From 89412616a6da6570f36eeaf9365dddf5575c8204 Mon Sep 17 00:00:00 2001 From: Maya Tydykov Date: Tue, 19 Apr 2016 16:02:13 -0400 Subject: [PATCH] MAINT: filter rows with nulls in expected columns --- zipline/pipeline/loaders/events.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/zipline/pipeline/loaders/events.py b/zipline/pipeline/loaders/events.py index e88d7966..074ee680 100644 --- a/zipline/pipeline/loaders/events.py +++ b/zipline/pipeline/loaders/events.py @@ -148,7 +148,8 @@ class EventsLoader(PipelineLoader): raise ValueError( WRONG_MANY_COL_DATA_FORMAT_ERROR.format(sid=k) ) - + self.events_by_sid = {sid: df.dropna(subset=self.expected_cols) for + sid, df in self.events_by_sid.iteritems()} self.dataset = dataset def get_loader(self, column):