v0.0.1 20190707 Initial alpha release
v0.0.2 20190707 Better handling of multiple watchlists, reworked bundle creation
v0.0.3 20190707 Fixes for auto_close date.  Note: Futures ingestion still a work-in-progress
v0.9.0 20190728 Futures bundle now works
v0.9.1 20190728 Documentation fixes
v0.9.2 20190801 Fix equities ingestion, more documentation
v0.9.3 20190806 Dummy splits and divs for all bundles, index volumes are set to zero to avoid out-of-bounds limitations in Zipline
v0.9.4 20190808 Version checking implemented
v0.9.5 20190814 Volumes for indices divided by 1000, prevent overflow of volume for to max UINT32 for anything else
v0.9.6 20190815 Fix volume lookup on futures - was accidentally looking for $SPX all the time
v0.9.7 20190819 Fixed example documentation for benchmark patch (use Pandas Timestamp instead of datetime), print version at startup, perform padding on equities too, add missing columns
v0.9.8 20190819 Better documentation for conda downgrade
v0.9.9 20190819 Minor doc fix
v1.0.0 20190827 Support various Norgate Data timeseries using Zipline's Filter and Factor pipelines
v1.0.1 20190827 Documentation fixes
v1.0.2 20190827 Documentation fixes
v1.0.3 20190827 Documentation fixes
v1.0.4 20190827 Documentation fixes
v1.0.5 20190827 Documentation fixes
v1.0.6 20190827 Documentation fixes
v1.0.6 20190827 Use logbook, add to dependencies
v1.0.7 20190827 Documentation
v1.0.8 20190827 Documentation
v1.0.9 20190908 added NorgateDataMajorExchangeListed pipeline
v1.1.0 20190830 Documentation
v1.1.1 20190830 Docs
v1.1.2 20190902 Better zipline docs, also populate exchanges with default country_code='US' to satisfy canary builds
v1.1.3 20190902 Fix import for sid,symbol from zipline.api to zipline.algorithm
v1.1.4 20190902 Docs
v1.1.5 20190905 Docs
v1.1.6 20190903 Refix for import
v1.1.7 20190907 Pipeline fixes - remove indexname where unneeded
v1.1.8 20190908 More details about pipelines in docs
v1.1.9 20190920 Improved indents on docs
v1.1.10 20190920 Improved indents on docs
v1.1.11 20190920 Improved indents on docs
v1.1.12 20201017 Improved reporting of futures symbol roots used, plus translations, and a nice list of translated futures root symbols + name given in print_futures_market_sessions_available
v1.1.13 20201017 Sort symbols, so that sid order is correct for continuous contracts
v1.1.14 20201026 Enhanced bundle registration that also allows symbol_list and session_symbols (for futures bundles) to be passed.  Argument order has changed, so watchlists= must be explicity specified at the end of the arguments, changed a couple of translations for futures markets that were overlapping (FDAX and USDX)
v1.1.15 20201026 Populate first_traded in metadata, documentation updated to show patches required for continuous futures
v1.1.16 20201028 Corrected futures symbols
v1.1.17 20201028 Docs
v1.1.18 20201028 Docs
v1.1.19 20201028 Docs
v1.1.20 20201029 Vectorize pipelines for improved performance
v1.1.21 20201029 Docs
v1.1.22 20201029 Docs
v1.1.23 20201029 Incorporate fields for price_timeseries calls to improve efficiency
v1.1.24 20191104 Better handling of reindexing for piplines
v1.1.25 20191109 Bundle register examples simplified, start_session and end_session can now be text (and will be autoconverted as required internally), end_session can be 'now'
v1.1.26 20191109 Handle lqd as None, specify tz timeformat expected for pandas dataframe retrieval from Norgate API
v1.1.27 20191109 Fixed handling of futures description/exchange (thanks Walter), better normalising of start dates to handle futures that start trading on Sundays - use end of session instead
v1.1.28 20191110 Docs, bump version
v1.1.29 20191111 defaults for bundles - start_session = 1990-01-01, end_session = now, calendar_name = 'NYSE' for equities/'us-futures' for futures, stock prices adjustment setting StockPriceAdjustmentType.TOTALRETURN
v1.1.30 20200219 Docs
v1.1.31 20200219 Docs
v1.1.32 20200220 version.py in separate file
v1.1.33 20200423 LSS and LSU futures root symbols were overlapping (LS).  Now LSS translates to SS.  LSU remains as LS.
