mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-23 12:50:22 +08:00
83 lines
1.9 KiB
Plaintext
83 lines
1.9 KiB
Plaintext
Development
|
|
-----------
|
|
|
|
:Release: 1.0.0
|
|
:Date: TBD
|
|
|
|
.. warning::
|
|
This release is still under active development. All changes listed are
|
|
subject to change at any time.
|
|
|
|
|
|
Highlights
|
|
~~~~~~~~~~
|
|
|
|
None
|
|
|
|
Enhancements
|
|
~~~~~~~~~~~~
|
|
|
|
* Made the data loading classes have more consistent interfaces. This includes
|
|
the equity bar writers, adjustment writer, and asset db writer. The new
|
|
interface is that the resource to be written to is passed at construction time
|
|
and the data to write is provided later to the `write` method as a
|
|
dataframe. This model allows us to pass these writer objects around as a
|
|
resource for other classes and functions to consume (:issue:`1109`).
|
|
|
|
* Added masking to :class:`zipline.pipeline.CustomFactor`.
|
|
Custom factors can now be passed a Filter upon instantiation. This tells the
|
|
factor to only compute over stocks for which the filter returns True, rather
|
|
than always computing over the entire universe of stocks. (:issue:`1095`)
|
|
|
|
* Added :class:`zipline.utils.cache.ExpiringCache`.
|
|
A cache which wraps entries in a :class:`zipline.utils.cache.CachedObject`,
|
|
which manages expiration of entries based on the `dt` supplied to the `get`
|
|
method. (:issue:`1130`)
|
|
|
|
* Implemented :class:`zipline.pipeline.factors.RecarrayField`, a new pipeline
|
|
term designed to be the output type of a CustomFactor with multiple outputs.
|
|
(:issue:`1119`)
|
|
|
|
* Added optional `outputs` parameter to :class:`zipline.pipeline.CustomFactor`.
|
|
Custom factors are now capable of computing and returning multiple outputs,
|
|
each of which are themselves a Factor. (:issue:`1119`)
|
|
|
|
Experimental Features
|
|
~~~~~~~~~~~~~~~~~~~~~
|
|
|
|
.. warning::
|
|
|
|
Experimental features are subject to change.
|
|
|
|
None
|
|
|
|
Bug Fixes
|
|
~~~~~~~~~
|
|
|
|
None
|
|
|
|
Performance
|
|
~~~~~~~~~~~
|
|
|
|
None
|
|
|
|
Maintenance and Refactorings
|
|
~~~~~~~~~~~~~~~~~~~~~~~~~~~~
|
|
|
|
None
|
|
|
|
Build
|
|
~~~~~
|
|
|
|
None
|
|
|
|
Documentation
|
|
~~~~~~~~~~~~~
|
|
|
|
None
|
|
|
|
Miscellaneous
|
|
~~~~~~~~~~~~~
|
|
|
|
None
|