ENH: Make None the default for string columns.

zipline/pipeline/data/testing.py

@@ -20,17 +20,19 @@ class TestingDataSet(DataSet):
 
     bool_col = Column(dtype=bool_dtype, missing_value=False)
     bool_col_default_True = Column(dtype=bool_dtype, missing_value=True)
+
     float_col = Column(dtype=float64_dtype)
+
     datetime_col = Column(dtype=datetime64ns_dtype)
+
     int_col = Column(dtype=int64_dtype, missing_value=0)
 
-    categorical_col = Column(dtype=categorical_dtype, missing_value=u'')
-    categorical_default_None = Column(
+    categorical_col = Column(dtype=categorical_dtype)
+    categorical_default_explicit_None = Column(
         dtype=categorical_dtype,
         missing_value=None,
     )
-
-    categorical_default_NULL = Column(
+    categorical_default_NULL_string = Column(
         dtype=categorical_dtype,
         missing_value=u'<<NULL>>',
     )

zipline/utils/numpy_utils.py

@@ -54,6 +54,7 @@ _FILLVALUE_DEFAULTS = {
     float32_dtype: nan,
     float64_dtype: nan,
     datetime64ns_dtype: NaTns,
+    object_dtype: None,
 }
 
 INT_DTYPES_BY_SIZE_BYTES = {