diff --git a/vnpy/app/cta_stock/template.py b/vnpy/app/cta_stock/template.py
index 753321d1..4085a18c 100644
--- a/vnpy/app/cta_stock/template.py
+++ b/vnpy/app/cta_stock/template.py
@@ -462,6 +462,16 @@ class CtaStockTemplate(CtaTemplate):
             if name in setting:
                 setattr(self, name, setting[name])
 
+    def sync_data(self):
+        """同步更新数据"""
+        if not self.backtesting:
+            self.write_log(u'保存k线缓存数据')
+            self.save_klines_to_cache()
+
+        if self.inited and self.trading:
+            self.write_log(u'保存policy数据')
+            self.policy.save()
+
     def save_klines_to_cache(self, kline_names: list = []):
         """
         保存K线数据到缓存
@@ -573,7 +583,7 @@ class CtaStockTemplate(CtaTemplate):
                 for lg in long_grids:
                     if len(lg.order_ids) > 0:
                         self.write_log(f'清除委托单：{lg.order_ids}')
-                        [self.cta_engine.cancel_order(vt_orderid) for vt_orderid in lg.order_ids]
+                        [self.cta_engine.cancel_order(self, vt_orderid) for vt_orderid in lg.order_ids]
                         lg.order_ids = []
                     if lg.open_status:
                         pos = self.get_position(lg.vt_symbol)
@@ -1041,6 +1051,10 @@ class CtaStockTemplate(CtaTemplate):
             return
         vt_symbol = ordering_grid.vt_symbol
         cur_price = self.cta_engine.get_price(vt_symbol)
+        if cur_price is None:
+            self.write_error(f'暂时不能获取{vt_symbol}最新价格')
+            return
+
         buy_volume = ordering_grid.volume - ordering_grid.traded_volume
         min_trade_volume = self.cta_engine.get_volume_tick(vt_symbol)
         if availiable < buy_volume * cur_price:
diff --git a/vnpy/gateway/xtp/xtp_gateway.py b/vnpy/gateway/xtp/xtp_gateway.py
index 05175787..5667efd2 100644
--- a/vnpy/gateway/xtp/xtp_gateway.py
+++ b/vnpy/gateway/xtp/xtp_gateway.py
@@ -517,7 +517,8 @@ class XtpTdApi(TdApi):
         else:
             # 股票
             direction, offset = DIRECTION_STOCK_XTP2VT[data["side"]]
-
+        insert_time = str(data["insert_time"])
+        dt = datetime.strptime(insert_time, '%Y%m%d%H%M%S%f')
         order = OrderData(
             symbol=symbol,
             exchange=MARKET_XTP2VT[data["market"]],
@@ -530,7 +531,8 @@ class XtpTdApi(TdApi):
             volume=data["quantity"],
             traded=data["qty_traded"],
             status=STATUS_XTP2VT[data["order_status"]],
-            time=data["insert_time"],
+            datetime=dt,
+            time=dt.strftime('%H:%M:%S'),
             gateway_name=self.gateway_name
         )
 
@@ -545,6 +547,9 @@ class XtpTdApi(TdApi):
         else:
             direction, offset = DIRECTION_STOCK_XTP2VT[data["side"]]
 
+        trade_time = str(data["trade_time"])
+        dt = datetime.strptime(trade_time,'%Y%m%d%H%M%S%f')
+
         trade = TradeData(
             symbol=symbol,
             exchange=MARKET_XTP2VT[data["market"]],
@@ -555,7 +560,8 @@ class XtpTdApi(TdApi):
             offset=offset,
             price=data["price"],
             volume=data["quantity"],
-            time=data["trade_time"],
+            datetime=dt,
+            time=dt.strftime('%H:%M:%S'),
             gateway_name=self.gateway_name
         )
 
@@ -767,12 +773,13 @@ class XtpTdApi(TdApi):
 
         # stock type
         else:
+            req.offset = Offset.NONE
             xtp_req = {
                 "ticker": req.symbol,
                 "market": MARKET_VT2XTP[req.exchange],
                 "price": req.price,
                 "quantity": int(req.volume),
-                "side": DIRECTION_STOCK_VT2XTP.get((req.direction, Offset.NONE), ""),
+                "side": DIRECTION_STOCK_VT2XTP.get((req.direction,req.offset), ""),
                 "price_type": ORDERTYPE_VT2XTP[req.type],
                 "business_type": BUSINESS_VT2XTP[req.offset]
             }