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DOC: Add whatsnew.
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@@ -17,6 +17,11 @@ Highlights
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* :class:`~zipline.assets.assets.AssetFinder` speedups (:issue:`830` and
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:issue:`817`).
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* Improved support for non-float dtypes in Pipeline. Most notably, we now
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support ``datetime64`` and ``int64`` dtypes for ``Factor``, and
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``BoundColumn.latest`` now returns a proper ``Filter`` object when the column
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is of dtype ``bool``.
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Enhancements
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~~~~~~~~~~~~
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@@ -83,6 +88,17 @@ Enhancements
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data that is timestamped on or after ``8:45`` will not seen on that day in the
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simulation. The data will be made available on the next day (:issue:`947`).
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* ``BoundColumn.latest`` now returns a
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:class:`~zipline.pipeline.filters.Filter` for columns of dtype
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``bool`` (:issue:`962`).
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* Added support for :class:`~zipline.pipeline.factors.Factor` instances with
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``int64`` dtype. :class:`~zipline.pipeline.data.dataset.Column` now requires
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a ``missing_value`` when dtype is integral. (:issue:`962`)
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* It is also now possible to specify custom ``missing_value`` values for
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``float``, ``datetime``, and ``bool`` Pipeline terms. (:issue:`962`)
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Experimental Features
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~~~~~~~~~~~~~~~~~~~~~
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