From 2976a0dc5f8c08e659bda832d6757315161cbc12 Mon Sep 17 00:00:00 2001
From: Scott Sanderson <scoutoss@gmail.com>
Date: Mon, 12 May 2014 17:28:58 -0400
Subject: [PATCH] DOC: Update release notes for trading controls.

---
 docs/release-notes/zipline-0.6.2.md | 58 +++++++++++++++++++++++++++--
 1 file changed, 54 insertions(+), 4 deletions(-)

diff --git a/docs/release-notes/zipline-0.6.2.md b/docs/release-notes/zipline-0.6.2.md
index ae1378f1..bb2dd97d 100644
--- a/docs/release-notes/zipline-0.6.2.md
+++ b/docs/release-notes/zipline-0.6.2.md
@@ -7,6 +7,10 @@
 * IPython Magic %%zipline that runs algorithm defined in an IPython
   notebook cell.
 
+* API methods for building safeguards against runaway ordering and undesired
+  short positions.
+
+
 ## Enhancements (ENH)
 
 * CLI: Adds a CLI and IPython magic for zipline. [PR325](https://github.com/quantopian/zipline/pull/325)
@@ -25,12 +29,58 @@
 * IPython magic command (at the top of an IPython notebook cell). [PR325](https://github.com/quantopian/zipline/pull/325)
 
    > ```
-   %%zipline --symbols AAPL --start 2011-1-1 --end 2012-1-1 -o perf
-   ```
+   > %%zipline --symbols AAPL --start 2011-1-1 --end 2012-1-1 -o perf
+   > ```
 
    > Does the same as above except instead of executing the file looks
-   for the algorithm in the cell and instead of outputting the perf df
-   to a file, creates a variable in the namespace called perf.
+   > for the algorithm in the cell and instead of outputting the perf df
+   > to a file, creates a variable in the namespace called perf.
+
+* Adds Trading Controls to the algorithm API. [PR329](https://github.com/quantopian/zipline/pull/329)
+
+   > The following functions are now available on ```TradingAlgorithm``` and for algo scripts:
+   >   - `set_max_order_size(self, sid=None, max_shares=None, max_notional=None)`
+           - Set a limit on the absolute magnitude, in shares and/or total
+             dollar value, of any single order placed by this algorithm for a
+             given sid. If `sid` is None, then the rule is applied to any order
+             placed by the algorithm.
+           - Example:
+
+                     def initialize(context):
+                          # Algorithm will raise an exception if we attempt to place an
+                          # order which would cause us to hold more than 10 shares
+                          # or 1000 dollars worth of sid(24).
+                          set_max_order_size(sid(24), max_shares=10, max_notional=1000.0)
+
+   >   - `set_max_position_size(self, sid=None, max_shares=None, max_notional=None)`
+           - Set a limit on the absolute magnitude, in either shares or dollar
+             value, of any position held by the algorithm for a given sid. If `sid`
+             is None, then the rule is applied to any position held by the
+             algorithm.
+           - Example:
+
+                     def initialize(context):
+                         # Algorithm will raise an exception if we attempt to order more than
+                         # 10 shares or 1000 dollars worth of sid(24) in a single order.
+                         set_max_order_size(sid(24), max_shares=10, max_notional=1000.0)
+
+   >   - `set_max_order_count(self, max_count)`
+           - Set a limit on the number of orders that can be placed by the
+             algorithm in a single trading day.
+           - Example:
+
+                     def initialize(context):
+                         # Algorithm will raise an exception if more than 50 orders are placed in a day.
+                         set_max_order_count(50)
+
+   >   - `set_long_only(self)`
+           - Set a rule specifying that the algorithm may not hold short positions.
+           - Example:
+
+                     def initialize(context):
+                         # Algorithm will raise an exception if it attempts to place
+                         # an order that would cause it to hold a short position.
+                         set_long_only()
 
 ## Bug Fixes (BUG)