From 22ff8fdc4467ed743e11532ebf0dc95786ffd067 Mon Sep 17 00:00:00 2001
From: Young <afe.young@gmail.com>
Date: Sat, 16 Oct 2021 17:09:28 +0000
Subject: [PATCH] simple change log

---
 CHANGES.rst                   | 17 ++++++++++++++++-
 examples/benchmarks/README.md |  4 ++++
 2 files changed, 20 insertions(+), 1 deletion(-)

diff --git a/CHANGES.rst b/CHANGES.rst
index 114d577f3..3daa1e8e6 100644
--- a/CHANGES.rst
+++ b/CHANGES.rst
@@ -159,6 +159,21 @@ Version 0.5.0
     - Add baselines
     - public data crawler
 
-Version greater than Version 0.5.0
+
+Version 0.8.0
+--------------------
+- The backtest is greatly refactored.
+    - Nested decision execution framework is supported
+    - There are lots of changes for daily trading, it is hard to list all of them. But a few important changes could be noticed
+        - The trading limitation is more accurate;
+            - In `previous version <https://github.com/microsoft/qlib/blob/v0.7.2/qlib/contrib/backtest/exchange.py#L160>`_, longing and shorting actions share the same action.
+            - In `current verison <https://github.com/microsoft/qlib/blob/7c31012b507a3823117bddcc693fc64899460b2a/qlib/backtest/exchange.py#L304>`_, the trading limitation is different between loging and shorting action.
+        - The constant is different when calculating annualized metrics.
+            - `Current version <https://github.com/microsoft/qlib/blob/7c31012b507a3823117bddcc693fc64899460b2a/qlib/contrib/evaluate.py#L42>`_ uses more accurate constant than `previous version <https://github.com/microsoft/qlib/blob/v0.7.2/qlib/contrib/evaluate.py#L22>`_
+        - `A new version <https://github.com/microsoft/qlib/blob/7c31012b507a3823117bddcc693fc64899460b2a/qlib/tests/data.py#L17>`_ of data is released. Due to the unstability of Yahoo data source, the data may be different after downloading data again.
+        - Users could chec kout the backtesting results between  `Current version <https://github.com/microsoft/qlib/tree/7c31012b507a3823117bddcc693fc64899460b2a/examples/benchmarks>`_ and `previous version <https://github.com/microsoft/qlib/tree/v0.7.2/examples/benchmarks>`_
+
+
+Other Versions
 ----------------------------------
 Please refer to `Github release Notes <https://github.com/microsoft/qlib/releases>`_
diff --git a/examples/benchmarks/README.md b/examples/benchmarks/README.md
index b1b1be82a..5e0d2a61b 100644
--- a/examples/benchmarks/README.md
+++ b/examples/benchmarks/README.md
@@ -8,6 +8,10 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
 >
 > In the new version of qlib, the default dataset is **v2**. Since the data is collected from the YahooFinance API (which is not very stable), the results of *v2* and *v1* may differ -->
 
+> NOTE:
+> The backtest start from 0.8.0 is quite different from previous version. Please check out the changelog for the difference.
+
+
 ## Alpha158 dataset
 
 | Model Name                               | Dataset                             | IC          | ICIR        | Rank IC     | Rank ICIR   | Annualized Return | Information Ratio | Max Drawdown |