Fix portfolio construction NaN handling

pipeline/portfolio/discretize.py

@@ -82,7 +82,8 @@ def round_to_valid_lot(
 
 
 def _exposures(q: np.ndarray, price: np.ndarray) -> tuple[np.ndarray, float, float]:
-    v = q.astype(np.float64) * price
+    safe_price = np.where(np.isfinite(price) & (price > 0), price, 0.0)
+    v = q.astype(np.float64) * safe_price
     return v, float(v.sum()), float(np.abs(v).sum())
 
 
@@ -129,7 +130,7 @@ def repair_exposure(
         ``int64`` repaired positions, length N.
     """
     q = np.asarray(q_round, dtype=np.int64).copy()
-    price = np.asarray(price, dtype=np.float64)
+    raw_price = np.asarray(price, dtype=np.float64)
     increment = np.asarray(increment, dtype=np.int64).astype(np.float64)
     min_open = np.asarray(min_open, dtype=np.int64).astype(np.float64)
     qt = np.asarray(q_target, dtype=np.float64)
@@ -137,8 +138,10 @@ def repair_exposure(
     if n == 0:
         return q
 
-    vt = np.where(np.isfinite(qt), qt, 0.0) * price  # v_target, NaN-safe
-    tradable = np.isfinite(price) & (price > 0)
+    tradable = np.isfinite(raw_price) & (raw_price > 0)
+    price = np.where(tradable, raw_price, 0.0)
+    qt_safe = np.where(np.isfinite(qt), qt, 0.0)
+    vt = np.where(tradable, qt_safe * price, 0.0)  # v_target, NaN-safe
     step = np.where(tradable, increment * price, np.inf)  # dollar per increment
 
     if max_iters is None: