diff --git a/tests/pipeline/test_engine.py b/tests/pipeline/test_engine.py index 75b3387f..b3190d48 100644 --- a/tests/pipeline/test_engine.py +++ b/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 diff --git a/zipline/pipeline/expression.py b/zipline/pipeline/expression.py index d99ab341..941f058e 100644 --- a/zipline/pipeline/expression.py +++ b/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):