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catalyst/docs/release-notes/zipline-0.7.1.md
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Zipline 0.7.1 Release Notes

Bug Fixes (BUG)

  • Fix a bug where the reported returns could sharply dip for random periods of time. PR378

Enhancements (ENH)

  • Account object: Adds an account object to conext to track information about the trading account. PR396

    Example:

    context.account.settled_cash
    

    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

    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 acts as a preformance hint to pre-allocate sufficient space in the 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

    SIDData now has methods for:

    • stddev
    • mavg
    • vwap
    • returns

    These methods, except for returns, accept a number of days. If you are running with minute data, then this will calculate the number of minutes in those days, accounting for early closes and the current time and apply the transform over the set of minutes. returns takes no parameters and will return the daily returns of the given security.

    Example:

    # The standard deviation of the price in the last 3 days.
    data[security].stdev(3)
    
  • New fields in Performance Period PR464

    Performance Period has new fields accessible in return value of to_dict:

    • gross leverage
    • net leverage
    • short exposure
    • long exposure
    • shorts count
    • longs count