From 7ef90a9fcd4cc1cc49f5d5fa7c0dfd1d068a1965 Mon Sep 17 00:00:00 2001 From: Timothy Grilley Date: Fri, 18 Nov 2022 09:05:34 -0600 Subject: [PATCH] Fix to NP_NAT calculation to broaden numpy support --- trading_calendars/calendar_helpers.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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):