diff --git a/zipline/utils/numpy_utils.py b/zipline/utils/numpy_utils.py index 36b73581..7b0eac20 100644 --- a/zipline/utils/numpy_utils.py +++ b/zipline/utils/numpy_utils.py @@ -34,7 +34,7 @@ NaTD = NaT_for_dtype(datetime64D_dtype) _FILLVALUE_DEFAULTS = { float64_dtype: nan, - datetime64ns_dtype: NaT_for_dtype(datetime64ns_dtype), + datetime64ns_dtype: NaTns, } @@ -138,7 +138,7 @@ _notNaT = make_datetime64D(0) def busday_count_mask_NaT(begindates, enddates, out=None, - NaT=NaT_for_dtype(datetime64D_dtype)): + NaT=NaTD): """ Simple of numpy.busday_count that returns `float` arrays rather than int arrays, and handles `NaT`s by returning `NaN`s where the inputs were `NaT`.