added notes for new perf fields.

2026-06-27 22:21:37 +08:00 · 2015-01-08 13:31:48 -05:00
parent 6c3e1e1ba4
commit 893e8bec09
1 changed files with 13 additions and 0 deletions
@@ -49,3 +49,16 @@
  > # The standard deviation of the price in the last 3 days.
  > data[security].stdev(3)
  > ```
+
+* New fields in Performance Period
+[PR464](https://github.com/quantopian/zipline/pull/464)
+
+  > Performance Period has new fields accessible in return value of to_dict:
+
+  > - gross leverage
+  > - net leverage
+  > - short exposure
+  > - long exposure
+  > - shorts count
+  > - longs count
+