From 41d4133c747d72cb7743db63a4ce1f2a768b24cc Mon Sep 17 00:00:00 2001
From: Scott Sanderson <scoutoss@gmail.com>
Date: Fri, 21 Aug 2015 11:33:20 -0400
Subject: [PATCH] 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.
---
 zipline/lib/adjusted_array.pyx | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/zipline/lib/adjusted_array.pyx b/zipline/lib/adjusted_array.pyx
index f7c7c0a4..525af772 100644
--- a/zipline/lib/adjusted_array.pyx
+++ b/zipline/lib/adjusted_array.pyx
@@ -23,8 +23,8 @@ from zipline.errors import (
     WindowLengthTooLong,
 )
 
-cdef extern from "math.h" nogil:
-    float NAN
+
+cdef double NAN = float64('nan')
 
 
 NOMASK = None