quantopian / zipline / 10617

88%

master: 88%

Pull #2612

travis-ci

MAINT: Use object arrays with None for currency codes.

Rather than trying to use S3s everywhere, which is annoying in Python 3 and
makes it harder to represent missing data, just use object arrays with None as
the missing value. This is the representation we want anyway for loading
currency data in pipelines, and the main downsides are performance (which
doesn't appear to be meaningfully affected) and difficulty with sorting, which
we don't need to do (at least right now).

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