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BUG: Fix division-by-zero error if net_liquidation was 0.

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Converted _net_liquidation_value to a property to
streamline it a bit, too.
This commit is contained in:
John Ricklefs
2014-12-29 14:52:31 -05:00
parent 38e4d10c65
commit 96cbec3f54
1 changed files with 9 additions and 7 deletions
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zipline/finance/performance/period.py
+9 -7
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@@ -336,19 +336,21 @@ class PerformancePeriod(object):
def _net_exposure(self):
return self.calculate_positions_value()
@property
def _net_liquidation_value(self):
lv = self.ending_cash + self._long_value() + self._short_value()
return lv
return self.ending_cash + self._long_value() + self._short_value()
def _gross_leverage(self):
if self._net_liquidation_value != 0:
return self._gross_exposure() / self._net_liquidation_value()
net_liq = self._net_liquidation_value
if net_liq != 0:
return self._gross_exposure() / net_liq
return pd.inf
def _net_leverage(self):
if self._net_liquidation_value != 0:
return self._net_exposure() / self._net_liquidation_value()
net_liq = self._net_liquidation_value
if net_liq != 0:
return self._net_exposure() / net_liq
return pd.inf
@@ -487,7 +489,7 @@ class PerformancePeriod(object):
getattr(self, 'leverage', self._gross_leverage())
account.net_leverage = self._net_leverage()
account.net_liquidation = \
getattr(self, 'net_liquidation', self._net_liquidation_value())
getattr(self, 'net_liquidation', self._net_liquidation_value)
return account
def get_positions(self):