diff --git a/vnpy/app/cta_strategy/backtesting.py b/vnpy/app/cta_strategy/backtesting.py
index aebc78ff..989d41c6 100644
--- a/vnpy/app/cta_strategy/backtesting.py
+++ b/vnpy/app/cta_strategy/backtesting.py
@@ -9,14 +9,14 @@ import matplotlib.pyplot as plt
 import seaborn as sns
 from pandas import DataFrame
 
-from vnpy.trader.constant import Direction, Exchange, Interval, Status
+from vnpy.trader.constant import (Direction, Offset, Exchange, 
+                                  Interval, Status)
 from vnpy.trader.database import DbBarData, DbTickData
 from vnpy.trader.object import OrderData, TradeData
 from vnpy.trader.utility import round_to_pricetick
 
 from .base import (
     BacktestingMode,
-    CtaOrderType,
     EngineType,
     ORDER_CTA2VT,
     STOPORDER_PREFIX,
@@ -718,7 +718,8 @@ class BacktestingEngine:
     def send_order(
         self,
         strategy: CtaTemplate,
-        order_type: CtaOrderType,
+        direction: Direction,
+        offset: Offset,
         price: float,
         volume: float,
         stop: bool = False,
@@ -726,17 +727,24 @@ class BacktestingEngine:
         """"""
         price = round_to_pricetick(price, self.pricetick)
         if stop:
-            return self.send_stop_order(order_type, price, volume)
+            return self.send_stop_order(direction, offset, price, volume)
         else:
-            return self.send_limit_order(order_type, price, volume)
+            return self.send_limit_order(direction, offset, price, volume)
 
-    def send_stop_order(self, order_type: CtaOrderType, price: float, volume: float):
+    def send_stop_order(
+        self, 
+        direction: Direction, 
+        offset: Offset, 
+        price: float, 
+        volume: float
+    ):
         """"""
         self.stop_order_count += 1
 
         stop_order = StopOrder(
             vt_symbol=self.vt_symbol,
-            order_type=order_type,
+            direction=direction,
+            offset=offset,
             price=price,
             volume=volume,
             stop_orderid=f"{STOPORDER_PREFIX}.{self.stop_order_count}",
@@ -748,11 +756,16 @@ class BacktestingEngine:
 
         return stop_order.stop_orderid
 
-    def send_limit_order(self, order_type: CtaOrderType, price: float, volume: float):
+    def send_limit_order(
+        self, 
+        direction: Direction,
+        offset: Offset,
+        price: float, 
+        volume: float
+    ):
         """"""
         self.limit_order_count += 1
-        direction, offset = ORDER_CTA2VT[order_type]
-
+        
         order = OrderData(
             symbol=self.symbol,
             exchange=self.exchange,
diff --git a/vnpy/app/cta_strategy/base.py b/vnpy/app/cta_strategy/base.py
index 4ee50b70..82fc03ce 100644
--- a/vnpy/app/cta_strategy/base.py
+++ b/vnpy/app/cta_strategy/base.py
@@ -11,13 +11,6 @@ APP_NAME = "CtaStrategy"
 STOPORDER_PREFIX = "STOP"
 
 
-class CtaOrderType(Enum):
-    BUY = "买开"
-    SELL = "卖平"
-    SHORT = "卖开"
-    COVER = "买平"
-
-
 class StopOrderStatus(Enum):
     WAITING = "等待中"
     CANCELLED = "已撤销"
@@ -37,7 +30,8 @@ class BacktestingMode(Enum):
 @dataclass
 class StopOrder:
     vt_symbol: str
-    order_type: CtaOrderType
+    direction: Direction
+    offset: Offset
     price: float
     volume: float
     stop_orderid: str
@@ -45,18 +39,8 @@ class StopOrder:
     status: StopOrderStatus = StopOrderStatus.WAITING
     vt_orderid: str = ""
 
-    def __post_init__(self):
-        """"""
-        self.direction, self.offset = ORDER_CTA2VT[self.order_type]
-
 
 EVENT_CTA_LOG = "eCtaLog"
 EVENT_CTA_STRATEGY = "eCtaStrategy"
 EVENT_CTA_STOPORDER = "eCtaStopOrder"
 
-ORDER_CTA2VT = {
-    CtaOrderType.BUY: (Direction.LONG, Offset.OPEN),
-    CtaOrderType.SELL: (Direction.SHORT, Offset.CLOSE),
-    CtaOrderType.SHORT: (Direction.SHORT, Offset.OPEN),
-    CtaOrderType.COVER: (Direction.LONG, Offset.CLOSE),
-}
diff --git a/vnpy/app/cta_strategy/engine.py b/vnpy/app/cta_strategy/engine.py
index 9ee850b9..d1ab5b5f 100644
--- a/vnpy/app/cta_strategy/engine.py
+++ b/vnpy/app/cta_strategy/engine.py
@@ -21,7 +21,7 @@ from vnpy.trader.object import (
     BarData
 )
 from vnpy.trader.event import EVENT_TICK, EVENT_ORDER, EVENT_TRADE
-from vnpy.trader.constant import Direction, OrderType, Interval, Exchange
+from vnpy.trader.constant import Direction, OrderType, Interval, Exchange, Offset
 from vnpy.trader.utility import load_json, save_json
 from vnpy.trader.database import DbTickData, DbBarData
 from vnpy.trader.setting import SETTINGS
@@ -30,7 +30,6 @@ from .base import (
     EVENT_CTA_LOG,
     EVENT_CTA_STRATEGY,
     EVENT_CTA_STOPORDER,
-    CtaOrderType,
     EngineType,
     StopOrder,
     StopOrderStatus,
@@ -233,7 +232,11 @@ class CtaEngine(BaseEngine):
                         price = tick.bid_price_5
 
