From 1dad51218431f6721fe1fc179bdd01932b14000b Mon Sep 17 00:00:00 2001
From: dmichalowicz <dmichalowicz@quantopian.com>
Date: Mon, 8 Aug 2016 18:07:34 -0400
Subject: [PATCH] BUG: zscores should be window safe

---
 zipline/pipeline/factors/factor.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py
index ea77b61f..a9f3faef 100644
--- a/zipline/pipeline/factors/factor.py
+++ b/zipline/pipeline/factors/factor.py
@@ -574,6 +574,7 @@ class Factor(RestrictedDTypeMixin, ComputableTerm):
             dtype=self.dtype,
             missing_value=self.missing_value,
             mask=mask,
+            window_safe=True,
         )
 
     def rank(self,