diff --git a/zipline/utils/test_utils.py b/zipline/utils/test_utils.py
index 149c5a5d..4642003b 100644
--- a/zipline/utils/test_utils.py
+++ b/zipline/utils/test_utils.py
@@ -141,6 +141,7 @@ class ExceptionSource(object):
 class ExceptionTransform(object):
 
     def __init__(self):
+        self.window_length = 1
         pass
 
     def get_hash(self):