diff --git a/zipline/pipeline/filters/filter.py b/zipline/pipeline/filters/filter.py index 8267b95e..be5d6ada 100644 --- a/zipline/pipeline/filters/filter.py +++ b/zipline/pipeline/filters/filter.py @@ -167,8 +167,8 @@ class Filter(RestrictedDTypeMixin, ComputableTerm): output of a Pipeline and for reducing memory consumption of Pipeline results. """ - - # make filters window safe + # Filters are window-safe by default, since a yes/no decision means the + # same thing from all temporal perspectives. window_safe = True ALLOWED_DTYPES = (bool_dtype,) # Used by RestrictedDTypeMixin