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fix calc_volatility_div_price_diff

skyffire 1 year ago
parent
commit
023755706c
1 changed files with 5 additions and 1 deletions
  1. 5 1
      src/symbol_filter.rs

+ 5 - 1
src/symbol_filter.rs

@@ -84,7 +84,11 @@ fn calc_volatility_div_price_diff(records: Value) -> Decimal {
         volatility += Decimal::ONE_HUNDRED * (record_high - record_low) / mid;
     }
 
-    let mut vdpd = volatility / price_diff;
+    let mut vdpd = if price_diff.is_zero() {
+        Decimal::ONE_THOUSAND
+    } else {
+        volatility / price_diff
+    };
     vdpd.rescale(6);
 
     return vdpd;