DOC: Update whatsnew.

This commit is contained in:
Scott Sanderson
2015-12-11 13:54:57 -05:00
parent 4469fbef76
commit b5d3f2be0a
2 changed files with 43 additions and 2 deletions
+28 -2
View File
@@ -11,7 +11,12 @@ Development
Highlights
~~~~~~~~~~
None
* Added a new :class:`~zipline.pipeline.data.EarningsCalendar` dataset
for use in the Pipeline API. (:issue:`905`).
* :class:`~zipline.assets.assets.AssetFinder` speedups (:issue:`830` and
:issue:`817`).
Enhancements
~~~~~~~~~~~~
@@ -23,13 +28,30 @@ Enhancements
passed to :class:`~zipline.algorithm.TradingAlgorithm` by the keyword argument
``create_event_context`` (:issue:`828`).
* Added support for :class:`zipline.pipeline.factors.Factor` instances with
``datetime64[ns]`` dtypes. (:issue:`905`)
* Added a new :class:`~zipline.pipeline.data.earnings.EarningsCalendar` dataset
for use in the Pipeline API. This dataset provides an abstract interface for
adding earnings announcement data to a new algorithm. A pandas-based
reference implementation for this dataset can be found in
:mod:`zipline.pipeline.loaders.earnings`, and an experimental blaze-based
implementation can be found in
:mod:`zipline.pipeline.loaders.blaze.earnings`. (:issue:`905`).
* Added new built-in factors,
:class:`zipline.pipeline.factors.BusinessDaysUntilNextEarnings` and
:class:`zipline.pipeline.factors.BusinessDaysSincePreviousEarnings`. These
factors use the new ``EarningsCalendar`` dataset. (:issue:`905`).
* Added :meth:`~zipline.pipeline.factors.Factor.isnan`,
:meth:`~zipline.pipeline.factors.Factor.notnan` and
:meth:`~zipline.pipeline.factors.Factor.isfinite` methods to
:class:`zipline.pipeline.factors.Factor` (:issue:`861`).
* Added :class:`zipline.pipeline.factors.Returns`, a built-in factor which
calculates the percent change in close price over the given window_length.
calculates the percent change in close price over the given
window_length. (:issue:`884`).
Experimental Features
~~~~~~~~~~~~~~~~~~~~~
@@ -61,6 +83,10 @@ Performance
:meth:`~zipline.assets.assets.AssetFinder.lookup_symbol` to these dictionaries
to find matching equities (:issue:`830`).
* Improved performance of
:meth:`~zipline.assets.assets.AssetFinder.lookup_symbol` by performing
batched queries. (:issue:`817`).
Maintenance and Refactorings
~~~~~~~~~~~~~~~~~~~~~~~~~~~~