From 29e5f7ee86529ed2c3dbadf234043388c11ea548 Mon Sep 17 00:00:00 2001
From: Dale Jung <dale@dalejung.com>
Date: Wed, 25 Feb 2015 09:15:14 -0500
Subject: [PATCH] PRF: Added nanmean, nanstd, nansum that will default to
 bottleneck if available

---
 zipline/utils/math_utils.py | 15 +++++++++++++++
 1 file changed, 15 insertions(+)

diff --git a/zipline/utils/math_utils.py b/zipline/utils/math_utils.py
index 647ac0b6..43e4d380 100644
--- a/zipline/utils/math_utils.py
+++ b/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