v1.1.34 20200423 Prevent winsorize issues on padding where the first date doesn't exist in a given calendar range (e.g. Japanese futures on US futures calendar with start date 2001-01-02)
v1.1.35 20200423 Bugfix on these routines
v1.1.36 20200423 Bugfix on these routines
v1.1.37 20200425 Print error on duplicate symbols in bundle - these will cause Zipline to crash when writing assets, SI (Silver) and FSMI (Swiss Market Index) were overlapping as 'SI'.  FSMI now mapped to SX. LE (Live Cattle) and LEU overlap.  LEU is now EU.  FDAX -> DA.  Several more also amended to prevent overlap.
v1.1.38 20200623 Added excluded_symbol_list to bundle parameters
v1.1.39 20200714 Documentation fixes for exiting futures, FAQ section, change futures auto_close from expiry and FND-1 day to expiry -2 days and FND - 2 days.
v1.1.40 20200831 Changes to ac_date to incorporate business days for current contracts not yet past expiry/FND
v1.1.41 20200909 Fix 2 letter prefix for EUA and FOAT/FOAT4
v1.1.42 20200909 Packaging fixes
v1.1.43 20201103 Add mapping for HKEx MSCI Taiwan futures
v1.1.44 20201103 Skip any futures contracts with no data
v1.1.45 20201118 Remove futures contract with no LQD from symbol list
v1.1.46 20201122 Define country_code for non-US exchanges
v1.2.0  20201208 Modified systems to handle Zipline v1.4.1.  Support mixed equities+futures bundles.  Modified install instructions.  More Zipline bug fixes/patch instructions.
v1.2.1  20201209 Documentation fixes
v1.2.2  20201209 Documentation fixes
v1.2.3  20201213 Rework environment installation to avoid error messages, plus more patches
v1.2.4  20201213 Doc fixes
v1.2.5  20201213 Doc fixes
v1.2.6  20201213 Doc fixes
v1.2.7  20200106 Updated Zipline install instructions to remove some horrible VS2015 vars stuff (downgrade theano, install pytables=3.5.2), remvoed section on  Conda vs2017 patch since it's no longer installed
v1.2.8  20200106 Use new calling conventions from norgatedata
v2.0.0  20210503 Fixed some futures calls returning a date too early, compatibility with Zipline Reloaded v2
v2.0.1  20210505 Documentation fixes to load specific version of Zipline-Reloaded v2.0.0.post1, remove patches that have already been applied
v2.0.2  20210505 Doc fixup
v2.0.3  20210505 More docs
v2.0.4  20210505 More docs
v2.0.5  20210516 Revised install for Zipline Reloaded.  Updated Clenow examples to cover new Zipline
v2.0.6  20210517 Docs
v2.0.7  20210527 Fix futures bundle ingest to ignore contracts that haven't yet traded before end_session in bundle definition
v2.0.8  20210527 Lookup FQD for equities and ignore if null or past end_session date, bundle ingest now prints symbol to help diagnose ingest issues, excluded_symbol_list can be given to bundle definition to assist in bypassing any securities with weirdness
v2.0.9  20210620 Fix pipeline code for the filter NorgateDataMajorExchangeListed
v2.0.10 20210701 Altered install instructions to pin Pandas to v1.2.5
v2.0.11 20210713 Altered install instructions to create the .zipline folder and extension.py if they don't already exist
v2.0.12 20210916 Added mapping for FOAT9
v2.0.13 20210918 Documentation fix for futures bundle
v2.0.14 20210918 Version mismatch bump
v2.0.15 20210926 Documentation improvement - since Zipline 2.1 specified Pandas version there is no need for explicit install instructions on this, also updated support section
v2.0.16 20211104 Updated documentation for Zipline 2.2 support, which now uses exchange-calendars.  Only futures start date now needs to be patched (equities extend to the year of the first holiday definition, which for US equities is 1848 and Australia 1960)
