Merge pull request #2526 from quantopian/bump-empy-053

Bump empyrical to 0.5.3
quantopian · Jul 24, 2020 · ff0b09d · ff0b09d
2 parents c08dcfb + cd05eee
commit ff0b09d
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Showing 4 changed files with 8 additions and 8 deletions.
diff --git a/conda/empyrical/meta.yaml b/conda/empyrical/meta.yaml
@@ -1,8 +1,8 @@
 {% set name = "empyrical" %}
-{% set version = "0.5.0" %}
+{% set version = "0.5.3" %}
 {% set file_ext = "tar.gz" %}
 {% set hash_type = "sha256" %}
-{% set hash_value = "21485df5261d0f78f4d1e1baa0a38888726a2054f0ba86997ac1b03853026fef" %}
+{% set hash_value = "8e2819417f691b5b136ccd5dc7cc0d73e12c39a156e54b080b271f159ee2bb5d" %}
 
 package:
   name: '{{ name|lower }}'

diff --git a/etc/requirements_locked.txt b/etc/requirements_locked.txt
@@ -5,15 +5,15 @@
 #    pip-compile --no-index --output-file=etc/requirements_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_docs.in etc/requirements_talib.in
 #
 -e git+git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze  # via -r etc/requirements_blaze.in
--e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape  # via -r etc/requirements_blaze.in
--e git+git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo  # via -r etc/requirements_blaze.in
+-e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape  # via -r etc/requirements_blaze.in, odo
+-e git+git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo  # via -r etc/requirements_blaze.in, blaze
 alabaster==0.7.12         # via sphinx
 alembic==0.7.7            # via -r etc/requirements.in
 argh==0.26.2              # via sphinx-autobuild, watchdog
 babel==2.6.0              # via sphinx
 backports-abc==0.5        # via tornado
 bcolz==1.2.1              # via -r etc/requirements.in
-bottleneck==1.0.0         # via -r etc/requirements.in, empyrical
+bottleneck==1.0.0         # via -r etc/requirements.in
 certifi==2018.8.24        # via requests
 chardet==3.0.4            # via requests
 click==7.0.0              # via -r etc/requirements.in, flask, pip-tools
@@ -28,7 +28,7 @@ cytoolz==0.8.2            # via -r etc/requirements_blaze.in
 dask[dataframe]==0.13.0   # via -r etc/requirements_blaze.in, blaze, odo
 decorator==4.0.0          # via networkx
 docutils==0.14            # via sphinx
-empyrical==0.5.0          # via -r etc/requirements.in
+empyrical==0.5.3          # via -r etc/requirements.in
 enum34==1.1.6             # via flake8
 flake8==3.6.0             # via -r etc/requirements_dev.in
 flask-cors==2.1.3         # via blaze
@@ -66,7 +66,7 @@ partd==0.3.7              # via dask
 pathtools==0.1.2          # via sphinx-autobuild, watchdog
 patsy==0.4.0              # via -r etc/requirements.in
 pbr==4.3.0                # via mock
-pip-tools==4.5.1          # via -r etc/requirements_dev.in
+pip-tools==5.2.1          # via -r etc/requirements_dev.in
 port-for==0.3.1           # via sphinx-autobuild
 psutil==5.6.7             # via blaze
 pycodestyle==2.4.0        # via flake8

diff --git a/tests/resources/example_data.tar.gz b/tests/resources/example_data.tar.gz
diff --git a/zipline/finance/metrics/metric.py b/zipline/finance/metrics/metric.py
@@ -453,7 +453,7 @@ def end_of_bar(self,
             ledger.daily_returns_array[:session_ix + 1],
             self._daily_returns_array[:session_ix + 1],
         )
-        if np.isnan(alpha):
+        if not np.isfinite(alpha):
             alpha = None
         if np.isnan(beta):
             beta = None