From 8d2e83067b5740e498fc2b6d98c18535405e043f Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Fri, 26 Apr 2019 09:33:25 +0800
Subject: [PATCH] [Fix]close #1632

---
 vnpy/app/cta_strategy/backtesting.py | 2 ++
 1 file changed, 2 insertions(+)

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