diff --git a/zipline/pipeline/filters/filter.py b/zipline/pipeline/filters/filter.py index c184e0d6..63138cbc 100644 --- a/zipline/pipeline/filters/filter.py +++ b/zipline/pipeline/filters/filter.py @@ -167,6 +167,10 @@ class Filter(RestrictedDTypeMixin, ComputableTerm): output of a Pipeline and for reducing memory consumption of Pipeline results. """ + + # make filters window safe + window_safe = True + ALLOWED_DTYPES = (bool_dtype,) # Used by RestrictedDTypeMixin dtype = bool_dtype