From 73de8e61820e5c042033e1e7f894ca47fc00b994 Mon Sep 17 00:00:00 2001 From: Gil Wassermann Date: Mon, 1 Aug 2016 11:16:02 -0400 Subject: [PATCH] STY: style changes and strictly_true_filter --- tests/pipeline/test_filter.py | 10 +++++----- zipline/pipeline/filters/__init__.py | 4 ++-- zipline/pipeline/filters/filter.py | 6 ++---- 3 files changed, 9 insertions(+), 11 deletions(-) diff --git a/tests/pipeline/test_filter.py b/tests/pipeline/test_filter.py index 1c14ded2..859fc144 100644 --- a/tests/pipeline/test_filter.py +++ b/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, ) diff --git a/zipline/pipeline/filters/__init__.py b/zipline/pipeline/filters/__init__.py index 0f0bb52f..86813eff 100644 --- a/zipline/pipeline/filters/__init__.py +++ b/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', ] diff --git a/zipline/pipeline/filters/filter.py b/zipline/pipeline/filters/filter.py index 3cf8ae10..ba0e0985 100644 --- a/zipline/pipeline/filters/filter.py +++ b/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)