diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py index 5855777d..4c22d1ef 100644 --- a/zipline/pipeline/factors/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -450,7 +450,7 @@ class CustomFactor(RequiredWindowLengthMixin, CustomTermMixin, Factor): class-level attribute named `inputs`. window_length : int, optional Number of rows of rows to pass for each input. If this - argument is passed to the CustomFactor constructor, we look for a + argument is not passed to the CustomFactor constructor, we look for a class-level attribute named `window_length`. Notes