MAINT: move filtering for nulls in date column to blaze loader

zipline/pipeline/loaders/blaze/events.py

@@ -78,7 +78,9 @@ class BlazeEventsLoader(PipelineLoader):
 
         expected_fields = self._expected_fields
         self._expr = bind_expression_to_resources(
-            expr[list(expected_fields)],
+            expr[list(expected_fields)][expr[
+                self.concrete_loader.event_date_col
+            ].notnull()],
             resources,
         )
         self._odo_kwargs = odo_kwargs if odo_kwargs is not None else {}

zipline/pipeline/loaders/events.py

@@ -152,8 +152,7 @@ class EventsLoader(PipelineLoader):
                 raise ValueError(
                     WRONG_MANY_COL_DATA_FORMAT_ERROR.format(sid=k)
                 )
-        self.events_by_sid = {sid: df.dropna(subset=[self.event_date_col]) for
-                              sid, df in self.events_by_sid.iteritems()}
+
         self.dataset = dataset
 
     def get_loader(self, column):