diff --git a/zipline/protocol.py b/zipline/protocol.py index 488f3577..e364fa01 100644 --- a/zipline/protocol.py +++ b/zipline/protocol.py @@ -160,6 +160,7 @@ class Account(object): self.cushion = 0.0 self.day_trades_remaining = float('inf') self.leverage = 0.0 + self.net_leverage = 0.0 self.net_liquidation = 0.0 def __getitem__(self, key):