BUG: Use numbers.Number to check numbers.

Fixes a bug on Python3 due to the fact that numpy.int64 isn't an
instance of int on Py3.

zipline/modelling/expression.py

@@ -3,6 +3,7 @@ NumericalExpression term.
 """
 from itertools import chain
 import re
+from numbers import Number
 
 import numexpr
 from numexpr.necompiler import getExprNames
@@ -10,7 +11,6 @@ from numpy import (
     empty,
     find_common_type,
 )
-from six import integer_types
 
 from zipline.modelling.term import Term, NotSpecified
 
@@ -58,7 +58,6 @@ MATH_BINOPS = {'+', '-', '*', '/', '**', '%'}
 FILTER_BINOPS = {'&', '|'}  # NumExpr doesn't support xor.
 COMPARISONS = {'<', '<=', '!=', '>=', '>', '=='}
 
-NUMERIC_TYPES = (float,) + integer_types
 NUMEXPR_MATH_FUNCS = {
     'sin',
     'cos',
@@ -284,7 +283,7 @@ class NumericalExpression(Term):
             self_expr = self._expr
             new_inputs, other_idx = _ensure_element(self.inputs, other)
             other_expr = "x_%d" % other_idx
-        elif isinstance(other, NUMERIC_TYPES):
+        elif isinstance(other, Number):
             self_expr = self._expr
             other_expr = str(other)
             new_inputs = self.inputs

zipline/modelling/factor/factor.py

@@ -2,6 +2,8 @@
 factor.py
 """
 from operator import attrgetter
+from numbers import Number
+
 from numpy import (
     apply_along_axis,
     float64,
@@ -27,7 +29,6 @@ from zipline.modelling.expression import (
     is_comparison,
     MATH_BINOPS,
     method_name_for_op,
-    NUMERIC_TYPES,
     NumericalExpression,
     NUMEXPR_MATH_FUNCS,
     UNARY_OPS,
@@ -93,7 +94,7 @@ def binary_operator(op):
                 "x_0 {op} x_1".format(op=op),
                 (self, other),
             )
-        elif isinstance(other, NUMERIC_TYPES):
+        elif isinstance(other, Number):
             return return_type(
                 "x_0 {op} ({constant})".format(op=op, constant=other),
                 binds=(self,),
@@ -129,7 +130,7 @@ def reflected_binary_operator(op):
 
         # Only have to handle the numeric case because in all other valid cases
         # the corresponding left-binding method will be called.
-        elif isinstance(other, NUMERIC_TYPES):
+        elif isinstance(other, Number):
             return NumExprFactor(
                 "{constant} {op} x_0".format(op=op, constant=other),
                 binds=(self,),