PRF: Added nanmean, nanstd, nansum that will default to bottleneck if available

zipline/utils/math_utils.py

@@ -14,7 +14,22 @@
 # limitations under the License.
 
 import math
+import numpy as np
 
 
 def tolerant_equals(a, b, atol=10e-7, rtol=10e-7):
     return math.fabs(a - b) <= (atol + rtol * math.fabs(b))
+
+
+nanmean = np.nanmean
+nanstd = np.nanstd
+nansum = np.nansum
+
+
+try:
+    import bottleneck as bn
+    nanmean = bn.nanmean
+    nanstd = bn.nanstd
+    nansum = bn.nansum
+except ImportError:
+    pass