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33 lines
882 B
Plaintext
33 lines
882 B
Plaintext
Release 1.0.2
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-------------
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:Release: 1.0.2
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:Date: TBD
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Enhancements
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~~~~~~~~~~~~
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- Adds forward fill checkpoint tables for the blaze core loader. This allow the
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loader to more efficiently forward fill the data by capping the lower date it
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must search for when querying data. The checkpoints should have novel deltas
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applied (:issue:`1276`).
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- Updated VagrantFile to include all dev requirements and use a newer image
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(:issue:`1310`).
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- Allow correlations and regressions to be computed between two 2D factors by
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doing computations asset-wise (:issue:`1307`).
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Bug Fixes
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~~~~~~~~~
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- Changes :class:`~zipline.pipeline.factors.AverageDollarVolume` built-in
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factor to treat missing close or volume values as 0. Previously, NaNs were
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simply discarded before averaging, giving the remaining values too much
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weight (:issue:`1309`).
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Documentation
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~~~~~~~~~~~~~
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None
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