Delist problem in backtesting cause overestimated the returns!

Hi ! I'm new here. I found my back-testing result are overestimated the returns because of the delisted problem!
For example, one of the security is TRIANGLE PETROLEUM CORPORATION(TPLM) , bought it on 2016/12/02 at $0.37 and sold it on 2017/03/24 and got the money back in 2017/04/01 at$0.27. I know TPLM filed Chapter 11 so be delisted in NYSE, but the problem is that the news became available in 2017/03/24 after market closed, so how can I possibly know it and sell it in 2017/03/24 before market closed ? After all, TPLM price drop sharply to \$0.13 after being trade at OTC (yahoo finance data). I think a more reasonable way is sell it on the first trading date in OTC market, or more conservative way is just assume the stock price goes to zero! Is there any way to fix the problem in back-testing platform ? Thanks!

filed 8K after market closed at sec web : https://www.sec.gov/Archives/edgar/data/1281922/000155837017002120/0001558370-17-002120-index.htm

here is the news on 2017/03/24: https://marketexclusive.com/triangle-petroleum-corporation-nysemkttplm-files-an-8-k-other-events-4/2017/03/

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