Release 1.0.1 ------------- :Release: 1.0.1 :Date: May 27, 2016 This is a minor bug-fix release from 1.0.0 and includes a small number of bug fixes and documentation improvements. Enhancements ~~~~~~~~~~~~ - Added support for user-defined commission models. See the :class:`zipline.finance.commission.CommissionModel` class for more details on implementing a commision model. (:issue:`1213`) - Added support for non-float columns to Blaze-backed Pipeline datasets (:issue:`1201`). - Added :class:`zipline.pipeline.slice.Slice`, a new pipeline term designed to extract a single column from another term. Slices can be created by indexing into a term, keyed by asset. (:issue:`1267`) Bug Fixes ~~~~~~~~~ - Fixed a bug where Pipeline loaders were not properly initialized by :func:`zipline.run_algorithm`. This also affected invocations of ``zipline run`` from the CLI. - Fixed a bug that caused the ``%%zipline`` IPython cell magic to fail (:commit:`533233fae43c7ff74abfb0044f046978817cb4e4`). - Fixed a bug in the :class:`~zipline.finance.commission.PerTrade` commission model where commissions were incorrectly applied to each partial-fill of an order rather than on the order itself, resulting in algorithms being charged too much in commissions when placing large orders. :class:`~zipline.finance.commission.PerTrade` now correctly applies commissions on a per-order basis (:issue:`1213`). - Attribute accesses on :class:`CustomFactors ` defining multiple outputs will now correctly return an output slice when the output is also the name of a :class:`~zipline.pipeline.factors.Factor` method (:issue:`1214`). - Replaced deprecated usage of ``pandas.io.data`` with ``pandas_datareader`` (:issue:`1218`). - Fixed an issue where ``.pyi`` stub files for :mod:`zipline.api` were accidentally excluded from the PyPI source distribution. Conda users should be unaffected (:issue:`1230`). Documentation ~~~~~~~~~~~~~ - Added a new example, :mod:`zipline.examples.momentum_pipeline`, which exercises the Pipeline API (:issue:`1230`).