BUG: Fix factor.top(1) with no groupby.

tests/pipeline/test_engine.py

@@ -1529,3 +1529,30 @@ def test_run_chunked_pipeline(self):
             chunksize=22
         )
         self.assertTrue(chunked_result.equals(pipeline_result))
+
+
+class MaximumRegressionTest(WithSeededRandomPipelineEngine,
+                            ZiplineTestCase):
+    ASSET_FINDER_EQUITY_SIDS = (1, 2, 3, 4, 5, 6, 7, 8, 9, 10)
+
+    def test_no_groupby_maximum(self):
+        # This is a regression test for a bug where factor.top(1) would fail
+        # when not passed a groupby parameters
+
+        factor = TestingDataSet.float_col.latest
+        maximum = factor.top(1)
+        pipe = Pipeline({'factor': factor, 'maximum': maximum})
+        result = self.run_pipeline(
+            pipe, self.trading_days[-5], self.trading_days[-1]
+        )
+
+        # We should have one maximum every day.
+        maxes_per_day = result.groupby(level=0)['maximum'].sum()
+        self.assertTrue((maxes_per_day == 1).all())
+
+        # The maximum computed by pipeline should match the maximum computed by
+        # doing a groupby in pandas.
+        groupby_max = result.groupby(level=0).max()
+        pipeline_max = result[result.maximum].reset_index(level=1, drop=True)
+
+        assert_equal(groupby_max, pipeline_max)

zipline/pipeline/filters/filter.py

@@ -49,6 +49,8 @@
     repeat_first_axis,
 )
 
+from ..sentinels import NotSpecified
+
 
 def concat_tuples(*tuples):
     """
@@ -593,6 +595,10 @@ class MaximumFilter(Filter, StandardOutputs):
     window_length = 0
 
     def __new__(cls, factor, groupby, mask):
+        from zipline.pipeline.classifiers import Everything
+        if groupby is NotSpecified:
+            groupby = Everything()
+
         return super(MaximumFilter, cls).__new__(
             cls,
             inputs=(factor, groupby),