TEST: Parameterize over window_length.

tests/pipeline/test_filter.py

@@ -26,7 +26,7 @@ from numpy.random import randn, seed as random_seed
 from zipline.errors import BadPercentileBounds
 from zipline.pipeline import Filter, Factor, TermGraph
 from zipline.pipeline.factors import CustomFactor
-from zipline.testing import check_arrays
+from zipline.testing import check_arrays, parameter_space
 from zipline.utils.numpy_utils import float64_dtype
 from .base import BasePipelineTestCase, with_default_shape
 
@@ -383,13 +383,11 @@ class FilterTestCase(BasePipelineTestCase):
         )
         check_arrays(results['isfinite'], isfinite(data))
 
-    def test_window_safe(self):
+    @parameter_space(factor_len=[2, 3, 4])
+    def test_window_safe(self, factor_len):
         # all true data set of (days, securities)
         data = full(self.default_shape, True, dtype=bool)
 
-        # rolling window length for TestFactor
-        k = 8
-
         class InputFilter(Filter):
             inputs = ()
             window_length = 0
@@ -397,7 +395,7 @@ class FilterTestCase(BasePipelineTestCase):
         class TestFactor(CustomFactor):
             dtype = float64_dtype
             inputs = (InputFilter(), )
-            window_length = k
+            window_length = factor_len
 
             def compute(self, today, assets, out, filter_):
                 # sum for each column
@@ -412,5 +410,8 @@ class FilterTestCase(BasePipelineTestCase):
         n = self.default_shape[0]
 
         # shape of output array
-        output_shape = ((n - k + 1), self.default_shape[1])
-        check_arrays(results['windowsafe'], full(output_shape, k))
+        output_shape = ((n - factor_len + 1), self.default_shape[1])
+        check_arrays(
+            results['windowsafe'],
+            full(output_shape, factor_len, dtype=float64)
+        )