diff --git a/zipline/pipeline/filters/filter.py b/zipline/pipeline/filters/filter.py index 2212f507..86eaa3a9 100644 --- a/zipline/pipeline/filters/filter.py +++ b/zipline/pipeline/filters/filter.py @@ -155,7 +155,7 @@ class NumExprFilter(NumericalExpression, Filter): """ Helper for creating new NumExprFactors. - This is just a wrapper around NumExprFactor.__new__ that always + This is just a wrapper around NumericalExpression.__new__ that always forwards `bool` as the dtype, since Filters can only be of boolean dtype. """