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Diffstat (limited to 'services/strategy-engine')
| -rw-r--r-- | services/strategy-engine/strategies/vwap_strategy.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/vwap_strategy.py b/services/strategy-engine/strategies/vwap_strategy.py index 78919f1..f371c32 100644 --- a/services/strategy-engine/strategies/vwap_strategy.py +++ b/services/strategy-engine/strategies/vwap_strategy.py @@ -56,6 +56,8 @@ class VwapStrategy(BaseStrategy): return None vwap = self._cumulative_tp_vol / self._cumulative_vol + if vwap == 0.0: + return None deviation = (close - vwap) / vwap if deviation < -self._deviation_threshold: |