MAINT: Refactor check_entry method to also look at np.inf

Also, make the method a module function.

zipline/finance/risk.py

@@ -78,6 +78,15 @@ TREASURY_DURATIONS = [
 ]
 
 
+# check if a field in rval is nan, and replace it with
+# None.
+def check_entry(key, value):
+    if key != 'period_label':
+        return np.isnan(value) or np.isinf(value)
+    else:
+        return False
+
+
 ############################
 # Risk Metric Calculations #
 ############################
@@ -378,14 +387,6 @@ class RiskMetricsBase(object):
             'period_label': period_label
         }
 
-        # check if a field in rval is nan, and replace it with
-        # None.
-        def check_entry(key, value):
-            if key != 'period_label':
-                return np.isnan(value)
-            else:
-                return False
-
         return {k: None if check_entry(k, v) else v
                 for k, v in rval.iteritems()}
 
@@ -703,14 +704,6 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
             rval['sortino'] = 0.0
             rval['information'] = 0.0
 
-        # check if a field in rval is nan, and replace it with
-        # None.
-        def check_entry(key, value):
-            if key != 'period_label':
-                return np.isnan(value)
-            else:
-                return False
-
         return {k: None
                 if check_entry(k, v)
                 else v for k, v in rval.iteritems()}