DOC: Add whatsnew.

This commit is contained in:
Scott Sanderson
2016-01-20 23:21:00 -05:00
parent 09be7acaa8
commit 3cfc22ed77
+16
View File
@@ -17,6 +17,11 @@ Highlights
* :class:`~zipline.assets.assets.AssetFinder` speedups (:issue:`830` and
:issue:`817`).
* Improved support for non-float dtypes in Pipeline. Most notably, we now
support ``datetime64`` and ``int64`` dtypes for ``Factor``, and
``BoundColumn.latest`` now returns a proper ``Filter`` object when the column
is of dtype ``bool``.
Enhancements
~~~~~~~~~~~~
@@ -83,6 +88,17 @@ Enhancements
data that is timestamped on or after ``8:45`` will not seen on that day in the
simulation. The data will be made available on the next day (:issue:`947`).
* ``BoundColumn.latest`` now returns a
:class:`~zipline.pipeline.filters.Filter` for columns of dtype
``bool`` (:issue:`962`).
* Added support for :class:`~zipline.pipeline.factors.Factor` instances with
``int64`` dtype. :class:`~zipline.pipeline.data.dataset.Column` now requires
a ``missing_value`` when dtype is integral. (:issue:`962`)
* It is also now possible to specify custom ``missing_value`` values for
``float``, ``datetime``, and ``bool`` Pipeline terms. (:issue:`962`)
Experimental Features
~~~~~~~~~~~~~~~~~~~~~