diff --git a/docs/source/whatsnew/0.8.4.txt b/docs/source/whatsnew/0.8.4.txt index 94cc6548..3b0376de 100644 --- a/docs/source/whatsnew/0.8.4.txt +++ b/docs/source/whatsnew/0.8.4.txt @@ -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`).