diff --git a/zipline/utils/numpy_utils.py b/zipline/utils/numpy_utils.py index 7b0eac20..aba56b26 100644 --- a/zipline/utils/numpy_utils.py +++ b/zipline/utils/numpy_utils.py @@ -137,8 +137,7 @@ _notNaT = make_datetime64D(0) def busday_count_mask_NaT(begindates, enddates, - out=None, - NaT=NaTD): + out=None): """ Simple of numpy.busday_count that returns `float` arrays rather than int arrays, and handles `NaT`s by returning `NaN`s where the inputs were `NaT`. @@ -153,8 +152,8 @@ def busday_count_mask_NaT(begindates, if out is None: out = empty(broadcast(begindates, enddates).shape, dtype=float) - beginmask = (begindates == NaT) - endmask = (enddates == NaT) + beginmask = (begindates == NaTD) + endmask = (enddates == NaTD) out = busday_count( # Temporarily fill in non-NaT values.