7716

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Build # 7716

Build Type

Pull #1555

travis-ci

Committed by

web-flow

Commit Message

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.

Pull Request Pull Request #1555: MAINT: Return nan from daily bcolz get_value.

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89.23

/zipline/data/data_portal.py

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quantopian / zipline / 7716

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