diff --git a/vn.oanda/vnoanda.py b/vn.oanda/vnoanda.py
index 6272b651..9a77b35c 100644
--- a/vn.oanda/vnoanda.py
+++ b/vn.oanda/vnoanda.py
@@ -177,8 +177,9 @@ class OandaApi(object):
     #----------------------------------------------------------------------
     def exit(self):
         """退出接口"""
-        self.active = False
-        self.reqThread.join()
+        if self.active:
+            self.active = False
+            self.reqThread.join()
         
     #----------------------------------------------------------------------
     def initFunctionSetting(self, code, setting):
diff --git a/vn.trader/ctaAlgo/ctaBacktesting.py b/vn.trader/ctaAlgo/ctaBacktesting.py
index 69060680..3ca8d909 100644
--- a/vn.trader/ctaAlgo/ctaBacktesting.py
+++ b/vn.trader/ctaAlgo/ctaBacktesting.py
@@ -283,11 +283,14 @@ class BacktestingEngine(object):
                 # 1. 假设当根K线的OHLC分别为：100, 125, 90, 110
                 # 2. 假设在上一根K线结束(也是当前K线开始)的时刻，策略发出的委托为限价105
                 # 3. 则在实际中的成交价会是100而不是105，因为委托发出时市场的最优价格是100
+                # 同时更新策略对象的持仓情况
                 if buyCross:
                     trade.price = min(order.price, bestCrossPrice)
+                    self.strategy.pos += order.totalVolume
                 else:
                     trade.price = max(order.price, bestCrossPrice)
-                
+                    self.strategy.pos -= order.totalVolume
+                    
                 trade.volume = order.totalVolume
                 trade.tradeTime = str(self.dt)
                 trade.dt = self.dt
@@ -322,6 +325,12 @@ class BacktestingEngine(object):
             
             # 如果发生了成交
             if buyCross or sellCross:
+                # 更新策略对象的持仓情况
+                if buyCross:
+                    self.strategy.pos += order.totalVolume
+                else:
+                    self.strategy.pos -= order.totalVolume
+                    
                 # 推送成交数据
                 self.tradeCount += 1            # 成交编号自增1
                 tradeID = str(self.tradeCount)
@@ -463,6 +472,8 @@ class BacktestingEngine(object):
         pPnl = plt.subplot(3, 1, 3)
         pPnl.set_ylabel("pnl")
         pPnl.hist(pnlList, bins=20)
+        
+        plt.show()
 
         # 输出
         self.output('-' * 50)
diff --git a/vn.trader/ctpGateway/ctpGateway.py b/vn.trader/ctpGateway/ctpGateway.py
index 0a2ff7b1..768ea832 100644
--- a/vn.trader/ctpGateway/ctpGateway.py
+++ b/vn.trader/ctpGateway/ctpGateway.py
@@ -10,6 +10,7 @@ vtSymbol直接使用symbol
 
 import os
 import json
+from copy import copy
 
 from vnctpmd import MdApi
 from vnctptd import TdApi
@@ -436,6 +437,8 @@ class CtpTdApi(TdApi):
         self.frontID = EMPTY_INT            # 前置机编号
         self.sessionID = EMPTY_INT          # 会话编号
         
+        self.posDict = {}                   # 缓存持仓数据的字典
+        
     #----------------------------------------------------------------------
     def onFrontConnected(self):
         """服务器连接"""
@@ -624,33 +627,47 @@ class CtpTdApi(TdApi):
     #----------------------------------------------------------------------
     def onRspQryInvestorPosition(self, data, error, n, last):
         """持仓查询回报"""
-        pos = VtPositionData()
-        pos.gatewayName = self.gatewayName
+        # 获取缓存字典中的持仓对象，若无则创建并初始化
+        positionName = '.'.join([data['InstrumentID'], data['PosiDirection']])
         
-        # 保存代码
-        pos.symbol = data['InstrumentID']
-        pos.vtSymbol = pos.symbol       # 这里因为data中没有ExchangeID这个字段
+        if positionName in self.posDict:
+            pos = self.posDict[positionName]
+        else:
+            pos = VtPositionData()
+            self.posDict[positionName] = pos
+            
+            pos.gatewayName = self.gatewayName
         
-        # 方向和持仓冻结数量
-        pos.direction = posiDirectionMapReverse.get(data['PosiDirection'], '')
+            # 保存代码
+            pos.symbol = data['InstrumentID']
+            pos.vtSymbol = pos.symbol       # 这里因为data中没有ExchangeID这个字段
+            
+            # 方向
+            pos.direction = posiDirectionMapReverse.get(data['PosiDirection'], '')
+            
+            # VT系统持仓名
+            pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])            
+        
+        # 持仓冻结数量
         if pos.direction == DIRECTION_NET or pos.direction == DIRECTION_LONG:
             pos.frozen = data['LongFrozen']
         elif pos.direction == DIRECTION_SHORT:   
             pos.frozen = data['ShortFrozen']
         
         # 持仓量
-        pos.position = data['Position']
-        pos.ydPosition = data['YdPosition']        
+        if data['Position']:
+            pos.position = data['Position']
+            
+        if data['YdPosition']:
+            pos.ydPosition = data['YdPosition']        
         
         # 持仓均价
         if pos.position:
             pos.price = data['PositionCost'] / pos.position
-        
-        # VT系统持仓名
-        pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
-        
+
         # 推送
-        self.gateway.onPosition(pos)
+        newpos = copy(pos)
+        self.gateway.onPosition(newpos)
     
     #----------------------------------------------------------------------
     def onRspQryTradingAccount(self, data, error, n, last):
diff --git a/vn.trader/oandaGateway/vnoanda.py b/vn.trader/oandaGateway/vnoanda.py
index 62f29609..57d1d16e 100644
--- a/vn.trader/oandaGateway/vnoanda.py
+++ b/vn.trader/oandaGateway/vnoanda.py
@@ -177,8 +177,9 @@ class OandaApi(object):
     #----------------------------------------------------------------------
     def exit(self):
         """退出接口"""
-        self.active = False
-        self.reqThread.join()
+        if self.active:
+            self.active = False
+            self.reqThread.join()
         
     #----------------------------------------------------------------------
     def initFunctionSetting(self, code, setting):