DOC: Add some entries for 0.8

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2015-11-05 12:27:00 -05:00
parent 39a4cf0a9e
commit 8c65ac01a0
+46
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@@ -11,6 +11,10 @@ Highlights
`zipline.io <http://www.zipline.io>`__
* Major performance enhancements.
* Dynamic history.
* New user defined method: ``before_trading_start``.
* New api function: ``schedule_function``.
* Pipeline API.
* Support for trading futures.
Enhancements
~~~~~~~~~~~~
@@ -96,12 +100,51 @@ Enhancements
(:issue:`477`).
* Command line option to for printing algo to stdout (by Andrea D'Amore)
(:issue:`545`).
* New user defined function ``before_trading_start``. This function can be
overridden by the user to be called once before the market opens every
day (:issue:`389`).
* New api function :func:`~zipline.api.schedule_function`. This function allows
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`).
* 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`).
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
.. warning::
Experimental features are subject to change.
* Adds new Pipeline API. The pipeline AAPI 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
from any format blaze understands and use it in the Pipeline
API. (:issue:`775`).
Bug Fixes
~~~~~~~~~
* Fix a bug where the reported returns could sharply dip for random periods of
time (:issue:`378`).
* Fix a bug that prevented debuggers from resolving the algorithm file
(:issue:`431`).
* Properly forward arguments to user defined ``initialize`` function
(:issue:`687`).
* Fix a bug that would cause treasury data to be redownloaded every backtest
between midnight EST and the time when the treasury data was available
(:issue:`793`).
* Fix a bug that would cause the user defined ``analyze`` function to not be
called if it was passed as a keyword argument to
:class:`~zipline.algorithm.TradingAlgorithm` (:issue:`819`).
Performance
~~~~~~~~~~~
@@ -110,6 +153,9 @@ Performance
Maintenance and Refactorings
~~~~~~~~~~~~~~~~~~~~~~~~~~~~
* Remove simple transform code. These are available as methods of
:class:`~zipline.protocol.SIDData` (:issue:`550`).
Build
~~~~~