diff --git a/vnpy/app/cta_stock/back_testing.py b/vnpy/app/cta_stock/back_testing.py
index 03a0b01c..d6011a5e 100644
--- a/vnpy/app/cta_stock/back_testing.py
+++ b/vnpy/app/cta_stock/back_testing.py
@@ -565,7 +565,7 @@ class BackTestingEngine(object):
         for vt_symbol, symbol_data in data_dict.items():
             self.write_log(u'配置{}数据:{}'.format(vt_symbol, symbol_data))
             self.set_price_tick(vt_symbol, symbol_data.get('price_tick', 0.01))
-            self.set_volume_tick(vt_symbol, symbol_data.get('min_volume', 10))
+            self.set_volume_tick(vt_symbol, symbol_data.get('min_volume', 100))
             self.set_slippage(vt_symbol, symbol_data.get('slippage', 0))
             self.set_size(vt_symbol, symbol_data.get('symbol_size', 1))
             margin_rate = symbol_data.get('margin_rate', 1)
diff --git a/vnpy/app/cta_stock/engine.py b/vnpy/app/cta_stock/engine.py
index 437f1711..452fc6f2 100644
--- a/vnpy/app/cta_stock/engine.py
+++ b/vnpy/app/cta_stock/engine.py
@@ -402,8 +402,8 @@ class CtaEngine(BaseEngine):
         #     strategy.pos -= trade.volume
         # 根据策略名称，写入 data\straetgy_name_trade.csv文件
         strategy_name = getattr(strategy, 'strategy_name')
-        trade_fields = ['datetime', 'symbol', 'exchange', 'vt_symbol', 'tradeid', 'vt_tradeid', 'orderid', 'vt_orderid',
-                        'direction', 'offset', 'price', 'volume', 'idx_price']
+        trade_fields = ['datetime', 'symbol', 'exchange', 'vt_symbol', 'name', 'tradeid', 'vt_tradeid', 'orderid', 'vt_orderid',
+                        'direction', 'offset', 'price', 'volume']
         trade_dict = OrderedDict()
         try:
             for k in trade_fields:
@@ -418,15 +418,6 @@ class CtaEngine(BaseEngine):
                 else:
                     trade_dict[k] = getattr(trade, k, '')
 
-            # 添加指数价格
-            symbol = trade_dict.get('symbol')
-            idx_symbol = get_underlying_symbol(symbol).upper() + '99.' + trade_dict.get('exchange')
-            idx_price = self.get_price(idx_symbol)
-            if idx_price:
-                trade_dict.update({'idx_price': idx_price})
-            else:
-                trade_dict.update({'idx_price': trade_dict.get('price')})
-
             if strategy_name is not None:
                 trade_file = str(get_folder_path('data').joinpath('{}_trade.csv'.format(strategy_name)))
                 append_data(file_name=trade_file, dict_data=trade_dict)
@@ -1164,7 +1155,7 @@ class CtaEngine(BaseEngine):
                 if len(adj_list) > 0:
                     self.write_log(f'需要对{vt_symbol}进行前复权处理')
                     for row in adj_list:
-                        row.update({'dividOperateDate': row.get('dividOperateDate')[:10] + ' 09:31:00'})
+                        row.update({'dividOperateDate': row.get('dividOperateDate')[:10] + ' 09:30:00'})
                     # list -> dataframe, 转换复权日期格式
                     adj_data = pd.DataFrame(adj_list)
                     adj_data["dividOperateDate"] = pd.to_datetime(adj_data["dividOperateDate"], format="%Y-%m-%d %H:%M:%S")
diff --git a/vnpy/app/cta_stock/portfolio_testing.py b/vnpy/app/cta_stock/portfolio_testing.py
index 097eab3d..585dce40 100644
--- a/vnpy/app/cta_stock/portfolio_testing.py
+++ b/vnpy/app/cta_stock/portfolio_testing.py
@@ -34,7 +34,7 @@ from vnpy.trader.utility import (
     extract_vt_symbol,
     get_csv_last_dt
 )
-
+from vnpy.data.common import stock_to_adj
 from .back_testing import BackTestingEngine, stock_to_adj
 
 
@@ -108,7 +108,7 @@ class PortfolioTestingEngine(BackTestingEngine):
                 if isinstance(last_dt, datetime):
                     if last_dt.strftime('%Y-%m-%d') < self.test_end_date:
                         self.write_log(f'加载数据[{vt_symbol}], 使用{fq_name}文件:{fq_bar_file}')
-                        symbol_df = pd.read_csv(bar_file, dtype=data_types)
+                        symbol_df = pd.read_csv(fq_bar_file, dtype=data_types)
                         # 转换时间，str =》 datetime
                         symbol_df["datetime"] = pd.to_datetime(symbol_df["datetime"], format="%Y-%m-%d %H:%M:%S")
                         # 设置时间为索引
@@ -139,7 +139,7 @@ class PortfolioTestingEngine(BackTestingEngine):
                     for row in adj_list:
                         d = row.get('dividOperateDate', "")[0:10]
                         if len(d) == 10:
-                            row.update({'dividOperateDate': d + ' 09:31:00'})
+                            row.update({'dividOperateDate': d + ' 09:30:00'})
                     # list -> dataframe, 转换复权日期格式
                     adj_data = pd.DataFrame(adj_list)
                     adj_data["dividOperateDate"] = pd.to_datetime(adj_data["dividOperateDate"],
diff --git a/vnpy/app/cta_stock/template.py b/vnpy/app/cta_stock/template.py
index 09bd97ed..2414ffa3 100644
--- a/vnpy/app/cta_stock/template.py
+++ b/vnpy/app/cta_stock/template.py
@@ -1092,6 +1092,10 @@ class CtaStockTemplate(CtaTemplate):
                          symbol_tick.bid_volume_5]):
                         market_ask_volumes = symbol_tick.ask_volume_1 + symbol_tick.ask_volume_2 + symbol_tick.ask_volume_3 + symbol_tick.ask_volume_4 + symbol_tick.ask_volume_5
                         market_bid_volumes = symbol_tick.bid_volume_1 + symbol_tick.bid_volume_2 + symbol_tick.bid_volume_3 + symbol_tick.bid_volume_4 + symbol_tick.bid_volume_5
+                        # 乘以基本系数
+                        market_ask_volumes = market_ask_volumes * symbol_volume_tick
+                        market_bid_volumes = market_bid_volumes * symbol_volume_tick
+
                         org_sell_volume = sell_volume
                         if market_bid_volumes > 0 and market_ask_volumes > 0 and org_sell_volume >= 2 * symbol_volume_tick:
                             sell_volume = min(market_bid_volumes / 4, market_ask_volumes / 4, sell_volume)