Tags: FelixYang/zipline
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REL: v0.5.9
Highlights:
- Benchmark updating now permits empty ranges.
(Fixes runtime crash when running immediately after Easter 2013.)
- Risk metrics
- Performance improvents from converting to numpy and pandas.
<@wesm, wesmckinn@gmail.com>
- Refactoring of risk metric calculation out of class structure.
REL: v0.5.7 Highlights, with thanks to contributors inline: - Runtime performance improvements - Fixed the omission of peformance messages on days with no trades - Changes to batch_transform implementation -- supports sid filtering -- performance improvements using pandas -- added an option for only computating when there is a window length's worth of data - Added new risk metrics -- Sortino -- information ration (Ryan Day, ryanday2@gmail.com @rday) - Added stop and limit orders (Tony Worm, verdverm@gmail.com @verdverm) - Added variable recording - Deprecated market_aware and delta kwargs to EventWindow - Fixes to trading calendars for missing holidays - Added TradingEnviorment context manager - Added support for streaming through dividends - Yahoo source now has OHLC - Updates downloaded benchmark and treasury data when new data is available. (Ryan Day, ryanday2@gmail.com @rday) - Added optional adjustment of Yahoo data (Jeremiah Lowin, jlowin@lowindata.com @jlowin)
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