Merge pull request #68 from quantopian/fawce_alpha1

added a filter for nan values in risk data relay

zipline/finance/risk.py

@@ -126,7 +126,7 @@ class RiskMetrics():
         Returns a dict object of the form:
         """
         period_label = self.end_date.strftime("%Y-%m")
-        return {
+        rval = {
             'trading_days'          : self.trading_days,
             'benchmark_volatility'  : self.benchmark_volatility,
             'algo_volatility'       : self.algorithm_volatility,
@@ -141,6 +141,8 @@ class RiskMetrics():
             'period_label'          : period_label
         }
 
+        return {k:None if np.isnan(v) else v for k,v in rval.iteritems()}
+
     def __repr__(self):
         statements = []
         metrics = [