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MAINT: add dividends datasets to inits

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DOC: add whatsnew entries
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Maya Tydykov
2016-03-29 15:23:21 -04:00
parent 9b27f3439d
commit d7a012a477
12 changed files with 69 additions and 16 deletions
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docs/source/whatsnew/0.8.5.txt
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@@ -26,12 +26,30 @@ Enhancements
blaze-based implementations can be found in
:mod:`zipline.pipeline.loaders.blaze.buyback_auth`. (:issue:`1022`).
* Added new datasets
:class:`~zipline.pipeline.data.dividends.DividendsByExDate`,
:class:`~zipline.pipeline.data.dividends.DividendsByPayDate`, and
:class:`~zipline.pipeline.data.dividends.DividendsByAnnouncementDate`
for use in the Pipeline API. These datasets provide an abstract interface for
adding dividends data organized by ex date, pay date, and announcement date,
respectively, to a new algorithm. pandas-based reference implementations for
these datasets can be found in :mod:`zipline.pipeline.loaders.dividends`, and
experimental blaze-based implementations can be found in
:mod:`zipline.pipeline.loaders.blaze.dividends`. (:issue:`1093`).
* Added new built-in factors,
:class:`zipline.pipeline.factors.BusinessDaysSinceCashBuybackAuth` and
:class:`zipline.pipeline.factors.BusinessDaysSinceShareBuybackAuth`. These
factors use the new ``CashBuybackAuthorizations`` and
``ShareBuybackAuthorizations`` datasets, respectively. (:issue:`1022`).
* Added new built-in factors,
:class:`zipline.pipeline.factors.BusinessDaysSinceDividendAnnouncement`,
:class:`zipline.pipeline.factors.BusinessDaysUntilNextExDate`, and
:class:`zipline.pipeline.factors.BusinessDaysSincePreviousExDate`. These
factors use the new ``DividendsByAnnouncementDate` and ``DividendsByExDate``
datasets, respectively. (:issue:`1093`).
* Implemented :class:`zipline.pipeline.Classifier`, a new core pipeline API
term representing grouping keys. Classifiers are primarily used by passing
them as the ``groupby`` parameter to factor normalization methods.