diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py index 22ac8fbd..ee7dc631 100644 --- a/zipline/finance/performance/period.py +++ b/zipline/finance/performance/period.py @@ -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):