Closes #296

Author: analicia

pyfolio/plotting.py

@@ -911,9 +911,8 @@ def plot_exposures(returns, positions_alloc, ax=None, **kwargs):
         ax = plt.gca()
 
     df_long_short = pos.get_long_short_pos(positions_alloc)
-
     df_long_short.plot(
-        kind='area', color=['lightblue', 'green'], alpha=1.0,
+        kind='line', style=['-g', '-r', '--k'], alpha=1.0,
         ax=ax, **kwargs)
     df_cum_rets = timeseries.cum_returns(returns, starting_value=1)
     ax.set_xlim((df_cum_rets.index[0], df_cum_rets.index[-1]))

pyfolio/pos.py

@@ -57,13 +57,14 @@ def get_long_short_pos(positions):
 
     pos_wo_cash = positions.drop('cash', axis=1)
     longs = pos_wo_cash[pos_wo_cash > 0].sum(axis=1).fillna(0)
-    shorts = pos_wo_cash[pos_wo_cash < 0].abs().sum(axis=1).fillna(0)
+    shorts = pos_wo_cash[pos_wo_cash < 0].sum(axis=1).fillna(0)
     cash = positions.cash
     net_liquidation = longs - shorts + cash
-    df_long_short = pd.DataFrame({'long': longs,
-                                  'short': shorts})
-
-    return df_long_short.divide(net_liquidation, axis='index')
+    df_pos = pd.DataFrame({'long': longs.divide(net_liquidation, axis='index'),
+                           'short': shorts.divide(net_liquidation,
+                            axis='index')})
+    df_pos['net exposure'] = df_pos['long'] + df_pos['short']
+    return df_pos
 
 
 def get_top_long_short_abs(positions, top=10):