Merge pull request #1555 from quantopian/return-nan-from-bcolz-daily-reader

MAINT: Return nan from daily bcolz get_value.
This commit is contained in:
Eddie Hebert
2016-10-25 11:49:51 -04:00
committed by GitHub
3 changed files with 11 additions and 14 deletions
+2 -1
View File
@@ -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