diff --git a/vnpy/app/cta_strategy/strategies/boll_channel_strategy.py b/vnpy/app/cta_strategy/strategies/boll_channel_strategy.py
index 137d6b1d..02128986 100644
--- a/vnpy/app/cta_strategy/strategies/boll_channel_strategy.py
+++ b/vnpy/app/cta_strategy/strategies/boll_channel_strategy.py
@@ -13,7 +13,7 @@ from vnpy.app.cta_strategy import (
 class BollChannelStrategy(CtaTemplate):
     """"""
 
-    author = '用Python的交易员'
+    author = "用Python的交易员"
 
     boll_window = 18
     boll_dev = 3.4
@@ -32,10 +32,10 @@ class BollChannelStrategy(CtaTemplate):
     long_stop = 0
     short_stop = 0
 
-    parameters = ['boll_window', 'boll_dev', 'cci_window',
-                  'atr_window', 'sl_multiplier', 'fixed_size']
-    variables = ['boll_up', 'boll_down', 'cci_value', 'atr_value',
-                 'intra_trade_high', 'intra_trade_low', 'long_stop', 'short_stop']
+    parameters = ["boll_window", "boll_dev", "cci_window",
+                  "atr_window", "sl_multiplier", "fixed_size"]
+    variables = ["boll_up", "boll_down", "cci_value", "atr_value",
+                 "intra_trade_high", "intra_trade_low", "long_stop", "short_stop"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""
diff --git a/vnpy/app/cta_strategy/strategies/double_ma_strategy.py b/vnpy/app/cta_strategy/strategies/double_ma_strategy.py
index cff6f518..ff88e264 100644
--- a/vnpy/app/cta_strategy/strategies/double_ma_strategy.py
+++ b/vnpy/app/cta_strategy/strategies/double_ma_strategy.py
@@ -11,7 +11,7 @@ from vnpy.app.cta_strategy import (
 
 
 class DoubleMaStrategy(CtaTemplate):
-    author = '用Python的交易员'
+    author = "用Python的交易员"
 
     fast_window = 10
     slow_window = 20
@@ -22,8 +22,8 @@ class DoubleMaStrategy(CtaTemplate):
     slow_ma0 = 0.0
     slow_ma1 = 0.0
 
-    parameters = ['fast_window', 'slow_window']
-    variables = ['fast_ma0', 'fast_ma1', 'slow_ma0', 'slow_ma1']
+    parameters = ["fast_window", "slow_window"]
+    variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""
diff --git a/vnpy/app/cta_strategy/strategies/dual_thrust_strategy.py b/vnpy/app/cta_strategy/strategies/dual_thrust_strategy.py
index 75cdd3df..2ca9dd37 100644
--- a/vnpy/app/cta_strategy/strategies/dual_thrust_strategy.py
+++ b/vnpy/app/cta_strategy/strategies/dual_thrust_strategy.py
@@ -14,13 +14,13 @@ from vnpy.app.cta_strategy import (
 class DualThrustStrategy(CtaTemplate):
     """"""
 
-    author = u'用Python的交易员'
+    author = "用Python的交易员"
 
     fixed_size = 1
     k1 = 0.4
     k2 = 0.6
 
-    barList = []
+    bars = []
 
     day_open = 0
     day_high = 0
@@ -34,8 +34,8 @@ class DualThrustStrategy(CtaTemplate):
     long_entered = False
     short_entered = False
 
-    parameters = ['k1', 'k2', "fixed_size"]
-    variables = ['range', 'long_entry', 'short_entry', 'exit_time']
+    parameters = ["k1", "k2", "fixed_size"]
+    variables = ["range", "long_entry", "short_entry", "exit_time"]
 
     def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
         """"""
@@ -45,7 +45,7 @@ class DualThrustStrategy(CtaTemplate):
 
         self.bg = BarGenerator(self.on_bar)
         self.am = ArrayManager()
-        self.barList = []
+        self.bars = []
 
     def on_init(self):
         """
@@ -78,12 +78,12 @@ class DualThrustStrategy(CtaTemplate):
         """
         self.cancel_all()
 
-        self.barList.append(bar)
-        if len(self.barList) <= 2:
+        self.bars.append(bar)
+        if len(self.bars) <= 2:
             return
         else:
-            self.barList.pop(0)
-        last_bar = self.barList[-2]
+            self.bars.pop(0)
+        last_bar = self.bars[-2]
 
         if last_bar.datetime.date() != bar.datetime.date():
             if self.day_high: