DOC: Add whatsnew.

This commit is contained in:
Scott Sanderson
2015-12-11 22:20:38 -05:00
parent b91f9697b9
commit 7996c07107
+13 -2
View File
@@ -17,7 +17,6 @@ Highlights
* :class:`~zipline.assets.assets.AssetFinder` speedups (:issue:`830` and
:issue:`817`).
Enhancements
~~~~~~~~~~~~
@@ -53,6 +52,13 @@ Enhancements
calculates the percent change in close price over the given
window_length. (:issue:`884`).
* Added a new built-in factor:
:class:`~zipline.pipeline.factors.DollarVolume`. (:issue:`910`).
* Added :class:`~zipline.pipeline.factors.ExponentialWeightedMovingAverage` and
:class:`~zipline.pipeline.factors.ExponentialWeightedStandardDeviation`
factors. (:issue:`910`).
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
@@ -60,7 +66,11 @@ Experimental Features
Experimental features are subject to change.
None
* Added support for parameterized ``Factor`` subclasses. Factors may specify
``params`` as a class-level attribute containing a tuple of parameter names.
These values are then accepted by the constructor and forwarded by name to
the factor's ``compute`` function. This API is experimental, and may change
in future releases.
Bug Fixes
~~~~~~~~~
@@ -71,6 +81,7 @@ Bug Fixes
* Fixes an error raised in calculating beta when benchmark data were sparse.
Instead `numpy.nan` is returned (:issue:`859`).
* Fixed an issue pickling :func:`~zipline.utils.sentinel.sentinel` objects
(:issue:`872`).