2.0 KiB
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_cashReturns 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
historywill now be able to increase the size or change the shape of the history container to be able to service the call.add_historynow acts as a preformance hint to pre-allocate sufficient space in the container. This change is backwards compatible withhistory, all existing algorithms should continue to work as intended. -
Simple transforms ported from quantopian and use history. PR429
SIDData now has methods for:
stddevmavgvwapreturns
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.returnstakes 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