diff --git a/vnpy/app/cta_strategy/backtesting.py b/vnpy/app/cta_strategy/backtesting.py
index fdeff439..e4aa25c7 100644
--- a/vnpy/app/cta_strategy/backtesting.py
+++ b/vnpy/app/cta_strategy/backtesting.py
@@ -226,6 +226,8 @@ class BacktestingEngine:
 
         # Use the first [days] of history data for initializing strategy
         day_count = 0
+        ix = 0
+        
         for ix, data in enumerate(self.history_data):
             if self.datetime and data.datetime.day != self.datetime.day:
                 day_count += 1