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https://github.com/wassname/catalyst.git
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Joe Jevnik
721dd36116
Renames zipline.utils.test_utils to zipline.testing Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and teardown and adds mixins to define fixtures like an asset finder or trading calendar.
78 lines
1.7 KiB
Plaintext
78 lines
1.7 KiB
Plaintext
Development
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-----------
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:Release: 0.8.5
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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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* Added new datasets
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:class:`~zipline.pipeline.data.buyback_auth.CashBuybackAuthorizations`
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and :class:`~zipline.pipeline.data.buyback_auth.ShareBuybackAuthorizations`
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for use in the Pipeline API. These datasets provide an abstract interface for
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adding cash and share buyback authorizations data, respectively, to a new
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algorithm. pandas-based reference implementations for these datasets can be
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found in :mod:`zipline.pipeline.loaders.buyback_auth`, and experimental
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blaze-based implementations can be found in
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:mod:`zipline.pipeline.loaders.blaze.buyback_auth`. (:issue:`1022`).
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* Added new built-in factors,
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:class:`zipline.pipeline.factors.BusinessDaysSinceCashBuybackAuth` and
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:class:`zipline.pipeline.factors.BusinessDaysSinceShareBuybackAuth`. These
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factors use the new ``CashBuybackAuthorizations`` and
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``ShareBuybackAuthorizations`` datasets, respectively. (:issue:`1022`).
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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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None
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Performance
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None
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Maintenance and Refactorings
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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None
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Build
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~~~~~
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None
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Documentation
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None
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Miscellaneous
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~~~~~~~~~~~~~
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* Adds :class:`~zipline.testing.fixtures.ZiplineTestCase` which provides hooks
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to consume test fixtures. Fixtures are things like:
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:class:`~zipline.testing.fixtures.WithAssetFinder` which will make
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``self.asset_finder`` available to your test with some mock data
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(:issue:`1042`).
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