                 vt_orderid = self.send_limit_order(
-                    strategy, stop_order.order_type, price, stop_order.volume
+                    strategy, 
+                    stop_order.direction, 
+                    stop_order.offset, 
+                    price, 
+                    stop_order.volume
                 )
 
                 # Update stop order status if placed successfully
@@ -256,7 +259,8 @@ class CtaEngine(BaseEngine):
     def send_limit_order(
         self,
         strategy: CtaTemplate,
-        order_type: CtaOrderType,
+        direction: Direction,
+        offset: Offset,
         price: float,
         volume: float,
     ):
@@ -268,8 +272,6 @@ class CtaEngine(BaseEngine):
             self.write_log(f"委托失败，找不到合约：{strategy.vt_symbol}", strategy)
             return ""
 
-        direction, offset = ORDER_CTA2VT[order_type]
-
         # Create request and send order.
         req = OrderRequest(
             symbol=contract.symbol,
@@ -294,7 +296,8 @@ class CtaEngine(BaseEngine):
     def send_stop_order(
         self,
         strategy: CtaTemplate,
-        order_type: CtaOrderType,
+        direction: Direction,
+        offset: Offset,
         price: float,
         volume: float,
     ):
@@ -306,7 +309,8 @@ class CtaEngine(BaseEngine):
 
         stop_order = StopOrder(
             vt_symbol=strategy.vt_symbol,
-            order_type=order_type,
+            direction=direction,
+            offset=offset,
             price=price,
             volume=volume,
             stop_orderid=stop_orderid,
@@ -358,7 +362,8 @@ class CtaEngine(BaseEngine):
     def send_order(
         self,
         strategy: CtaTemplate,
-        order_type: CtaOrderType,
+        direction: Direction,
+        offset: Offset,
         price: float,
         volume: float,
         stop: bool,
@@ -366,9 +371,9 @@ class CtaEngine(BaseEngine):
         """
         """
         if stop:
-            return self.send_stop_order(strategy, order_type, price, volume)
+            return self.send_stop_order(strategy, direction, offset, price, volume)
         else:
-            return self.send_limit_order(strategy, order_type, price, volume)
+            return self.send_limit_order(strategy, direction, offset, price, volume)
 
     def cancel_order(self, strategy: CtaTemplate, vt_orderid: str):
         """
diff --git a/vnpy/app/cta_strategy/template.py b/vnpy/app/cta_strategy/template.py
index c3804286..eaa821b2 100644
--- a/vnpy/app/cta_strategy/template.py
+++ b/vnpy/app/cta_strategy/template.py
@@ -2,10 +2,10 @@
 from abc import ABC
 from typing import Any, Callable
 
-from vnpy.trader.constant import Interval, Status
+from vnpy.trader.constant import Interval, Status, Direction, Offset
 from vnpy.trader.object import BarData, TickData, OrderData, TradeData
 
-from .base import CtaOrderType, StopOrder, EngineType
+from .base import StopOrder, EngineType
 
 
 class CtaTemplate(ABC):
@@ -139,29 +139,30 @@ class CtaTemplate(ABC):
         """
         Send buy order to open a long position.
         """
-        return self.send_order(CtaOrderType.BUY, price, volume, stop)
+        return self.send_order(Direction.LONG, Offset.OPEN, price, volume, stop)
 
     def sell(self, price: float, volume: float, stop: bool = False):
         """
         Send sell order to close a long position.
         """
-        return self.send_order(CtaOrderType.SELL, price, volume, stop)
+        return self.send_order(Direction.SHORT, Offset.CLOSE, price, volume, stop)
 
     def short(self, price: float, volume: float, stop: bool = False):
         """
         Send short order to open as short position.
         """
-        return self.send_order(CtaOrderType.SHORT, price, volume, stop)
+        return self.send_order(Direction.SHORT, Offset.OPEN, price, volume, stop)
 
     def cover(self, price: float, volume: float, stop: bool = False):
         """
         Send cover order to close a short position.
         """
-        return self.send_order(CtaOrderType.COVER, price, volume, stop)
+        return self.send_order(Direction.LONG, Offset.CLOSE, price, volume, stop)
 
     def send_order(
         self,
-        order_type: CtaOrderType,
+        direction: Direction,
+        offset: Offset,
         price: float,
         volume: float,
         stop: bool = False,
@@ -171,7 +172,7 @@ class CtaTemplate(ABC):
         """
         if self.trading:
             vt_orderid = self.cta_engine.send_order(
-                self, order_type, price, volume, stop
+                self, direction, offset, price, volume, stop
             )
         else:
             vt_orderid = ""