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catalyst/zipline
Eddie Hebert 098d38ac76 MAINT: Return nan from daily bcolz get_value.
Match the behavior of the minute bar reader, now that the session and
minute bar readers share a common interface.

isnull is slightly slower than checking against -1; however, n cases
where we check against illiquid trades in a tight loop, volume is
checked which is not using nan. The change here should be marginal with
regards to performance.
2016-10-25 11:25:09 -04:00
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