diff --git a/spread_backtest.py b/spread_backtest.py
index 1b44473..55ee743 100644
--- a/spread_backtest.py
+++ b/spread_backtest.py
@@ -1,21 +1,22 @@
 # -*- coding: UTF-8 -*-
-import os
+import sys,os
 import pandas as pd
 import numpy as np
+import time
 from trader import Trader
-from rich.progress import track
 from rich import print as rprint
-from rich import pretty, text
-from rich.table import Column, Table
-from rich.style import Style
+from rich.table import Table
 
 
 class Spread_Backtest():
-    def __init__(self, 
-                 trader: Trader):
+    def __init__(
+        self, 
+        trader: Trader
+    ):
         self.trader = trader
     
-    def run(self,
+    def run(
+        self,
         start: str, 
         end: str
     ):
@@ -35,14 +36,33 @@ class Spread_Backtest():
         else:
             bkt_end = rec_end
         print(f'回测区间: {bkt_start} -  {bkt_end}')
-        for d in track(self.trader.signal[list(self.trader.signal.keys())[0]].loc[bkt_start:bkt_end].index, 
-                       description='Backtesting...',
-                       update_period=0.5):
+        # for d in track(self.trader.signal[list(self.trader.signal.keys())[0]].loc[bkt_start:bkt_end].index, 
+        #                description='Backtesting...',
+        #                update_period=0.5):
+        #     # avaliable_date最后一天的数据只能用于记录持仓
+        #     if (d <= rec_end) and (d < self.trader.avaliable_date.index.max()):
+        #         self.trader.update_signal(d)
+        #     else:
+        #         self.trader.update_signal(d, update_type='position')
+        start_time = time.time()
+        target_list = self.trader.signal[list(self.trader.signal.keys())[0]].loc[bkt_start:bkt_end].index
+        for idx,date in enumerate(sorted(target_list), start=1):
+            sys.stdout.flush()
+            if idx > 1:
+                used_time = time.time()-start_time
+                need_time = int((used_time / idx) * (len(target_list) - idx))
+                used_time = int(used_time)
+                print("\r", end="")
+                print("回测进度: {:>3d}% [{} -> {}]  用时: {:0>2d}: {:0>2d} / 需要: {:0>2d}: {:0>2d}".format(
+                    idx*100//len(target_list), date, bkt_end, 
+                    used_time//60, used_time%60,
+                    need_time//60, need_time%60
+                ), end="")
             # avaliable_date最后一天的数据只能用于记录持仓
-            if (d <= rec_end) and (d < self.trader.avaliable_date.index.max()):
-                self.trader.update_signal(d)
+            if (date <= rec_end) and (date < self.trader.avaliable_date.index.max()):
+                self.trader.update_signal(date)
             else:
-                self.trader.update_signal(d, update_type='position')
+                self.trader.update_signal(date, update_type='position')
     
     @property
     def account_history(self):