wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-11 11:16:15 +08:00
Code Issues Packages Projects Releases Wiki Activity

DOC: Add more whatsnew enties for 0.8.0

Browse Source
This commit is contained in:
llllllllll
2015-11-06 15:10:34 -05:00
parent 8c65ac01a0
commit 7980e47de8
1 changed files with 29 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/source/whatsnew/0.8.0.txt
+29 -5
View File
@@ -12,14 +12,17 @@ Highlights
* Major performance enhancements.
* Dynamic history.
* New user defined method: ``before_trading_start``.
* New api function: ``schedule_function``.
* New api function: :func:`~zipline.api.schedule_function`.
* New api function: :func:`~zipline.api.get_environment`.
* New api function: :func:`~zipline.api.set_max_leverage`.
* New api function: :func:`~zipline.api.set_do_not_order_list`.
* Pipeline API.
* Support for trading futures.
Enhancements
~~~~~~~~~~~~
* Account object: Adds an account object to conext to track information about
* Account object: Adds an account object to context to track information about
the trading account.
Example:
@@ -107,14 +110,35 @@ Enhancements
the user to schedule a function to be called based on more complicated rules
about the date and time. For example, call the function 15 minutes before
market close respecting early closes (:issue:`411`).
* Adds a list of leveraged ETFs and a waay to mark a 'do not trade' set of
assets (:issue:`478`).
* New api function :func:`set_do_not_order_list`. This function accepts a list
of assets and adds a trading guard that prevents the algorithm from
trading them. Adds a list point in time list of leveraged ETFs that people may
want to mark as 'do not trade' (:issue:`478`).
* Adds a class for representing securities. :func:`~zipline.api.order` and other
order functions now require an instance of ``Security``
instead of an int or string (:issue:`520`).
* Generalize the ``Security`` class to :class:`~zipline.assets.Asset`. This is
in preperation of adding support for other asset types (:issue:`535`).
* New api function :func:`~zipline.api.get_environment`. This function by
default returns the string ``'zipline'``. This is used so that algorithms can
have different behavior on Quantopian and local zipline (:issue:`384`).
* Extends :func:`~zipline.api.get_environment` to expose more of the environment
to the algorithm. The function now accepts an argument that is the field to
return. By default, this is ``'platform'`` which returns the old value of
``'zipline'`` but the following new fields can be requested:
- ``''arena'``: Is this live trading or backtesting?
- ``'data_frequency'``: Is this minute mode or daily mode?
- ``'start'``: Simulation start date.
- ``'end'``: Simulation end date.
- ``'capital_base'``: The starting capital for the simulation.
- ``'platform'``: The platform that the algorithm is running on.
- ``'*'``: A dictionary containing all of these fields.
(:issue:`449`).
* New api function :func:`~zipline.api.set_max_leveraged`. This method adds a
trading guard that prevents your algorithm from over leveraging itself
(:issue:`552`).
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
@@ -123,7 +147,7 @@ Experimental Features
Experimental features are subject to change.
* Adds new Pipeline API. The pipeline AAPI is a high-level declarative API for
* Adds new Pipeline API. The pipeline API is a high-level declarative API for
representing trailing window computaions on large datasets (:issue:`630`).
* Adds support for futures trading (:issue:`637`).
* Adds Pipeline loader for blaze expressions. This allows users to pull data