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REL: 1.0.1.
Update docs, whatsnew, and stub files for the release.
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@@ -117,14 +117,25 @@ bugs that could cause undesirable behavior when trading with real money.
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Simulation Parameters
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`````````````````````
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.. autofunction:: zipline.api.set_benchmark
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Commission Models
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'''''''''''''''''
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.. autofunction:: zipline.api.set_commission
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.. autoclass:: zipline.finance.commission.CommissionModel
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:members:
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.. autoclass:: zipline.finance.commission.PerShare
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.. autoclass:: zipline.finance.commission.PerTrade
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.. autoclass:: zipline.finance.commission.PerDollar
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Slippage Models
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'''''''''''''''
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.. autofunction:: zipline.api.set_slippage
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.. autoclass:: zipline.finance.slippage.SlippageModel
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@@ -134,8 +145,6 @@ Simulation Parameters
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.. autoclass:: zipline.finance.slippage.VolumeShareSlippage
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.. autofunction:: zipline.api.set_benchmark
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Pipeline
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````````
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@@ -1,59 +1,54 @@
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Development
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-----------
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Release 1.0.1
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-------------
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:Release: 1.0.1
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:Date: TBD
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:Date: May 27, 2016
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.. warning::
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This release is still under active development. All changes listed are
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subject to change at any time.
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Highlights
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~~~~~~~~~~
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None
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This is a minor bug-fix release from 1.0.0 and includes a small number of bug
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fixes and documentation improvements.
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Enhancements
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~~~~~~~~~~~~
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None
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- Added support for user-defined commission models. See the
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:class:`zipline.finance.commission.CommissionModel` class for more details on
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implementing a commision model. (:issue:`1213`)
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Experimental Features
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~~~~~~~~~~~~~~~~~~~~~
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.. warning::
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Experimental features are subject to change.
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None
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- Added support for non-float columns to Blaze-backed Pipeline
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datasets (:issue:`1201`).
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Bug Fixes
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~~~~~~~~~
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None
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- Fixed a bug where Pipeline loaders were not properly initialized by
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:func:`zipline.run_algorithm`. This also affected invocations of ``zipline
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run`` from the CLI.
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Performance
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~~~~~~~~~~~
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- Fixed a bug that caused the ``%%zipline`` IPython cell magic to fail
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(:commit:`533233fae43c7ff74abfb0044f046978817cb4e4`).
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None
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- Fixed a bug in the :class:`~zipline.finance.commission.PerTrade` commission
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model where commissions were incorrectly applied to each partial-fill of an
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order rather than on the order itself, resulting in algorithms being charged
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too much in commissions when placing large orders.
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Maintenance and Refactorings
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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:class:`~zipline.finance.commission.PerTrade` now correctly applies
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commissions on a per-order basis (:issue:`1213`).
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None
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- Attribute accesses on :class:`CustomFactors <zipline.pipeline.CustomFactor>`
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defining multiple outputs will now correctly return an output slice when the
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output is also the name of a :class:`~zipline.pipeline.factors.Factor` method
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(:issue:`1214`).
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Build
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~~~~~
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- Replaced deprecated usage of ``pandas.io.data`` with ``pandas_datareader``
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(:issue:`1218`).
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None
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- Fixed an issue where ``.pyi`` stub files for :mod:`zipline.api` were
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accidentally excluded from the PyPI source distribution. Conda users should
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be unaffected (:issue:`1230`).
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Documentation
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~~~~~~~~~~~~~
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None
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Miscellaneous
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~~~~~~~~~~~~~
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None
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- Added a new example, :mod:`zipline.examples.momentum_pipeline`, which
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exercises the Pipeline API (:issue:`1230`).
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