diff --git a/dataloader.py b/dataloader.py
index 0d115af..90f8267 100644
--- a/dataloader.py
+++ b/dataloader.py
@@ -1,6 +1,6 @@
 import numpy as np
 import pandas as pd
-from typing import Union, Iterable, Optional, Dict
+from typing import Union, Iterable
 
 class DataLoader():
     """
diff --git a/trader.py b/trader.py
index d085f5b..4f71eb0 100644
--- a/trader.py
+++ b/trader.py
@@ -187,14 +187,19 @@ class Trader(Account):
         """
         self.today_data = dict()
         self.today_data['basic'] = DataLoader(os.path.join(self.data_root['basic'],f'{date}.csv'))
+        # 遍历从data_root中读取当日数据
+        for path in self.data_root:
+            if path == 'basic':
+                continue
+            else:
+                self.today_data[path] = DataLoader(os.path.join(self.data_root[path],f'{date}.csv'))
         if update_type == 'position':
             return True
         for s in self.signal:
             if s == 'open':
                 if s in self.data_root:
-                    continue
-                else:
-                    self.today_data[s] = DataLoader(self.today_data['basic'].data[['open_post']].rename(columns={'open_post':'price'}))
+                    self.today_data[s+'_trade'] = DataLoader(self.today_data['open'].data[['open_post']].rename(columns={'open_post':'price'}))
+                self.today_data['open'] = DataLoader(self.today_data['basic'].data[['open_post']].rename(columns={'open_post':'price'}))
             else:
                 self.today_data[s] = DataLoader(os.path.join(self.data_root[s],f'{date}.csv'))
         if 'close' in self.signal:
@@ -529,13 +534,19 @@ class Trader(Account):
             buy_list (Iterable[str]):  买入目标
             sell_list (Iterable[str]): 卖出目标
         """
-        stock_price = self.today_data[trade_time]
+        if trade_time+'_trade' in self.today_data:
+            trade_price = self.today_data[trade_time+'_trade']
+            basic_price = self.today_data[trade_time]
+        else:
+            basic_price = self.today_data[trade_time]
+            trade_price = basic_price
         target_price = pd.Series(index=target)
         sell_list = list(set(target) & set(sell_list))
         buy_list = list(set(target) & set(buy_list))
-        target_price.loc[target] = stock_price.get(target, 'price').fillna(0)
-        target_price.loc[sell_list] = stock_price.get(sell_list, 'price') * (1 - self.current_fee[1])
-        target_price.loc[buy_list] = stock_price.get(buy_list, 'price') * (1 + self.current_fee[0])
+        # 根据交易和非交易标的分别获取目标价格
+        target_price.loc[target] = basic_price.get(target, 'price').fillna(0)
+        target_price.loc[sell_list] = trade_price.get(sell_list, 'price') * (1 - self.current_fee[1])
+        target_price.loc[buy_list] = trade_price.get(buy_list, 'price') * (1 + self.current_fee[0])
         return target_price
     
     def check_update_status(self,
@@ -724,6 +735,8 @@ class Trader(Account):
                 # 计算收益
                 cur_pos['rtn'] = (cur_pos['close'] / cur_pos['open'])
                 cur_pos['end_weight'] = cur_pos['weight'] * cur_pos['rtn']
+                # 价格缺失用初始weight填充
+                cur_pos.loc[pd.isnull(cur_pos['rtn']), 'end_weight'] = cur_pos.loc[pd.isnull(cur_pos['rtn']), 'weight']
                 self.update_account(date, trade_time, cur_pos, next_position)
                 # 更新仓位
                 cur_pos['weight'] = self.update_next_weight(cur_pos)
@@ -744,6 +757,8 @@ class Trader(Account):
         # 更新当日收益
         cur_pos['rtn'] = (cur_pos['close'] / cur_pos['open']) - 1
         cur_pos['end_weight'] = cur_pos['weight'] * (cur_pos['rtn'] + 1)
+        # 价格缺失用初始weight填充
+        cur_pos.loc[pd.isnull(cur_pos['rtn']), 'end_weight'] = cur_pos.loc[pd.isnull(cur_pos['rtn']), 'weight']
         position_record = cur_pos.copy()
         position_record['end_weight'] = self.update_next_weight(position_record)
         self.position_history[date] = position_record.copy()[position_fields]