From 7623c0f6ebe1e5184335db9fc3cb34ffc6b01b16 Mon Sep 17 00:00:00 2001 From: Gil Wassermann Date: Mon, 1 Aug 2016 13:48:14 -0400 Subject: [PATCH] MAINT: .sum() behaviour --- tests/pipeline/test_filter.py | 2 +- zipline/pipeline/filters/filter.py | 3 +-- 2 files changed, 2 insertions(+), 3 deletions(-) diff --git a/tests/pipeline/test_filter.py b/tests/pipeline/test_filter.py index c235b215..461f5beb 100644 --- a/tests/pipeline/test_filter.py +++ b/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] ) diff --git a/zipline/pipeline/filters/filter.py b/zipline/pipeline/filters/filter.py index ba0e0985..065c2e4a 100644 --- a/zipline/pipeline/filters/filter.py +++ b/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)