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PERF: We already have nan cached as a local.
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Scott Sanderson committed Nov 27, 2017
1 parent 3fdf2c8 commit 4735f3b
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion zipline/pipeline/factors/statistical.py
Expand Up @@ -596,7 +596,7 @@ def vectorized_beta(dependents, independent, allowed_missing, out=None):
N, M = dependents.shape

if out is None:
out = np.full(M, np.nan)
out = np.full(M, nan)

# Copy N times as a column vector and fill with nans to have the same
# missing value pattern as the dependent variable.
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