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DOC: Adds the new transform work to the release notes.

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Joe Jevnik
2014-11-17 13:16:30 -05:00
parent 25c3297c9d
commit 39eb80ef0c
1 changed files with 27 additions and 5 deletions
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docs/release-notes/zipline-0.7.1.md
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@@ -22,8 +22,30 @@
* HistoryContainer can now grow
dynamically. [PR412](https://github.com/quantopian/zipline/pull/412)
Calls to `history` will now be able to increase the size or change the shape
of the history container to be able to service the call. `add_history` now
acts as a preformance hint to pre-allocate sufficient space in the
container. This change is backwards compatible with `history`, all existing
algorithms should continue to work as intended.
> Calls to `history` will now be able to increase the size or change the shape
> of the history container to be able to service the call. `add_history` now
> acts as a preformance hint to pre-allocate sufficient space in the
> container. This change is backwards compatible with `history`, all existing
> algorithms should continue to work as intended.
* Simple transforms ported from quantopian and use history.
[PR429](https://github.com/quantopian/zipline/pull/429)
> SIDData now has methods for:
> - `stddev`
> - `mavg`
> - `vwap`
> - `returns`
> These methods, except for `returns`, accept a number of days. If you are
> running with minute data, then this will calculate the number of minutes in
> those days, accounting for early closes and the current time and apply the
> transform over the set of minutes. `returns` takes no parameters and will
> return the daily returns of the given security.
> Example:
> ```
> # The standard deviation of the price in the last 3 days.
> data[security].stdev(3)
> ```