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Code Issues Packages Projects Releases Wiki Activity

DOC: Write up whatsnew for 1.1.0 release

Browse Source 
DOC: Clarify changes and fix formatting

DOC: Remove 1.0.3 whatsnew

DOC: More formatting

DOC: Remove superfluous info

DOC: Change deploy command

DOC: Fix typo

DOC: Add mention of winsorize factor

DOC: Change date of release

DOC: Remove date for now

DOC: Change release to development
This commit is contained in:
Freddie Vargus
2017-02-10 10:52:00 -05:00
parent f11b6467ac
commit aab1707123
5 changed files with 160 additions and 62 deletions
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docs/source/install.rst
+1 -1
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@@ -23,7 +23,7 @@ single tool to install Python and non-Python dependencies, or if you're already
using `Anaconda <http://continuum.io/downloads>`_ as your Python distribution,
you can skip to the :ref:`Installing with Conda <conda>` section.
Once you've installed the necessary additional depdendencies (see below for
Once you've installed the necessary additional dependencies (see below for
your particular platform), you should be able to simply run
.. code-block:: bash
docs/source/release-process.rst
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@@ -27,6 +27,14 @@ update the underline of the title to match the title's width.
If you are renaming the release at this point, you'll need to git mv the file
and also update releases.rst to reference the renamed file.
To build and view the docs locally, run:
.. code-block:: bash
$ cd docs
$ make html
$ {BROWSER} build/html/index.html
Updating the Python stub files
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
docs/source/releases.rst
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@@ -2,6 +2,8 @@
Release Notes
=============
.. include:: whatsnew/1.1.0.txt
.. include:: whatsnew/1.0.2.txt
.. include:: whatsnew/1.0.1.txt
docs/source/whatsnew/1.0.3.txt
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@@ -1,61 +0,0 @@
Development
-----------
:Release: 1.0.3
:Date: TBD
.. warning::
This release is still under active development. All changes listed are
subject to change at any time.
Highlights
~~~~~~~~~~
None
Enhancements
~~~~~~~~~~~~
None
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
.. warning::
Experimental features are subject to change.
None
Bug Fixes
~~~~~~~~~
None
Performance
~~~~~~~~~~~
None
Maintenance and Refactorings
~~~~~~~~~~~~~~~~~~~~~~~~~~~~
None
Build
~~~~~
None
Documentation
~~~~~~~~~~~~~
None
Miscellaneous
~~~~~~~~~~~~~
* Changed the short-opt for ``--before`` in the ``zipline clean``
entrypoint. The new argument is ``-e``. The old argument, ``-b``, conflicted
with the ``--bundle`` short-opt (:issue:`1625`).
docs/source/whatsnew/1.1.0.txt
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@@ -0,0 +1,149 @@
Development
-----------
:Release: 1.1.0
:Date:
This release is meant to provide zipline support for pandas 0.18, as well as several bug fixes, API changes, and many
performance changes.
Enhancements
~~~~~~~~~~~~
- Makes the minute bar read catch NoDataOnDate exceptions if dates are not in the calendar.
Before, the minute bar reader was forward filling, but now it returns nan for OHLC and 0 for V. (:issue:`1488`)
- Adds ``truncate`` method to :class:`~zipline.path.to.BcolzMinuteBarWriter` (:issue:`1499`)
- Bumps up to pandas 0.18.1 and numpy 1.11.1 (:issue:`1339`)
- Adds an earnings estimates quarter loader for Pipeline (:issue:`1396`)
- Creates a restricted list manager that takes in information about restricted sids
and stores in memory upon instantiation (:issue:`1487`)
- Adds ``last_available{session, minute}`` args to ``DataPortal`` (:issue:`1528`)
- Adds ``SpecificAssets`` filter (:issue:`1530`)
- Adds the ability for an algorithm to request the current contract for a future chain (:issue:`1529`)
- Adds ``chain`` field to current and supporting methods
in :class:`DataPortal` and :class:`OrderedContracts` (:issue:`1538`)
