From 89e52c675844ca4fa07afc45d01ccfb68be2fd2e Mon Sep 17 00:00:00 2001 From: fawce Date: Tue, 19 Jun 2012 20:03:37 -0400 Subject: [PATCH] better filter for nan check --- 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 a86a96f4..7021c581 100644 --- a/zipline/finance/risk.py +++ b/zipline/finance/risk.py @@ -141,8 +141,10 @@ class RiskMetrics(): 'period_label' : period_label } + # check if a field in rval is nan, and replace it with + # None. def check_entry(key, value): - if key in {'algo_volatility', 'benchmark_volatility', 'beta'}: + if key != 'period_label': return np.isnan(value) else: return False