From b8c5b84647144450fda83796ac9746a9100917a9 Mon Sep 17 00:00:00 2001
From: "Douglas B. Staple" <dstaple@dal.ca>
Date: Tue, 1 Aug 2017 22:29:52 -0300
Subject: [PATCH] Set RollingLinearRegressionOfReturns factor to be
 window_safe.

---
 zipline/pipeline/factors/statistical.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/zipline/pipeline/factors/statistical.py b/zipline/pipeline/factors/statistical.py
index 918237d328..d1c864ca8f 100644
--- a/zipline/pipeline/factors/statistical.py
+++ b/zipline/pipeline/factors/statistical.py
@@ -455,6 +455,8 @@ class RollingLinearRegressionOfReturns(RollingLinearRegression):
     :class:`zipline.pipeline.factors.RollingPearsonOfReturns`
     :class:`zipline.pipeline.factors.RollingSpearmanOfReturns`
     """
+    window_safe = True
+
     def __new__(cls,
                 target,
                 returns_length,