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BUG: Return NaT instead of None in daily reader.

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Scott Sanderson
2016-10-26 16:47:50 -04:00
parent 20531fb9c1
commit 85fcf0ba9b
1 changed files with 3 additions and 3 deletions
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zipline/data/us_equity_pricing.py
+3 -3
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@@ -635,21 +635,21 @@ class BcolzDailyBarReader(SessionBarReader):
try:
ix = self.sid_day_index(asset, search_day)
except NoDataBeforeDate:
return None
return NaT
except NoDataAfterDate:
prev_day_ix = self.sessions.get_loc(search_day) - 1
if prev_day_ix > -1:
search_day = self.sessions[prev_day_ix]
continue
except NoDataOnDate:
return None
return NaT
if volumes[ix] != 0:
return search_day
prev_day_ix = self.sessions.get_loc(search_day) - 1
if prev_day_ix > -1:
search_day = self.sessions[prev_day_ix]
else:
return None
return NaT
def sid_day_index(self, sid, day):
"""