[Mod]set all statistics to 0 if no trade in backtesting

vnpy/app/cta_strategy/backtesting.py

@@ -301,6 +301,32 @@ class BacktestingEngine:
         if not df:
             df = self.daily_df
         
+        if df is None:
+            # Set all statistics to 0 if no trade.
+            start_date = ""
+            end_date = ""
+            total_days = 0
+            profit_days = 0
+            loss_days = 0
+            end_balance = 0
+            max_drawdown = 0
+            max_ddpercent = 0
+            total_net_pnl = 0
+            daily_net_pnl = 0
+            total_commission = 0
+            daily_commission = 0
+            total_slippage = 0
+            daily_slippage = 0
+            total_turnover = 0
+            daily_turnover = 0
+            total_trade_count = 0
+            daily_trade_count = 0
+            total_return = 0
+            annual_return = 0
+            daily_return = 0
+            return_std = 0
+            sharpe_ratio = 0
+        else:
             # Calculate balance related time series data
             df["balance"] = df["net_pnl"].cumsum() + self.capital
             df["return"] = np.log(df["balance"] / df["balance"].shift(1)).fillna(0)
@@ -349,7 +375,6 @@ class BacktestingEngine:
                 sharpe_ratio = 0
 
         # Output
-        # 输出统计结果
         self.output("-" * 30)
         self.output(f"首个交易日：\t{start_date}")
         self.output(f"最后交易日：\t{end_date}")
@@ -415,6 +440,9 @@ class BacktestingEngine:
         if not df:
             df = self.daily_df
         
+        if df is None:
+            return
+
         plt.figure(figsize=(10, 16))
 
         balance_plot = plt.subplot(4, 1, 1)