diff --git a/tests/pipeline/test_filter.py b/tests/pipeline/test_filter.py index d34dfa4a..c2a6673d 100644 --- a/tests/pipeline/test_filter.py +++ b/tests/pipeline/test_filter.py @@ -382,7 +382,7 @@ class FilterTestCase(BasePipelineTestCase): initial_workspace={self.f: data}, ) check_arrays(results['isfinite'], isfinite(data)) - + def test_window_safe(self): # all true data set of (days, securities) data = full(self.default_shape, True, dtype=bool) @@ -414,5 +414,8 @@ class FilterTestCase(BasePipelineTestCase): # number of days in default_shape n = self.default_shape[0] + # shape of output array + output_shape = ((n - k + 1), securities) + # assert that these two arrays are the same - check_arrays(results['windowsafe'], full(shape=((n - k + 1), securities), fill_value=k)) + check_arrays(results['windowsafe'], full(output_shape, k))