MAINT: Return nan from daily bcolz get_value.

Match the behavior of the minute bar reader, now that the session and
minute bar readers share a common interface.

isnull is slightly slower than checking against -1; however, n cases
where we check against illiquid trades in a tight loop, volume is
checked which is not using nan. The change here should be marginal with
regards to performance.

tests/data/test_us_equity_pricing.py

@@ -18,6 +18,7 @@ from nose_parameterized import parameterized
 from numpy import (
     arange,
     datetime64,
+    nan,
 )
 from numpy.testing import (
     assert_array_equal,
@@ -340,7 +341,7 @@ class BcolzDailyBarTestCase(WithBcolzEquityDailyBarReader, ZiplineTestCase):
             reader._spot_col('close')[zero_ix] = 0
 
             close = reader.get_value(zero_sid, zero_day, 'close')
-            self.assertEqual(-1, close)
+            assert_array_equal(nan, close)
         finally:
             reader._spot_col('close')[zero_ix] = old