From bab3d9e731db998764eadc6cc4fbdf6e33fd935a Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Fri, 13 Feb 2015 13:51:59 +0100 Subject: [PATCH] DOC Markdown fixes to release announcement. --- docs/release-notes/zipline-0.7.1.md | 63 +++++++++++++---------------- 1 file changed, 29 insertions(+), 34 deletions(-) diff --git a/docs/release-notes/zipline-0.7.1.md b/docs/release-notes/zipline-0.7.1.md index a1f05d92..99509bb1 100644 --- a/docs/release-notes/zipline-0.7.1.md +++ b/docs/release-notes/zipline-0.7.1.md @@ -2,13 +2,11 @@ ## Bug Fixes (BUG) -* Fix a bug where the reported returns could sharply dip for random periods of - time. [PR378](https://github.com/quantopian/zipline/pull/378) +### Fix a bug where the reported returns could sharply dip for random periods of time. [PR378](https://github.com/quantopian/zipline/pull/378) ## Enhancements (ENH) -* Account object: Adds an account object to conext to track information about - the trading account. [PR396](https://github.com/quantopian/zipline/pull/396) +### Account object: Adds an account object to conext to track information about the trading account. [PR396](https://github.com/quantopian/zipline/pull/396) > Example: @@ -19,8 +17,7 @@ > Returns the settled cash value that is stored on the account object. This > value is updated accordingly as the algorithm is run. -* HistoryContainer can now grow - dynamically. [PR412](https://github.com/quantopian/zipline/pull/412) +### HistoryContainer can now grow dynamically. [PR412](https://github.com/quantopian/zipline/pull/412) > Calls to `history` will now be able to increase the size or change the shape > of the history container to be able to service the call. `add_history` now @@ -28,8 +25,7 @@ > container. This change is backwards compatible with `history`, all existing > algorithms should continue to work as intended. -* Simple transforms ported from quantopian and use history. - [PR429](https://github.com/quantopian/zipline/pull/429) +### Simple transforms ported from quantopian and use history. [PR429](https://github.com/quantopian/zipline/pull/429) > SIDData now has methods for: @@ -45,13 +41,12 @@ > return the daily returns of the given security. > Example: - > ``` - > # The standard deviation of the price in the last 3 days. - > data[security].stdev(3) - > ``` +```python +# The standard deviation of the price in the last 3 days. +data[security].stdev(3) +``` -* New fields in Performance Period -[PR464](https://github.com/quantopian/zipline/pull/464) +### New fields in Performance Period [PR464](https://github.com/quantopian/zipline/pull/464) > Performance Period has new fields accessible in return value of to_dict: @@ -62,29 +57,29 @@ > - shorts count > - longs count -* Allow order_percent to work with various market values (by Jeremiah Lowin) -[PR477](https://github.com/quantopian/zipline/pull/477) - > Currently, `order_percent()` and `order_target_percent()` both operate as a percentage of `self.portfolio.portfolio_value`. This PR lets them operate as percentages of other important MVs. +### Allow order_percent to work with various market values (by Jeremiah Lowin) [PR477](https://github.com/quantopian/zipline/pull/477) - > Also adds `context.get_market_value()`, which enables this functionality. + > Currently, `order_percent()` and `order_target_percent()` both operate as a percentage of `self.portfolio.portfolio_value`. This PR lets them operate as percentages of other important MVs. - > For example: - > ```python - > # this is how it works today (and this still works) - > # put 50% of my portfolio in AAPL - > order_percent('AAPL', 0.5) - > # note that if this were a fully invested portfolio, it would become 150% levered. + > Also adds `context.get_market_value()`, which enables this functionality. - > # take half of my available cash and buy AAPL - > order_percent('AAPL', 0.5, percent_of='cash') + > For example: +```python +# this is how it works today (and this still works) +# put 50% of my portfolio in AAPL +order_percent('AAPL', 0.5) +# note that if this were a fully invested portfolio, it would become 150% levered. - > # rebalance my short position, as a percentage of my current short book - > order_target_percent('MSFT', 0.1, percent_of='shorts') +# take half of my available cash and buy AAPL +order_percent('AAPL', 0.5, percent_of='cash') - > # rebalance within a custom group of stocks - > tech_stocks = ('AAPL', 'MSFT', 'GOOGL') - > tech_filter = lambda p: p.sid in tech_stocks - > for stock in tech_stocks: - > order_target_percent(stock, 1/3, percent_of_fn=tech_filter) - > ``` +# rebalance my short position, as a percentage of my current short book +order_target_percent('MSFT', 0.1, percent_of='shorts') + +# rebalance within a custom group of stocks +tech_stocks = ('AAPL', 'MSFT', 'GOOGL') +tech_filter = lambda p: p.sid in tech_stocks +for stock in tech_stocks: + order_target_percent(stock, 1/3, percent_of_fn=tech_filter) +```