fixes for numpy2

pyproject.toml

@@ -46,7 +46,7 @@ dependencies = [
     'multipledispatch >=0.6.0',
     'networkx >=2.0',
     'numexpr >=2.6.1',
-    'numpy >=1.14.5,<2.0.0',
+    'numpy >=1.14.5',
     'pandas >=1.3',
     'patsy >=0.4.0',
     'python-dateutil >=2.4.2',

src/zipline/data/data_portal.py

@@ -408,7 +408,7 @@ def _get_fetcher_value(self, asset, field, dt):
         try:
             return self._augmented_sources_map[field][asset].loc[day, field]
         except KeyError:
-            return np.NaN
+            return nan
 
     def _get_single_asset_value(self, session_label, asset, field, dt, data_frequency):
         if self._is_extra_source(asset, field, self._augmented_sources_map):
@@ -427,7 +427,7 @@ def _get_single_asset_value(self, session_label, asset, field, dt, data_frequenc
             elif field == "contract":
                 return None
             elif field != "last_traded":
-                return np.NaN
+                return nan
 
         if data_frequency == "daily":
             if field == "contract":
@@ -1033,7 +1033,7 @@ def _get_daily_window_data(self, assets, field, days_in_window, extra_slot=True)
         if field != "volume":
             # volumes default to 0, so we don't need to put NaNs in the array
             return_array = return_array.astype(float64)
-            return_array[:] = np.NAN
+            return_array[:] = nan
 
         if bar_count != 0:
             data = self._history_loader.history(

src/zipline/data/hdf5_daily_bars.py

@@ -616,7 +616,7 @@ def _make_sid_selector(self, assets):
         """
         assets = np.array(assets)
         sid_selector = self.sids.searchsorted(assets)
-        unknown = np.in1d(assets, self.sids, invert=True)
+        unknown = np.isin(assets, self.sids, invert=True)
         sid_selector[unknown] = -1
         return sid_selector
 

src/zipline/data/resample.py

@@ -181,7 +181,7 @@ def opens(self, assets, dt):
 
         for asset in assets:
             if not asset.is_alive_for_session(session_label):
-                opens.append(np.NaN)
+                opens.append(np.nan)
                 continue
 
             if prev_dt is None:
@@ -250,7 +250,7 @@ def highs(self, assets, dt):
 
         for asset in assets:
             if not asset.is_alive_for_session(session_label):
-                highs.append(np.NaN)
+                highs.append(np.nan)
                 continue
 
             if prev_dt is None:
@@ -318,7 +318,7 @@ def lows(self, assets, dt):
 
         for asset in assets:
             if not asset.is_alive_for_session(session_label):
-                lows.append(np.NaN)
+                lows.append(np.nan)
                 continue
 
             if prev_dt is None:
@@ -396,11 +396,11 @@ def _get_filled_close(asset):
             try:
                 return window[~np.isnan(window)][-1]
             except IndexError:
-                return np.NaN
+                return np.nan
 
         for asset in assets:
             if not asset.is_alive_for_session(session_label):
-                closes.append(np.NaN)
+                closes.append(np.nan)
                 continue
 
             if prev_dt is None:

src/zipline/finance/slippage.py

@@ -500,7 +500,7 @@ def _get_window_data(self, data, asset, window_length):
             except HistoryWindowStartsBeforeData:
                 # If there is not enough data to do a full history call, return
                 # values as if there was no data.
-                return 0, np.NaN
+                return 0, np.nan
 
             # Exclude the first value of the percent change array because it is
             # always just NaN.

src/zipline/pipeline/factors/basic.py

@@ -157,7 +157,7 @@ class MaxDrawdown(SingleInputMixin, CustomFactor):
 
     def compute(self, today, assets, out, data):
         drawdowns = fmax.accumulate(data, axis=0) - data
-        drawdowns[isnan(drawdowns)] = NINF
+        drawdowns[isnan(drawdowns)] = -np.inf
         drawdown_ends = nanargmax(drawdowns, axis=0)
 
         # TODO: Accelerate this loop in Cython or Numba.