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BUG: Use NAN from numpy.
MSVC doesn't define NAN in math.h because they only implement C89. See http://tdistler.com/2011/03/24/how-to-define-nan-not-a-number-on-windows.
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@@ -23,8 +23,8 @@ from zipline.errors import (
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WindowLengthTooLong,
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)
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cdef extern from "math.h" nogil:
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float NAN
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cdef double NAN = float64('nan')
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NOMASK = None
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