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ENH: Add isnan, notnan, and isfinite Factor methods. #861

merged 1 commit into from Nov 19, 2015


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ssanderson commented Nov 19, 2015

It's very common to want to filter out NaN, inf, and -inf values from Factors. This provides those operations as efficient builtins.

@llllllllll llllllllll added the Pipeline label Nov 19, 2015

A Filter producing True for values where this Factor is anything but
NaN, inf, or -inf.
return (-inf < self) & (self < inf)

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llllllllll Nov 19, 2015


how does:np.isinf compare

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ssanderson Nov 19, 2015


isinf is the inverse of this. This is mimicking np.isfinite.


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llllllllll commented Nov 19, 2015

one comment, otherwise lgtm

ssanderson added a commit that referenced this pull request Nov 19, 2015

Merge pull request #861 from quantopian/pipeline-isnan
ENH: Add isnan, notnan, and isfinite Factor methods.

@ssanderson ssanderson merged commit c5d5cfd into master Nov 19, 2015

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Scrutinizer 2 new issues, 8 updated code elements
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@ssanderson ssanderson deleted the pipeline-isnan branch Nov 19, 2015

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