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[Mod] add default value for pre_close price if zero

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This commit is contained in:
vn.py 2019-10-19 00:04:52 +08:00
parent 01fed04246
commit b117e84167
1 changed files with 6 additions and 1 deletions
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7
vnpy/app/cta_strategy/backtesting.py
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@ -1099,7 +1099,12 @@ class DailyResult:
inverse: bool inverse: bool
): ):
"""""" """"""
self.pre_close = pre_close # If no pre_close provided on the first day,
# use value 1 to avoid zero division error
if pre_close:
self.pre_close = pre_close
else:
self.pre_close = 1
# Holding pnl is the pnl from holding position at day start # Holding pnl is the pnl from holding position at day start
self.start_pos = start_pos self.start_pos = start_pos