From 643d55648222155bdf156b0e21cead7c6fb3db7b Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Tue, 16 Apr 2013 10:34:28 -0400
Subject: [PATCH] MAINT: Add empty values for risk metric calculated
 components.

eigen vales, covariance, etc. are not calculated until the first
return is passed through, so initialize this values to None, so that
`repr` and its ilk work on a freshly created `RiskMetricsIterative`
object.
---
 zipline/finance/risk.py | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py
index 00a68840..bb9c3c02 100644
--- a/zipline/finance/risk.py
+++ b/zipline/finance/risk.py
@@ -543,6 +543,12 @@ class RiskMetricsIterative(RiskMetricsBase):
         self.benchmark_volatility = []
         self.algorithm_period_returns = []
         self.benchmark_period_returns = []
+
+        self.algorithm_covariance = None
+        self.benchmark_variance = None
+        self.condition_number = None
+        self.eigen_values = None
+
         self.sharpe = []
         self.sortino = []
         self.information = []