EventAnalyzer报错

[slashqiang]

当分析日内交易记录（即同一天有买卖）时，会报错如下。

如：trade.csv文件如下
index,commission,entrust_action,entrust_no,fill_date,fill_no,fill_price,fill_size,fill_time,symbol,task_id,trade_date
0,0.3027,Buy,1,20170614,1,3027.0,1.0,134800,rb1710.SHF,201706140003,20170614
1,0.3073,Sell,2,20170614,2,3073.0,1.0,145700,rb1710.SHF,201706140004,20170614

运行 do_analyze(result_dir=result_dir_path, selected_sec=props['symbol'].split(','))
报错如下：
Traceback (most recent call last):

File "", line 1, in
analyze()

File "", line 214, in analyze
ta.do_analyze(result_dir=result_dir_path, selected_sec=props['symbol'].split(','))

File "/xxx/jaqs/trade/analyze/analyze.py", line 760, in do_analyze
self.get_returns(compound_return = compound_rtn, consider_commission=True)

File "/xxx/jaqs/trade/analyze/analyze.py", line 586, in get_returns
max_dd_start = np.argmax(active_cum[:max_dd_end]) # start of period

File "/xxx/numpy/core/fromnumeric.py", line 1004, in argmax
return _wrapfunc(a, 'argmax', axis=axis, out=out)

File "/xxx/numpy/core/fromnumeric.py", line 52, in _wrapfunc
return getattr(obj, method)(*args, **kwds)

ValueError: attempt to get argmax of an empty sequence