diff --git a/zipline/protocol.py b/zipline/protocol.py index 54fe118f..eb704b58 100644 --- a/zipline/protocol.py +++ b/zipline/protocol.py @@ -126,6 +126,7 @@ class Account(object): self.buying_power = float('inf') self.equity_with_loan = 0.0 self.total_positions_value = 0.0 + self.total_positions_exposure = 0.0 self.regt_equity = 0.0 self.regt_margin = float('inf') self.initial_margin_requirement = 0.0