quantopian/zipline — pull request #416 by twiecki (2014-10-22 13:35:22+00:00)
Title: MAINT: Make beta calculation robust to missing values.

Risk calculations are robust to nans, except for
beta which calls numpy with the complete list of
algorithm_returns. If nans are present the result
of covar will be nan.

This is fixed by filtering out nans in
algorithm_returns.