From 8585fd5b59f294f8ef2716f86f3efd7ba2426a2b Mon Sep 17 00:00:00 2001
From: Maya Tydykov <mtydykov@quantopian.com>
Date: Thu, 21 Apr 2016 15:01:03 -0400
Subject: [PATCH] MAINT: move filtering for nulls in date column to blaze
 loader

---
 zipline/pipeline/loaders/blaze/events.py | 4 +++-
 zipline/pipeline/loaders/events.py       | 3 +--
 2 files changed, 4 insertions(+), 3 deletions(-)

diff --git a/zipline/pipeline/loaders/blaze/events.py b/zipline/pipeline/loaders/blaze/events.py
index 6fae418f..e951cac0 100644
--- a/zipline/pipeline/loaders/blaze/events.py
+++ b/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 {}
diff --git a/zipline/pipeline/loaders/events.py b/zipline/pipeline/loaders/events.py
index 19f68e7a..42afac97 100644
--- a/zipline/pipeline/loaders/events.py
+++ b/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):