More Currency Fixes #2612
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More Currency Fixes #2612
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This produces a nicer error message for users if currency conversion is requested, but not available.
Rather than trying to use S3s everywhere, which is annoying in Python 3 and makes it harder to represent missing data, just use object arrays with None as the missing value. This is the representation we want anyway for loading currency data in pipelines, and the main downsides are performance (which doesn't appear to be meaningfully affected) and difficulty with sorting, which we don't need to do (at least right now).
ssanderson
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EquityPricingLoader.currency_awareshould be True or False. This gives a more useful error message to users when they try to load currency-converted data with a loader created viaEquityPricingLoader.without_fx.Noneas missing representation for outputs of currency code queries. This is the representation we want forEquityPricing.currency, and it's also easier to work with in 2/3 compat code. Also switch to usingNoneas thecodefor missing currency.