'Creates a dictionary representing the state of the risk report.
Returns a dict object of the form:'

def to_dict(self):

    dt = self.latest_dt
    dt_loc = self.latest_dt_loc
    period_label = dt.strftime('%Y-%m')
    rval = {'trading_days': self.num_trading_days, 'benchmark_volatility': self.benchmark_volatility[dt_loc], 'algo_volatility': self.algorithm_volatility[dt_loc], 'treasury_period_return': self.treasury_period_return, 'algorithm_period_return': self.algorithm_cumulative_returns[dt_loc], 'benchmark_period_return': self.benchmark_cumulative_returns[dt_loc], 'beta': self.beta[dt_loc], 'alpha': self.alpha[dt_loc], 'sharpe': self.sharpe[dt_loc], 'sortino': self.sortino[dt_loc], 'excess_return': self.excess_returns[dt_loc], '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)}
