STY: style changes and strictly_true_filter

tests/pipeline/test_filter.py

@@ -395,8 +395,8 @@ class FilterTestCase(BasePipelineTestCase):
         )
         check_arrays(results['isfinite'], isfinite(data))
 
-    def test_smoothing_filter(self):
-        from zipline.pipeline.filters import SmoothingFilter
+    def test_strictly_true_filter(self):
+        from zipline.pipeline.filters import StrictlyTrueFilter
 
         data = full(self.default_shape, True, dtype=bool)
         # one column all false
@@ -407,13 +407,13 @@ class FilterTestCase(BasePipelineTestCase):
             inputs = ()
             window_length = 0
 
-        smoothing_filter = SmoothingFilter(
+        strictly_true_filter = StrictlyTrueFilter(
             inputs=[InputFilter()],
             window_length=self.default_shape[0]
         )
 
         results = self.run_graph(
-            TermGraph({'smoothing': smoothing_filter}),
+            TermGraph({'Filter': strictly_true_filter}),
             initial_workspace={InputFilter(): data}
         )
 
@@ -421,7 +421,7 @@ class FilterTestCase(BasePipelineTestCase):
         expected_result[0] = False
         expected_result[1] = False
         check_arrays(
-            results['smoothing'].flatten(),
+            results['Filter'].flatten(),
             expected_result,
         )
 

zipline/pipeline/filters/__init__.py

@@ -8,7 +8,7 @@ from .filter import (
     NumExprFilter,
     PercentileFilter,
     SingleAsset,
-    SmoothingFilter,
+    StrictlyTrueFilter,
 )
 
 __all__ = [
@@ -21,5 +21,5 @@ __all__ = [
     'NumExprFilter',
     'PercentileFilter',
     'SingleAsset',
-    'SmoothingFilter',
+    'StrictlyTrueFilter',
 ]

zipline/pipeline/filters/filter.py

@@ -8,7 +8,6 @@ from numpy import (
     float64,
     nan,
     nanpercentile,
-    sum as sum_
 )
 
 from zipline.errors import (
@@ -491,11 +490,10 @@ class SingleAsset(Filter):
         return out
 
 
-class SmoothingFilter(CustomFilter):
+class StrictlyTrueFilter(CustomFilter):
     """
     A Filter that requires its inputs to have
     been True for the last `window_length` days.
-    An integral part of the Q500US methodology
 
     **Default Inputs**: None
 
@@ -503,4 +501,4 @@ class SmoothingFilter(CustomFilter):
     """
 
     def compute(self, today, assets, out, arg):
-        out[:] = (sum_(arg, axis=0) == self.window_length)
+        out[:] = (sum(arg) == self.window_length)