ENH: Allow windows of NumericalExpression.

If all the inputs to an expr are window-safe, then the expr is itself
window-safe.

tests/pipeline/test_engine.py

@@ -40,6 +40,7 @@ from zipline.assets.synthetic import make_rotating_equity_info
 from zipline.errors import NoFurtherDataError
 from zipline.lib.adjustment import MULTIPLY
 from zipline.lib.labelarray import LabelArray
+from zipline.lib.rank import masked_rankdata_2d
 from zipline.pipeline import CustomFactor, Pipeline
 from zipline.pipeline.data import Column, DataSet, USEquityPricing
 from zipline.pipeline.data.testing import TestingDataSet

zipline/pipeline/expression.py

@@ -187,6 +187,7 @@ class NumericalExpression(ComputableTerm):
             inputs=binds,
             expr=expr,
             dtype=dtype,
+            window_safe=all(t.window_safe for t in binds),
         )
 
     def _init(self, expr, *args, **kwargs):