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