docstr: Creates a dictionary representing the state of the risk report.
  Returns a dict object of the form:
docstr_tok: ["Creates","a","dictionary","representing","the","state","of","the","risk","report",".","Returns","a","dict","object","of","the","form",":"]
code: def to_dict(self):
      """
      Creates a dictionary representing the state of the risk report.
      Returns a dict object of the form:
      """
      period_label = self._end_session.strftime("%Y-%m")
      rval = {
          "trading_days": self.num_trading_days,
          "benchmark_volatility": self.benchmark_volatility,
          "algo_volatility": self.algorithm_volatility,
          "treasury_period_return": self.treasury_period_return,
          "algorithm_period_return": self.algorithm_period_returns,
          "benchmark_period_return": self.benchmark_period_returns,
          "sharpe": self.sharpe,
          "sortino": self.sortino,
          "information": self.information,
          "beta": self.beta,
          "alpha": self.alpha,
          "excess_return": self.excess_return,
          "max_drawdown": self.max_drawdown,
          "max_leverage": self.max_leverage,
          "period_label": period_label,
      }
  
      return {
          k: None if check_entry(k, v) else v
          for k, v in iteritems(rval)
      }
  
file_path: catalyst/catalyst/finance/risk/period.py
imports: import functools
  import warnings
  import logbook
  from six import iteritems
  import numpy
  import pandas
  from .None import risk
  from .risk import check_entry
  from empyrical import alpha_beta_aligned, annual_volatility, downside_risk, information_ratio, sharpe_ratio, sortino_ratio
  from catalyst.patches.stats import max_drawdown, cum_returns
  from catalyst.constants import LOG_LEVEL
label_desc: Use image node_id 3 for calling the RiskMetricsPeriod obj's underlying member method code with example usage: obj.to_dict() and returns: unknown