retrieving dataframe from HDFStore: row index "nan" incorrectly becomes NaN
Retrieving a dataframe previously stored in a HDFStore with a row label "nan" (string) is incorrectly retrieved as NaN.

My blog talks more about this issue: [http://makeyourowntextminingtoolkit.blogspot.co.uk/2016/09/pandas-dataframe-hdfstore-bug.html](http://makeyourowntextminingtoolkit.blogspot.co.uk/2016/09/pandas-dataframe-hdfstore-bug.html)

Note: to_pickle() fails for lathe dataframes, hence HDF5
# create dataframe and store it

```
import pandas
df1 = pandas.DataFrame()
df1.ix['apple', '001'] = 0.1
df1.ix['banana', '001'] = 0.2
df1.ix['apple', '002'] = 0.3
df1.ix['banana', '002'] = 0.7
df1.ix['nan', '001'] = 0.5

df1
        001  002
apple   0.1  0.3
banana  0.2  0.7
nan     0.5  NaN


s = pandas.HDFStore('test')
s['index'] = df1
s.close()
```
# now retrieve it

```
import pandas
s = pandas.HDFStore('test')
s
<class 'pandas.io.pytables.HDFStore'>
File path: test
/index            frame        (shape->[3,2])

df2 = s['index']
s.close()
del s
df2
        001  002
apple   0.1  0.3
banana  0.2  0.7
NaN     0.5  NaN
```

That **NaN** should be a string "_nan_" just like "_banana_" and "_apple_".
# workaround

```
df2.index = df2.index.astype(str)
df2
        001  002
apple   0.1  0.3
banana  0.2  0.7
nan     0.5  NaN
```
#### output of `pd.show_versions()`

This is the latest anaconda python 3.5 64bit for MacOSX.

```
INSTALLED VERSIONS
------------------
commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Darwin
OS-release: 15.6.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_GB.UTF-8

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.2
setuptools: 26.1.1
Cython: 0.24.1
numpy: 1.11.1
scipy: 0.18.0
statsmodels: 0.6.1
xarray: None
IPython: 5.1.0
sphinx: 1.4.1
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.6.1
blosc: None
bottleneck: 1.1.0
tables: 3.2.3.1
numexpr: 2.6.1
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.2
lxml: 3.6.4
bs4: 4.5.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.42.0
pandas_datareader: None
```