- Adds history for continuous futures (:issue:`1539`)
- Adds adjusted history for continuous future (:issue:`1548`)
- Adds roll style which takes the volume of a future contract into account,
specifically for continuous futures (:issue:`1556`)
- Adds better error message when calling Zipline API functions outside of a running simulation (:issue:`1593`)
- Adds
:meth:`~zipline.pipeline.factors.technical.MACDSignal`,
:meth:`~zipline.pipeline.factors.technical.MovingAverageConvergenceDivergenceSignal`, and
:meth:`~zipline.pipeline.factors.technical.AnnualizedVolatility` as built-in factors.
(:issue:`1588`)
- Allows running pipelines with custom date chunks in ``attach_pipeline`` (:issue:`1617`)
- Adds ``order_batch`` to the trade blotter (:issue:`1596`)
- Adds vectorized lookup_symbol (:issue:`1627`)
- Solidifies equality comparisons for SlippageModel classes (:issue:`1657`)
- Adds a factor for winsorized results (:issue:`1696`)
Bug Fixes
~~~~~~~~~
- Changes str to string_types to avoid errors when type checking unicode and not str type. (:issue:`1315`)
- Algorithms default to quantopian-quandl bundle when no data source is specified (:issue:`1479`) (:issue:`1374`)
- Catches all missing data exceptions when computing dividend ratios (:issue:`1507`)
- Creates adjustments based on ordered assets instead of a set. Before, adjustments were created for estimates
based on where assets happened to fall in a set rather than using ordered assets (:issue:`1547`)
- Fixes blaze pipeline queries for when users query for the ``asof_date`` column (:issue:`1608`)
- Datetimes should be converted in utc. DataFrames being returned were creating US/Eastern timestamps out of the ints,
potentially changing the date returned to be the date before (:issue:`1635`)
- Fixes default inputs for :class:`~zipline.pipeline.factors.technical.IchimokuKinkoHyo` factor (:issue:`1638`)
Performance
~~~~~~~~~~~
- Removes invocations of ``get_calendar('NYSE')`` which cuts down zipline import time
and makes the CLI more responsive and use less memory. (:issue:`1471`)
- Refcounts and releases pipeline terms when they are no longer needed (:issue:`1484`)
- Saves up to 75% of calls to minute_to_session_label (:issue:`1492`)
- Speeds up counting of number of minutes across contiguous session (:issue:`1497`)
- Removes/defers calls to get_loc on large indices (:issue:`1504`) (:issue:`1503`)
- Replaces ``get_loc`` calls in ``calc_dividend_ratios`` with ``get_indexer`` (:issue:`1510`)
- Speeds up minute to session sampling (:issue:`1549`)
- Adds some micro optimizations in ``data.current`` (:issue:`1561`)
- Adds optimization for initial workspace for pipelines (:issue:`1521`)
- More memory savings (:issue:`1599`)
Maintenance and Refactorings
~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- Updates leveraged ETF list (:issue:`747`) (:issue:`1434`)
- Adds additional fields to ``__getitem__`` for Order class (:issue:`1483`)
- Adds ``BarReader`` base class for minute and session readers (:issue:`1486`)
- Removes ``future_chain`` API method, to be replaced by ``data.current_chain`` (:issue:`1502`)
- Puts zipline back on blaze master (:issue:`1505`)
- Adds Tini and sets version range for numpy, pandas, and scipy in Dockerfile (:issue:`1514`)
- Deprecates ``set_do_not_order_list`` (:issue:`1487`)
- Uses ``Timedelta`` instead of ``DateOffset`` (:issue:`1487`)
- Update and pin more dev requirements (:issue:`1642`)
Build
~~~~~
- Adds binary dependency on numpy for empyrical
- Removes old numpy/pandas versions from Travis (:issue:`1339`)
- Updates appveyor.yml for new numpy and pandas (:issue:`1339`)
- Downgrades to scipy 0.17 (:issue:`1339`)
- Bumps empyrical to 0.2.2
Documentation
~~~~~~~~~~~~~
- Updated example notebook for latest zipline cell magic
- Adds ANACONDA_TOKEN directions (:issue:`1589`)
Miscellaneous
~~~~~~~~~~~~~
- Changed the short-opt for ``--before`` in the ``zipline clean``
entrypoint. The new argument is ``-e``. The old argument, ``-b``, conflicted
with the ``--bundle`` short-opt (:issue:`1625`).