MAINT: .sum() behaviour

tests/pipeline/test_filter.py

@@ -409,7 +409,7 @@ class FilterTestCase(BasePipelineTestCase):
             window_length = 0
 
         strictly_true_filter = StrictlyTrueFilter(
-            inputs=[InputFilter()],
+            inputs=(InputFilter(), ),
             window_length=self.default_shape[0]
         )
 

zipline/pipeline/filters/filter.py

@@ -499,6 +499,5 @@ class StrictlyTrueFilter(CustomFilter):
 
     **Default Window Length**: None
     """
-
     def compute(self, today, assets, out, arg):
-        out[:] = (sum(arg) == self.window_length)
+        out[:] = (arg.sum(axis=0) == self.window_length)