diff --git a/vnpy/app/cta_crypto/back_testing.py b/vnpy/app/cta_crypto/back_testing.py
index c136419c..8ecdf7bf 100644
--- a/vnpy/app/cta_crypto/back_testing.py
+++ b/vnpy/app/cta_crypto/back_testing.py
@@ -385,7 +385,7 @@ class BackTestingEngine(object):
     def get_exchange(self, symbol: str):
         return self.symbol_exchange_dict.get(symbol, Exchange.LOCAL)
 
-    def get_position(self, vt_symbol: str, direction: Direction, gateway_name: str = ''):
+    def get_position(self, vt_symbol: str, direction: Direction = Direction.NET, gateway_name: str = ''):
         """ 查询合约在账号的持仓"""
         if not gateway_name:
             gateway_name = self.gateway_name
diff --git a/vnpy/app/cta_crypto/template.py b/vnpy/app/cta_crypto/template.py
index 12fadc55..aaf5f90e 100644
--- a/vnpy/app/cta_crypto/template.py
+++ b/vnpy/app/cta_crypto/template.py
@@ -20,6 +20,7 @@ from .base import StopOrder
 from vnpy.component.cta_grid_trade import CtaGrid, CtaGridTrade
 from vnpy.component.cta_position import CtaPosition
 
+
 class CtaTemplate(ABC):
     """CTA策略模板"""
 
@@ -853,6 +854,10 @@ class CtaFutureTemplate(CtaTemplate):
         grid = old_order.get('grid', None)
 
         pre_status = old_order.get('status', Status.NOTTRADED)
+        if pre_status == Status.CANCELLED:
+            self.write_log(f'当前状态已经是{Status.CANCELLED}，不做调整处理')
+            return
+
         old_order.update({'status': Status.CANCELLED})
         self.write_log(u'委托单状态:{}=>{}'.format(pre_status, old_order.get('status')))
         if grid:
@@ -862,7 +867,7 @@ class CtaFutureTemplate(CtaTemplate):
                 pre_traded_volume = grid.traded_volume
                 grid.traded_volume = round(grid.traded_volume + order.traded, 7)
                 self.write_log(f'撤单中部分开仓:{order.traded} + 原已成交:{pre_traded_volume}  => {grid.traded_volume}')
-            if len(grid.order_ids)==0:
+            if len(grid.order_ids) == 0:
                 grid.order_status = False
                 if grid.traded_volume > 0:
                     pre_volume = grid.volume
@@ -891,6 +896,10 @@ class CtaFutureTemplate(CtaTemplate):
 
         grid = old_order.get('grid', None)
         pre_status = old_order.get('status', Status.NOTTRADED)
+        if pre_status == Status.CANCELLED:
+            self.write_log(f'当前状态已经是{Status.CANCELLED}，不做调整处理')
+            return
+
         old_order.update({'status': Status.CANCELLED})
         self.write_log(u'委托单状态:{}=>{}'.format(pre_status, old_order.get('status')))
         if grid:
@@ -1277,7 +1286,7 @@ class CtaFutureTemplate(CtaTemplate):
                             and order_grid \
                             and len(order_grid.order_ids) == 0 \
                             and not order_grid.open_status \
-                            and not order_grid.order_status  \
+                            and not order_grid.order_status \
                             and order_grid.traded_volume == 0:
                         self.write_log(u'移除从未开仓成功的委托网格{}'.format(order_grid.__dict__))
                         order_info['grid'] = None
@@ -1297,7 +1306,8 @@ class CtaFutureTemplate(CtaTemplate):
             return
         self.account_pos = self.cta_engine.get_position(vt_symbol=self.vt_symbol, direction=Direction.NET)
         if self.account_pos:
-            self.write_log(f'账号{self.vt_symbol}持仓:{self.account_pos.volume}, 冻结:{self.account_pos.frozen}, 盈亏:{self.account_pos.pnl}')
+            self.write_log(
+                f'账号{self.vt_symbol}持仓:{self.account_pos.volume}, 冻结:{self.account_pos.frozen}, 盈亏:{self.account_pos.pnl}')
 
         up_grids_info = ""
         for grid in list(self.gt.up_grids):
diff --git a/vnpy/app/cta_strategy_pro/back_testing.py b/vnpy/app/cta_strategy_pro/back_testing.py
index 6d910a5a..22d66cfd 100644
--- a/vnpy/app/cta_strategy_pro/back_testing.py
+++ b/vnpy/app/cta_strategy_pro/back_testing.py
@@ -1263,7 +1263,7 @@ class BackTestingEngine(object):
             if v.long_td > 0:
                 self.write_log(u'调整多单持仓:今仓{}=> 0 昨仓{} => 昨仓:{}'.format(v.long_td, v.long_yd, v.long_pos))
                 v.long_td = 0
-                v.longYd = v.long_pos
+                v.long_yd = v.long_pos
 
             if v.short_td > 0:
                 self.write_log(u'调整空单持仓:今仓{}=> 0 昨仓{} => 昨仓:{}'.format(v.short_td, v.short_yd, v.short_pos))
diff --git a/vnpy/component/cta_line_bar.py b/vnpy/component/cta_line_bar.py
index fc09765a..b32d1327 100644
--- a/vnpy/component/cta_line_bar.py
+++ b/vnpy/component/cta_line_bar.py
@@ -635,7 +635,7 @@ class CtaLineBar(object):
         # 波段买卖指标
         self.line_bd_fast = []  # 波段快线
         self.line_bd_slow = []  # 波段慢线
-        self.cur_bd_cross = 0  # 当前波段快线慢线金叉死叉， +金叉计算， - 死叉技术
+        self.cur_bd_count = 0  # 当前波段快线慢线金叉死叉， +金叉计算， - 死叉技术
 
     def set_params(self, setting: dict = {}):
         """设置参数"""
@@ -4029,9 +4029,9 @@ class CtaLineBar(object):
         # 判断金叉/死叉
         if len(self.line_bd_fast) > 2 and len(self.line_bd_slow) > 2:
             if self.line_bd_fast[-1] > self.line_bd_slow[-1]:
-                self.cur_bd_cross = max(1, self.cur_bd_cross + 1)
+                self.cur_bd_count = max(1, self.cur_bd_count + 1)
             elif self.line_bd_fast[-1] < self.line_bd_slow[-1]:
-                self.cur_bd_cross = min(-1, self.cur_bd_cross -1)
+                self.cur_bd_count = min(-1, self.cur_bd_count - 1)
 
     def write_log(self, content):
         """记录CTA日志"""