diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py index ee7dc631..3d4fa127 100644 --- a/zipline/finance/performance/period.py +++ b/zipline/finance/performance/period.py @@ -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: