ENH: Add single-column input/output capabilities to pipeline terms

tests/pipeline/test_term.py

@@ -5,6 +5,7 @@ from collections import Counter
 from itertools import product
 from unittest import TestCase
 
+from zipline.assets import Asset
 from zipline.errors import (
     DTypeNotSpecified,
     InvalidOutputName,
@@ -25,9 +26,10 @@ from zipline.pipeline import (
 )
 from zipline.pipeline.data import Column, DataSet
 from zipline.pipeline.data.testing import TestingDataSet
-from zipline.pipeline.factors import RecarrayField
-from zipline.pipeline.term import AssetExists, NotSpecified
 from zipline.pipeline.expression import NUMEXPR_MATH_FUNCS
+from zipline.pipeline.factors import RecarrayField
+from zipline.pipeline.sentinels import NotSpecified
+from zipline.pipeline.term import AssetExists, Slice
 from zipline.testing import parameter_space
 from zipline.testing.predicates import assert_equal, assert_raises
 from zipline.utils.numpy_utils import (
@@ -96,6 +98,18 @@ class MultipleOutputs(CustomFactor):
         return
 
 
+class GenericFilter(Filter):
+    dtype = bool_dtype
+    window_length = 0
+    inputs = []
+
+
+class GenericClassifier(Classifier):
+    dtype = categorical_dtype
+    window_length = 0
+    inputs = []
+
+
 def gen_equivalent_factors():
     """
     Return an iterator of SomeFactor instances that should all be the same
@@ -268,6 +282,21 @@ class ObjectIdentityTestCase(TestCase):
         self.assertIs(alpha, multiple_outputs.alpha)
         self.assertIs(beta, multiple_outputs.beta)
 
+    def test_instance_caching_of_slices(self):
+        my_asset = Asset(1)
+
+        f = GenericCustomFactor()
+        f_slice = f[my_asset]
+        self.assertIs(f_slice, Slice(GenericCustomFactor(), my_asset))
+
+        f = GenericFilter()
+        f_slice = f[my_asset]
+        self.assertIs(f_slice, Slice(GenericFilter(), my_asset))
+
+        c = GenericClassifier()
+        c_slice = c[my_asset]
+        self.assertIs(c_slice, Slice(GenericClassifier(), my_asset))
+
     def test_instance_non_caching(self):
 
         f = SomeFactor()