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DOC: Add some entries for 0.8
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@@ -11,6 +11,10 @@ Highlights
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`zipline.io <http://www.zipline.io>`__
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* Major performance enhancements.
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* Dynamic history.
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* New user defined method: ``before_trading_start``.
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* New api function: ``schedule_function``.
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* Pipeline API.
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* Support for trading futures.
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Enhancements
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~~~~~~~~~~~~
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@@ -96,12 +100,51 @@ Enhancements
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(:issue:`477`).
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* Command line option to for printing algo to stdout (by Andrea D'Amore)
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(:issue:`545`).
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* New user defined function ``before_trading_start``. This function can be
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overridden by the user to be called once before the market opens every
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day (:issue:`389`).
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* New api function :func:`~zipline.api.schedule_function`. This function allows
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the user to schedule a function to be called based on more complicated rules
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about the date and time. For example, call the function 15 minutes before
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market close respecting early closes (:issue:`411`).
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* Adds a list of leveraged ETFs and a waay to mark a 'do not trade' set of
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assets (:issue:`478`).
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* Adds a class for representing securities. :func:`~zipline.api.order` and other
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order functions now require an instance of ``Security``
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instead of an int or string (:issue:`520`).
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* Generalize the ``Security`` class to :class:`~zipline.assets.Asset`. This is
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in preperation of adding support for other asset types (:issue:`535`).
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Experimental Features
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~~~~~~~~~~~~~~~~~~~~~
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.. warning::
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Experimental features are subject to change.
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* Adds new Pipeline API. The pipeline AAPI is a high-level declarative API for
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representing trailing window computaions on large datasets (:issue:`630`).
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* Adds support for futures trading (:issue:`637`).
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* Adds Pipeline loader for blaze expressions. This allows users to pull data
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from any format blaze understands and use it in the Pipeline
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API. (:issue:`775`).
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Bug Fixes
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~~~~~~~~~
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* Fix a bug where the reported returns could sharply dip for random periods of
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time (:issue:`378`).
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* Fix a bug that prevented debuggers from resolving the algorithm file
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(:issue:`431`).
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* Properly forward arguments to user defined ``initialize`` function
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(:issue:`687`).
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* Fix a bug that would cause treasury data to be redownloaded every backtest
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between midnight EST and the time when the treasury data was available
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(:issue:`793`).
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* Fix a bug that would cause the user defined ``analyze`` function to not be
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called if it was passed as a keyword argument to
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:class:`~zipline.algorithm.TradingAlgorithm` (:issue:`819`).
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Performance
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~~~~~~~~~~~
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@@ -110,6 +153,9 @@ Performance
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Maintenance and Refactorings
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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* Remove simple transform code. These are available as methods of
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:class:`~zipline.protocol.SIDData` (:issue:`550`).
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Build
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~~~~~
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