[Mod] add default value for pre_close price if zero

2019-10-19 00:04:52 +08:00 · 2019-10-19 00:04:52 +08:00 · b117e84167
commit b117e84167
parent 01fed04246
1 changed files with 6 additions and 1 deletions
--- a/vnpy/app/cta_strategy/backtesting.py
+++ b/vnpy/app/cta_strategy/backtesting.py
@ -1099,7 +1099,12 @@ class DailyResult:
        inverse: bool
    ):
        """"""
+        # 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
        self.start_pos = start_pos