diff --git a/docs/source/whatsnew/0.8.0.txt b/docs/source/whatsnew/0.8.0.txt index dfc1373e..c8d70b30 100644 --- a/docs/source/whatsnew/0.8.0.txt +++ b/docs/source/whatsnew/0.8.0.txt @@ -11,6 +11,10 @@ Highlights `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 ~~~~~