From 5d97469a24e430b8d1a3207952db5c6098d6ded2 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Tue, 19 Jun 2012 15:52:47 -0400
Subject: [PATCH] added a filter for nan values in risk data relay

---
 zipline/finance/risk.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py
index a63cf872..338d14ae 100644
--- a/zipline/finance/risk.py
+++ b/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 = [