diff --git a/vnpy/app/cta_strategy/strategies/multi_time_frame_strategy.py b/vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py
similarity index 67%
rename from vnpy/app/cta_strategy/strategies/multi_time_frame_strategy.py
rename to vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py
index 56046ae1..2b406a98 100644
--- a/vnpy/app/cta_strategy/strategies/multi_time_frame_strategy.py
+++ b/vnpy/app/cta_strategy/strategies/multi_timeframe_strategy.py
@@ -1,53 +1,54 @@
 from vnpy.app.cta_strategy import (
     CtaTemplate,
     StopOrder,
-    Direction,
     TickData,
     BarData,
     TradeData,
     OrderData,
     BarGenerator,
-    ArrayManager,   
+    ArrayManager,
 )
 
 
 class MultiTimeframeStrategy(CtaTemplate):
     """"""
-
     author = '用Python的交易员'
 
-    rsi_signal = 20          
-    rsi_window = 14          
-    fast_window = 5          
-    slow_window = 20         
-    fixed_size = 1           
-    
-    rsi_value = 0                        
-    rsi_long = 0                         
-    rsi_short = 0                        
-    fast_ma = 0                         
-    slow_ma = 0                          
-    ma_trend = 0                        
-    
+    rsi_signal = 20
+    rsi_window = 14
+    fast_window = 5
+    slow_window = 20
+    fixed_size = 1
+
+    rsi_value = 0
+    rsi_long = 0
+    rsi_short = 0
+    fast_ma = 0
+    slow_ma = 0
+    ma_trend = 0
+
+    parameters = ['rsi_signal', 'rsi_window',
+                  'fast_window', 'slow_window',
+                  'fixed_size']
+
+    variables = ['rsi_value', 'rsi_long', 'rsi_short',
+                 'fast_ma', 'slow_ma', 'ma_trend']
 
-    parameters = [ 'rsi_signal', 'rsi_window', 'fast_window', 'slow_window','fixed_size']    
-    variables = ['rsi_value','rsi_long','rsi_short','fast_ma','slow_ma','ma_trend']  
-    
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""
         super(MultiTimeframeStrategy, self).__init__(
             cta_engine, strategy_name, vt_symbol, setting
-        ) 
+        )
 
         self.rsi_long = 50 + self.rsi_signal
         self.rsi_short = 50 - self.rsi_signal
-        
-        self.bg5 = BarGenerator(self.on_bar,5, self.on_5min_bar)
+
+        self.bg5 = BarGenerator(self.on_bar, 5, self.on_5min_bar)
         self.am5 = ArrayManager()
 
-        self.bg15 = BarGenerator(self.on_bar,15, self.on_15min_bar)
+        self.bg15 = BarGenerator(self.on_bar, 15, self.on_15min_bar)
         self.am15 = ArrayManager()
-        
+
     def on_init(self):
         """
         Callback when strategy is inited.
@@ -60,7 +61,7 @@ class MultiTimeframeStrategy(CtaTemplate):
         Callback when strategy is started.
         """
         self.write_log("策略启动")
-        
+
     def on_stop(self):
         """
         Callback when strategy is stopped.
@@ -79,15 +80,15 @@ class MultiTimeframeStrategy(CtaTemplate):
         """
         self.bg5.update_bar(bar)
         self.bg15.update_bar(bar)
-        
-    def on_5min_bar(self, bar:BarData):
+
+    def on_5min_bar(self, bar: BarData):
         """"""
         self.cancel_all()
 
         self.am5.update_bar(bar)
         if not self.am5.inited:
             return
-        
+
         if not self.ma_trend:
             return
 
@@ -95,30 +96,29 @@ class MultiTimeframeStrategy(CtaTemplate):
 
         if self.pos == 0:
             if self.ma_trend > 0 and self.rsi_value >= self.rsi_long:
-                self.buy(bar.close_price+5, self.fixed_size)               
+                self.buy(bar.close_price + 5, self.fixed_size)
             elif self.ma_trend < 0 and self.rsi_value <= self.rsi_short:
-                self.short(bar.close_price-5, self.fixed_size)
+                self.short(bar.close_price - 5, self.fixed_size)
 
         elif self.pos > 0:
             if self.ma_trend < 0 or self.rsi_value < 50:
-                self.sell(bar.close_price-5, abs(self.pos))
-            
+                self.sell(bar.close_price - 5, abs(self.pos))
+
         elif self.pos < 0:
             if self.ma_trend > 0 or self.rsi_value > 50:
-                self.cover(bar.close_price+5, abs(self.pos))
+                self.cover(bar.close_price + 5, abs(self.pos))
 
         self.put_event()
-    
 
-    def on_15min_bar(self, bar:BarData):
+    def on_15min_bar(self, bar: BarData):
         """"""
-        self.am15.update_bar(bar)        
+        self.am15.update_bar(bar)
         if not self.am15.inited:
             return
-        
+
         self.fast_ma = self.am15.sma(self.fast_window)
         self.slow_ma = self.am15.sma(self.slow_window)
-        
+
         if self.fast_ma > self.slow_ma:
             self.ma_trend = 1
         else:
@@ -141,4 +141,3 @@ class MultiTimeframeStrategy(CtaTemplate):
         Callback of stop order update.
         """
         pass
-    
\ No newline at end of file