anaylzer-vwr may have something error

[tianjixuetu]

when I optimize a strategy,the vwr analyzer occur something error,it mainly in :

  File "C:\Anaconda3\lib\site-packages\backtrader\strategy.py", line 486, in _stop
    analyzer._stop()
  File "C:\Anaconda3\lib\site-packages\backtrader\analyzer.py", line 200, in _stop
    self.stop()
  File "C:\Anaconda3\lib\site-packages\backtrader\analyzers\vwr.py", line 154, in stop
    dt = pn / (pi * math.exp(ravg * n)) - 1.0
ZeroDivisionError: float division by zero

so,this value about pi * math.exp(ravg * n) may be zero, maybe we should change the code to :

def stop(self):
        super(VWR, self).stop()
        # Check if no value has been seen after the last 'dt_over'
        # If so, there is one 'pi' out of place and a None 'pn'. Purge
        if self._pns[-1] is None:
            self._pis.pop()
            self._pns.pop()

        # Get results from children
        rs = self._returns.get_analysis()
        ravg = rs['ravg']
        rnorm100 = rs['rnorm100']

        # make n 1 based in enumerate (number of periods and not index)
        # skip initial placeholders for synchronization
        dts = []
        for n, pipn in enumerate(zip(self._pis, self._pns), 1):
            pi, pn = pipn
            # add a more assert 
            if pi * math.exp(ravg * n)!=0:
                dt = pn / (pi * math.exp(ravg * n)) - 1.0
            else:
                dt = np.NaN 
            dts.append(dt)

        sdev_p = standarddev(dts, bessel=True)

        vwr = rnorm100 * (1.0 - pow(sdev_p / self.p.sdev_max, self.p.tau))
        self.rets['vwr'] = vwr