From be857ead0e135bf9e714746b1cb56d720f1088f0 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Sun, 24 Jul 2016 21:17:16 -0400 Subject: [PATCH] DOC: Clarify default window-safety for Filters. --- zipline/pipeline/filters/filter.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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