MAINT: Fix warnings from numpy on NaT comparison.

zipline/utils/numpy_utils.py

@@ -17,8 +17,8 @@ from numpy import (
     empty,
     flatnonzero,
     hstack,
+    isnan,
     nan,
-    timedelta64,
     vectorize,
     where
 )
@@ -287,6 +287,28 @@ def rolling_window(array, length):
 
 # Sentinel value that isn't NaT.
 _notNaT = make_datetime64D(0)
+iNaT = NaTns.view(int64_dtype)
+assert iNaT == NaTD.view(int64_dtype), "iNaTns != iNaTD"
+
+
+def isnat(obj):
+    """
+    Check if a value is np.NaT.
+    """
+    if obj.dtype.kind not in ('m', 'M'):
+        raise ValueError("%s is not a numpy datetime or timedelta")
+    return obj.view(int64_dtype) == iNaT
+
+
+def is_missing(data, missing_value):
+    """
+    Generic is_missing function that handles NaN and NaT.
+    """
+    if is_float(data) and isnan(missing_value):
+        return isnan(data)
+    elif is_datetime(data) and isnat(missing_value):
+        return isnat(data)
+    return (data == missing_value)
 
 
 def busday_count_mask_NaT(begindates, enddates, out=None):
@@ -304,8 +326,8 @@ def busday_count_mask_NaT(begindates, enddates, out=None):
     if out is None:
         out = empty(broadcast(begindates, enddates).shape, dtype=float)
 
-    beginmask = (begindates == NaTD)
-    endmask = (enddates == NaTD)
+    beginmask = isnat(begindates)
+    endmask = isnat(enddates)
 
     out = busday_count(
         # Temporarily fill in non-NaT values.