Vectorize dividend ratio calc #2298
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ssanderson
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Sep 24, 2018
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@llllllllll I posted some notes here. I think there might be some subtle issues with how we're handling boundary conditions in the vectorized date lookup.
zipline/data/adjustments.py
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| positive_ratio_mask = ratio > 0 | ||
| for ix in np.flatnonzero(~positive_ratio_mask): |
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Since NaN > 0 is False, I think this is going to double-warn for NaN ratios.
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September 26, 2018 14:16
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