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92 lines
2.9 KiB
Plaintext
92 lines
2.9 KiB
Plaintext
Development
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-----------
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:Release: 0.8.4
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:Date: TBD
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.. warning::
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This release is still under active development. All changes listed are
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subject to change at any time.
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Highlights
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~~~~~~~~~~
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None
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Enhancements
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~~~~~~~~~~~~
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* Adds a way for users to provide a context manager to use when executing the
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scheduled functions (including ``handle_data``). This context manager will be
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passed the :class:`~zipline.protocol.BarData` object for the bar and will
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be used for the duration of all of the functions scheduled to run. This can be
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passed to :class:`~zipline.algorithm.TradingAlgorithm` by the keyword argument
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``create_event_context`` (:issue:`828`).
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* Added :meth:`~zipline.pipeline.factors.Factor.isnan`,
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:meth:`~zipline.pipeline.factors.Factor.notnan` and
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:meth:`~zipline.pipeline.factors.Factor.isfinite` methods to
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:class:`zipline.pipeline.factors.Factor` (:issue:`861`).
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Experimental Features
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~~~~~~~~~~~~~~~~~~~~~
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.. warning::
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Experimental features are subject to change.
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None
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Bug Fixes
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~~~~~~~~~
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* Fixes an issue that would cause the daily/minutely method caching to change
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the ``len`` of a :class:`~zipline.protocol.SIDData` object. This would cause
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us to think that the object was not empty even when it was (:issue:`826`).
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* Fixes an error raised in calculating beta when benchmark data were sparse.
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Instead `numpy.nan` is returned (:issue:`859`).
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Performance
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~~~~~~~~~~~
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* Speeds up :meth:`~zipline.assets.assets.AssetFinder.lookup_symbol` by adding
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an extension, :class:`~zipline.assets.assets.AssetFinderCachedEquities`, that
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loads equities into dictionaries and then directs
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:meth:`~zipline.assets.assets.AssetFinder.lookup_symbol` to these dictionaries
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to find matching equities (:issue:`830`).
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Maintenance and Refactorings
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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* Asset databases now contain version information to ensure compatibility
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with current Zipline version (:issue:`815`).
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Build
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~~~~~
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* Makes zipline install requirements more flexible (:issue:`825`).
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* Use ``versioneer`` to manage the project ``__version__`` and setup.py version
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(:issue:`829`).
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* Fixed coveralls integration on travis build (:issue:`840`).
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Documentation
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~~~~~~~~~~~~~
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* Document the release process for developers (:issue:`835`).
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* Added reference docs for the Pipeline API. (:issue:`864`).
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* Added reference docs for Asset Metadata APIs. (:issue:`864`).
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* Generated documentation now includes links to source code for many classes
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and functions. (:issue:`864`).
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Miscellaneous
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~~~~~~~~~~~~~
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* Adds :func:`~zipline.utils.test_utils.subtest` decorator for creating subtests
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without ``nose_parameterized.expand`` which bloats the test output
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(:issue:`833`).
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* Limits timer report in test output to 15 longest tests (:issue:`838`).
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* Treasury and benchmark downloads will now wait up to an hour to download
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again if data returned from a remote source does not extend to the date
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expected. (:issue:`841`).
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