mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-30 12:01:00 +08:00
DOC: Add whatsnew.
This commit is contained in:
@@ -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`).
|
||||
|
||||
|
||||
Reference in New Issue
Block a user