From 994f7ceee55eb086a3501c1e282e547fcee6219e Mon Sep 17 00:00:00 2001 From: John Ricklefs Date: Mon, 29 Dec 2014 21:23:34 -0500 Subject: [PATCH] BUG: 'inf' is in Numpy, not Pandas. --- zipline/finance/performance/period.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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: