From 317ecc8aa8389eeec581e2486b679c8e6e129c2a Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Wed, 4 May 2016 16:23:56 -0400 Subject: [PATCH] DOC: Add whatsnew. --- docs/source/whatsnew/1.0.0.txt | 47 +++++++++++++++++++++++++++++++++- 1 file changed, 46 insertions(+), 1 deletion(-) diff --git a/docs/source/whatsnew/1.0.0.txt b/docs/source/whatsnew/1.0.0.txt index 3a11be8a..869bd52d 100644 --- a/docs/source/whatsnew/1.0.0.txt +++ b/docs/source/whatsnew/1.0.0.txt @@ -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 ~~~~~~~~~