diff --git a/zipline/pipeline/factors/statistical.py b/zipline/pipeline/factors/statistical.py index a4a9e037..6949641a 100644 --- a/zipline/pipeline/factors/statistical.py +++ b/zipline/pipeline/factors/statistical.py @@ -255,7 +255,7 @@ class RollingPearsonOfReturns(RollingPearson): achieve this by doing:: rolling_correlations = RollingPearsonOfReturns( - target=Equity(8554), + target=sid(8554), returns_length=10, correlation_length=5, ) @@ -408,7 +408,7 @@ class RollingLinearRegressionOfReturns(RollingLinearRegression): coefficients (alpha and beta) from 2017-03-17 to 2017-03-22 by doing:: regression_factor = RollingRegressionOfReturns( - target=Equity(8554), + target=sid(8554), returns_length=10, regression_length=5, )