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DOC: Add whatsnew.

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Scott Sanderson
2016-05-04 16:23:56 -04:00
parent 5a1ed7b1d3
commit 317ecc8aa8
1 changed files with 46 additions and 1 deletions
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docs/source/whatsnew/1.0.0.txt
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@@ -58,6 +58,27 @@ argument to ``$ python -m zipline run`` or as the ``bundle`` argument to
For more information see `Data Bundles`_ for more information.
String Support in Pipeline (:issue:`1174`)
``````````````````````````````````````````
Added support for string data in Pipeline.
:class:`zipline.pipeline.data.Column` now accepts ``object`` as a dtype, which
signifies that loaders for that column should emit windowed iterators over the
experimental new :class:`~zipline.lib.labelarray.LabelArray` class.
Several new :class:`~zipline.pipeline.Classifier` methods have also been added
for constructing :class:`~zipline.pipeline.Filter` instances based on string
operations. The new methods are:
- :meth:`~zipline.pipeline.Classifier.element_of`
- :meth:`~zipline.pipeline.Classifier.startswith`
- :meth:`~zipline.pipeline.Classifier.endswith`
- :meth:`~zipline.pipeline.Classifier.has_substring`
- :meth:`~zipline.pipeline.Classifier.matches`
``element_of`` is defined for all classifiers. The remaining methods are
only defined for string-dtype classifiers.
Enhancements
~~~~~~~~~~~~
@@ -87,6 +108,25 @@ Enhancements
Custom factors are now capable of computing and returning multiple outputs,
each of which are themselves a Factor. (:issue:`1119`)
* Added support for string-dtype pipeline columns. Loaders for thse columns
should produce instances of :class:`zipline.lib.labelarray.LabelArray` when
traversed. :meth:`~zipline.pipeline.data.BoundColumn.latest` on string
columns produces a string-dtype
:class:`zipline.pipeline.Classifier`. (:issue:`1174`)
* Added several methods for converting Classifiers into Filters.
The new methods are:
- :meth:`~zipline.pipeline.Classifier.element_of`
- :meth:`~zipline.pipeline.Classifier.startswith`
- :meth:`~zipline.pipeline.Classifier.endswith`
- :meth:`~zipline.pipeline.Classifier.has_substring`
- :meth:`~zipline.pipeline.Classifier.matches`
``element_of`` is defined for all classifiers. The remaining methods are
only defined for strings. (:issue:`1174`)
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
@@ -94,7 +134,12 @@ Experimental Features
Experimental features are subject to change.
None
* Added a new :class:`zipline.lib.labelarray.LabelArray` class for efficiently
representing and computing on string data with numpy. This class is
conceptually similar to :class:`pandas.Categorical`, in that it represents
string arrays as arrays of indices into a (smaller) array of unique string
values. (:issue:`1174`)
Bug Fixes
~~~~~~~~~