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This could quite easily be fixed by testing for NaN in PyLong_FromDouble, such 
as the attached patch. This works correctly on OSX, but I have no idea if this will 
work on other platforms, that depends on how portable the already existing 
Py_IS_NAN macro is.  C99 also introduces an fpclassify and isnan functions that 
could be used (Py_IS_NAN uses neither because Python is written in C89 instead 
of C99).