From 86558f83b3b8b4c1ae99ffb623256f8ad8e34490 Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Wed, 3 Feb 2016 16:33:37 -0500 Subject: [PATCH] MAINT: use constants for nat --- zipline/utils/numpy_utils.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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`.