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DOC: update whatsnews
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@@ -123,7 +123,7 @@ Enhancements
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Bug Fixes
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~~~~~~~~~
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* Adjust benchmark events to match market hours (:issue:`241).
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* Adjust benchmark events to match market hours (:issue:`241`).
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Previously benchmark events were emitted at 0:00 on the day the
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benchmark related to: in 'minute' emission mode this meant that the
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benchmarks were emitted before any intra-day trades were processed.
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@@ -22,6 +22,9 @@ Highlights
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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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* Zipline now supports ``numpy`` 1.10, ``pandas`` 0.17, and ``scipy`` 0.16
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(:issue:`969`).
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Enhancements
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~~~~~~~~~~~~
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@@ -75,8 +78,8 @@ Enhancements
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preprocessor functions to explicitly allow ``None`` (:issue:`947`).
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* Added :func:`~zipline.utils.input_validation.ensure_timezone` to allow string
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arguments to get converted into ``datetime.tzinfo`` objects. This also allows
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``tzinfo`` objects to be passed directly (:issue:`947`).
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arguments to get converted into :class:`datetime.tzinfo` objects. This also
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allows ``tzinfo`` objects to be passed directly (:issue:`947`).
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* Added two optional arguments, ``data_query_time`` and ``data_query_tz`` to
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:class:`~zipline.pipeline.loaders.blaze.core.BlazeLoader` and
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@@ -120,7 +123,7 @@ Bug Fixes
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us to think that the object was not empty even when it was (:issue:`826`).
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* Fixes an error raised in calculating beta when benchmark data were sparse.
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Instead `numpy.nan` is returned (:issue:`859`).
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Instead :data:`numpy.nan` is returned (:issue:`859`).
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* Fixed an issue pickling :func:`~zipline.utils.sentinel.sentinel` objects
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(:issue:`872`).
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@@ -139,7 +142,7 @@ Bug Fixes
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This would map the same symbol to two different sids (:issue:`942`).
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* Fixed an issue where the
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:class:"`~zipline.finance.performance.period.PerformancePeriod` incorrectly
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:class:`~zipline.finance.performance.period.PerformancePeriod` incorrectly
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reported the total_positions_value when creating a
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:class:`~zipline.protocol.Account` (:issue:`950`).
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@@ -147,8 +150,10 @@ Bug Fixes
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python, where Assets did not compare properly with int64s (:issue:`959`).
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* Fixed a bug where boolean operators were not properly implemented on
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:class:~zipline.pipeline.Filter` (:issue:`991`).
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:class:`~zipline.pipeline.Filter` (:issue:`991`).
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* Installation of zipline no longer downgrades numpy to 1.9.2 silently and
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unconditionally (:issue:`969`).
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Performance
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~~~~~~~~~~~
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@@ -204,7 +209,7 @@ Miscellaneous
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* Added a :meth:`~zipline.pipeline.pipeline.Pipeline.show_graph` method to render
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a Pipeline as an image (:issue:`836`).
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* Adds :func:`~zipline.utils.test_utils.subtest` decorator for creating subtests
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without ``nose_parameterized.expand`` which bloats the test output
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without :func:`nose_parameterized.expand` which bloats the test output
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(:issue:`833`).
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* Limits timer report in test output to 15 longest tests (:issue:`838`).
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* Treasury and benchmark downloads will now wait up to an hour to download
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