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BUG: 'inf' is in Numpy, not Pandas.

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John Ricklefs
2014-12-29 21:23:34 -05:00
parent 96cbec3f54
commit 994f7ceee5
1 changed files with 2 additions and 2 deletions
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zipline/finance/performance/period.py
+2 -2
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@@ -345,14 +345,14 @@ class PerformancePeriod(object):
if net_liq != 0:
return self._gross_exposure() / net_liq
return pd.inf
return np.inf
def _net_leverage(self):
net_liq = self._net_liquidation_value
if net_liq != 0:
return self._net_exposure() / net_liq
return pd.inf
return np.inf
def update_last_sale(self, event):
if event.sid not in self.positions: