diff --git a/vnpy/app/cta_stock/__init__.py b/vnpy/app/cta_stock/__init__.py
index 91963604..1127141d 100644
--- a/vnpy/app/cta_stock/__init__.py
+++ b/vnpy/app/cta_stock/__init__.py
@@ -12,6 +12,7 @@ from .template import (
     Status,
     Color,
     Interval,
+    OrderType,
     TickData,
     BarData,
     TradeData,
diff --git a/vnpy/app/cta_stock/back_testing.py b/vnpy/app/cta_stock/back_testing.py
index 3bc4b34f..7e10069a 100644
--- a/vnpy/app/cta_stock/back_testing.py
+++ b/vnpy/app/cta_stock/back_testing.py
@@ -1627,7 +1627,7 @@ class BackTestingEngine(object):
             # 计算每个策略实例的持仓盈亏
             strategy_pnl.update({longpos.strategy_name: strategy_pnl.get(longpos.strategy_name, 0) + holding_profit})
 
-            positionMsg += "{},long,p={},v={},m={};".format(symbol, longpos.price, longpos.volume, holding_profit)
+            positionMsg += "\n[{},long,p={},v={},m={}]".format(symbol, longpos.price, longpos.volume, round(holding_profit,2))
 
         data['net'] = c + today_holding_profit  # 当日净值（含持仓盈亏）
         data['rate'] = (c + today_holding_profit) / self.init_capital
diff --git a/vnpy/app/cta_stock/engine.py b/vnpy/app/cta_stock/engine.py
index 505b307c..59281d5b 100644
--- a/vnpy/app/cta_stock/engine.py
+++ b/vnpy/app/cta_stock/engine.py
@@ -144,7 +144,9 @@ class CtaEngine(BaseEngine):
 
         self.positions = {}
 
-        self.last_minute = None
+        self.last_minute = datetime.now().strftime('%H%M')
+
+        self.health_status = {}
 
     def init_engine(self):
         """
@@ -203,19 +205,17 @@ class CtaEngine(BaseEngine):
 
     def process_timer_event(self, event: Event):
         """ 处理定时器事件"""
-        all_trading = True
-        # 触发每个策略的定时接口
-        for strategy in list(self.strategies.values()):
-            strategy.on_timer()
-            if not strategy.trading:
-                all_trading = False
 
         dt = datetime.now()
         # 每分钟执行的逻辑
-        if self.last_minute != dt.minute:
-            self.last_minute = dt.minute
+        if self.last_minute != dt.strftime('%H%M'):
+            self.last_minute = dt.strftime('%H%M')
 
-            if all_trading:
+            # 检测策略的交易情况
+            self.health_check()
+
+            # 在国内股市开盘期间做检查
+            if '0930' < self.last_minute < '1530':
                 # 主动获取所有策略得持仓信息
                 all_strategy_pos = self.get_all_strategy_pos()
 
@@ -724,6 +724,9 @@ class CtaEngine(BaseEngine):
     def cancel_order(self, strategy: CtaTemplate, vt_orderid: str):
         """
         """
+        if vt_orderid is None or len(vt_orderid) == 0:
+            return False
+
         if vt_orderid.startswith(STOPORDER_PREFIX):
             return self.cancel_local_stop_order(strategy, vt_orderid)
         else:
@@ -1631,6 +1634,29 @@ class CtaEngine(BaseEngine):
             self.write_log(u'账户持仓与策略一致')
             return True, compare_info
 
+    def health_check(self):
+        """策略健康检查"""
+        for strategy_name in list(self.strategies.keys()):
+            # 获取策略
+            strategy = self.strategies.get(strategy_name)
+            if not strategy:
+                continue
+
+            health_count = self.health_status.get(strategy_name, 0)
+
+            # 取消计数器
+            if health_count > 0 and strategy.trading:
+                self.health_status.pop(strategy_name, None)
+                continue
+
+            # 增加计数器，如果超时十次，发出告警信息
+            if not strategy.trading:
+                health_count += 1
+                if health_count > 10:
+                    self.send_wechat(f'{strategy_name}交易状态停止超过10次检查周期,请检查')
+                    health_count = 0
+                    self.health_status.update({strategy_name: health_count})
+
     def init_all_strategies(self):
         """
         """
diff --git a/vnpy/app/cta_stock/template.py b/vnpy/app/cta_stock/template.py
index 82e3bfaf..370a919e 100644
--- a/vnpy/app/cta_stock/template.py
+++ b/vnpy/app/cta_stock/template.py
@@ -434,7 +434,7 @@ class CtaStockTemplate(CtaTemplate):
         self.klines = {}  # K线组件字典: kline_name: kline
         self.positions = {}     # 策略内持仓记录，  vt_symbol: PositionData
         self.order_type = OrderType.LIMIT
-        self.cancel_seconds = 10  # 撤单时间(秒)
+        self.cancel_seconds = 120  # 撤单时间(秒)
 
         # 资金相关
         self.max_invest_rate = 0.1  # 最大仓位(0~1)
@@ -781,6 +781,7 @@ class CtaStockTemplate(CtaTemplate):
             self.gt.save()
 
         # 在策略得活动订单中，移除
+        self.write_log(f'移除活动订单:{order.vt_orderid}')
         self.active_orders.pop(order.vt_orderid, None)
 
     def on_order_open_canceled(self, order: OrderData):
@@ -1142,7 +1143,7 @@ class CtaStockTemplate(CtaTemplate):
             buy_volume = max_buy_volume
 
         # 实盘运行时，要加入市场买卖量的判断
-        if not self.backtesting:
+        if not self.backtesting and 'market' in ordering_grid.snapshot:
             symbol_tick = self.cta_engine.get_tick(vt_symbol)
             # 根据市场计算，前5档买单数量
             if all([symbol_tick.ask_volume_1, symbol_tick.ask_volume_2, symbol_tick.ask_volume_3,
@@ -1156,7 +1157,7 @@ class CtaStockTemplate(CtaTemplate):
                     buy_volume = min(market_bid_volumes / 4, market_ask_volumes / 4, buy_volume)
                     buy_volume = max(buy_volume - buy_volume % min_trade_volume, min_trade_volume)
 
-        buy_price = cur_price + self.cta_engine.get_price_tick(vt_symbol)
+        buy_price = cur_price + self.cta_engine.get_price_tick(vt_symbol) * 10
 
         vt_orderids = self.buy(
             vt_symbol=vt_symbol,
@@ -1168,7 +1169,7 @@ class CtaStockTemplate(CtaTemplate):
             self.write_error(f'委托买入失败，{vt_symbol} 委托价:{buy_price} 数量:{buy_volume}')
             return
         else:
-            self.write_error(f'已委托买入，{vt_symbol} 委托价:{buy_price} 数量:{buy_volume}')
+            self.write_error(f'{vt_orderids},已委托买入，{vt_symbol} 委托价:{buy_price} 数量:{buy_volume}')
 
     def tns_finish_buy_grid(self, grid):
         """