code: def up(returns, factor_returns, **kwargs):
      
      func = kwargs.pop('function')
      returns = returns[factor_returns > 0]
      factor_returns = factor_returns[factor_returns > 0]
      return func(returns, factor_returns, **kwargs)
docs: Calculates a given statistic filtering only positive factor return periods.
  
      Parameters
      ----------
      returns : pd.Series or np.ndarray
          Daily returns of the strategy, noncumulative.
          - See full explanation in :func:`~empyrical.stats.cum_returns`.
      factor_returns (optional): float / series
          Benchmark return to compare returns against.
      function:
          the function to run for each rolling window.
      (other keywords): other keywords that are required to be passed to the
          function in the 'function' argument may also be passed in.
  
      Returns
      -------
      Same as the return of the function