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DOC: Updated whatsnew for missing benchmarks handling
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@@ -44,6 +44,9 @@ Bug Fixes
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the ``len`` of a :class:`~zipline.protocol.SIDData` object. This would cause
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us to think that the object was not empty even when it was (:issue:`826`).
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* Fixes an error raised in calculating beta when benchmark data were sparse.
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Instead `numpy.nan` is returned (:issue:`859`).
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Performance
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~~~~~~~~~~~
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