diff --git a/tests/pipeline/test_filter.py b/tests/pipeline/test_filter.py index aa578a5a..34fafc85 100644 --- a/tests/pipeline/test_filter.py +++ b/tests/pipeline/test_filter.py @@ -30,7 +30,7 @@ from zipline.errors import BadPercentileBounds from zipline.pipeline import Filter, Factor, Pipeline from zipline.pipeline.classifiers import Classifier from zipline.pipeline.factors import CustomFactor -from zipline.pipeline.filters import All, Any, AtLeastN, SpecificAssets +from zipline.pipeline.filters import All, Any, AtLeastN, StaticAssets from zipline.testing import parameter_space, permute_rows, ZiplineTestCase from zipline.testing.fixtures import WithSeededRandomPipelineEngine from zipline.testing.predicates import assert_equal @@ -844,10 +844,10 @@ class SpecificAssetsTestCase(WithSeededRandomPipelineEngine, pipe = Pipeline( columns={ 'sid': SidFactor(), - 'evens': SpecificAssets(assets[::2]), - 'odds': SpecificAssets(assets[1::2]), - 'first_five': SpecificAssets(assets[:5]), - 'last_three': SpecificAssets(assets[-3:]), + 'evens': StaticAssets(assets[::2]), + 'odds': StaticAssets(assets[1::2]), + 'first_five': StaticAssets(assets[:5]), + 'last_three': StaticAssets(assets[-3:]), }, ) diff --git a/zipline/pipeline/filters/__init__.py b/zipline/pipeline/filters/__init__.py index 348714e3..14c1deb5 100644 --- a/zipline/pipeline/filters/__init__.py +++ b/zipline/pipeline/filters/__init__.py @@ -8,7 +8,7 @@ from .filter import ( NumExprFilter, PercentileFilter, SingleAsset, - SpecificAssets, + StaticAssets, ) from .smoothing import All, Any, AtLeastN @@ -25,5 +25,5 @@ __all__ = [ 'NumExprFilter', 'PercentileFilter', 'SingleAsset', - 'SpecificAssets', + 'StaticAssets', ] diff --git a/zipline/pipeline/filters/filter.py b/zipline/pipeline/filters/filter.py index 7f17588b..864e18f9 100644 --- a/zipline/pipeline/filters/filter.py +++ b/zipline/pipeline/filters/filter.py @@ -501,11 +501,11 @@ class SingleAsset(Filter): return out -class SpecificAssets(Filter): +class StaticAssets(Filter): """ A Filter that computes True for a specific set of predetermined assets. - ``SpecificAssets`` is mostly useful for debugging or for interactively + ``StaticAssets`` is mostly useful for debugging or for interactively computing pipeline terms for a fixed set of assets that are known ahead of time. @@ -520,7 +520,7 @@ class SpecificAssets(Filter): def __new__(cls, assets): sids = frozenset(asset.sid for asset in assets) - return super(SpecificAssets, cls).__new__(cls, sids=sids) + return super(StaticAssets, cls).__new__(cls, sids=sids) def _compute(self, arrays, dates, sids, mask): my_columns = sids.isin(self.params['sids'])