diff --git a/docs/release-notes/zipline-0.7.1.md b/docs/release-notes/zipline-0.7.1.md index f38d2271..364b27c3 100644 --- a/docs/release-notes/zipline-0.7.1.md +++ b/docs/release-notes/zipline-0.7.1.md @@ -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 +