diff --git a/trading_calendars/calendar_helpers.py b/trading_calendars/calendar_helpers.py index 08fb6783..2a652106 100644 --- a/trading_calendars/calendar_helpers.py +++ b/trading_calendars/calendar_helpers.py @@ -3,7 +3,7 @@ NANOSECONDS_PER_MINUTE = int(6e10) -NP_NAT = np.array([pd.NaT], dtype=np.int64)[0] +NP_NAT = np.frombuffer(np.datetime64('NaT').tobytes(),np.int64)[0] def next_divider_idx(dividers, minute_val):