diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py index 4f1751e9..bc05fcb2 100644 --- a/zipline/pipeline/factors/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -448,7 +448,7 @@ class CustomFactor(RequiredWindowLengthMixin, CustomTermMixin, Factor): describing the data to load and pass to `self.compute`. If this argument is passed to the CustomFactor constructor, we look for a class-level attribute named `inputs`. - window_length : (optional), int + 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 class-level attribute named `window_length`.