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HELP! How to create multiple linear regression using pipeline data?

Hi everyone! It is my assignment from lecture of university . I want to create the linear regression model based on the overnight return , momentum factor, volatility factor and Size factor. The idea is overnight return = alpha+beta1*momentum+beta2*volatility_factor+beta3*size_factor. As the beginner in python and quantopian, I tried to modify the code of multiple linear regression posted on quantopian, but I failed. Is it the reason of the data type?
Can somebody tell me how to solve this problem?
I am very appreciated about it:)