diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py index fce85263..ab63d4ae 100644 --- a/zipline/finance/performance/period.py +++ b/zipline/finance/performance/period.py @@ -550,8 +550,8 @@ class PerformancePeriod(object): getattr(self, 'day_trades_remaining', float('inf')) account.leverage = getattr(self, 'leverage', period_stats.gross_leverage) - account.net_leverage = period_stats.net_leverage - + account.net_leverage = getattr(self, 'net_leverage', + period_stats.net_leverage) account.net_liquidation = getattr(self, 'net_liquidation', period_stats.net_liquidation) return account