Using isnaobj instead of list comprehension (pandas-dev#35498)

Author: alexhlim

pandas/_libs/index.pyx

@@ -29,7 +29,7 @@ from pandas._libs.tslibs.timedeltas cimport _Timedelta
 from pandas._libs.hashtable cimport HashTable
 
 from pandas._libs import algos, hashtable as _hash
-from pandas._libs.missing import checknull
+from pandas._libs.missing import checknull, isnaobj
 
 
 cdef inline bint is_definitely_invalid_key(object val):
@@ -270,7 +270,7 @@ cdef class IndexEngine:
             Py_ssize_t i, j, n, n_t, n_alloc
 
         self._ensure_mapping_populated()
-        if any([checknull(t) for t in targets]):
+        if isnaobj(targets).any():
             new_targets = [0 if checknull(t) else t for t in targets]
             new_values = [0 if checknull(v) else v for v in self._get_index_values()]
             targets = np.array(new_targets, dtype=object)