Bump version: 0.7.0rc1 → 0.7.0rc1

Release v0.6.1

Release v0.6.0

Release v0.5.10

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, [email protected]>
  - Refactoring of risk metric calculation out of class structure.

REL: v0.5.8

- Fixes bug/confusion caused by pandoc conversion in setup.py
- Slight refactorings, removing missing methods, etc.

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, [email protected] @rday)
- Added stop and limit orders
  (Tony Worm, [email protected] @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, [email protected] @rday)
- Added optional adjustment of Yahoo data
  (Jeremiah Lowin, [email protected] @jlowin)

v0.5.6 Release

Release 0.5.5

Version v0.5.2