From 8866614aa1927247ad65a59829c5ae59025deb4d Mon Sep 17 00:00:00 2001 From: dmichalowicz Date: Thu, 25 Feb 2016 14:49:08 -0500 Subject: [PATCH] DOC: update whatsnew for equity auto closes --- docs/source/whatsnew/0.8.4.txt | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/docs/source/whatsnew/0.8.4.txt b/docs/source/whatsnew/0.8.4.txt index 01282098..1e800f37 100644 --- a/docs/source/whatsnew/0.8.4.txt +++ b/docs/source/whatsnew/0.8.4.txt @@ -101,6 +101,13 @@ Enhancements * It is also now possible to specify custom ``missing_value`` values for ``float``, ``datetime``, and ``bool`` Pipeline terms. (:issue:`962`) +* Added auto-close support for equities. Any positions held in an equity that + reaches its ``auto_close_date`` will be liquidated for cash according to the + equity's last sale price. Furthermore, any open orders for that equity will + be canceled. Both futures and equities are now auto-closed on the morning of + their ``auto_close_date``, immediately prior to ``before_trading_start``. + (:issue:`982`) + Experimental Features ~~~~~~~~~~~~~~~~~~~~~