From 3d4d3d0c2bace70fa96e374969cc47f7b686253d Mon Sep 17 00:00:00 2001 From: fawce Date: Fri, 19 Dec 2014 11:31:59 -0500 Subject: [PATCH] adding gross leverage to the perf packet. --- zipline/protocol.py | 1 + 1 file changed, 1 insertion(+) 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):