From 7980e47de8893607994b5d5329453c10712162b9 Mon Sep 17 00:00:00 2001 From: llllllllll Date: Fri, 6 Nov 2015 12:10:31 -0500 Subject: [PATCH] DOC: Add more whatsnew enties for 0.8.0 --- docs/source/whatsnew/0.8.0.txt | 34 +++++++++++++++++++++++++++++----- 1 file changed, 29 insertions(+), 5 deletions(-) diff --git a/docs/source/whatsnew/0.8.0.txt b/docs/source/whatsnew/0.8.0.txt index c8d70b30..7e2cc8a6 100644 --- a/docs/source/whatsnew/0.8.0.txt +++ b/docs/source/whatsnew/0.8.0.txt @@ -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