From 4735f3be687209985a0882c5138a2a786e7ac747 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Mon, 27 Nov 2017 17:01:33 -0500 Subject: [PATCH] PERF: We already have nan cached as a local. --- zipline/pipeline/factors/statistical.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/pipeline/factors/statistical.py b/zipline/pipeline/factors/statistical.py index 4e405ad94a..52b6cdd7ec 100644 --- a/zipline/pipeline/factors/statistical.py +++ b/zipline/pipeline/factors/statistical.py @@ -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.