Index: setup.py
===================================================================
--- setup.py	(revision 429)
+++ setup.py	(working copy)
@@ -71,7 +71,7 @@
 libraries = ['pq']
 include_dirs = [pg_config('includedir')]
 library_dirs=[pg_config('libdir')]
-define_macros = [('PYGRESQL_VERSION', '\\"%s\\"' % version)]
+define_macros = [('PYGRESQL_VERSION', '"\\"%s\\""' % version)]
 undef_macros = []
 extra_compile_args = ['-O2']
 
Index: TEST_PyGreSQL_dbapi20.py
===================================================================
--- TEST_PyGreSQL_dbapi20.py	(revision 429)
+++ TEST_PyGreSQL_dbapi20.py	(working copy)
@@ -4,6 +4,7 @@
 import dbapi20
 import unittest
 import pgdb
+import math
 
 # We need a database to test against.
 # If LOCAL_PyGreSQL.py exists we will get our information from that.
@@ -93,6 +94,28 @@
         finally:
             con.close()
 
+    def test_float(self):
+        values = [ (3.14,), (float('nan'),), (float('+inf'),), (float('-inf'),) ]
+        table = self.table_prefix + 'float'
+        con = self._connect()
+        try:
+            cur = con.cursor()
+            cur.execute("create table %s (floattest float8)" % table)
+            cur.executemany("insert into %s values(%%s)" % table, values)
+            cur.execute("select * from %s" % table)
+            rows = cur.fetchall()
+            self.assertEqual(len(rows), len(values))
+            for (val,), (db_val,) in zip(values, rows):
+                if math.isinf(val):
+                    self.assertTrue(math.isinf(db_val))
+                    self.assertEqual(math.copysign(1, val), math.copysign(1, db_val))
+                elif math.isnan(val):
+                    self.assertTrue(math.isnan(db_val))
+                else:
+                    self.assertEqual(val, db_val)
+        finally:
+            con.close()
+
     def test_set_decimal_type(self):
         decimal_type = pgdb.decimal_type()
         self.assertTrue(decimal_type is not None and callable(decimal_type))
Index: pgdb.py
===================================================================
--- pgdb.py	(revision 429)
+++ pgdb.py	(working copy)
@@ -201,8 +201,11 @@
                 val = "E'%s'" % self._cnx.escape_bytea(val)
             else:
                 val = "'%s'" % self._cnx.escape_string(val)
-        elif isinstance(val, (int, long, float)):
+        elif isinstance(val, (int, long)):
             pass
+        elif isinstance(val, float):
+            # always quote floats to handle nan, +inf and -inf
+            val = "'%s'" % val
         elif val is None:
             val = 'NULL'
         elif isinstance(val, (list, tuple)):