
+- Fixed an issue where ``.pyi`` stub files for :mod:`zipline.api` were
+  accidentally excluded from the PyPI source distribution.  Conda users should
+  be unaffected (:issue:`1230`).
 
 Documentation
 ~~~~~~~~~~~~~
 
-None
-
-Miscellaneous
-~~~~~~~~~~~~~
-
-None
+- Added a new example, :mod:`zipline.examples.momentum_pipeline`, which
+  exercises the Pipeline API (:issue:`1230`).

zipline/api.pyi

@@ -557,11 +557,11 @@ def set_cancel_policy(cancel_policy):
     """
 
 def set_commission(commission):
-    """Sets the commision model for the simulation.
+    """Sets the commission model for the simulation.
 
     Parameters
     ----------
-    commission : PerShare, PerTrade, or PerDollar
+    commission : CommissionModel
         The commission model to use.
 
     See Also

zipline/finance/commission.py

@@ -24,25 +24,38 @@ DEFAULT_MINIMUM_COST_PER_TRADE = 1.0    # $1 per trade
 class CommissionModel(with_metaclass(abc.ABCMeta)):
     """
     Abstract commission model interface.
+
+    Commission models are responsible for accepting order/transaction pairs and
+    calculating how much commission should be charged to an algorithm's account
+    on each transaction.
     """
 
     @abstractmethod
     def calculate(self, order, transaction):
         """
+        Calculate the amount of commission to charge on ``order`` as a result
+        of ``transaction``.
+
         Parameters
         ----------
-        order: the order whose transaction we are processing.  Its `commission`
-            field is up to date with how much commission has been attributed
-            to this order so far.
+        order : zipline.finance.order.Order
+            The order being processed.
 
-        transaction: the transaction we are processing.
+            The ``commission`` field of ``order`` is a float indicating the
+            amount of commission already charged on this order.
+
+        transaction : zipline.finance.transaction.Transaction
+            The transaction being processed. A single order may generate
+            multiple transactions if there isn't enough volume in a given bar
+            to fill the full amount requested in the order.
 
         Returns
         -------
-        float: The additional commission, in dollars, that we should attribute
-            to this order.
+        amount_charged : float
+            The additional commission, in dollars, that we should attribute to
+            this order.
         """
-        pass
+        raise NotImplementedError('calculate')
 
 
 class PerShare(CommissionModel):