DOC: Add whatsnew for zipline 1.1.1 (#1868)

* DOC: Add whatsnew for 1.1.1

* DOC: Update type stubs

docs/source/whatsnew/1.1.1.txt

@@ -1,23 +1,49 @@
-Development
------------
+Release 1.1.1
+-------------
 
 :Release: 1.1.1
-:Date: TBD
-
-.. warning::
-   This release is still under active development.  All changes listed are
-   subject to change at any time.
+:Date: July 5, 2017
 
 
 Highlights
 ~~~~~~~~~~
 
-None
+Zipline now has broad support for futures, in addition to equities. It's also being tested and packaged for Python 3.5.
+
+We also saw breaking changes occur from Yahoo changing their API endpoint, thus preventing users from downloading benchmark data needed for backtests. Since that change, we have swapped out Yahoo-related benchmarking code with references to Google Finance and have removed all deprecated Yahoo code, including the usage of custom Yahoo bundles.
 
 Enhancements
 ~~~~~~~~~~~~
 
-None
+- Adds a property for BarData to know about current session's minutes (:issue:`1713`)
+
+- Adds a better error message for non-existent root symbols (:issue:`1715:`)
+
+- Adds ``StaticSids`` Pipeline Filter (:issue:`1717`)
+
+- Allows ``zipline.data.data_portal.DataPortal.get_spot_value`` to accept multiple assets (:issue:`1719`)
+
+- Adds ``ContinuousFuture`` to ``lookup_generic`` (:issue:`1718`)
+
+- Adds CFE Adhoc Holidays to ``exchange_calendar_cfe`` (:issue:`1698`)
+
+- Allows overriding of order amount rounding (:issue:`1722`)
+
+- Makes continuous future adjustment style an argument (:issue:`1726`)
+
+- Adds preliminary support for Futures slippage and commission models (:issue:`1738`)
+
+- Fix a bug in cost basis calculation and change all mentions of ``sid`` to ``asset`` (:issue:`1757`)
+
+- Add slippage and commission models for futures (:issue:`1748`)
+
+- Use Python 3.5 in our Dockerfile (:issue:`1806`)
+
+- Allow pipelines to be run in chunks (:issue:`1811`)
+
+- Adds `get_range` to `BenchmarkSource` (:issue:`1815`)
+
+- Adds support for relabeling classifiers in Pipeline (:issue:`1833`)
 
 Experimental Features
 ~~~~~~~~~~~~~~~~~~~~~
@@ -31,29 +57,61 @@ None
 Bug Fixes
 ~~~~~~~~~
 
-None
+- Fixes a floating point division issue in ``zipline.data.minute_bars`` by using integer divison instead (:issue:`1683`)
+
+- Sorts data in ``zipline.pipeline.loaders.blaze.core`` on ``asof_date`` to resolve timestamp conflicts (:issue:`1710`)
+
+- Swapped out Yahoo for Google Finance benchmark data (:issue:`1812`)
+
+- Gold and silver futures contracts only traded during certain months (:issue:`1779`)
+
+- Fixes bug in TradingCalendar initialization when we use tzaware datetimes (:issue:`1802`)
+
+- Fixes precision issues on futures prices when rounding (:issue:`1788`)
 
 Performance
 ~~~~~~~~~~~
 
-None
+- Avoid repeated recursive calls when getting forward-filled close price (:issue:`1735`)
+
 
 Maintenance and Refactorings
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-None
+- Adds linter recommendations to adjustments module (:issue:`1712`)
+
+- Clears up naming and logic in resample close (:issue:`1728`)
+
+- Use March quarterly cycle for several continuous futures (:issue:`1762`)
+
+- Use better repr for Transaction objects (:issue:`1746`)
+
+- Shorten repr for Asset objects (:issue:`1786`)
+
+- Removes usage of empyrical's information ratio (:issue:`1854`)
+
 
 Build
 ~~~~~
 
-None
+- Adds Python 3.5 packages (:issue:`1701`)
+
+- Swap conda-build arguments so we don't build packages on every CI build (:issue:`1813`)
 
 Documentation
 ~~~~~~~~~~~~~
 
-None
+- Adds Zipline Development Guidelines, for people to read about how to contribute to zipline (:issue:`1820`)
+
+- Show exchange as required for equities (:issue:`1731`)
+
+- Updates the Zipline Beginner Tutorial notebook (:issue:`1707`)
+
+- Includes PipelineEngine, pipeline Term, Factors, and other pipeline things to docs (:issue:`1826`)
 
 Miscellaneous
 ~~~~~~~~~~~~~
 
-None
+- Use csv market data with ``run_algorithm`` so we don't try to download data for tests (:issue:`1793`)
+
+- Updates Dockerfile to use Python 3.5

zipline/api.pyi

@@ -542,6 +542,8 @@ def schedule_function(func, date_rule=None, time_rule=None, half_days=True, cale
         The rule for the times to execute this function.
     half_days : bool, optional
         Should this rule fire on half days?
+    calendar : Sentinel, optional
+        Calendar used to reconcile date and time rules.
 
     See Also
     --------
@@ -590,13 +592,15 @@ def set_cancel_policy(cancel_policy):
     :class:`zipline.api.NeverCancel`
     """
 
-def set_commission(commission):
-    """Sets the commission model for the simulation.
+def set_commission(us_equities=None, us_futures=None):
+    """Sets the commission models for the simulation.
 
     Parameters
     ----------
-    commission : CommissionModel
-        The commission model to use.
+    us_equities : EquityCommissionModel
+        The commission model to use for trading US equities.
+    us_futures : FutureCommissionModel
+        The commission model to use for trading US futures.
 
     See Also
     --------
@@ -681,13 +685,15 @@ def set_max_position_size(asset=None, max_shares=None, max_notional=None, on_err
         The maximum value to hold for an asset.
     """
 
-def set_slippage(slippage):
-    """Set the slippage model for the simulation.
+def set_slippage(us_equities=None, us_futures=None):
+    """Set the slippage models for the simulation.
 
     Parameters
     ----------
-    slippage : SlippageModel
-        The slippage model to use.
+    us_equities : EquitySlippageModel
+        The slippage model to use for trading US equities.
+    us_futures : FutureSlippageModel
+        The slippage model to use for trading US futures.
 
     See Also
     --------