ENH: Add isnull and notnull for classifiers.

tests/pipeline/test_classifier.py

@@ -0,0 +1,43 @@
+import numpy as np
+
+from zipline.pipeline import Classifier, TermGraph
+from zipline.testing import check_arrays, parameter_space
+from zipline.utils.numpy_utils import int64_dtype
+
+from .base import BasePipelineTestCase
+
+
+class ClassifierTestCase(BasePipelineTestCase):
+
+    @parameter_space(mv=[-1, 0, 1, 999])
+    def test_isnull(self, mv):
+
+        class C(Classifier):
+            dtype = int64_dtype
+            missing_value = mv
+            inputs = ()
+            window_length = 0
+
+        # There's no significance to the values here other than that they
+        # contain a mix of missing and non-missing values.
+        data = np.array([[-1,  1,  0, 2],
+                         [3,   0,  1, 0],
+                         [-5,  0, -1, 0],
+                         [-3,  1,  2, 2]], dtype=int)
+
+        c = C()
+        graph = TermGraph(
+            {
+                'isnull': c.isnull(),
+                'notnull': c.notnull()
+            }
+        )
+
+        results = self.run_graph(
+            graph,
+            initial_workspace={c: data},
+            mask=self.build_mask(self.ones_mask(shape=data.shape)),
+        )
+
+        check_arrays(results['isnull'], (data == mv))
+        check_arrays(results['notnull'], (data != mv))

zipline/pipeline/classifiers/classifier.py

@@ -7,6 +7,7 @@ from zipline.lib.quantiles import quantiles
 from zipline.pipeline.term import ComputableTerm
 from zipline.utils.numpy_utils import int64_dtype
 
+from ..filters import NullFilter
 from ..mixins import (
     CustomTermMixin,
     LatestMixin,
@@ -28,6 +29,18 @@ class Classifier(RestrictedDTypeMixin, ComputableTerm):
     """
     ALLOWED_DTYPES = (int64_dtype,)  # Used by RestrictedDTypeMixin
 
+    def isnull(self):
+        """
+        A Filter producing True for values where this term has missing data.
+        """
+        return NullFilter(self)
+
+    def notnull(self):
+        """
+        A Filter producing True for values where this term has complete data.
+        """
+        return ~self.isnull()
+
 
 class Everything(Classifier):
     """