diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py index 54231e6f..f7ae7f6e 100644 --- a/zipline/pipeline/factors/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -1594,6 +1594,7 @@ class RecarrayField(SingleInputMixin, Factor): mask=factor.mask, dtype=factor.dtype, missing_value=factor.missing_value, + window_safe=factor.window_safe ) def _init(self, attribute, *args, **kwargs):