diff --git a/docs/release-notes/zipline-0.7.1.md b/docs/release-notes/zipline-0.7.1.md index 4452d42b..f38d2271 100644 --- a/docs/release-notes/zipline-0.7.1.md +++ b/docs/release-notes/zipline-0.7.1.md @@ -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) + > ```