ENH: storing commits. test case added

tests/pipeline/test_filter.py

@@ -18,6 +18,7 @@ from numpy import (
     ones,
     ones_like,
     putmask,
+    sum
 )
 from numpy.random import randn, seed as random_seed
 
@@ -379,3 +380,21 @@ class FilterTestCase(BasePipelineTestCase):
             initial_workspace={self.f: data},
         )
         check_arrays(results['isfinite'], isfinite(data))
+
+    def test_window_safe(self):
+        """
+        Rationale : CustomFactors are *not all* window safe, while
+        CustomFilters are
+        """
+        data = array([[True, False, False, True],
+                      [False, True, False, True]], dtype=bool)
+
+        class CustomFilterBool(Filter):
+            window_length = 0
+            inputs = ()
+
+        filter_results = self.run_graph(
+            TermGraph({'factor': sum(CustomFilterBool, axis=0)}),
+            initial_workspace={CustomFilterBool: data},
+        )
+        check_arrays(filter_results['factor'], array([1, 1, 0, 2]))

zipline/pipeline/filters/filter.py

@@ -170,7 +170,7 @@ class Filter(RestrictedDTypeMixin, ComputableTerm):
 
     # make filters window safe
     window_safe = True
-    
+
     ALLOWED_DTYPES = (bool_dtype,)  # Used by RestrictedDTypeMixin
     dtype = bool_dtype