From 52cb0fc70a2836315a1d1de2c545368248cf887b Mon Sep 17 00:00:00 2001 From: Andrew Liang Date: Mon, 11 Jul 2016 11:19:32 -0400 Subject: [PATCH] DEV: Allow net_leverage value to be forced by broker --- zipline/finance/performance/period.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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