From d7b631617c59fb26febaab3c3f81eaae41381800 Mon Sep 17 00:00:00 2001 From: Gil Wassermann Date: Wed, 20 Jul 2016 17:10:08 -0400 Subject: [PATCH] ENH: made filters window safe --- zipline/pipeline/filters/filter.py | 4 ++++ 1 file changed, 4 insertions(+) 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